Averaging System with multiple entry's and exit's

[ferret]

function main(OvernightLogic,UserTime,StartTime,EndTime,LineLen,Stop,Lv1,Lv2,Lv3,Lv4,CloseAllTime,TodayOnly,plotPrice,PriceOffset,TrdSz1,TrdSz2,TrdSz3,TrdSz4,MaxClip)  
{  
    var xOpen  = LineTag = null;  
    if(TodayOnly) LineTag = 105;  
    else LineTag = gID();  
    if(isMonthly() || isWeekly() || isDaily()) return;
    
    var  barDate = getValue("time");
    var dayOfWeek = barDate.getDay();
    if (dayOfWeek == 0) return;
    
      if((hour(0)*100)+minute(0)>=UserTime && bInit == false) 
    {  
        
        nPrice = open(0); 
    
        drawLineRelative( 0, nPrice+Lv1, LineLen, nPrice+Lv1, PS_DOT, 1, Color.maroon, "Up"+LineTag );  
        drawLineRelative( 0, nPrice+Lv2, LineLen, nPrice+Lv2, PS_DOT, 1, Color.green, "Up1"+LineTag );  
        drawLineRelative( 0, nPrice+Lv3, LineLen, nPrice+Lv3, PS_DOT, 1, Color.red, "Up2"+LineTag );  
        drawLineRelative( 0, nPrice+Lv4, LineLen, nPrice+Lv4, PS_DOT, 2, Color.red, "Up3"+LineTag );  
        drawLineRelative( 0, nPrice-Lv1, LineLen, nPrice-Lv1, PS_DOT, 1, Color.maroon, "Dwn1"+LineTag );  
        drawLineRelative( 0, nPrice-Lv2, LineLen, nPrice-Lv2, PS_DOT, 1, Color.green, "Dwn2"+LineTag );  
        drawLineRelative( 0, nPrice-Lv3, LineLen, nPrice-Lv3, PS_DOT, 1, Color.red, "Dwn3"+LineTag );  
        drawLineRelative( 0, nPrice-Lv4, LineLen, nPrice-Lv4, PS_DOT, 2, Color.red, "Dwn4"+LineTag );  
        drawLineRelative( 0, nPrice, LineLen, nPrice, PS_SOLID, 1, Color.blue, "OpenMid"+LineTag );   
          
        bInit = true;
    }
    
   
    if(plotPrice.indexOf("Open")!=-1) drawTextRelative(PriceOffset, nPrice, nPrice+0, Color.blue, null, Text.BOLD | Text.LEFT | Text.VCENTER, null, 10, "TimeP_A");  
    if(plotPrice.indexOf("Res1")!=-1) drawTextRelative(PriceOffset, nPrice+Lv1, nPrice+Lv1, Color.maroon, null, Text.BOLD | Text.LEFT | Text.VCENTER, null, 10, "TimeP_H");  
    if(plotPrice.indexOf("Res2")!=-1) drawTextRelative(PriceOffset, nPrice+Lv2, nPrice+Lv2, Color.green, null, Text.BOLD | Text.LEFT | Text.VCENTER, null, 10, "TimeP_K");  
    if(plotPrice.indexOf("Res3")!=-1) drawTextRelative(PriceOffset, nPrice+Lv3, nPrice+Lv3, Color.red, null, Text.BOLD | Text.LEFT | Text.VCENTER, null, 10, "TimeP_L");  
    if(plotPrice.indexOf("Res4")!=-1) drawTextRelative(PriceOffset, nPrice+Lv4, nPrice+Lv4, Color.red, null, Text.BOLD | Text.LEFT | Text.VCENTER, null, 10, "TimeP_M");  
    if(plotPrice.indexOf("Sup1")!=-1) drawTextRelative(PriceOffset, nPrice-Lv1, nPrice-Lv1, Color.maroon, null, Text.BOLD | Text.LEFT | Text.VCENTER, null, 10, "TimeP_N");  
    if(plotPrice.indexOf("Sup2")!=-1) drawTextRelative(PriceOffset, nPrice-Lv2, nPrice-Lv2, Color.green, null, Text.BOLD | Text.LEFT | Text.VCENTER, null, 10, "TimeP_O");  
    if(plotPrice.indexOf("Sup3")!=-1) drawTextRelative(PriceOffset, nPrice-Lv3, nPrice-Lv3, Color.red, null, Text.BOLD | Text.LEFT | Text.VCENTER, null, 10, "TimeP_P");  
    if(plotPrice.indexOf("Sup4")!=-1) drawTextRelative(PriceOffset, nPrice-Lv4, nPrice-Lv4, Color.red, null, Text.BOLD | Text.LEFT | Text.VCENTER, null, 10, "TimeP_Q");  

    
    if (getCurrentBarIndex() == 0) return
    
    var nPosSize = Strategy.getPositionSize();
   
    if(EndTime > CloseAllTime) return; 
    

// Daily Variable Reset and follow on if overnight
 
    if (day(0)!= day(-1)) {
        
        if (Strategy.isInTrade()) {
        
            bYLong1 = bLong1;  
            bYLong2 = bLong2;  
            bYLong3 = bLong3;  
            bYLong4 = bLong4;  
            bYShort1 = bShort1;  
            bYShort2 = bShort2;  
            bYShort3 = bShort3;  
            bYShort4 = bShort4;
            nYPrice = nPrice;

        }
    
        bLong1 = false;  
        bLong2 = false;  
        bLong3 = false;  
        bLong4 = false;  
        bShort1 = false;  
        bShort2 = false;  
        bShort3 = false;  
        bShort4 = false; 
   
        bExitFlag = false;
        bInit = false;
         
    }

    if((hour(0)*100)+minute(0)< StartTime)  return;
    
    
//Overnight exit logic
     if(OvernightLogic){
     
        if (Strategy.isShort() == true)
        //if (bYShort1 == true || bYShort2 == true || bYShort3 == true || bYShort4 == true)    
            {  
              
                if (bYShort1 == true && bYShort2 == false && bYShort3 == false && bYShort4 == false)  
                {  
                  
                    if (low(0)< nYPrice) 
                    {  
                        nOExitPrice = nYPrice;  
                        Strategy.doCover("Overnight Exit S1 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nOExitPrice);  
                        drawShape(Shape.CIRCLE, BelowBar2, Color.green);
                        bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false; 
                    }  
                } 
                if (bYShort1 == true && bYShort2 == true && bYShort3 == false && bYShort4 == false)  
                {  
                          
                    if (low(0)< nYPrice+Lv1)  
                    {  
                        nOExitPrice = nYPrice+Lv1;  
                        Strategy.doCover("Overnight Exit S2 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nOExitPrice);  
                        drawShape(Shape.CIRCLE, BelowBar2, Color.green); 
                        bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false; 
                    }  
                } 
                if (bYShort1 == true && bYShort2 == true && bYShort3 == true && bYShort4 == false)  
                {  
                        
                    if (low(0)< nYPrice+Lv2)  
                    {  
                        nOExitPrice = nYPrice+Lv2;  
                        Strategy.doCover("Overnight Exit S3 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nOExitPrice);  
                        drawShape(Shape.CIRCLE, BelowBar2, Color.green); 
                        bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;  
                    }  
                } 
                if (bYShort1 == true && bYShort2 == true && bYShort3 == true && bYShort4 == true)  
                {  
                        
                    if (low(0)< nYPrice+Lv3)  
                    {  
                        nOExitPrice = nYPrice+Lv3;  
                        Strategy.doCover("Overnight Exit S4 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nOExitPrice);  
                        drawShape(Shape.CIRCLE, BelowBar2, Color.green);  
                        bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;  
                    }  
                }  
            }  else if (Strategy.isLong() == true)
                //else if (bYLong1 == true || bYLong2 == true || bYLong3 == true || bYLong4 == true)
            {  
                    
                if (bYLong1 == true && bYLong2 == false && bYLong3 == false && bYLong4 == false)  
                {  
                          
                    if (high(0)> nYPrice)  
                    {  
                        nOExitPrice = nYPrice;  
                        Strategy.doSell("Overnight Exit L1 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nOExitPrice);  
                        drawShape(Shape.CIRCLE, AboveBar2, Color.green); 
                        bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false; 
                    }  
                } 
                if (bYLong1 == true && bYLong2 == true && bYLong3 == false && bYLong4 == false)  
                {  
                        
                    if (high(0)> nYPrice-Lv1)  
                    {  
                        nOExitPrice = nYPrice-Lv1;  
                        Strategy.doSell("Overnight Exit L2 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nOExitPrice);  
                        drawShape(Shape.CIRCLE, AboveBar2, Color.green); 
                        bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false;  
                    }  
                }  
                if (bYLong1 == true && bYLong2 == true && bYLong3 == true && bYLong4 == false)  
                {  
                        
                    if (high(0)> nYPrice-Lv2)  
                    {  
                        nOExitPrice = nYPrice-Lv2;  
                        Strategy.doSell("Overnight Exit L3 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nOExitPrice);  
                        drawShape(Shape.CIRCLE, AboveBar2, Color.green); 
                        bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false;
                    }  
                } 
                if (bYLong1 == true && bYLong2 == true && bYLong3 == true && bYLong4 == true)  
                {  
                        
                    if (high(0)> nYPrice-Lv3)  
                    {  
                        nOExitPrice = nYPrice-Lv3;  
                        Strategy.doSell("Overnight Exit L4 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nOExitPrice);  
                        drawShape(Shape.CIRCLE, AboveBar2, Color.green); 
                        bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false; 
                    }  
               }  
            
        }
} 

[ferret]

//STRATEGY 
    
    if((hour(0)*100)+minute(0)> EndTime) return;

//Exit Signals  
    if (Strategy.isInTrade() == true)  
    {  
      
        if (Strategy.isShort() == true)  
        {  
              
            if (bShort1 == true && bShort2 == false && bShort3 == false && bShort4 == false)  
            {  
                  
                if (low(0)< nPrice)  
                {  
                    nExitPrice = nPrice;  
                    Strategy.doCover("Cover Short1 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nExitPrice);  
                    drawShape(Shape.DIAMOND, BelowBar2, Color.green);
                    bShort1 = false; 
                    bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
                    bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false; 
                }  
            } 
            if (bShort1 == true && bShort2 == true && bShort3 == false && bShort4 == false)  
            {  
                  
                if (low(0)< nPrice+Lv1)  
                {  
                    nExitPrice = nPrice+Lv1;  
                    Strategy.doCover("Cover Short2 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nExitPrice);  
                    drawShape(Shape.DIAMOND, BelowBar2, Color.green); 
                    bShort2 = false; 
                    bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
                    bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false;  
                }  
            } 
            if (bShort1 == true && bShort2 == true && bShort3 == true && bShort4 == false)  
            {  
                  
                if (low(0)< nPrice+Lv2)  
                {  
                    nExitPrice = nPrice+Lv2;  
                    Strategy.doCover("Cover Short3 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nExitPrice);  
                    drawShape(Shape.DIAMOND, BelowBar2, Color.green); 
                    bShort3 = false; 
                    bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
                    bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false;  
                }  
            } 
            if (bShort1 == true && bShort2 == true && bShort3 == true && bShort4 == true)  
            {  
                  
                if (low(0)< nPrice+Lv3)  
                {  
                    nExitPrice = nPrice+Lv3;  
                    Strategy.doCover("Cover Short4 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nExitPrice);  
                    drawShape(Shape.DIAMOND, BelowBar2, Color.green);  
                    bShort4 = false; 
                    bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
                    bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false; 
                }  
            }  
        }  else if (Strategy.isLong() == true)  
        {  
              
            if (bLong1 == true && bLong2 == false && bLong3 == false && bLong4 == false)  
            {  
                  
                if (high(0)> nPrice)  
                {  
                    nExitPrice = nPrice;  
                    Strategy.doSell("Sell Long1 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nExitPrice);  
                    drawShape(Shape.DIAMOND, AboveBar2, Color.green); 
                    bLong1 = false;  
                    bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
                    bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false; 
                }  
            } 
            if (bLong1 == true && bLong2 == true && bLong3 == false && bLong4 == false)  
            {  
                  
                if (high(0)> nPrice-Lv1)  
                {  
                    nExitPrice = nPrice-Lv1;  
                    Strategy.doSell("Sell Long2 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nExitPrice);  
                    drawShape(Shape.DIAMOND, AboveBar2, Color.green); 
                    bLong2 = false; 
                    bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
                    bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false; 
                }  
            } 
            if (bLong1 == true && bLong2 == true && bLong3 == true && bLong4 == false)  
            {  
                  
                if (high(0)> nPrice-Lv2)  
                {  
                    nExitPrice = nPrice-Lv2;  
                    Strategy.doSell("Sell Long3 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nExitPrice);  
                    drawShape(Shape.DIAMOND, AboveBar2, Color.green); 
                    bLong3 = false; 
                    bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
                    bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false; 
                }  
            } 
            if (bLong1 == true && bLong2 == true && bLong3 == true && bLong4 == true)  
            {  
                  
                if (high(0)> nPrice-Lv3)  
                {  
                    nExitPrice = nPrice-Lv3;  
                    Strategy.doSell("Sell Long4 Signal", Strategy.LIMIT, Strategy.THISBAR, Strategy.ALL, nExitPrice);  
                    drawShape(Shape.DIAMOND, AboveBar2, Color.green); 
                    bLong4 = false; 
                    bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
                    bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false; 
                }  
            }  
        }  
    } 


// Entry Short Signals  

    if (nPosSize > -MaxClip && bShort1 == false && bShort2 == false && bShort3 == false && bShort4 == false)  
    {  
        if (high(0)> nPrice+Lv1)  
        {  
            nEntryPrice = nPrice+Lv1;  
            Strategy.doShort("Entry Short1 Signal", Strategy.LIMIT, Strategy.THISBAR, TrdSz1, nEntryPrice);  
            drawShape(Shape.DOWNARROW, AboveBar2, Color.red);  
            bShort1 = true;
            bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
            bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false;   
        } 
    } 
    if (nPosSize > -MaxClip && bShort1 == true && bShort2 == false && bShort3 == false && bShort4 == false)  
    {  
        if (high(0)> nPrice+Lv2)  
        {  
            nEntryPrice = nPrice+Lv2;  
            Strategy.doShort("Entry Short2 Signal", Strategy.LIMIT, Strategy.THISBAR, TrdSz2, nEntryPrice);  
            drawShape(Shape.DOWNARROW, AboveBar2, Color.red);  
            bShort2 = true;  
        }  
    } 
    if (nPosSize > -MaxClip && bShort1 == true && bShort2 == true && bShort3 == false && bShort4 == false)  
    {  
        if (high(0)> nPrice+Lv3)  
        {  
            nEntryPrice = nPrice+Lv3;  
            Strategy.doShort("Entry Short3 Signal", Strategy.LIMIT, Strategy.THISBAR, TrdSz3, nEntryPrice);  
            drawShape(Shape.DOWNARROW, AboveBar2, Color.red);  
            bShort3 = true;  
        }  
    } 
    if (nPosSize > -MaxClip && bShort1 == true && bShort2 == true && bShort3 == true && bShort4 == false)  
    {  
        if (high(0)> nPrice+Lv4)  
        {  
            nEntryPrice = nPrice+Lv4;  
            Strategy.doShort("Entry Short4 Signal", Strategy.LIMIT, Strategy.THISBAR, TrdSz4, nEntryPrice);  
            drawShape(Shape.DOWNARROW, AboveBar2, Color.red);  
            bShort4 = true;     
        }  
    } 
    //Entry Long Signals  
     
    if (nPosSize < MaxClip && bLong1 == false && bLong2 == false && bLong3 == false && bLong4 == false)  
    {  
        if (low(0)< nPrice-Lv1)  
        {  
            nEntryPrice = nPrice-Lv1;  
            Strategy.doLong("Entry Long1 Signal", Strategy.LIMIT, Strategy.THISBAR, TrdSz1, nEntryPrice);  
            drawShape(Shape.UPARROW, BelowBar2, Color.blue);  
            bLong1 = true;
            bYShort1 = false;  bYShort2 = false; bYShort3 = false; bYShort4 = false;
            bYLong1 = false; bYLong2 = false; bYLong3 = false; bYLong4 = false;   
        }  
    } 
    if (nPosSize < MaxClip && bLong1 == true && bLong2 == false && bLong3 == false && bLong4 == false)  
    {  
        if (low(0)< nPrice-Lv2)  
        {  
            nEntryPrice = nPrice-Lv2;  
            Strategy.doLong("Entry Long2 Signal", Strategy.LIMIT, Strategy.THISBAR, TrdSz2, nEntryPrice);  
            drawShape(Shape.UPARROW, BelowBar2, Color.blue);  
            bLong2 = true;  
        }  
    } 
    if (nPosSize < MaxClip && bLong1 == true && bLong2 == true && bLong3 == false && bLong4 == false)  
    {  
        if (low(0)< nPrice-Lv3)  
        {  
            nEntryPrice = nPrice-Lv3;  
            Strategy.doLong("Entry Long3 Signal", Strategy.LIMIT, Strategy.THISBAR, TrdSz3, nEntryPrice);  
            drawShape(Shape.UPARROW, BelowBar2, Color.blue);  
            bLong3 = true;  
        }  
    } 
    if (nPosSize < MaxClip && bLong1 == true && bLong2 == true && bLong3 == true && bLong4 == false)  
    {  
        if (low(0)< nPrice-Lv4)  
        {  
            nEntryPrice = nPrice-Lv4;  
            Strategy.doLong("Entry Long4 Signal", Strategy.LIMIT, Strategy.THISBAR, TrdSz4, nEntryPrice);  
            drawShape(Shape.UPARROW, BelowBar2, Color.blue);  
            bLong4 = true;  
        }  
    } 
}   
    

          
  
var grID = 0;  
function gID()  
{  
    grID ++;  
    return( grID );  
} 

[waynecd]

If you run the script tonight on the same chart as I did (ES Z3, 30 day dynamic time template and 5 min interval) you should see what I did.

I isolated each conditional within the if(OvernightLogic){} block until the backtest error was generated, then I modified the limit price in the Strategy.doSell function and found that the limit price in the Strategy.doSell causes a backtest report error if it is equal or less than the high of the bar that triggered the conditional.

See attached script with my comments. Ferret20131028.efs

The problem is that I don't know why it does that and it may well be a bug in the backtest report so consider reporting it.

Wayne

[ferret]

Yep thanks Wayne, all understood!

Ive ended up changing the "nOExitPrice" variable to "= low(0) - 0.01;" for the isShort exits and "nOExitPrice = high(0) + 0.01;" for the long position exits. Obviously this isnt ideal as the prices recorded will give a better price than what is available in reality, but it is a compromise Im happy to live with, and at least it is getting the backtest reports to show!

Interestingly, I first tried to set the variable to "nOExitPrice = high(0) + 0.01;" for the short position exit and vice versa, which would give a pessimistic back test result, but this still didn't solve the back test error.

Thanks again!!

Daniel

[ferret]

Unfortunately, on further inspection, this has only solved half of the issue. The back test report now shows, but the exit trades under the "Overnight Logic" do not appear in the back test report even though they appear on the charts! I have also forwarded the thread to the development team to see if they can shed any light on the issue.

Thanks again

[ferret]

Turns out its an issue with eSignal v.11. The back test report works fine in 10.6 even with the original exit prices in the overnight logic.

Daniel

[ferret]

Hi Wayne,

Sorry I have what I think is a pretty simple question for you, but I cant seem to get my head around it!

I have tried to add a Start Date and an End Date into the code, so that I can run the back test between a user specified date range. I have added a StartDate and an EndDate function parameter to the preMain so that I can edit the date range easily during the back testing. My idea was to then add a line similar to the "if((hour(0)*100)+minute(0)< StartTime) return;" line and use "if(day(0) + month(0) + year(0) < StartDate) return;" instead. I quickly realised this wouldn't work as it is not just a simple addition of the corresponding parts. Ive looked at some other posts on here, and tried using the getDate() function, and also tried creating day/month variables using the getDay/getMonth functions etc but with no success. I cant seem to get my head around how I would format the user specified date in the function parameter and then use a formula in the code to isolate the date range in between these two user specified dates.

Thanks in advance

Daniel

[waynecd]

Hi,

There are several ways. One is:

debugClear();
function preMain() {
    setPriceStudy(true);
    var aFPArray = new Array();
    var x = 0;
    aFPArray[x] = new FunctionParameter("StartDate", FunctionParameter.NUMBER);
    with(aFPArray[x++]) {
        setName("Start Date (yyyymmdd)");
       setDefault(20130909);
    }
    aFPArray[x] = new FunctionParameter("EndDate", FunctionParameter.NUMBER);
    with(aFPArray[x++]) {
        setName("End Date (yyyymmdd)");
        setDefault(20131106);
    }
}
function main(StartDate,EndDate){
    var bar_YYYYMMDD_Date = ((year(0)*100)+month(0))*100+day(0);
    //if(StartDate == bar_YYYYMMDD_Date) debugPrintln("18: "+bar_YYYYMMDD_Date);
    //if(EndDate == bar_YYYYMMDD_Date) debugPrintln("19: "+bar_YYYYMMDD_Date);
    if(bar_YYYYMMDD_Date>=StartDate && EndDate >= bar_YYYYMMDD_Date){
        setBarBgColor(Color.RGB(230,255,207));
    }
} 

Or using your example:

debugClear();
function preMain() {
    setPriceStudy(true);
    var aFPArray = new Array();
    var x = 0;
    aFPArray[x] = new FunctionParameter("StartDate", FunctionParameter.NUMBER);
    with(aFPArray[x++]) {
        setName("Start Date (yyyymmdd)");
       setDefault(20130909);
    }
    aFPArray[x] = new FunctionParameter("EndDate", FunctionParameter.NUMBER);
    with(aFPArray[x++]) {
        setName("End Date (yyyymmdd)");
        setDefault(20131106);
    }
}
function main(StartDate,EndDate){
    var bar_YYYYMMDD_Date = ((year(0)*100)+month(0))*100+day(0);
    if(StartDate>bar_YYYYMMDD_Date || bar_YYYYMMDD_Date>EndDate) return;
    setBarBgColor(Color.RGB(230,255,207));

} 

Test for the best placement of this return statement, likely right after "function main()" also account for when/if your are in a trade when the "EndDate" arrives.

Wayne

[ferret]

Hi Wayne,

Now that the code is all pretty much finished, I would like to be able to apply it to all of my desired markets. With this in mind, I would like to be able to edit the symbols referred to in the code in the "Edit chart" function, rather than having to edit the script itself. Is it possible to use a variable within the "sym" function? I have tried to create a functionParam (named "Market1") which would be a string (for example "ES Z3") and then reference this in the sym function ie: var X = close(-1,sym("Market1,D"));

This doesnt seem to work as it is, and I can seem to find any suggestions on the forum. Is there another way to do this?

Thanks again!

Daniel

[waynecd]

Hi,

var X = close(-1,sym("Market1,D"));

The above code places the Market1 variable inside quotes making it a string so the efs engine does not evaluate the variable as a variable.
The correct syntax for that would be

var X = close(-1,sym(Market1+",D")); 

Here is a simple template:

function preMain(){
    var aFPArray = new Array();
    var x = 0;
    aFPArray[x] = new FunctionParameter("Symbol", FunctionParameter.STRING);
    with(aFPArray[x++]) {
        setName("Symbol");
        setDefault();//Don't use quotes when entering the symbol
    }
    aFPArray[x] = new FunctionParameter("Interval", FunctionParameter.STRING);
    with(aFPArray[x++]) {
        setName("Interval");
        setDefault();//Don't use quotes when entering the interval
    }
}
var bInit = false;
var study1;
function main(Symbol,Interval){
    if (!bInit){
        var vSymbol;//declare this variable as global (instead of here as local) if it will be used outside of the bInit block or main
        if (Symbol == null) Symbol = getSymbol();
        if (Interval == null) Interval = getInterval();
        vSymbol = Symbol + "," + Interval;
        study1=sma(10,sym(vSymbol));
        bInit = true;
    }
    return study1.getValue(0);
} 

Wayne