Breakeven- en trailingstop on different securities & indexes & forex

• 04/14/2020 at 7:05 PM #126143
  GraHal

  Above added as Log 206 to here …

  Snippet Link Library

  Also a Note added re the LOADS of TS in this Topic

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  Dr Manhattan, MAKSIDE, Paul

  

  GraHal

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  04/14/2020 at 7:53 PM #126152
  keewee

  Hi,

  first a humble thanks for sharing all these cool codes!
  I’ve been looking for a suitable protect-your-money-system and have been playing around with some Money Management-, Stop Loss-, Trailing Stop-, Breakeven-, Profit Target-systems and so on. There’s a lot of topics of the same subject with similar methods and I feel a bit overwhelmed of all the information. So I figured, why not ask someone who actually knows 🙂

  So Paul and other Jedi-coders. If you would rekommend a setup of protect-your-money-system for a padawan, what would it be and why? I would love to hear your thoughts about MM, SL, TS, BE, PT and such.

  Keep up the awesome work! I hope to contribute in the future…

  

  keewee

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  04/14/2020 at 8:01 PM #126153
  nonetheless

  Hi Paul, thanks very much for posting this. Are these to be used in conjunction with the code you posted earlier, April 2019? or they’re designed to work independently of that?

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  keewee

  

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  04/15/2020 at 1:51 PM #126278
  Paul

  @keewee Thanks! My advise, don’t use too many things. Check if something works as you think it should work (display the lines). Only work on mm if you already have a succesfull proven code. Don’t use a big stoplos (depended on timeframe) as in live trading they will occur more frequent then in an optimised backtest. Trailing stop there are a few, like posted before which used %.  A.t.m. I prefer an atr based trailing stop. Also the atr breakeven is a nice edition. a pt is sometimes usefull. Too many things though lead quickly to over optimisation!

  @nonetheless It’s different. The ones from april use %, this one uses atr. Also the % based uses the underlaying value to make it work on different assets. Probably it can work together if there are no code overlapping, but it’s not the goal. I thought the atr breakeven would be a nice addition, but not worth of a topic so that’s why I posted it here.

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  keewee

  

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  04/15/2020 at 2:35 PM #126280
  nonetheless

  Thanks for the clarification, I thought that was prob the case. Going back to the underlaying code, would you mind having a look at this strategy to see if I’ve applied it correctly?

  (BTW, how does it feel to be a Jedi-Coder? sounds pretty cool to me. Personally, I’m struggling to get beyond the Jar Jar Binks level)

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 //Money Management DOW MM = 0 // = 0 for optimization if MM = 0 then positionsize=1 ENDIF if MM = 1 then ONCE startpositionsize = .4 ONCE factor = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc ONCE factor2 = 20 // tier 2 factor ONCE margin = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE margin2 = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE tier1 = 55 // DOW €1 IG first tier margin limit ONCE maxpositionsize = 550 // DOW €1 IG tier 2 margin limit ONCE minpositionsize = .2 // enter minimum position allowed IF Not OnMarket THEN positionsize = startpositionsize + Strategyprofit/(factor*margin) ENDIF IF Not OnMarket THEN IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 //incorporating tier 2 margin ENDIF IF Not OnMarket THEN if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN positionsize = minpositionsize //keeps positionsize from going below allowed minimum ENDIF IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 > maxpositionsize then positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit ENDIF ENDIF ENDIF ENDIF once enableSL = 1 // stop loss once enablePT = 1 // profit target once enableTS = 1 // trailing stop once enableBE = 1 // breakeven stop once displaySL = 1 // stop loss once displayPT = 1 // profit target once displayTS = 1 // trailing stop once displayBE = 1 // breakeven stop SL = 1.9 // % stop loss PT = 2.3 // % profit target TS = 0.26 // % trailing stop BESG = 0.25 // % break even stop gain BESL = 0.00 // % break even stop level // underlaying security / index / forex // profittargets and stoploss have to match the lines // 0.01 FOREX [i.e. GBPUSD=0.01] // 1.00 SECURITIES [i.e. aapl=1 ; // 100.00 INDEXES [i.e. dax=100] // 100=XAUUSD // 100=CL US Crude // DAX=100 underlaying=100 // reset at start if intradaybarindex=0 then longtradecounter=0 shorttradecounter=0 endif pclong = longtradecounter<1 pcshort = shorttradecounter<1 TIMEFRAME(2 hours,updateonclose) Period= 495 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice) HULLa = weightedaverage[round(sqrt(Period))](inner) c1 = HULLa > HULLa[1] c2 = HULLa < HULLa[1] indicator1 = SuperTrend[8,6] c3 = (close > indicator1) c4 = (close < indicator1) ma = average[60,3](close) c11 = ma > ma[1] c12 = ma < ma[1] //Stochastic RSI | indicator lengthRSI = 15 //RSI period lengthStoch = 9 //Stochastic period smoothK = 10 //Smooth signal of stochastic RSI smoothD = 5 //Smooth signal of smoothed stochastic RSI myRSI = RSI[lengthRSI](close) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) c13 = K>D c14 = K<D TIMEFRAME(30 minutes,updateonclose) indicator5 = Average[2](typicalPrice) indicator6 = Average[7](typicalPrice) c15 = (indicator5 > indicator6) c16 = (indicator5 < indicator6) TIMEFRAME(15 minutes,updateonclose) indicator2 = Average[4](typicalPrice) indicator3 = Average[8](typicalPrice) c7 = (indicator2 > indicator3) c8 = (indicator2 < indicator3) ma2 = average[25,1](close) c17 = ma2 > ma2[1] c18 = ma2 < ma2[1] Periodc= 23 innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice) HULLc = weightedaverage[round(sqrt(Periodc))](innerc) c9 = HULLc > HULLc[1] c10 = HULLc < HULLc[1] TIMEFRAME(10 minutes) indicator1a = SuperTrend[2,7] c19 = (close > indicator1a) c20 = (close < indicator1a) TIMEFRAME(default) //Stochastic RSI | indicator lengthRSIa = 3 //RSI period lengthStocha = 6 //Stochastic period smoothKa = 9 //Smooth signal of stochastic RSI smoothDa = 3 //Smooth signal of smoothed stochastic RSI myRSIa = RSI[lengthRSIa](close) MinRSIa = lowest[lengthStocha](myrsia) MaxRSIa = highest[lengthStocha](myrsia) StochRSIa = (myRSIa-MinRSIa) / (MaxRSIa-MinRSIa) Ka = average[smoothKa](stochrsia)*100 Da = average[smoothDa](Ka) c23 = Ka>Da c24 = Ka<Da ma3 = average[15,3](close) c21 = ma3 > ma3[1] c22 = ma3 < ma3[1] Periodb= 15 innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice) HULLb = weightedaverage[round(sqrt(Periodb))](innerb) c5 = HULLb > HULLb[1]and HULLb[1]<HULLb[2] c6 = HULLb < HULLb[1]and HULLb[1]>HULLb[2] // Conditions to enter long positions IF pclong and c1 AND C3 AND C5 and c7 and c9 and c11 and c13 and c15 and c17 and c19 and c21 and c23 THEN BUY positionsize CONTRACT AT MARKET longtradecounter=longtradecounter+1 ENDIF // Conditions to enter short positions IF pcshort and c2 AND C4 AND C6 and c8 and c10 and c12 and c14 and c16 and c18 and c20 and c22 and c24 THEN SELLSHORT positionsize CONTRACT AT MARKET shorttradecounter=shorttradecounter+1 ENDIF //================== exit in profit if longonmarket and C6 and c8 and close>positionprice then sell at market endif If shortonmarket and C5 and c7 and close<positionprice then exitshort at market endif //==============exit at loss if longonmarket AND c2 and c6 and close<positionprice then sell at market endif If shortonmarket and c1 and c5 and close>positionprice then exitshort at market endif // to set & display stoploss if enableSL then set stop %loss SL if displaysl then if not onmarket then sloss=0 elsif ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then sloss=0 endif if onmarket then if longonmarket then sloss=tradeprice(1)-((tradeprice(1)*SL)/underlaying)*pointsize endif if shortonmarket then sloss=tradeprice(1)+((tradeprice(1)*SL)/underlaying)*pointsize endif endif graphonprice sloss coloured(255,0,0,255) as "stoploss" //sloss=sloss endif endif // to set & display profittarget if enablePT then set target %profit PT if displaypt then if not onmarket then ptarget=0 elsif ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then ptarget=0 endif if onmarket then if longonmarket then ptarget=tradeprice(1)+((tradeprice(1)*PT)/underlaying)*pointsize endif if shortonmarket then ptarget=tradeprice(1)-((tradeprice(1)*PT)/underlaying)*pointsize endif endif graphonprice ptarget coloured(121,141,35,255) as "profittarget" //ptarget=ptarget endif endif // trailing stop if enableTS then trailingstop = (tradeprice/100)*TS if not onmarket then maxprice=0 minprice=close priceexit=0 endif if ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then maxprice=0 minprice=close priceexit=0 endif if longonmarket then maxprice=max(maxprice,close) if maxprice-tradeprice(1)>=(trailingstop) then priceexit=maxprice-(trailingstop/(underlaying/100))*pointsize endif endif if shortonmarket then minprice=min(minprice,close) if tradeprice(1)-minprice>=(trailingstop) then priceexit=minprice+(trailingstop/(underlaying/100))*pointsize endif endif if longonmarket and priceexit>0 then sell at priceexit stop endif if shortonmarket and priceexit>0 then exitshort at priceexit stop endif if displayTS then graphonprice priceexit coloured(0,0,255,255) as "trailingstop" endif endif // break even stop if enableBE then if not onmarket then newsl=0 endif if ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl=0 endif if longonmarket then if close-tradeprice(1)>=(((tradeprice(1)/100)*BESG)/(underlaying/100))*pointsize then newsl=tradeprice(1)+(((tradeprice(1)/100)*BESL)/(underlaying/100))*pointsize endif endif if shortonmarket then if tradeprice(1)-close>=(((tradeprice(1)/100)*BESG)/(underlaying/100))*pointsize then newsl=tradeprice(1)-(((tradeprice(1)/100)*BESL)/(underlaying/100))*pointsize endif endif if longonmarket and newsl>0 then sell at newsl stop endif if shortonmarket and newsl>0 then exitshort at newsl stop endif if displayBE then graphonprice newsl coloured(244,102,27,255) as "breakevenstop" endif endif graph (positionperf*100)coloured(0,0,0,255) as "positionperformance"

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  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 //Money Management DOW MM = 0 // = 0 for optimization if MM = 0 then positionsize=1 ENDIF if MM = 1 then ONCE startpositionsize = .4 ONCE factor = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc ONCE factor2 = 20 // tier 2 factor ONCE margin = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE margin2 = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE tier1 = 55 // DOW €1 IG first tier margin limit ONCE maxpositionsize = 550 // DOW €1 IG tier 2 margin limit ONCE minpositionsize = .2 // enter minimum position allowed IF Not OnMarket THEN positionsize = startpositionsize + Strategyprofit/(factor*margin) ENDIF IF Not OnMarket THEN IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 //incorporating tier 2 margin ENDIF IF Not OnMarket THEN if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN positionsize = minpositionsize //keeps positionsize from going below allowed minimum ENDIF IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 > maxpositionsize then positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit ENDIF ENDIF ENDIF ENDIF   once enableSL = 1 // stop loss once enablePT = 1 // profit target once enableTS = 1 // trailing stop once enableBE = 1 // breakeven stop   once displaySL = 1 // stop loss once displayPT = 1 // profit target once displayTS = 1 // trailing stop once displayBE = 1 // breakeven stop   SL   = 1.9 // % stop loss PT   = 2.3 // % profit target TS   = 0.26 // % trailing stop BESG = 0.25 // % break even stop gain BESL = 0.00 // % break even stop level   // underlaying security / index / forex // profittargets and stoploss have to match the lines //   0.01 FOREX [i.e. GBPUSD=0.01] //   1.00 SECURITIES [i.e. aapl=1 ; // 100.00 INDEXES [i.e. dax=100]   // 100=XAUUSD // 100=CL US Crude // DAX=100   underlaying=100   // reset at start if intradaybarindex=0 then longtradecounter=0 shorttradecounter=0 endif   pclong = longtradecounter<1 pcshort = shorttradecounter<1   TIMEFRAME(2 hours,updateonclose) Period= 495 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice) HULLa = weightedaverage[round(sqrt(Period))](inner) c1 = HULLa > HULLa[1] c2 = HULLa < HULLa[1]   indicator1 = SuperTrend[8,6] c3 = (close > indicator1) c4 = (close < indicator1)   ma = average[60,3](close) c11 = ma > ma[1] c12 = ma < ma[1]   //Stochastic RSI | indicator lengthRSI = 15 //RSI period lengthStoch = 9 //Stochastic period smoothK = 10 //Smooth signal of stochastic RSI smoothD = 5 //Smooth signal of smoothed stochastic RSI myRSI = RSI[lengthRSI](close) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) c13 = K>D c14 = K<D   TIMEFRAME(30 minutes,updateonclose) indicator5 = Average[2](typicalPrice) indicator6 = Average[7](typicalPrice) c15 = (indicator5 > indicator6) c16 = (indicator5 < indicator6)   TIMEFRAME(15 minutes,updateonclose) indicator2 = Average[4](typicalPrice) indicator3 = Average[8](typicalPrice) c7 = (indicator2 > indicator3) c8 = (indicator2 < indicator3)   ma2 = average[25,1](close) c17 = ma2 > ma2[1] c18 = ma2 < ma2[1]   Periodc= 23 innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice) HULLc = weightedaverage[round(sqrt(Periodc))](innerc) c9 = HULLc > HULLc[1] c10 = HULLc < HULLc[1]   TIMEFRAME(10 minutes) indicator1a = SuperTrend[2,7] c19 = (close > indicator1a) c20 = (close < indicator1a)   TIMEFRAME(default) //Stochastic RSI | indicator lengthRSIa = 3 //RSI period lengthStocha = 6 //Stochastic period smoothKa = 9 //Smooth signal of stochastic RSI smoothDa = 3 //Smooth signal of smoothed stochastic RSI myRSIa = RSI[lengthRSIa](close) MinRSIa = lowest[lengthStocha](myrsia) MaxRSIa = highest[lengthStocha](myrsia) StochRSIa = (myRSIa-MinRSIa) / (MaxRSIa-MinRSIa) Ka = average[smoothKa](stochrsia)*100 Da = average[smoothDa](Ka) c23 = Ka>Da c24 = Ka<Da   ma3 = average[15,3](close) c21 = ma3 > ma3[1] c22 = ma3 < ma3[1]   Periodb= 15 innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice) HULLb = weightedaverage[round(sqrt(Periodb))](innerb) c5 = HULLb > HULLb[1]and HULLb[1]<HULLb[2] c6 = HULLb < HULLb[1]and HULLb[1]>HULLb[2]   // Conditions to enter long positions IF pclong and c1 AND C3 AND C5 and c7 and c9 and c11 and c13 and c15 and c17 and c19 and c21 and c23 THEN BUY positionsize CONTRACT AT MARKET longtradecounter=longtradecounter+1 ENDIF // Conditions to enter short positions IF pcshort and c2 AND C4 AND C6 and c8 and c10 and c12 and c14 and c16 and c18 and c20 and c22 and c24 THEN SELLSHORT positionsize CONTRACT AT MARKET shorttradecounter=shorttradecounter+1 ENDIF   //================== exit in profit if longonmarket and C6 and c8 and close>positionprice then sell at market endif   If shortonmarket and C5 and c7 and close<positionprice then exitshort at market endif   //==============exit at loss if longonmarket AND c2 and c6 and close<positionprice then sell at market endif If shortonmarket and c1 and c5 and close>positionprice then exitshort at market endif   // to set & display stoploss if enableSL then set stop %loss SL if displaysl then if not onmarket then sloss=0 elsif ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then sloss=0 endif if onmarket then if longonmarket then sloss=tradeprice(1)-((tradeprice(1)*SL)/underlaying)*pointsize endif if shortonmarket then sloss=tradeprice(1)+((tradeprice(1)*SL)/underlaying)*pointsize endif endif graphonprice sloss coloured(255,0,0,255) as "stoploss" //sloss=sloss endif endif   // to set & display profittarget if enablePT then set target %profit PT if displaypt then if not onmarket then ptarget=0 elsif ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then ptarget=0 endif if onmarket then if longonmarket then ptarget=tradeprice(1)+((tradeprice(1)*PT)/underlaying)*pointsize endif if shortonmarket then ptarget=tradeprice(1)-((tradeprice(1)*PT)/underlaying)*pointsize endif endif graphonprice ptarget coloured(121,141,35,255) as "profittarget" //ptarget=ptarget endif endif   // trailing stop if enableTS then trailingstop = (tradeprice/100)*TS if not onmarket then maxprice=0 minprice=close priceexit=0 endif if ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then maxprice=0 minprice=close priceexit=0 endif if longonmarket then maxprice=max(maxprice,close) if maxprice-tradeprice(1)>=(trailingstop) then priceexit=maxprice-(trailingstop/(underlaying/100))*pointsize endif endif if shortonmarket then minprice=min(minprice,close) if tradeprice(1)-minprice>=(trailingstop) then priceexit=minprice+(trailingstop/(underlaying/100))*pointsize endif endif if longonmarket and priceexit>0 then sell at priceexit stop endif if shortonmarket and priceexit>0 then exitshort at priceexit stop endif if displayTS then graphonprice priceexit coloured(0,0,255,255) as "trailingstop" endif endif   // break even stop if enableBE then if not onmarket then newsl=0 endif if ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl=0 endif if longonmarket then if close-tradeprice(1)>=(((tradeprice(1)/100)*BESG)/(underlaying/100))*pointsize then newsl=tradeprice(1)+(((tradeprice(1)/100)*BESL)/(underlaying/100))*pointsize endif endif if shortonmarket then if tradeprice(1)-close>=(((tradeprice(1)/100)*BESG)/(underlaying/100))*pointsize then newsl=tradeprice(1)-(((tradeprice(1)/100)*BESL)/(underlaying/100))*pointsize endif endif if longonmarket and newsl>0 then sell at newsl stop endif if shortonmarket and newsl>0 then exitshort at newsl stop endif if displayBE then graphonprice newsl coloured(244,102,27,255) as "breakevenstop" endif endif   graph (positionperf*100)coloured(0,0,0,255) as "positionperformance"

   

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  nonetheless

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  04/15/2020 at 3:21 PM #126281
  Paul

  It was a very cool way of saying! Still got a lot of work to do to feel like that!

  I’ve loaded up your code on the dji 5min and looking at the lines, it looks correct!

  You have trailingstop & the breakeven almost go active at the same level, which makes the breakeven not effective.

  how about increasing the trailingstop slightly and using the breakeven to reduce the stoploss?

  (optimised without spread)

  try activate ts at 0.5%, besg at 0.3 and besl at -0.3 and still >90% winchance.

  or ts at 0.5, besg at 0.3 and besl at 0.05%

  that’s also great with 97% winchance.

  

  Paul

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  04/15/2020 at 3:34 PM #126284
  nonetheless

  Excellent, thanks ever so much. I haven’t even begun to play with the numbers as I wanted to be sure I had it set up right (just copied in what I had) .

  And your ATR TS should also work as a variation, replacing the %TS?

  

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  04/15/2020 at 5:38 PM #126314
  bertrandpinoy

  i cannot run the code because the instruction “Graph”…may somebody help me? thank you

  

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  04/15/2020 at 5:58 PM #126319
  nonetheless

  You just have to rem out any line that says graph, or graphonprice etc. For example:

  //graphonprice newsl coloured(244,102,27,255) as "breakevenstop" endif endif //graph (positionperf*100)coloured(0,0,0,255) as "positionperformance"

  1 2 3 4 5

  //graphonprice newsl coloured(244,102,27,255) as "breakevenstop" endif endif //graph (positionperf*100)coloured(0,0,0,255) as "positionperformance"

   

  

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  04/15/2020 at 6:49 PM #126326
  Paul

  nonetheless wrote:

  And your ATR TS should also work as a variation, replacing the %TS?

  yes but i’am not too sure about the atr trailingstop combined with % Breakeven, as both have  something in common, like newsl.

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  nonetheless

  

  Paul

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  04/15/2020 at 9:10 PM #126334
  OboeOpt

  Hi!

  I am backtesting “Vectorial us100 v5” and want to test it on different instruments. On some instrument it runs the backtest as it should. On others it stops taking positions after a few trades or makes no trades at all.

  This is a part of the original code:
  // used for sl/pt/ (not used for ts); not to be optimized!
  // forex use 0.01; securities use 1, index use 100
  // profittargets and stoploss have to match the lines with displaysl/tp/ts set to 1
  underlaying=100

  If I for example try Forex with the setting 0.01 instead of 100 it still doesn´t work.

  “profittargets and stoploss have to match the lines with displaysl/tp/ts set to 1”
  Is this the problem and what does it mean to match the lines?

  

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  04/16/2020 at 10:14 AM #126373
  Paul

  @OboeOpt match the lines means what it says.

  if a stoploss is x% and you have the entryprice, the red line should exactly be there where you have your stoploss. If displayed at another (crazy) level, then you need to adjust the underlaying value.

  Sometimes a strategy isn’t suitable for every market on any timeframe, because of range or volume etc.

  You can post your itf file , with info on which market & timeframe , so I can quickly look if you put in right

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  OboeOpt

  

  Paul

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  04/16/2020 at 5:15 PM #126435
  OboeOpt

  Thanks for your answer Paul!

  I´m just experimenting with
  https://www.prorealcode.com/wp-content/uploads/2019/07/vectorial-us100-v5.0p-5m.itf

  For example gbp/usd and other Forex mini with underlaying=0.01 I don´t get any trades (no other Changes to the code).
  Same problem for stocks with underlaying=1. Works for most index with value 100.

  I use IG as broker and timeframe 5 minutes.

  

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  04/16/2020 at 5:34 PM #126437
  Paul

  oke had a look on gbp/usd.

  to test if the core code is right, I removed ts/sl/pt etc and and just used a default small stoploss&pt.

  The core code of the vectorial dax doesn’t create a trade so it has nothing to do with the exit criteria which use the underlaying value.

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  Paul

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  04/16/2020 at 5:50 PM #126438
  OboeOpt

  Ok, so there is no Quick fix to change just to scan through instruments looking for candidates where vectorial can work?

  Is there anything in perticular in the core code that does that no signal is triggered for some instruments? Just tested several Swedish stocks and didn´t get any trades.

  

  OboeOpt

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