You shoud add
AND Not daysForbiddenEntry
in lines 26 and 29, just before THEN.
Those days are FORBIDDEN, just remove the ones you want trading to be allowed.
robertogozzi,
All inserted and working wonderfully.;)
Many thanks for all your help.
I have been using the Auto Trading and it is working great, after all of the help from everybody 😉 but it only ever buys £1 per point, either way.
I have been into Options>Trading Options > Auto trading, but there is nothing for position size? ( I have seen it on the simplified creation) and on the website link https://www.prorealcode.com/blog/learning/money-management-prorealtime-code/ from Nicholas, but I can’t seem to add it in.
If I want £3 per point, example, how can I add this please?
The link above does state how to amend it, but as my code has gotten longer and longer, I keep getting error messages when I try to insert the position size.
I keep getting error messages when I try to insert the position size.
It would be easier for everyone if you posted the code on here as otherwise we are all just going to be guessing what you might have done wrong.
defparam flatafter = 210000
daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
if longonmarket then
alreadybuy=1
endif
if shortonmarket then
alreadysell=1
endif
if intradaybarindex=0 then
alreadybuy=0
alreadysell=0
endif
if time = 061000 then
yh = highest[86](high)
yL=lowest[86](low)
os = 2*pipsize
endif
tcondition = time>080000 and time<200000
if tcondition then
if close<yh+os and not alreadybuy then
buy 1 contract at yh+os PositionSize 3 stop
endif
if close>yl+os and not alreadysell then
sellshort 1 contract at yl-os PositionSize 3 stop
endif
endif
set stop ploss 30
ONCE TrailStart = 30 //30 Start trailing profits from this point
ONCE ProfitPerCent = 0.666 //66.6% Profit to keep
IF Not OnMarket THEN
y1 = 0
y2 = 0
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG
x1 = (close – tradeprice) / pipsize //convert price to pips
IF x1 >= TrailStart THEN //go ahead only if 30+ pips
y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit
ENDIF
IF y1 THEN //Place pending STOP order when y>0
SELL AT Tradeprice + (y1 * pipsize) STOP //convert pips to price
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice – (y2 * pipsize)) THEN //SHORT
x2 = (tradeprice – close) / pipsize //convert price to pips
IF x2 >= TrailStart THEN //go ahead only if 30+ pips
y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit
ENDIF
IF y2 THEN //Place pending STOP order when y>0
EXITSHORT AT Tradeprice – (y2 * pipsize) STOP //convert pips to price
ENDIF
ENDIF
Lastly, I have a slight issue with the breakout box settings, if the time condition is 8-8, as below:
tcondition = time>080000 and time<200000.
Eg: Sell example: If the price has moved out of the breakout box at say 7:30, it seems to buy at 8 regardless, I would like the sell trade to be cancelled if the box has been broken before 8. The buy remains active, but the same conditions as the above.
Hopefully this makes sense.
Hopefully this makes sense.
I don’t know what else might be wring as I am just about to run it, but surely Lines 25 to 32 need to read as below (without PositionSize 3) ??
Also DaysForbiddenEntry in Line 3 is not used in the code??
Attached is what I get on DJI at 10 min TF (what TF and Market is it supposed to run on?). Ignore the Win %, it is low due to the PRT Even Trades Glitch some of us are experiencing.
if tcondition then
if close<yh+os and not alreadybuy then
buy 1 contract at yh+os stop
endif
if close>yl+os and not alreadysell then
sellshort 1 contract at yl-os stop
endif
GraHal,
Many thanks, 5 min chart, I am on.
defparam flatafter = 210000
daysForbiddenEntry = OpenDayOfWeek = 2
if longonmarket then
alreadybuy=1
endif
if shortonmarket then
alreadysell=1
endif
if intradaybarindex=0 then
alreadybuy=0
alreadysell=0
myprofit=strategyprofit
endif
if time = 061000 then
yh = highest[86](high)
yL=lowest[86](low)
os = 1*pipsize
endif
tcondition = time>080000 and time<200000
if tcondition and strategyprofit<=myprofit and yh>0 and yl>0 then
if close<yh+os and not alreadybuy AND Not daysForbiddenEntry then
buy 1 contract at yh+os stop
endif
if close>yl+os and not alreadysell AND Not daysForbiddenEntry then
sellshort 1 contract at yl-os stop
endif
endif
set stop ploss 15
ONCE TrailStart =130 //30 Start trailing profits from this point
ONCE ProfitPerCent = 0.8 //66.6% Profit to keep
IF Not OnMarket THEN
y1 = 0
y2 = 0
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG
x1 = (close - tradeprice) / pipsize //convert price to pips
IF x1 >= TrailStart THEN //go ahead only if 30+ pips
y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit
ENDIF
IF y1 THEN //Place pending STOP order when y>0
SELL AT Tradeprice + (y1 * pipsize) STOP //convert pips to price
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT
x2 = (tradeprice - close) / pipsize //convert price to pips
IF x2 >= TrailStart THEN //go ahead only if 30+ pips
y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit
ENDIF
IF y2 THEN //Place pending STOP order when y>0
EXITSHORT AT Tradeprice - (y2 * pipsize) STOP //convert pips to price
ENDIF
ENDIF
I have added the forbidden code in.
Removing the position size works on a back test, but how do I code in, the position size, (i.e £3 per point instead of the standard £1 per point)
Also, eg DJI, 5 min chart, 2/7/18. Breakout box was broken at 6:05, the system bought at 08:50, not sure why?
I would like to code in, if the price has broken out already before 8, the sell trade gets cancelled. (same conditions for the buy)
It’s ok, forget my ramblings, I have made it all work. 😉
Is it possible to add a non trade condition to the pro auto trading?
I would like to add a condition, in that, if the breakout box is over 300 pips, the trades, buy and sell are not allowed to happen.
I have tried to code it in, but for some reason it won’t work.
Please could somebody have a look and see where I have gone wrong.
defparam flatafter = 210000
daysForbiddenEntry = OpenDayOfWeek = 2
if longonmarket then
alreadybuy=1
endif
if shortonmarket then
alreadysell=1
endif
if intradaybarindex=0 then
alreadybuy=0
alreadysell=0
myprofit=strategyprofit
endif
if time = 061000 then
yh = highest[86](high)
yL=lowest[86](low)
os = 1*pipsize
endif
if yh-yL >=300*pipsize THEN
result=0
else
result=1
endif
tcondition = time>080000 and time<200000
if tcondition and strategyprofit<=myprofit and yh>0 and yl>0 then
if close<yh+os and not alreadybuy AND Not daysForbiddenEntry then
buy 1 contract at yh+os stop
endif
if close>yl+os and not alreadysell AND Not daysForbiddenEntry then
sellshort 1 contract at yl-os stop
endif
endif
set stop ploss 15
ONCE TrailStart =30 //30 Start trailing profits from this point
ONCE ProfitPerCent = 0.6666 //66.6% Profit to keep
IF Not OnMarket THEN
y1 = 0
y2 = 0
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG
x1 = (close - tradeprice) / pipsize //convert price to pips
IF x1 >= TrailStart THEN //go ahead only if 30+ pips
y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit
ENDIF
IF y1 THEN //Place pending STOP order when y>0
SELL AT Tradeprice + (y1 * pipsize) STOP //convert pips to price
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT
x2 = (tradeprice - close) / pipsize //convert price to pips
IF x2 >= TrailStart THEN //go ahead only if 30+ pips
y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit
ENDIF
IF y2 THEN //Place pending STOP order when y>0
EXITSHORT AT Tradeprice - (y2 * pipsize) STOP //convert pips to price
ENDIF
ENDIF
I’m hoping this is the last question. 😉 Sorry Roberto.
I have read lots about selling after n bars, but I would only like to sell after n bars, if the trade is losing.
I have input the following code, but it sells regardless of profit / loss.
if onmarket and BARINDEX-TRADEINDEX(1)>30 then
SELL AT MARKET
EXITSHORT AT MARKET
endif
Is it possible to remain in the trade after 30 bars if winning, but if after 30 bars I am losing, it sells the trade?
Many thanks again in advance.
You need below or something similar… 🙂
position perf is a %
if onmarket and positonperf < - 0.0001 and BARINDEX-TRADEINDEX(1)>30 then
SELL AT MARKET
EXITSHORT AT MARKET
endif
OR
if onmarket and abs(Close - tradeprice < 0) and BARINDEX-TRADEINDEX(1)>30 then
SELL AT MARKET
EXITSHORT AT MARKET
endif
syntax might be wrong, I have my grandkids here and they want to watch Horrid Henry! 🙂
The code you found lets you close any open trade after N bars, regardless of performance, you ahould add a condition testing whether TRADEPRICE is higher or lower than the current CLOSE and act accordingly.
IF Close < TRADEPRICE AND (TradeInex - BarIndex) > 30 THEN
SELL AT MARKET
ENDIF
this will close any long trade after 10 bars if the curent price is below entry price.
I think it should be (Barindex – TradeIndex) and not (TradeIndex – BarIndex) and it closes after 30 bars not 10.
I’m guessing you are on your phone Robertogozzi as the code was not inserted correctly – I tidied it up for you 🙂
