accumulating orders only if the overall strategy is positive

Francesco78 · 2017-06-26T17:32:22+00:00

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

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06/26/2017 at 6:32 PM #39135 quote

Francesco78
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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

Legend

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

Legend

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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This topic contains 5 replies,
has 3 voices, and was last updated by Finning
7 years, 7 months ago.

Topic Details

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