Add entry when trailing triggered

• 12/23/2019 at 4:59 AM #115401
  CKW

  Hi All,

  Just wondering if PRT allows add entry when you have trailing feature activated in your source code ?

  For testing, I used sample from Nicholas and add new “market orders” when price triggered “first move of trailing“, and “next moves of trailing“. Apparently, It doesn’t work as I don’t find any trades open with 1.5 contracts or maybe my method is wrong :).

  Basically, my Idea is to add contracts when initial position reaches targeted trailing moves.

  Thanks for your advice

  Sample ShortSell with Trailing

  defparam cumulateorders = false //order launch (example) would be set to any other entry conditions //c1 = close>close[1] c2 = close<close[1] TrailingFlag = 0 //if c1 then //BUY 1 LOT AT MARKET //SET STOP PLOSS 50 //endif if c2 then SELLSHORT 1 contract AT MARKET SET STOP PLOSS 50 endif //************************************************************************ //trailing stop function trailingstart = 20 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize TrailingFlag = 1 SELLSHORT 1.5 contract AT MARKET ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize TrailingFlag = 2 SELLSHORT 1.5 contract AT MARKET ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF Graph TrailingFlag //************************************************************************

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63

  defparam cumulateorders = false //order launch (example) would be set to any other entry conditions //c1 = close>close[1] c2 = close<close[1] TrailingFlag = 0 //if c1 then //BUY 1 LOT AT MARKET //SET STOP PLOSS 50 //endif if c2 then SELLSHORT 1 contract AT MARKET SET STOP PLOSS 50 endif //************************************************************************ //trailing stop function trailingstart = 20 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize   ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize TrailingFlag = 1 SELLSHORT 1.5 contract AT MARKET ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize TrailingFlag = 2 SELLSHORT 1.5 contract AT MARKET ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   Graph TrailingFlag //************************************************************************

   

  

  CKW

  Participant

  Topics: 22

  Replies: 87

  Been thanked: 8 times
  12/23/2019 at 7:48 AM #115402
  Vonasi

  Remove:

  defparam cumulateorders = false

  1	defparam cumulateorders = false

   

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  12/23/2019 at 8:28 AM #115403
  CKW

  Hi Vonasi,

  Thanks.

  Remove first line or “cumulateorders = true” then it works but I encountered another issue. Let me attach the new code to precise the issue.

  Please find the details from the attached screenshot, and my observation below. From Orders list and Closed Positions list, the entry date and exit date are not tally:

  1. (Black) Rectangular for left and right entry time are not tally, and 2nd order always return 0 bar
  2. (green) Rectangular always the same time as 2nd order entry

  Thanks for your advice

  defparam cumulateorders = true //order launch (example) would be set to any other entry conditions //c1 = close>close[1] c2 = close<close[1] TrailingFlag = 0 //if c1 then //BUY 1 LOT AT MARKET //SET STOP PLOSS 50 //endif if c2 AND Not ShortOnmarket then SELLSHORT 1 contract AT MARKET SET STOP PLOSS 50 endif //************************************************************************ //trailing stop function trailingstart = 20 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT SHORTONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize TrailingFlag = 1 SELLSHORT 1.5 contract AT MARKET ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize TrailingFlag = 2 //SELLSHORT 1.5 contract AT MARKET ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF Graph TrailingFlag //************************************************************************

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63

  defparam cumulateorders = true //order launch (example) would be set to any other entry conditions //c1 = close>close[1] c2 = close<close[1] TrailingFlag = 0 //if c1 then //BUY 1 LOT AT MARKET //SET STOP PLOSS 50 //endif if c2 AND Not ShortOnmarket then SELLSHORT 1 contract AT MARKET SET STOP PLOSS 50 endif //************************************************************************ //trailing stop function trailingstart = 20 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT SHORTONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize   ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize TrailingFlag = 1 SELLSHORT 1.5 contract AT MARKET ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize TrailingFlag = 2 //SELLSHORT 1.5 contract AT MARKET ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   Graph TrailingFlag //************************************************************************

   

  ode

   

  

  CKW

  Participant

  Topics: 22

  Replies: 87

  Been thanked: 8 times
  01/06/2020 at 11:19 AM #116017
  Nicolas

  Your 2 orders are closed at the same time by the trailing stop, or I don’t get what is your question?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4739 times
• Author
  Posts