Breakout DAX 15 min

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  • #24247 quote
    Raul Vg
    Participant
    Senior

    Hi, I need help, I’m working on a robot, the one I copy next. It is the break in the dax of the first 15 minutes of the day. But I need you not to be continuously buying and selling, I only try 2 times a day, once in purchase and another one for sale if the price touches. how can I do it? thank you

     

    Defparam cumulateorders = false
    Defparam flatafter = 171500
    
    n=1
    // nos quedamos a las 9.15 con el maximo y minimo de 1 vela antes, es decir, la vela de 9 a 9.15, calculamos la amplitud de esa vela
    IF Time = 091500 THEN
    maximo = highest[1](high)
    minimo = lowest[1](low)
    compra = 1
    venta = 1
    ENDIF
    
    if Time > 091500 AND Time <= 171500 THEN
    
    IF compra = 1 THEN
    buy n contracts at maximo stop
    ENDIF
    
    IF venta = 1 THEN
    sellshort n contracts at minimo stop
    ENDIF
    
    ENDIF
    
    If longonmarket THEN
    compra = 0
    ENDIF
    
    IF shortonmarket THEN
    venta = 0
    ENDIF
    
    set stop ploss 10
    set target pprofit 15
    
    #24261 quote
    Nicolas
    Keymaster
    Master

    If you are on market you are already tagging your 2 variables at lines 26 and 30, so their tests at lines 15 and 19 should already work.

    #24268 quote
    Raul Vg
    Participant
    Senior

    If it works, it works. But what happens is that he spends all day doing operations. And I want you to only put one to buy and one to sell at the most. Although the condition is returned, if it has already bought once, do not buy again that day.

    #24286 quote
    Nicolas
    Keymaster
    Master

    When using pending orders, they can trigger anytime between 2 bars at the price level we put them on. So, we never know when they are executed, and if they last only 0 bar (open and close inside the bar), there is no way to know we were on market inside this bar, that’s why you have a lot of trades because your ‘compra’ and ‘venta’ variables will never be set to 1.

    #24352 quote
    Paris
    Participant
    Veteran

    in pdf of probuilder  of prorealtime there is a code very good , page 80 i think .

    #24354 quote
    Paris
    Participant
    Veteran
    #24376 quote
    Raul Vg
    Participant
    Senior

    Hello, I already tried it, but when you change the stop by 10 and put a take of 10, it happens again, spend the day getting operations, I want you to schedule a purchase operation at the maximum and a sale in The minimum and that throughout the day if the price touches it will execute one or both. And not to continue scheduling all day orders.

    1-2.png 1-2.png
    #24543 quote
    Paris
    Participant
    Veteran

    Sorry but the code i gave here , only take 2 orders max in one day .Sometimes no orders .

     

    maybe your code is different . To solve your problem you have just to implement a counter , with reset  for a  new day ….

     

    hope that helps .

    #24544 quote
    larouedegann
    Participant
    Master
    DEFPARAM CUMULATEORDERS = false
    DEFPARAM FLATBEFORE = 080000
    DEFPARAM FLATAFTER = 171500
    
    Position = 1
    
    
    
    if intradaybarindex=0 then
    count = 0
    lastindex = 0
    endif
    
    
    IF Time = 081000 THEN
    haut = highest[2](high)
    bas = lowest[2](low)
    amplitude = haut - bas
    
    ENDIF
    
    IF TIME > 081000 AND TIME <= 170000 THEN
    
    //Conditions pour ouvrir une position acheteuse
    IF  your conditionsTHEN
    BUY Position contracts at haut stop
    ENDIF
    If longonmarket AND TRADEINDEX<>lastindex THEN
    COUNT = COUNT+1
    Lastindex = TRADEINDEX
    ENDIF
    
    //Conditions pour ouvrir une position vendeuse
    IF yourconditionsTHEN
    SELLSHORT Position contracts at bas stop
    ENDIF
    IF shortonmarket AND TRADEINDEX<>lastindex THEN
    COUNT = COUNT+1
    Lastindex = TRADEINDEX
    ENDIF
    
    
    //stops et Objectifs
    SET STOP LOSS 31
    SET TARGET PROFIT 23
    
    ENDIF
    

    if you want to have one sell and one buy

    if INTRADAYBARINDEX =0 THEN

    COUNTBUY =0

    COUNTSELL =0

    LASTINDEX = 0

    ENDIF

     

    etc  etc etc

    #24545 quote
    Raul Vg
    Participant
    Senior

    Is the same code that I put take of 10 and stop of 10. in the original code, has no take and ends at the end of the day, and has a large stop. Would you know how to do the meter and reset it the next day?

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Breakout DAX 15 min


ProOrder: Automated Strategies & Backtesting

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Raul Vg @raul_v Participant
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This topic contains 9 replies,
has 4 voices, and was last updated by Raul Vg
9 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/07/2017
Status: Active
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