This ProBuilder code snippet demonstrates how to dynamically adjust the trading lot size based on the win rate of executed trades. The code uses various ProBuilder-specific functions and conditions to manage trading decisions and lot sizes.

DEFPARAM CumulateOrders = false
ONCE AllTrades = 0
ONCE WinningTrades = 0
ONCE InitialLots = 2
ONCE LotSize = InitialLots
ONCE Trades = 10 //10 trades in a row over 80%
MyGain = StrategyProfit // tally each trade
t1 = OnMarket AND Not OnMarket[1] //it's a new trade
t2 = Not OnMarket AND Not OnMarket[1] AND MyGain <> MyGain[1] //detect any 1-bar trade
t3 = ShortOnMarket AND LongOnMarket[1] //it's a new trade (S & R)
t4 = ShortOnMarket[1] AND LongOnMarket //it's a new trade (S & R)
AllTrades = AllTrades + ((t1 OR t2 OR t3 OR t4) AND IsLastBarUpdate) // tally winning trades
IF MyGain > MyGain[1] THEN
    WinningTrades = WinningTrades + 1
ENDIF
// calculate % of winning trades
IF AllTrades > Trades THEN
    WinPerCent = WinningTrades * 100 / AllTrades
    IF summation[Trades](WinPerCent > 80) = Trades THEN
        LotSize = InitialLots //restore initial lotsize
    ELSE
        LotSize = InitialLots * 0.5 //halve lotsize
    ENDIF
ENDIF
ONCE Periods = 10
MyLongConditions = close crosses over average[Periods] AND Not OnMarket
MyShortConditions = close crosses under average[Periods] AND Not OnMarket
IF MyLongConditions THEN
    BUY LotSize CONTRACTS AT Market
ELSIF MyShortConditions THEN
    SELLSHORT LotSize CONTRACTS AT Market
ENDIF
set target pprofit 200
set stop ploss 2000

The code snippet above is structured to perform the following operations:

• Initialization: Sets initial parameters such as the number of trades, initial lot size, and counters for all trades and winning trades.
• Trade Detection: Identifies new trades based on market entry and exit conditions. It uses boolean flags to detect trade transitions.
• Win Rate Calculation: Calculates the percentage of winning trades and adjusts the lot size if the win rate exceeds 80% over the last 10 trades.
• Trading Conditions: Defines conditions for entering long and short positions based on the moving average of the closing prices over a specified period.
• Order Execution: Executes buy or sell orders based on the defined conditions, using the dynamically adjusted lot size.
• Risk Management: Sets predefined profit targets and stop-loss limits to manage risk.

This example is useful for understanding how to implement dynamic adjustments in trading strategies based on performance metrics, utilizing ProBuilder’s programming capabilities.