Buy on certin dates, not on technical singal

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  • 02/22/2024 at 3:15 PM #228576 quote
    JS
    Participant
    Senior

    Hi,

    I’ve tried your code, including the timeframes, and I think it works as expected…

    (PRT+IB)

    Scherm­afbeelding-2024-02-22-om-15.14.18.png Scherm­afbeelding-2024-02-22-om-15.14.18.png
    02/22/2024 at 9:53 PM #228601 quote
    Laliberte
    Participant
    New
    Hi PeterST, I’m struggling to get it working. Can you help me with the correct modification? This is the last test I did: 
    
// LONG open dates
$myDateL[1]  = 20230316
$myDateL[2]  = 20230328
$myDateL[3]  = 20230411
$myDateL[4]  = 20230424
// LONG exit dates
$myExitL[1]  = 20230321
$myExitL[2]  = 20230403
$myExitL[3]  = 20230417
$myExitL[4]  = 20230428
LastElementL = 4
SLpercent    = 2             //2%  stop loss
//
IF Not OnMarket THEN
FOR i = 1 TO (LastElementL)
//LONG  trades
IF i <= LastElementL THEN
IF Date = $myDateL[i] THEN
BUY 1 CONTRACT AT MARKET
SET STOP %LOSS SLpercent
break
ENDIF
ENDIF
// exit LONG  trades
IF LongOnMarket  THEN
FOR i = 1 TO LastElementL
IF Date = $myExitL[i] THEN
SELL AT MARKET
break
ENDIF
NEXT
ENDIF
    Thanks again for your input.
    02/22/2024 at 9:55 PM #228602 quote
    Laliberte
    Participant
    New
    Thanks for testing the code. We get different results. I have PRT+IG, maybe that makes the difference.
    02/22/2024 at 10:24 PM #228603 quote
    JS
    Participant
    Senior
    Hi, Try this one…   
    // LONG open dates
$myDateL[1]  = 20230316
$myDateL[2]  = 20230328
$myDateL[3]  = 20230411
$myDateL[4]  = 20230424
// LONG exit dates
$myExitL[1]  = 20230321
$myExitL[2]  = 20230403
$myExitL[3]  = 20230417
$myExitL[4]  = 20230428
LastElementL = 4
SLpercent    = 2             //2%  stop loss
//
IF Not OnMarket Then
FOR i = 1 TO (LastElementL) // Enter LONG Trades
IF Date = $myDateL[i] THEN
Buy 1 Contract at Market
Set STOP %LOSS SLpercent
Break
EndIf
Next
EndIf

// Exit LONG Trades
IF LongOnMarket  THEN
FOR i = 1 TO LastElementL
IF Date = $myExitL[i] THEN
SELL AT MARKET
Break
EndIf
Next
EndIf
    02/23/2024 at 1:13 PM #228641 quote
    PeterSt
    Participant
    Master
    Laliberte wrote:
    Hi PeterST, I’m struggling to get it working. Can you help me with the correct modification? This is the last test I did:
    Hello Fredrik, Can you please tell once again what exactly is not working with “the last test you did” ? Also, when you receive an error message, then it is good to know what the message is. 😉 Peter
    02/23/2024 at 11:25 PM #228672 quote
    Laliberte
    Participant
    New
    It worked, thanks! 🙂
    02/23/2024 at 11:27 PM #228673 quote
    Laliberte
    Participant
    New
    Hi again. it is solved. Will run one LONG test and one SHORT test separately, so the orders in the code (same day orders, different directions and close/open) does not cancel out each other. 🙂
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Buy on certin dates, not on technical singal


ProOrder: Automated Strategies & Backtesting

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Laliberte @laliberte Participant
Summary

This topic contains 21 replies,
has 4 voices, and was last updated by Laliberte
1 year, 12 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/19/2024
Status: Active
Attachments: 2 files
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