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GAP Trading Strategy
fprophet
 Post subject: GAP Trading Strategy Post rating: 0   New post Posted: Sun 08 Jun, 2014, 01:18 
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Joined: Fri 14 Sep, 2012, 02:25
Posts: 57
Location: New Zealand, Christchurch
hi - does anyone have some reliable code for trading the GAP between Friday CLOSE and Monday OPEN ?
I'm having trouble because of course the GetBar method won't take a Filter so I think I have to use GetBars as below:


long prevBarTime = history.getPreviousBarStart(selectedPeriod, history.getLastTick(instrmt).getTime());
List<IBar> prevBar = history.getBars(instrmt, selectedPeriod, offerSide, Filter.ALL_FLATS, 1, prevBarTime, 0);
double prevBarClose = prevBar.get(0).getClose();
IBar currBar = history.getBar(instrmt, selectedPeriod, offerSide, 0);
double currBarOpen = currBar.getOpen();
double GAP = (currBarOpen - prevBarClose) / instrmt.getPipValue(); // gap in pips


Comments anyone or an example Gap Trading Satregy?
 
API Support
 Post subject: Re: GAP Trading Strategy Post rating: 0   New post Posted: Thu 12 Jun, 2014, 08:39 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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https://www.dukascopy.com/wiki/#Market_Hours
 
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