Posted By: SBGuy
Converting a daily script with some intraday calculations - 07/06/18 04:24
I have a script that operates on daily bars and runs once per day at 15:00 ET. I want to keep all the indicator series and analysis on a daily basis, but execute the run() function multiple times per day to enter or exit trades based on intraday dynamics.
I thought I could do this, but it didn't work:
I found some pointers on these pages:
http://zorro-trader.com/manual/en/assetzone.htm
http://zorro-trader.com/manual/en/barperiod.htm
The test results didn't look right, and I get error messages about not having enough bars. I only have EOD .t6 datafile to work with. Will having M1 .t6 data solve this problem?
This is the original setup:
I thought I could do this, but it didn't work:
Code:
void run() { BarPeriod=60; AssetMarket = ET; TimeFrame=AssetFrame; LookBack = 250;
I found some pointers on these pages:
http://zorro-trader.com/manual/en/assetzone.htm
http://zorro-trader.com/manual/en/barperiod.htm
The test results didn't look right, and I get error messages about not having enough bars. I only have EOD .t6 datafile to work with. Will having M1 .t6 data solve this problem?
This is the original setup:
Code:
void run() { BarPeriod = 1440; BarZone = ET; BarOffset = 15*60; // trade at 15:00 ET LookBack = 250;