Currently Browsing : function

isLive 0

Posted on 26, June 2013

in Category SID

Description for isLive SID 198 This function returns TRUE if you are working on a live system, or false if you busy backtesting The logic for this function: return __mode ==

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A simple interpretation of the Chandelier Exit by Chuck Le Beau 0

Posted on 17, June 2013

in Category SID

Description for ChandelierExit SID 767 A simple interpretation of the Chandelier Exit by Chuck Le Beau The logic for this function: #A simple interpretation of the Chandelier Exit by Chuck Le Beau #The Chandelier Exit hangs a trailing stop from the highest high of the position, #minus a multiple of the 45 bar Average True Range (ATR). This function simply returns #a value that can be used in a stop order. This function can except an optional parameter #to specify a multiple of ATR to use, a default of 3 is used when nothing is passed. #This function assumes the

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A function that creates a HTML file after backtesting which contains a 0

Posted on 17, June 2013

in Category SID

Description for OutputHTML SID 805 A function that creates a HTML file after backtesting which contains all orders, positions and tradehistory for the account. The logic for this function: #This function creates an HTML file, containing all orders, positions and #tradehistory for the account. This function should be called in the #End Event for the account. #The filename of the html file my $filename='C:/results.html'; #We try and open the file for writing. If this fails, we raise a fatal error #The first parameter is the file handle, we use this handle when writing to the file. my $fh; open($fh,”> $filename”)

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NewHalfHour returns 1 (True) if this is the start of a new 30 minute p 0

Posted on 17, June 2013

in Category SID

Description for NewHalfHour SID 226 NewHalfHour returns 1 (True) if this is the start of a new 30 minute period. Works the same as NewDay or NewHour. The logic for this function: # NewHalfHour returns 1 if this is a new 30 minute bar # Usage: # if (NewHalfHour) # { # Output(” This is the first bar of a new 30 minute period”); # } if ( ( ( ( Minute() > 0 ) && ( Minute() < 31 ) ) && ( ( Minute(Ago(DateTime,1)) > 30 ) || ( Minute(Ago(DateTime,1)) == 00 ) ) ) || ( (

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