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{TPStrat1}
// Version 1.3
// TS EMA 12, 26
Inputs:
TradeSize(1), // Number of options trade
CutOffTime(CalcTime(Sessionendtime(0,1), -10)); // End of day (EOD) exit time
Vars:
double TradeSize(1),
IntrabarPersist bool Filter(true), //used just before sending order
IntrabarPersist double PriceBuyMarket(0); //order open price
msg(""); //not used
//Close Long Positions
if XAverage(Close, 12) of Data2 < XAverage(Close, 26) of Data2 //Exponential Moving Average < Exponential Moving Average
then
begin
Filter = (MarketPosition <> 0);
if Filter then
Sell ("LX") next bar at market;
end;
//Open Buy Order
if XAverage(Close, 12) of Data2 > XAverage(Close, 26) of Data2 //Exponential Moving Average > Exponential Moving Average
then
begin
Filter = true;
if Filter then
begin
PriceBuyMarket = Close;
Buy ("LE") TradeSize contracts next bar at market;
end;
end;
// Sell at EOD
else if = Time >= CutOffTime and MarketPosition(0) = 1 then Sell ("EOD") next bar at market; // sell if true