Hi

I trying to built a strategy for the futures market to test the day of the week concept with a certain price pattern based on Larry William's long-term secrets to short-term to trading book.

Entry rules:

1. Todays open is less than yesterday (gap on open)

2. Todays close is less than the open

3. If tomorrow is a certain day of the week then place a buy stop above the high of today plus 1% of the 5 day ATR.

Exit rule:

1. Exit on the first profitable open (open is above entry price).

2. Stoploss - exit on the next day open if close is below the entry price - 0.5 * 5day ATR

The problem is sometime the profitable open exit or stoploss exit conditional will be on the wrong day.

Any help will be much appreciated.

//////////////////////////////////////////////////////////////////////////////////////

DayStart := 1; MonthStart := 1; YearStart := 1990;
DayStop :=31; MonthStop :=12; YearStop := 2013;

Limit:= Ref(H + 0.01*ATR(5),-1);

EntryTrigger :=
DayOfWeek()=2
AND H >= Limit
AND Ref(
O < Ref(C,-1)
AND C < O
,-1);

EntryPrice := Limit;
ExitTrigger := O > Ref(EntryPrice,-1);
ExitPrice := O;
InitialStop := EntryPrice - Ref(0.5*ATR(5),-1);

ExtFml("TradeSim.Initialize");
ExtFml("TradeSim.SetStartRecordDate", DayStart, MonthStart, YearStart);
ExtFml("TradeSim.SetStopRecordDate", DayStop, MonthStop, YearStop);
ExtFml("TradeSim.EnableProtectiveStop",0);
ExtFml("TradeSim.SetStopGapPriceToOpen");
ExtFml("TradeSim.EnableTradePyramiding",Trigger,0,100);
ExtFml("TradeSim.UseClosingPriceAsStopThreshold");
ExtFml("TradeSim.RecordTrades","DayOfWeek_GapFilling",
LONG,EntryTrigger,EntryPrice,InitialStop,ExitTrigger,ExitPrice,START);