I have some strategies that frequently trade on the same bar. Most of these trades are fine, but in back-testing, I have reason to believe that some small number of them are trading in an impossible order. For instance, in a long trade, the price might enter the bar at an intermediate value, fall to the low that meets my sell condition, rise to a high that meets my buy condition, and then exit to the next bar. In back-testing, this would show up as a completed trade, since both my sell and my buy condition are met within the bar. Is there a way of ruling out such impossible trades when back-testing?

At first I thought that the HiLo1 function solved the problem, but it will reject single-bar trades even where the trade can be completed. For example, in the trade described above, if the price rises from the low to the high that triggers a buy, and then falls back down to the low that triggers the sale, conditioning the sale on high before low with HiLo1 would block the sale.

Is there a way to insist that sales come after buys on within-bar long positions, or before them on within-bad long positions?

Entering a spread like APM7-2*EPM7 into a DOMTrader window will show prices in increments of whole numbers (1100, 1101, 1102, 1103, etc). To change this to increments of 0.5 or other value you can do the following:
1) In the DOMTrader window right-click on the tab at the top where you see APM7-2*EPM7 and select "Create QFormula".
2) Right click on that tab again and select “Edit QFormula”. This will open the Formula window.
3) In the formula window, highlight the formula (which should show as SPREAD(APM7-2*EPM7).
4) Click on "Setup" at the bottom of the window and change the Tick Size from Auto to 0.5
5) Click OK

To start, you will want to make use of the Hour(@) and Minute(@) functions to get the current time. You will multiply the Hour(@) by 60 and add it to the minute to get the current day's time integer. In a custom study, you will create four parameters for the example you propose, such as "hour1," "minute1," "hour2," and "minute2."

Then you might code the formula as follows:
a1:= Hour(@)*60 + Minute(@);
b1:= hour2 *60 + minute2;
c1:= hour1*60 + minute1;
d1:= (Close(@),D)[-1];
e1:= a1 xabove b1;
price:= IF(a1 >=b1, g1, f2);
f1:= a1 xabove c1;
f2:= IF(a1 >= c1, h1, d1) ;
g1:= Close(@) When e1;
h1:= Close(@) When f1;
price

I used variables because that usually makes my studies easier to follow, but in this case, it might have been easier to just write it as a large "nested if" statement. Basically, it checks to see if the current time is equal to or greater than the latest time parameter. If it is, then it returns "g1" which is the price of the instrument when that condition became true, and if not, checks for the earlier time parameter. Finally, if it is earlier in the day than either time parameter, I told it to give me the previous day's close ("d1").

From the discussion of the parameter values, here: http://news.cqg.com/blogs/coding/2014/04/parameters-inside-cqg-code, I am guessing that the unique date and time specified in parameters are the usual POSIX values most computers use. Is there a way to extract unique date/time values from an event, like a peak or a cross? And can you define a date/time range, and a date/time difference, in a way that lets you use such ranges or difference in a formula or study? I saw the discussion of the TIMER function, here: http://news.cqg.com/blogs/coding/2013/09/timer-helper-and-cqgs-setreset-function
but I have not been able to figure out how to do similar things for periods that extend over multiple days.

Let me be more concrete. I would like to find programmatically, for each day in a specified date range, say June 15 to Aug 14, the difference between the opening price of a security and the closing price the day before. Can I do that? And if so how?

Second question: I’d like to return the dates and times when certain rare events occur. Say, for example, I want the dates and times when the 12 period moving average crosses the 144-period moving average in the first hour of the daytime trading session for a security. Can I get those date/time values? If so, how?

I have identified several functions, most recently High Low First (HiLo1) , which do not work when trading on Renko bricks. When I say “don’t work” I do not mean that they give the wrong answer, but rather, that they do not give any answer at all. I have sometimes spent a lot of time trying to understand why something isn’t working before finally trying in on candles instead.

I have not been able to identify any commonalty in these functions , functions that work on candles but not on Renkos. The High Low First function is a good example, in that there is no obvious conceptual incompatibility between Renko bricks and a function that inquires whether the high within the brick occurred before the low in the brick or, conversely.

Do you have a list of functions known not to work with Renko bricks? Alternatively, can you provide a rule of thumb, or some way that I could use to identify or predict which functions will fail in this setting?

To create QFormulas

1. Click the Formula button to open Formula Builder.

2. Click the QFormulas tab.

3. Click the New button.

4. Type the name of the formula.

5. Click OK. The system automatically assigns the next available QNumber.

6. Enter the formula in the Formula Editor. Type the formula or use the toolbox.

7. Click Close when you’re finished.

To copy a QFormula

This option is helpful when you want to create a new formula from an existing formula.

1. Select the formula you want to copy.

2. Click the Copy button.

3. Enter the name of the new formula.

4. Click OK.

5. Make the necessary changes in the Formula Editor.

6. Click Close when you’re finished.