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Direct MessagesDate/Time: Sun, 19 May 2024 03:15:33 +0000
Post From: Using Triggered Limit Order Entry in Spreadsheet System Trading
| [2016-09-18 20:22:45] |
| Sawtooth - Posts: 4000 |
|
If the crossover is the trigger for setting a limit entry at close of bar, then try this: K3: =CROSSFROMBELOW(AA3:AA4,AC3:AC4) J22: =E4-J21*4 J71: L If the limit order is not filled, you may want to cancel it after n bars: Z3: =IF($J$4<0,0,IF(AND(K4=0,K3),1,Z4+1)) this will count the bars since the trigger bar, inclusive. J27: =Z4>=2 this will cancel an unfilled limit order at the close of bar after the trigger bar. |