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Date/Time: Thu, 28 Mar 2024 23:15:03 +0000



Post From: Automated Trading

[2019-02-12 17:53:19]
Sawtooth - Posts: 3952
How can I tell the trading system that, for example, starting at 8 am, the highs and lows of the first 15-minute bar should ALWAYS be used for the entry buy or entry sell?
Create persistent variables of the High and Low of the 8am 15min bar, using a Formula Column for each, with formulas like this:
e.g. cell S3 for the High:
=IF(AND(FRACTIME(A4)<TIMEVALUE("08:00:00"),FRACTIME(A3)>=TIMEVALUE("08:00:00")),C3,S4)
e.g. cell T3 for the Low:
=IF(AND(FRACTIME(A4)<TIMEVALUE("08:00:00"),FRACTIME(A3)>=TIMEVALUE("08:00:00")),D3,T4)

Then include a reference to these values in your entry conditions.

There are other examples of persistent variable formulas here:
Spreadsheet Example Formulas and Usage