add snippet to MM code

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  • #203842 quote
    ullle73
    Participant
    Senior

    I found this code to double my size every loss. And after a win it reset size to standard.

    I would like help to change code to do following:

    after a loss, double next position, after another loss (two in a row) double again. After 3 losses in a row, go for 1.x times the size, after 4 losses, 1.x times the size etc. Up to 5 losses in a row.

    once os=1 // ordersize - can be any number depending on account size.
    once osa=os
    once kax=15 //15
    once teilung=2  //1.5 reducing the ordersize after winning trade
    //once zl=2  // 2 Ziellevel. Quadrant wird in zl Teile geteilt, je weniger, desto höher das Ziel
    //once mgr=60  // 40  Mindestgröße des Channels
    once ff=2 //2.5 increasing ordersize after losing trade.
    once maxcon=50// defing the maximum ordersize
    
    
    if hour=8 and minute>45 then   // default setting of parameters outside tradingtime
    if strategyprofit>sp then  // and if equity reaches maximum again.
    os=osa
    sp=strategyprofit
    endif
    start=0
    endif
    
    if date<>20161226 and date <>20161227 and  date<>20161230 and hour>8 then // there may be more "bad"-days to be excluded..... not only christmas
    
    if strategyprofit<strategyprofit[1] then // increasing ordersize when losing
    os=os*ff
    if os>maxcon then
    os=maxcon
    endif
    
    endif
    start=1
    endif
    
    if strategyprofit>strategyprofit[1] then // decreasing ordersize when winning
    start=1
    os=1 //teilung
    if os<osa then
    os=osa
    endif
    endif
    
    #204013 quote
    robertogozzi
    Moderator
    Master

    There you go:

    once os      = 1   //ordersize - can be any number depending on account size.
    once osa     = os
    once kax     = 15  //15
    once teilung = 2   //1.5 reducing the ordersize after winning trade
    //once zl=2  // 2 Ziellevel. Quadrant wird in zl Teile geteilt, je weniger, desto höher das Ziel
    //once mgr=60  // 40  Mindestgröße des Channels
    once ff      = 2.0   //2.5 increasing ordersize after losing trade. (for first 2 consecutive losses)
    once ff2     = 1.2   //1.2 times the size after the THIRD consecutive LOSS
    once ff3     = 1.4   //1.4 times the size after the FOURTH consecutive LOSS
    once ff4     = 1.7   //1.7 times the size after the FIFTH consecutive LOSS  (beyond 5 losses, stop increasing)
    once maxcon  = 50// defing the maximum ordersize
    once losses  = 0
    
    if hour=8 and minute>45 then   // default setting of parameters outside tradingtime
    if strategyprofit>sp then  // and if equity reaches maximum again.
    os = osa
    sp = strategyprofit
    endif
    start=0
    endif
    
    if date<>20161226 and date <>20161227 and  date<>20161230 and hour>8 then // there may be more "bad"-days to be excluded..... not only christmas
    if strategyprofit<strategyprofit[1] then // increasing ordersize when losing
    losses = losses + 1
    IF losses <= 2 then
    os = os * ff
    elsif losses = 3 then
    os = os * ff2
    elsif losses = 4 then
    os = os * ff3
    elsif losses = 5 then
    os = os * ff4
    endif
    //if os>maxcon then
    //os=maxcon
    //endif
    os = min(os,maxcon)
    endif
    start = 1
    endif
    
    if strategyprofit>strategyprofit[1] then // decreasing ordersize when winning
    losses = 0
    start  = 1
    os     = 1 //teilung
    //if os<osa then
    //os=osa
    //endif
    os    = max(osa,os)
    endif

    on those forbidden dates you are preventing losses from being tallied, is that a mistake or is it a desired behaviour?

    #204044 quote
    ullle73
    Participant
    Senior

    thanks alot Roberto!! 😀

    no, they were only a part of the original code, will delete it out of the code 🙂

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add snippet to MM code


ProOrder: Automated Strategies & Backtesting

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ullle73 @jonas_rydqvist Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by ullle73
3 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/08/2022
Status: Active
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