CHANNEL FOR THE FIRST TWO HOURS

CHANNEL FOR THE FIRST TWO HOURS

Type : Signal, Name : First 2 Hour Channel System

INPUT:
BEGINCH(SESS1STARTTIME),
ENDCH(1300);

VARS:CH(H),CL(L);

IF TIME = BEGINCH + BARINTERVAL THEN BEGIN
CH = H;
CL = L;
END;

IF TIME >= BEGINCH AND TIME <= ENDCH THEN BEGIN
IF H > CH THEN CH = H;
IF L < CL THEN CL = L;
END;

IF TIME > ENDCH AND DATE = DATE TOMORROW THEN BUY AT CH STOP;
IF TIME > ENDCH AND DATE = DATE TOMORROW THEN SELL AT CH STOP;

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