Assemble two money management codes

• 09/01/2017 at 7:24 PM #45133
  Jessar

  Hello could help me these two MM codes to build that they function with each other

   

  1.

  once multiplier=1
  once fraction=1000
  once newlevel=1000
  once oldlevel=1000
  once startpositionsize= 10
  once positionsize=startpositionsize
  if sp>newlevel then
  multiplier=multiplier+1
  oldlevel=newlevel
  newlevel=sp+multiplier*fraction
  positionsize=multiplier*startpositionsize
  elsif sp<oldlevel and multiplier>=2 then
  newlevel=sp
  oldlevel=sp-multiplier*fraction
  multiplier=multiplier-1
  positionsize=multiplier*startpositionsize
  endif

   

  2.

  once os=positionsize //3 // ordersize – can be any number depending on account size;

  once osa=os

  once teilung=1// 1.5 //1.5 reducing the ordersize after winning trade

  once ff=3 //increasing ordersize after losing trade;

  once maxcon=ff*os //ff*ff*os+os// defining the maximum ordersize;

   

  if strategyprofit<strategyprofit[1] then // increasing ordersize when losing
  os=os*ff
  if os>maxcon then
  os=maxcon
  endif
  start=1
  endif

  if strategyprofit>strategyprofit[1] then // decreasing ordersize when winning
  start=1
  os=os/teilung
  if os<osa then
  os=osa
  endif

  

  Jessar

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  09/01/2017 at 8:15 PM #45163
  Jessar

  he second code is to double after a loss the position size until the capital has reached the last highest level before the loss.

  an example

  start 1000

  trade profit with 10 positions1100
  trade profit with 10 positions 1200
  trade profit with 10 positions 1300
  trade loss with 10 positions 1100
  trade loss with 20 positions 700
  trade profit with 20 positions 900
  trade profit with 20 positions 1100
  trade profit with 20 positions 1300 (> 1300) = last highest score
  next trade again with 10 positions

  

  Jessar

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  09/02/2017 at 11:13 AM #45217
  Despair

  The first looks like an old version of my fixed fraction MM. I raised it since then to calculate correctly also when start equity is <>0. Now you ask for the code for a martingale. I code this long ago. Haven’t looked at the code for a long time so there might be an error inside (but maybe not). Here you go:

  Martingale

  //-------------------Martingale------------------------ if martingale then inccounter=1 if strategyprofit[1]>=saldo then positionsize=startpositionsize alreadyinc=0 saldo=strategyprofit[1] endif if not onmarket and not alreadyinc then while positionperf(inccounter)<0 do inccounter=inccounter+1 if positionsize<maxpositionsize then positionsize=positionsize*2 endif wend alreadyinc=1 saldobar=barindex-tradeindex(inccounter) saldo=strategyprofit[saldobar] endif if alreadyinc and saldo>strategyprofit[1] and tradeindex=barindex and posit ionperf(1)<0 then if positionsize<maxpositionsize then positionsize=positionsize*2 endif endif if onmarket then positionsize=abs(countofposition) endif endif

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  //-------------------Martingale------------------------ if martingale then    inccounter=1    if strategyprofit[1]>=saldo then      positionsize=startpositionsize      alreadyinc=0      saldo=strategyprofit[1]    endif    if not onmarket and not alreadyinc then      while positionperf(inccounter)<0 do        inccounter=inccounter+1        if positionsize<maxpositionsize then        positionsize=positionsize*2        endif      wend    alreadyinc=1    saldobar=barindex-tradeindex(inccounter)    saldo=strategyprofit[saldobar] endif if alreadyinc and saldo>strategyprofit[1] and tradeindex=barindex and posit ionperf(1)<0 then    if positionsize<maxpositionsize then      positionsize=positionsize*2    endif endif if onmarket then    positionsize=abs(countofposition) endif endif

   

  

  Despair

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  09/02/2017 at 10:00 PM #45256
  Jessar

  I thank you you really does a very good work here in the forum, I hope I can help you synonymous times

  

  Jessar

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  09/02/2017 at 10:29 PM #45258
  Jessar

  I still have problems with the code,

  my first question is what do I do with the variable martingale?

  with maxpositionsize I could set it that the code me doubled only once the old capital is reached, then I can use in however no longer with the first code

  the last is the still works but still not with the first code it no positions increased after the adjusted capital gain (eg 1000 as adjusted)

  

  Jessar

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  09/02/2017 at 10:52 PM #45261
  Jessar

  so simply said I would have the increase of the position size after a loss only once to reach the old peak level is synonymous if several losses come in series, and I just do not understand why it no longer with the here first code to increase the positions after reach the Capital gains.

   

  I would also have an idea, I believe it would be better positions to increase point gains not for money gains, which would somehow look like strategyprofit divided by position size?

  

  Jessar

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  09/02/2017 at 11:38 PM #45262
  Despair

  The two codes are not thought to work together. The martingale is reseting the position size to startpostionsize. You will have to change this to make it work. Then I haven’t thought through if this two codes work together or if there are other problems.

  The martingale variable is only a switch turn it on/off.

  For the money management better use this revised code:

  Fixed fraction MM

  //------------ Fixed fraction money management ---------- once multiplier=1 once startpositionsize=1 once positionsize=startpositionsize once delta=100 once fraction=delta*pipvalue once newlevel=delta*pipvalue once oldlevel=delta*pipvalue if strategyprofit+startequity>newlevel then i=0 oldlevel=newlevel newlevel=0 while newlevel<=strategyprofit+startequity do i=i+1 newlevel=newlevel+i*fraction wend multiplier=i positionsize=multiplier*startpositionsize elsif strategyprofit+startequity<oldlevel and multiplier>=2 then newlevel=strategyprofit+startequity oldlevel=strategyprofit+startequity-multiplier*fraction multiplier=multiplier-1 positionsize=multiplier*startpositionsize Endif

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  //------------ Fixed fraction money management ---------- once multiplier=1 once startpositionsize=1 once positionsize=startpositionsize once delta=100 once fraction=delta*pipvalue once newlevel=delta*pipvalue once oldlevel=delta*pipvalue if strategyprofit+startequity>newlevel then   i=0   oldlevel=newlevel   newlevel=0   while newlevel<=strategyprofit+startequity do    i=i+1    newlevel=newlevel+i*fraction   wend   multiplier=i   positionsize=multiplier*startpositionsize elsif strategyprofit+startequity<oldlevel and multiplier>=2 then   newlevel=strategyprofit+startequity   oldlevel=strategyprofit+startequity-multiplier*fraction   multiplier=multiplier-1   positionsize=multiplier*startpositionsize Endif

   

  

  Despair

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  09/03/2017 at 3:12 PM #45294
  Jessar

  thank you but it is not really what I was looking for

  

  Jessar

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  09/03/2017 at 6:51 PM #45311
  Despair

  I’m aware of that. This is a revised version of one of the two codes you want to combine and I recommended you to take this version for your affords.

  Then I don’t see an advantage of using points instead of profit. points*pointvalue=strategyprofit and since pointvalue is a constant it doesn’t really make a difference if you use points or profit.

  

  Despair

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