[cunparis]

I searched but can't find a way to do a time stop. Is it possible? In fact I'd like to get a lot of info about my trade like:

- time entered
- price
- open profit

I'd like to code my own time stop and trail a breakeven stop.

Thanks

[zapisy]

All possible

Need more specifics.

Lukas

[cunparis]

Originally Posted by zapisy »

All possible

Need more specifics.

Lukas

if x minutes have elapsed since entry I want to exit.

[BlowFish]

Originally Posted by zapisy »

All possible

Need more specifics.

Lukas

Dosen't EL require a 'tick' to do anything? Not sure not something I have done.


Cunparis have you looked at all the date/time functions? Would storing the date time of entry and then comparing the current date time not do the trick? (subject to you getting a 'tic' to trigger your code).

[arunsideas]

Originally Posted by cunparis »

I searched but can't find a way to do a time stop. Is it possible? In fact I'd like to get a lot of info about my trade like:

- time entered
- price
- open profit

I'd like to code my own time stop and trail a breakeven stop.

Thanks

code for time stop;

if time 1000 then begin
sell ("Long Exit") current bar at close;
buytocover ("Short Exit") current bar at close;
end;

Arun...
arunsideas@gmail.com

[cunparis]

Originally Posted by BlowFish »

Dosen't EL require a 'tick' to do anything? Not sure not something I have done.


Cunparis have you looked at all the date/time functions? Would storing the date time of entry and then comparing the current date time not do the trick? (subject to you getting a 'tic' to trigger your code).

This is my problem with easylanguage. I don't think it gets ticks when backtesting, at least not using minute bars (I know one can use the look inside but that's limited to 6 months for tick data).

With ninjatrader it's event driven so I have a method onExecution and I can do whatever I want. in tradestation I use a stop order and I never know when it was filled. the only way I've found is to say

if marketPosition <> 0 then

and that tells me I'm in a position.

[BlowFish]

Could you use tick data on data1 and minute data on data2 to trigger signals. I guess not as the time stamp resolution of historical tick data is only 1 minute I think? I hear they are introducing millisecond time stamping at some stage.

[cunparis]

Originally Posted by BlowFish »

Could you use tick data on data1 and minute data on data2 to trigger signals. I guess not as the time stamp resolution of historical tick data is only 1 minute I think? I hear they are introducing millisecond time stamping at some stage.

Minute is fine for me for the time stop. I was hoping there was a secret "EntryTime" variable or something. I find easylanguage great for simple prototypes but almost every time I write a strategy I run into difficulty doing something that would be simple in Ninjatrader. But ninjatrader has a downside in that it takes 50 lines of code to do something simple. However once you have your 50 lines of code options are unlimited.