Hola moha85,

Bienvenido a Prorealcode. A continuación pongo un trailing que yo utilizo y que te permite como quieres tener muchos pasos de trailing. Ejemplo: Si estas en LARGO y el precio sube, al cierre de la vela captura el máximo valor y en relación a ese valor te pone un STOP. A medida que el precio sube va subiendo el STOP, pero ya nunca vuelve atrás.

Para poder personalizarlo, tienes que poner tus cantidades en pips/points en startbreakeven, que serán los valores del precio donde quieres que a partir de ahi, se empiecen a poner los STOP (pointstokeep).

Este código es una simple modificación de uno que he ido cogiendo de la librería de PRC. Cuando te familiarices con la programación, podrás modificarlo como quieras. El código, como puedes ver es para largos y cortos. Los puntos de trailing (startbreakeven y pointstokeep) son los mismos para las dos direcciones.

Espero que te sirva. Si tienes alguna duda, no tengas problema en volver a preguntar.

Saludos,

// TRAILING //////////////////////////////////////////////////////////////////////////////////////////////////////////
startBreakeven1 =2
startBreakeven2 =4
startBreakeven3 =6
startBreakeven4 =8
startBreakeven5 =10
startBreakeven6 =12
startBreakeven7 =14
startBreakeven8 =16
startBreakeven9 =18
startBreakeven10 =20

startBreakeven11 =22
startBreakeven12 =24
startBreakeven13 =26
startBreakeven14 =28
startBreakeven15 =30
startBreakeven16 =32
startBreakeven17 =34
startBreakeven18 =36
startBreakeven19 =38
startBreakeven20 =40

//////////////////////

PointsToKeep1 =2
PointsToKeep2 =3
PointsToKeep3 =4
PointsToKeep4 =6
PointsToKeep5 =7
PointsTokeep6 =8
PointsToKeep7 =8
PointsToKeep8 =8
PointsToKeep9 =10
PointsTokeep10 =10

PointsToKeep11 =10
PointsToKeep12 =10
PointsToKeep13 =12
PointsToKeep14 =12
PointsToKeep15 =12
PointsTokeep16 =12
PointsToKeep17 =14
PointsToKeep18 =14
PointsToKeep19 =14
PointsTokeep20 =14

//reset the breakevenLevel when no trade are on market
IF NOT ONMARKET THEN
breakevenLevel=0
maxprice=0
minprice=close
ENDIF

// LARGOS
// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven1*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep1*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven2*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep2*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven3*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep3*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven4*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep4*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven5*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep5*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven6*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep6*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven7*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep7*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven8*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep8*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven9*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep9*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven10*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep10*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven11*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep11*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven12*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep12*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven13*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep13*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven14*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep14*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven15*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep15*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven16*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep16*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven17*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep17*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven18*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep18*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven19*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep19*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET THEN
maxprice=max(maxprice,close)
IF maxprice-tradeprice(1)>=startBreakeven20*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = maxprice-PointsToKeep20*pipsize
ENDIF
ENDIF


// CORTOS
// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven1*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep1*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven2*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep2*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven3*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep3*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven4*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep4*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven5*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep5*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven6*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep6*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven7*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep7*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven8*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep8*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven9*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep9*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven10*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep10*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven11*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep11*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven12*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep12*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven13*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep13*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven14*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep14*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven15*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep15*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven16*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep16*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven17*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep17*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven18*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep18*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven19*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep19*pipsize
ENDIF
ENDIF

// test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET THEN
minprice=min(minprice,close)
IF tradeprice(1)-minprice>=startBreakeven20*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = minprice+PointsToKeep20*pipsize
ENDIF
ENDIF

//place the new stop orders on market at breakevenLevel
IF breakevenLevel>0 THEN
SELL AT breakevenLevel STOP
EXITSHORT AT breakevenLevel STOP
ENDIF

No sabría como verlo a través de la función graph en un backtest. En mi opinion, aunque rudimentaria, la mejor forma de visualizarlo es ponerlo en demo y ver como va moviéndose el stop loss a medida que avanza el precio.

Si solo utilizas 6 pasos, puedes borrar o descomentar el resto. En cuanto a lo que me comentas del trailing, no sabría ahora mismo como hacerlo.

En cuanto a que el breakeven entre después de x periodos, puedes probar lo siguiente:

//place the new stop orders on market at breakevenLevel
IF barindex-tradeindex(1)>=10 AND breakevenLevel>0 THEN
SELL AT breakevenLevel STOP
EXITSHORT AT breakevenLevel STOP
ENDIF

El breakevenlevel afecta a todos los niveles. Como puedes ver en cada escalón de precio el valor del STOP es breakevenlevel, así que no hay breakevenlevel1, 2, etc.

En cuanto al graph, en vez de NewSL, ahora deberías poner “graph breakevenlevel”

En cuanto a mantener el 70% de ganancia, puedes calcularlo de esta manera:

si el startbreakeven8 (ejemplo) =100, el correspondiente pointstokeep8 sería=30. Dado que lo que hace el código es que una vez alcanza los 100 pips, pone el STOP LOSS a 100-30= 70pips en positivo desde el precio de compra. No tienes que hacerlo desde el principio. Los primeros pasos puedes poner los valores que creas, y a partir de un escalón determinado, podrías mantener la proporcionalidad del 70% en todos los pasos siguientes.