OHL Trading Strategy (Amibroker Code)

The original strategy can be found here.

The logic in plain English:

• When the close of the 15 min intraday bar is higher than the open, we go long at the open of the next bar.
• Today’s opening price is higher that yesterday’s closing price.
• We sell at the close of the day.

Amibroker code:

Buy = TimeNum()>=094500 AND TimeNum()<100000 AND Ref(C,-1)>Ref(O,-1) AND TimeFrameGetPrice("O",inDaily,0)>TimeFrameGetPrice("C",inDaily,-1);
BuyPrice=Open;
Sell = TimeNum()>=154500 ;
SellPrice=Close;