Hi,

Can you try to backtest this strategy with a breakeven and maybe a filter on M5

With 200k, i get 100%.

for example

DEFPARAM CumulateOrders = false
DEFPARAM PRELOADBARS = 2000

//Money Management
MM = 0 // = 0 for optimization
if MM = 0 then
positionsize = 1
ENDIF
if MM = 1 then
once maxSize = 2
once minSize = 1
once startingsize = 1
once stepsize = 0.5
once resetafterlost = 0
once doublestepdown = 0
once resetafterstrikewin = 2
once positionsize = startingsize
once wincount = 0
if strategyprofit <> strategyprofit[1] then
if positionperf(1)>0 then
if positionsize < maxSize then
positionsize = positionsize + stepsize
endif
wincount = wincount + 1
if wincount >= resetafterstrikewin then
positionsize = startingsize
wincount = 0
endif
else
if resetafterlost then
positionsize = startingsize
elsif doublestepdown then
positionsize = positionsize - stepsize * 2
else
positionsize = positionsize - stepsize
endif
wincount = 0
endif
endif

if positionsize < minSize then
positionsize = minSize
endif
ENDIF

timedaytrade = (time > 093100 + waitmin) AND (time < 120000) OR (time > 130000 + waitmin AND time < 155500)
timeok = timedaytrade

timeframe(5minutes,updateonclose)

st = close > supertrend[5,4]
timeframe(default)
//====== Enter market - start =====

samebarsignal = 0


M1atrAB = AverageTrueRange[periodA  + periodB](close)
//Look for V shape
adjacentA = (close - close[periodA]) / M1atrAB
angelA = atan(adjacentA)
adjacentB = (close[periodA] - close[periodA + periodB]) / M1atrAB[periodA]
angelB = atan(adjacentB)


C1 = angelB < longB AND angelA > longA

//  LONG  side
IF timeok AND Not OnMarket AND C1 AND samebarsignal = 0 and st THEN
BUY positionsize CONTRACT AT MARKET
SET STOP   pLOSS   SL
TP = RR * SL
SET TARGET pPROFIT TP
samebarsignal = 1

ENDIF



//====== Enter market - end =====

//====== Exit market - start =====

IF NOT ONMARKET THEN

ENDIF


//====== Exit market - end =====
// breakeven stop atr
once breakevenstoptype     = 1   // breakeven stop - 0 off, 1 on
 
once breakevenstoplong     = 1    // breakeven stop atr relative distance
once breakevenstopshort    = 1    // breakeven stop atr relative distance
 
once pointstokeep          = 5    // positive or negative
 
once atrperiodbreakeven    = 14   // atr parameter value
once minstopbreakeven      = 36  // minimum breakeven stop distance
//----------------------------------------------
atrbreakeven = averagetruerange[atrperiodbreakeven]((close/10)*pipsize)/1000
//atrbreakeven=averagetruerange[atrperiodbreakeven]((close/1)*pipsize) // (forex)
bestopl = round(atrbreakeven*breakevenstoplong)
bestops = round(atrbreakeven*breakevenstopshort)
if breakevenstoptype = 1 then
//
if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
maxpricebe = 0
minpricebe = close
newslbe = 0
endif
//
if longonmarket then
maxpricebe = max(maxpricebe,close)
if maxpricebe-tradeprice(1)>=bestopl*pointsize then
if maxpricebe-tradeprice(1)>=minstopbreakeven then
newslbe=tradeprice(1)+pointstokeep*pipsize
else
newslbe=tradeprice(1)- minstopbreakeven*pointsize
endif
endif
endif
//
if shortonmarket then
minpricebe = min(minpricebe,close)
if tradeprice(1)-minpricebe>=bestops*pointsize then
if tradeprice(1)-minpricebe>=minstopbreakeven then
newslbe = tradeprice(1)-pointstokeep*pipsize
else
newslbe = tradeprice(1) + minstopbreakeven*pointsize
endif
endif
endif
//
if longonmarket then
if newslbe>0 then
sell at newslbe stop
endif
if newslbe>0 then
if low < newslbe then
sell at market
endif
endif
endif
//
if shortonmarket then
if newslbe>0 then
exitshort at newslbe stop
endif
if newslbe>0 then
if high > newslbe then
exitshort at market
endif
endif
endif
endif

hello how did you define x and y to make the code work?
I don’t see an optimization report to help with the decision ..? Thank you Best regards.

And I don’t understand this part of your code

if resetafterlost then
positionsize = startingsize
elsif doublestepdown then
positionsize = positionsize - stepsize * 2
else
positionsize = positionsize - stepsize
endif
wincount = 0
endif

Because I think you decrement position size when position perf is negative but resetafterlost is always at 0 and doublestepdown too.

Does something mis as a count on loss trades ?

Thanks

Thanks for you answer Dowjones. I understand for ATR, it’s a different point of view

For the second part, sorry for my bad explanations

I said that resetafterlost is always at 0 so the condition is always at ON (instead to be at 0 some times and if positionsperf(1)<0 to be at 1 for example) and same for doublestepdown. So how can the code understand wich choice to use ?

Hope to be clear

Understand, Thanks

I thought it depends of the configuration of the code

have a nice evening