Provided By: Bob Roeske
Here is a slight modification to the OddBall code that waits until price is moving in the direction of the signal.
Setup is SPX in data1, $ADV or @ISNA(for dtn) in data2. Use Natural hour bars.
Inputs: BZ(3),SZ(1),StartTime(0900),StopTime(1300);
If time>=StartTime and time <=Stoptime then begin
If RateOfChange(close of data2,7)>BZ then buy at H[0] stop;
If RateOfChange(close of data2,7)<SZ then sell at L[0] stop;
end;
Bob updates a very informitive web page daily and it's at: http://www.oextrader.com/sigmatrader/
