accumulating orders only if the overall strategy is positive

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  • 06/26/2017 at 6:32 PM #39135 quote
    Francesco78
    Participant
    Master

    Hello,

    How do you code the condition to accumulate orders only as long as the strategy is positive?

    Thank you

    Francesco

    06/26/2017 at 9:54 PM #39149 quote
    GraHal
    Participant
    Master

    Using StrategyProfit > 0 and PositionPerformance > 0?

    Nicolas and Francesco78 thanked this post
    06/27/2017 at 11:20 AM #39172 quote
    Francesco78
    Participant
    Master

    Thank you Grahal but I meant a slightly different thing:

    I want the system to cumulate orders up to a certain point when on the market,  not to increase the size of a new trade  as long as the strategy is positive.

    So I need to use DEFPARAM Cumulate orders = true.

    Do you see what I mean or Im getting it completely wrong?

    Thaks

    06/27/2017 at 11:54 AM #39175 quote
    GraHal
    Participant
    Master

    I won’t try and code it (you’re better than me! :)) but what about a boolean condition  so you only accumulate orders when StrategyProfit > 0 and PositionPerformance > 0?

    Ah gotcha now … you want to cumulate orders only if the profit is increasing on each bar?

    So could you use Positionperf[1] > Positionperf[2] > Positionperf[3]  etc??

    Francesco78 and Nicolas thanked this post
    06/27/2017 at 12:27 PM #39186 quote
    Francesco78
    Participant
    Master

    Thanks Grahal, I will try and let you know 🙂

    03/17/2019 at 8:49 AM #93884 quote
    Finning
    Participant
    Veteran

    Hi  @Francesco78

    did you have any luck with this?

    I too am also trying to get cumulating orders to operate only if strategyprofit>0, and haven’t quite found a reasonable way to do this yet.

    Thanks,

    Finning

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accumulating orders only if the overall strategy is positive


ProOrder: Automated Strategies & Backtesting

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Francesco78 @francesco78 Participant
Summary

This topic contains 5 replies,
has 3 voices, and was last updated by Finning
6 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/26/2017
Status: Active
Attachments: No files
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