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Hi! I'm new on MS11, and have variation of the MS 11 1st hour breakout system that has 3 exits: stop loss, stop gain and close at last bar.
The sell order (STOP ORDER) is:
new:=ROC(DayOfWeek(),1,$)<>0;
time:=(hour()*100)+minute();
rt:=ValueWhen(1,Ref(new,-11),HHV(H,12));
rb:=ValueWhen(1,Ref(new,-11),LLV(L,12));
mc:=valuewhen(1,new,ref(time,-1));
rangeup:= 0.01*ceiling(100*(rt+2*(rt-rb)));
IF( H > rangeup, (rangeup + 0.01), if( L < rb, rb - 0.01, if( time = mc, (h+l+(100*c)+o)/103, (h+l+(100*c)+o)/103)))
The third IF, I made an weigthed average to get a price closer to the CLOSE price. It's better than only CLOSE for this statement, I just don't know why.
Well, the problem is when the last bar has at least 2 equal market prices and Metastock don't "find" a price and the order is sent on the other day (link below).
Does anyone can help me with that?
http://www.4shared.com/office/PVUQNcTe/DOUBT.html
Thanks a lot!
Daniel
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please send the System, Orders, and Summary tabs of that system test report to formulas@equis.com. That should give them enough information to see why the system did not exit at the price you expected it to.
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Rank: Newbie
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