A little help for this strategy that works very well …

• 02/23/2017 at 5:47 PM #26196
  Paris

  hi all

  i have this code that works very well but i don’t like the system of accumulation

  //------------------------------------------------------------------------- // Code principal : MonSystème(196) //------------------------------------------------------------------------- // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada DEFPARAM FlatAfter =173000 capital=strategyprofit+10000 n=capital/1000 if n>100 then n=100 endif if n<10 then n=10 endif HoraEntradaLimite = 090600 HoraInicio = 090500 HoraEntradaLimite1 = 091600 HoraInicio1 = 091500 HoraEntradaLimite2 = 093100 HoraInicio2 = 093000 if dayofweek=1 then //Monday daytrading=1 endif if dayofweek=2 then // Tuesday daytrading=1 endif if dayofweek=3 then // Wednesday daytrading=1 endif if dayofweek=4 then //Thursday daytrading=1 endif if dayofweek=5 then // Frifay daytrading=1 endif if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1 then c1 = open < close-2 if not onmarket then IF c1 THEN buy n contract AT close+2 stop endif c2= open > close-1 IF c2 THEN sellshort n contract AT close-1 stop endif endif endif SET STOP ptrailing 5

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  //------------------------------------------------------------------------- // Code principal : MonSystème(196) //------------------------------------------------------------------------- // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada   DEFPARAM FlatAfter =173000   capital=strategyprofit+10000 n=capital/1000   if n>100 then n=100 endif if n<10 then n=10 endif   HoraEntradaLimite = 090600 HoraInicio = 090500   HoraEntradaLimite1 = 091600 HoraInicio1 = 091500   HoraEntradaLimite2 = 093100 HoraInicio2 = 093000   if dayofweek=1 then //Monday daytrading=1 endif if dayofweek=2 then // Tuesday daytrading=1 endif if dayofweek=3 then // Wednesday daytrading=1 endif if dayofweek=4 then //Thursday daytrading=1 endif if dayofweek=5 then // Frifay daytrading=1 endif     if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1  or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1  or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1  then     c1 = open < close-2 if not onmarket then IF c1 THEN   buy n contract AT close+2 stop endif   c2= open > close-1   IF c2 THEN   sellshort n contract AT close-1 stop endif endif endif         SET STOP ptrailing 5

   

  

  Paris

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  02/23/2017 at 5:50 PM #26197
  Paris

  i would like to put in the accumulation of  this system , i ve tried to code it  but it seems to not work…. it give no results

   

  //------------------------------------------------------------------------- // Code principal : MonSystème(197) //------------------------------------------------------------------------- // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada // La posición se cierra a las 17:29 p.m. si no toca ni stop ni take. DEFPARAM FlatAfter =173000 once ordersize=1 // No se abren nuevas posiciones después de la vela que se cierra a las 09:06 HoraEntradaLimite = 090600 // El análisis de mercado empieza en la vela de 5 minutos que cierra a las 09:05 HoraInicio = 090500 // Órdenes máximas if Ordersize>18 then Ordersize=18 endif // Riesgo, multiplicador de contratos. n=6 // Condiciones para el analisis. if Time >= HoraInicio and time <= HoraEntradaLimite then // Condiciones de entrada de posiciones largas. c1 = open < close-1 IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2//+1 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 endif // Si la primera barra del día de 5 min es positiva, compramos. buy ordersize*n shares at market endif // Condiciones de entrada de posiciones cortas. c2= open > close-1 IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2//+1 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 ENDIF // Si la primera barra del día de 5 min es negativa, vendemos. sellshort ordersize*n shares at market endif endif SET STOP ploss 5 SET TARGET pPROFIT 10

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  //------------------------------------------------------------------------- // Code principal : MonSystème(197) //------------------------------------------------------------------------- // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada   // La posición se cierra a las 17:29 p.m. si no toca ni stop ni take. DEFPARAM FlatAfter =173000   once ordersize=1 // No se abren nuevas posiciones después de la vela que se cierra a las 09:06 HoraEntradaLimite = 090600 // El análisis de mercado empieza en la vela de 5 minutos que cierra a las 09:05 HoraInicio = 090500   // Órdenes máximas if Ordersize>18 then Ordersize=18 endif   // Riesgo, multiplicador de contratos.   n=6   // Condiciones para el analisis.   if Time >= HoraInicio and time <= HoraEntradaLimite then   // Condiciones de entrada de posiciones largas.   c1 = open < close-1 IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2//+1 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 endif // Si la primera barra del día de 5 min es positiva, compramos. buy ordersize*n shares at market endif   // Condiciones de entrada de posiciones cortas.   c2= open > close-1 IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2//+1 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 ENDIF // Si la primera barra del día de 5 min es negativa, vendemos. sellshort ordersize*n shares at market endif endif   SET STOP ploss 5 SET TARGET pPROFIT 10

  

  Paris

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  02/23/2017 at 5:55 PM #26199
  Paris

  any one for help me …

  

  Paris

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  02/23/2017 at 6:00 PM #26205
  Paris

  results for the first  system very nice

  

  Paris

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  02/23/2017 at 6:06 PM #26208
  Paris

  equity curve

  

  Paris

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  02/23/2017 at 9:36 PM #26230
  Derek

  Hello Paris,

  maybe like this?

  DEFPARAM CumulateOrders = true DEFPARAM FlatAfter =173000 once ordersize=1 // Órdenes máximas if Ordersize>18 then Ordersize=18 endif // Riesgo, multiplicador de contratos. n=6 HoraEntradaLimite = 090600 HoraInicio = 090500 HoraEntradaLimite1 = 091600 HoraInicio1 = 091500 HoraEntradaLimite2 = 093100 HoraInicio2 = 093000 if dayofweek=1 then //Monday daytrading=1 endif if dayofweek=2 then // Tuesday daytrading=1 endif if dayofweek=3 then // Wednesday daytrading=1 endif if dayofweek=4 then //Thursday daytrading=1 endif if dayofweek=5 then // Frifay daytrading=1 endif if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1 then c1 = open < close-2 if not onmarket then IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2//+1 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 endif buy ordersize*n contract AT close+2 stop endif c2= open > close-1 IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2//+1 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 ENDIF sellshort ordersize*n contract AT close-1 stop endif endif endif SET STOP ptrailing 5

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  DEFPARAM CumulateOrders = true DEFPARAM FlatAfter =173000   once ordersize=1   // Órdenes máximas if Ordersize>18 then Ordersize=18 endif   // Riesgo, multiplicador de contratos.   n=6   HoraEntradaLimite = 090600 HoraInicio = 090500   HoraEntradaLimite1 = 091600 HoraInicio1 = 091500   HoraEntradaLimite2 = 093100 HoraInicio2 = 093000   if dayofweek=1 then //Monday daytrading=1 endif if dayofweek=2 then // Tuesday daytrading=1 endif if dayofweek=3 then // Wednesday daytrading=1 endif if dayofweek=4 then //Thursday daytrading=1 endif if dayofweek=5 then // Frifay daytrading=1 endif     if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1  or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1  or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1  then     c1 = open < close-2 if not onmarket then IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2//+1 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 endif buy ordersize*n contract AT close+2 stop endif   c2= open > close-1   IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2//+1 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 ENDIF sellshort ordersize*n contract AT close-1 stop endif endif endif   SET STOP ptrailing 5

   

  

  Derek

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  02/23/2017 at 9:49 PM #26233
  Paris

  just before to go beyond   of course these two codes are from raul .

  

  Paris

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  02/23/2017 at 10:11 PM #26236
  Paris

  ok thanks derek thanks  for your code , it works perfectly , i put it on my collection .

   

  but it is not exctly what i wanted to do .

  The basis of the new strategy is the first code , so it only go long no shorts  , and i want to replace in it , the accumulation , wich is in the second code

   

  once ordersize=1 // No se abren nuevas posiciones después de la vela que se cierra a las 09:06 HoraEntradaLimite = 090600 // El análisis de mercado empieza en la vela de 5 minutos que cierra a las 09:05 HoraInicio = 090500 // Órdenes máximas if Ordersize>18 then Ordersize=18 endif // Riesgo, multiplicador de contratos. n=6 // Condiciones para el analisis.

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  once ordersize=1 // No se abren nuevas posiciones después de la vela que se cierra a las 09:06 HoraEntradaLimite = 090600 // El análisis de mercado empieza en la vela de 5 minutos que cierra a las 09:05 HoraInicio = 090500   // Órdenes máximas if Ordersize>18 then Ordersize=18 endif   // Riesgo, multiplicador de contratos.   n=6   // Condiciones para el analisis.

  1

  

  Paris

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  02/23/2017 at 10:13 PM #26237
  Paris

  in the first code i want to ” gear ” the orders , by now it always send 10 contracts  and i dont like that .

  

  Paris

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  02/23/2017 at 10:33 PM #26241
  GraHal

  @Paris Your first code states below so it will trade 10. But I’m sure you can see that so I must be confused what you are saying?

  if n<10 then n=10 endif<br><br> buy n contract AT close+2 stop endif

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  if n<10 then n=10 endif<br><br>   buy n contract AT close+2 stop endif

   

  

  GraHal

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  02/23/2017 at 10:45 PM #26245
  Derek

  Hello Paris,

  this was just a copy & paste of the position sizing from system 2 into system 1 and, I admit, I did not run the code myself.

  

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  02/23/2017 at 10:48 PM #26246
  Paris

  yes i understand  why it only  trade 10 , but i want that trades like  the second ….

  for example :

  c1 = open < close-2 if not onmarket then IF c1 THEN buy n*ordersize contract AT close+2 stop endif c2= open > close-1 IF c2 THEN sellshort n*ordersize contract AT close-1 stop endif endif endif

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  c1 = open < close-2 if not onmarket then IF c1 THEN   buy n*ordersize contract AT close+2 stop endif   c2= open > close-1   IF c2 THEN   sellshort n*ordersize contract AT close-1 stop endif endif endif

  1

  

  Paris

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  02/23/2017 at 10:49 PM #26247
  GraHal

  @Paris You say you want to gear the orders … is below of any help?

  https://www.prorealcode.com/topic/grid-orders-with-one-combined-stop-loss-and-limit-can-it-be-done/

  

  GraHal

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  02/23/2017 at 10:51 PM #26249
  Derek

  By the way: Both systems you posted go short.

  

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  02/23/2017 at 10:57 PM #26250
  Paris

  @ grahal   ,  no ….  more like the way that raul do it , in second code

   

  @ derek , you are right  ,my mistake sorry ….   ” sellshort ” is a short order , i was thnking of just ” sell “

  

  Paris

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