function tradeOneNightStand() { vars Price = series(price()); vars SMA10 = series(SMA(Price, 10)); vars SMA40 = series(SMA(Price, 40)); //Stop = 3 * 90 * PIP; var BuyStop,SellStop; BuyStop = HH(10) + 1*PIP; SellStop = LL(10) - 1*PIP; if (dow() == 5 && NumOpenLong == 0 && NumPendingLong == 0 && SMA10[0] > SMA40[0]) enterLong(0,BuyStop); else if (dow() == 5 && NumOpenShort == 0 && NumPendingShort == 0 && SMA10[0] < SMA40[0]) enterShort(0,SellStop); if (dow() != 5 && dow() != 6 && dow() != 7) { exitLong(); exitShort(); } }
std::string signal(std::vector <double> _close, int _k, double _T1, double _T2, double _T3, double _T4, double _T5, double _T6, double _T7, double _T8) { if ((SMA(_close, _k, _T1) > SMA(_close, _k, _T2)) and (SMA(_close, _k, _T3) > SMA(_close, _k, _T4))) return "buy"; else if ((SMA(_close, _k, _T5) < SMA(_close, _k, _T6)) and (SMA(_close, _k, _T7) < SMA(_close, _k, _T8))) return "sell"; else return "hold"; }