Tradestation To MQ4

[font=Times New Roman][b]Tradestation Code:[/b][/font]
 
[font=Times New Roman]{This a Tradestation platform Keltner Channel EA}[/font]
[font=Times New Roman][color=#99cc00]{ The IntrabarOrderGeneration attribute is set to false in this strategy because strategy calculations [/color][/font]
[font=Times New Roman][color=#99cc00]depend on end-of-bar prices.  Specifically, an "Average True Range" is calculated.  [/color][/font]
[font=Times New Roman][color=#99cc00]Calculation of Average True Range depends on end-of-bar high, low, and closing prices. }[/color][/font]
[font=Times New Roman][IntrabarOrderGeneration = false]                                        [b][color=#993366]{not sure if MT4 has same??}[/color][/b][/font]
[font=Times New Roman]inputs:  Price( Close ), Length( 20 ), NumATRs( 1.5 ) ;[/font]
[font=Times New Roman]variables:  Avg( 0 ), Shift( 0 ), UpperBand( 0 ), Setup( false ), CrossingHigh( 0 ) ,[/font]
[font=Times New Roman]LowerBand( 0 ), CrossingLow( 0 ) ;[/font]
 
[font=Times New Roman]Avg = [color=red]AverageFC[/color]( Price, LengthKC ) ;                            [b][color=#993366]{AverageFC-How to in MT4  ??}[/color][/b][/font]
[font=Times New Roman]Shift = NumATRs * [color=red]AvgTrueRange[/color]( LengthKC ) ;[/font]
[font=Times New Roman]UpperBand = Avg + Shift ;[/font]
[font=Times New Roman]LowerBand = Avg - Shift ;[/font]
 
[font=Times New Roman][color=#99cc00]{--Long--}[/color][/font]
[font=Times New Roman]if CurrentBar > 1 and Price crosses over UpperBand then                  [b][color=#993366]{CurrentBar >1  ??}[/color][/b][/font]
[font=Times New Roman][color=#99cc00]{ CB > 1 check used to avoid spurious cross confirmation at CB = 1 }[/color][/font]
[font=Times New Roman]          begin[/font]
[font=Times New Roman]          SetUp = true ;[/font]
[font=Times New Roman]          CrossingHigh = High ;[/font]
[font=Times New Roman]          end [/font]
[font=Times New Roman]else if Setup and ( Price < Avg or High >= CrossingHigh + 1 point ) then [b][color=#993366]{CrossingHigh + 1 Point ??}[/color][/b][/font]
[font=Times New Roman]          Setup = false ;[/font]
[font=Times New Roman]          [color=#99cc00]{ the High >= condition being true indicates that a buy must already have been  triggered[/color][/font]
[font=Times New Roman][color=#99cc00]at this bar so this setup has been used up and needs to be negated;  an example of a [/color][/font]
[font=Times New Roman][color=#99cc00]persisitent setup with an indefinite stop/limit trigger - setup  has to be negated after[/color][/font]
[font=Times New Roman][color=#99cc00]entry confirmed; also see Pivot Reversal LE/SE and   PercentR LE/SE }[/color][/font]
 
[font=Times New Roman]if Setup and marketposition = 0 or marketposition = -1 then [/font]
[font=Times New Roman]          Buy ( "KltChLEv2a1" )iQuantity shares next bar at CrossingHigh + 1 point stop ;[/font]
[font=Times New Roman][b][color=#993366]{CrossingHigh + 1 Point ??}[/color][/b][/font]
 
[font=Times New Roman][b]++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++[/b][/font]
[font=Times New Roman][b]MT4 Code: ????[/b][/font]
 
[font=Times New Roman]bool BuySignal() [/font]
[font=Times New Roman]{[/font]
[font=Times New Roman] double Setup, CrossingHigh;[/font]
[font=Times New Roman] double upper =iCustom(NULL,0,"RK-KeltnerChannel-atr",KCperiod,KCatr,0,ShiftKC+0);[/font]
[font=Times New Roman] double middle=iCustom(NULL,0,"RK-KeltnerChannel-atr",KCperiod,KCatr,1,ShiftKC+0);[/font]
[font=Times New Roman] double lower =iCustom(NULL,0,"RK-KeltnerChannel-atr",KCperiod,KCatr,2,ShiftKC+0);  [/font]
 
[font=Times New Roman]if (Close [0] > upper && Close [1] < upper ) //Price Xs over upper (What is CurrentBar >1)[/font]
[font=Times New Roman] {[/font]
[font=Times New Roman]Setup = True;[/font]
[font=Times New Roman]CrossingHigh = High; [/font]
[font=Times New Roman] }[/font]
[font=Times New Roman] else[/font]
[font=Times New Roman] {[/font]
[font=Times New Roman]    if (Setup && (Close < middle || High >= (CrossingHigh+1 Point)) //(Crossing High +1 point) ???[/font]
[font=Times New Roman]    {[/font]
[font=Times New Roman]    Setup = False;[/font]
[font=Times New Roman]    } [/font]
[font=Times New Roman] if (Setup && TimeCondition())[/font]
[font=Times New Roman]   { [/font]
[font=Times New Roman]   return(true);  // sends out a buy[/font]
[font=Times New Roman]   return(false);  //no trade signal[/font]
[font=Times New Roman]   }[/font]
[font=Times New Roman] }[/font]
[font=Times New Roman]} [/font]

bool BuySignal() 
{
 double Setup, CrossingHigh;
 double upper =iCustom(NULL,0,"RK-KeltnerChannel-atr",KCperiod,KCatr,0,ShiftKC+1);
 double middle=iCustom(NULL,0,"RK-KeltnerChannel-atr",KCperiod,KCatr,1,ShiftKC+1);
 double lower =iCustom(NULL,1,"RK-KeltnerChannel-atr",KCperiod,KCatr,2,ShiftKC+1);  
Avg = iMA(NULL,0,LengthKC,0,MODE_SMA,PRICE_CLOSE,1);
 
if (Close [1] > upper) //Price Xs over upper (What is CurrentBar >1)
 {
Setup = True;
CrossingHigh = High[1]; 
 }
 else
 {
    if (Setup && (Close[1] < Avg || High[1] >= (CrossingHigh + Point )) //(Crossing High +1 point) ???
    {
    Setup = False;
    } 
 if (Setup && TimeCondition())
   { 
   return(true);  // sends out a buy
   return(false);  //no trade signal
   }
 }
} 

[b][size=3][font=Times New Roman]Tradestation Code:[/font][/size][/b]
 
[font=Times New Roman][size=3]{This a Tradestation platform Keltner Channel EA}[/size][/font]
[color=#99cc00][size=3][font=Times New Roman]{ The IntrabarOrderGeneration attribute is set to false in this strategy because strategy calculations [/font][/size][/color]
[color=#99cc00][size=3][font=Times New Roman]depend on end-of-bar prices.  Specifically, an "Average True Range" is calculated.  [/font][/size][/color]
[color=#99cc00][size=3][font=Times New Roman]Calculation of Average True Range depends on end-of-bar high, low, and closing prices. }[/font][/size][/color]
[size=3][font=Times New Roman][IntrabarOrderGeneration = false]                                          [b][color=#993366]{not sure if MT4 has same??}[/color][/b][/font][/size]
[font=Times New Roman][size=3]inputs:  Price( Close ), Length( 20 ), NumATRs( 1.5 ) ;[/size][/font]
[font=Times New Roman][size=3]variables:  Avg( 0 ), Shift( 0 ), UpperBand( 0 ), Setup( false ), CrossingHigh( 0 ) ,[/size][/font]
[size=3][font=Times New Roman]LowerBand( 0 ), CrossingLow( 0 ) ;[/font][/size]
 
[size=3][font=Times New Roman]Avg = [color=red]AverageFC[/color]( Price, LengthKC ) ;                                 [b][color=#993366]{AverageFC-How to in MT4  ??}[/color][/b][/font][/size]
[font=Times New Roman][size=3]Shift = NumATRs * [color=red]AvgTrueRange[/color]( LengthKC ) ;[/size][/font]
[font=Times New Roman][size=3]UpperBand = Avg + Shift ;[/size][/font]
[font=Times New Roman][size=3]LowerBand = Avg - Shift ;[/size][/font]
 
[color=#99cc00][size=3][font=Times New Roman]{--Long--}[/font][/size][/color]
[size=3][font=Times New Roman]if CurrentBar > 1 and Price crosses over UpperBand then                [b][color=#993366]{CurrentBar >1  ??}[/color][/b][/font][/size]
[color=#99cc00][size=3][font=Times New Roman]{ CB > 1 check used to avoid spurious cross confirmation at CB = 1 }[/font][/size][/color]
[size=3][font=Times New Roman]          begin[/font][/size]
[size=3][font=Times New Roman]          SetUp = true ;[/font][/size]
[size=3][font=Times New Roman]          CrossingHigh = High ;[/font][/size]
[size=3][font=Times New Roman]          end [/font][/size]
[size=3][font=Times New Roman]else if Setup and ( Price < Avg or High >= CrossingHigh + 1 point ) then [b][color=#993366]{CrossingHigh + 1 Point ??}[/color][/b][/font][/size]
[size=3][font=Times New Roman]          Setup = false ;[/font][/size]
[size=3][font=Times New Roman]          [color=#99cc00]{ the High >= condition being true indicates that a buy must already have been  triggered[/color][/font][/size]
[color=#99cc00][size=3][font=Times New Roman]at this bar so this setup has been used up and needs to be negated;  an example of a [/font][/size][/color]
[color=#99cc00][size=3][font=Times New Roman]persisitent setup with an indefinite stop/limit trigger - setup  has to be negated after[/font][/size][/color]
[color=#99cc00][size=3][font=Times New Roman]entry confirmed; also see Pivot Reversal LE/SE and   PercentR LE/SE }[/font][/size][/color]
 
[font=Times New Roman][size=3]if Setup and marketposition = 0 or marketposition = -1 then [/size][/font]
[size=3][font=Times New Roman]          Buy ( "KltChLEv2a1" )iQuantity shares next bar at CrossingHigh + 1 point stop ;[/font][/size]
 
[b][size=3][font=Times New Roman]++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++[/font][/size][/b]
[b][size=3][font=Times New Roman]MT4 Code: ????[/font][/size][/b]
 
[font=Times New Roman][size=3]bool BuySignal() [/size][/font]
[font=Times New Roman][size=3]{[/size][/font]
[size=3][font=Times New Roman] double Setup, CrossingHigh;[/font][/size]
[size=3][font=Times New Roman] double upper =iCustom(NULL,0,"RK-KeltnerChannel-atr",KCperiod,KCatr,0,ShiftKC+0);[/font][/size]
[size=3][font=Times New Roman] double middle=iCustom(NULL,0,"RK-KeltnerChannel-atr",KCperiod,KCatr,1,ShiftKC+0);[/font][/size]
[size=3][font=Times New Roman] double lower =iCustom(NULL,0,"RK-KeltnerChannel-atr",KCperiod,KCatr,2,ShiftKC+0);  [/font][/size]
 
[size=3][font=Times New Roman]if (Close [0] > upper && Close [1] < upper ) //Price Xs over upper (What is CurrentBar >1)[/font][/size]
[size=3][font=Times New Roman] {[/font][/size]
[size=3][font=Times New Roman]Setup = True;[/font][/size]
[size=3][font=Times New Roman]CrossingHigh = High; [/font][/size]
[size=3][font=Times New Roman] }[/font][/size]
[size=3][font=Times New Roman] else[/font][/size]
[size=3][font=Times New Roman] {[/font][/size]
[size=3][font=Times New Roman]    if (Setup && (Close < middle || High >= (CrossingHigh+1 Point)) //(Crossing High +1 point) ???[/font][/size]
[size=3][font=Times New Roman]    {[/font][/size]
[size=3][font=Times New Roman]    Setup = False;[/font][/size]
[size=3][font=Times New Roman]    } [/font][/size]
[size=3][font=Times New Roman] if (Setup && TimeCondition())[/font][/size]
[size=3][font=Times New Roman]   { [/font][/size]
[size=3][font=Times New Roman]   return(true);  // sends out a buy[/font][/size]
[size=3][font=Times New Roman]   return(false);  //no trade signal[/font][/size]
[size=3][font=Times New Roman]   }[/font][/size]
[size=3][font=Times New Roman] }[/font][/size]
[font=Times New Roman][size=3]} [/size][/font]