I try buy and sell ES 09-20 with indicators of the SPY (days and minutes)
I think something in my code is wrong, please some advice on my error is appreciated. I use the strategy builder.
}
else if (State == State.Configure)
{
AddDataSeries("SPY", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last);
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
}
else if (State == State.DataLoaded)
{
EMA1 = EMA(Closes[2], Convert.ToInt32(Emaperiod));
RSI1 = RSI(Closes[1], 14, 3);
ADX1 = ADX(Closes[2], Convert.ToInt32(ADXperiod1));
SetProfitTarget("", CalculationMode.Percent, Profit1);
SetStopLoss("", CalculationMode.Percent, Loss1, false);
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1
|| CurrentBars[1] < 0
|| CurrentBars[2] < 1)
return;
// Set 1
if ((CrossAbove(Closes[2], EMA1, 1))
&& (Times[0][0].TimeOfDay >= Timeopen.TimeOfDay)
&& (Times[0][0].TimeOfDay <= Timeclose.TimeOfDay)
&& (RSI1.Default[0] < RSIshort1)
&& (ADX1[0] < ADXup1))
{
EnterLong(Convert.ToInt32(DefaultQuantity), "");
}
Regards
Comment