Open Range Breakout strategy on Pi

Algos, strategies, code
1

Please help me build the following strategy:

Strategy: Open Range Breakout

Buy:

Set A = High of first 30 minutes of trade

Set B = Low of first 30 minutes of trade

Crossover - Simple Moving Average crossover Set A

Exit, if CLOSE < SET B 

Sell:

Set B = Low of first 30 minutes of trade

Crossover - Set B crossover Simple Moving Average

Exit, if CLOSE > SET A 

Best regards,

Naveen

2

As per the above conditon

Buy Script:

CROSSOVER(SMA(CLOSE,14),HHV(30))

Buy Exit:

CLOSE<LLV(30)

Sell Script:

CROSSOVER(LLV(30),SMA(CLOSE,14))

Sell Exit:

CLOSE>HHV(30)
3

No its not okay.

4

The script you have provided is not correct and generating no trades.
HHV(30) is not used correctly.
For my strategy, I require HIGH of first 30 Minutes of trade, while HHV(30) will give High of last 30 Bars.
Please review and suggest.
Regards,
Naveen

5

In pi you cannot use time in algo, One option would be to fire the chart with just one candle (incase of 1 minute chart) and use this code.

6

If you have such script…pls help me