Cancel operations until the next day

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03/18/2020 at 1:57 PM #122453 quote

Fran55
Participant

Veteran

Cómo make if there are two consecutive operations with losses stop operating until the Next day.

03/18/2020 at 3:29 PM #122461 quote
Nicolas
Keymaster

Master
You can create a condition that count the strategyprofit decrease occurrence in the current day:
```
test = summation[max(1,intradaybarindex)](strategyprofit<strategyprofit[1]) //count how many times the strategyprofit has decreased today

if test < 2 and buycondition then 
 buy at market 
endif
```
Not tested, please do and give feedback.
03/18/2020 at 3:34 PM #122465 quote
robertogozzi
Moderator

Master
Not tested:
```
Once TradeON = 1
Once Count   = 0
If IntraDayBarIndex = 0 then
   TradeON = 1
   Count   = 0
Endif
If StrategyProfit < StrategyProgit[1] then
   Count = Count + 1
Elsif StrategyProfit > StrategyProgit[1] then
   Count = 0
Endif
If Count >= 2 then
   TradeON = 0
Endif
If MyLongConditions and TradeON then
   Buy 1 contract at market
Endif
```
03/19/2020 at 11:38 AM #122559 quote

GraHal
Participant

Master

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Cancel operations until the next day

ProOrder: Automated Strategies & Backtesting

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Fran55 @fran55 Participant

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This topic contains 3 replies,
has 4 voices, and was last updated by GraHal
5 years, 11 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/18/2020
Status:	Active
Attachments:	No files

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