Hello Roberto.

Thank you for the coding, that really helps me, if I understood it correctly at all.

From the 2 offered codes above, I took the first simpler one right away and the Cross EMA 20 over EMA 50 as entry condition.

As a result, from my understanding, it looks like the following, but no trades are triggered.

Can you correct my errors?

//---------------------------------------------------------
// moneymanagement maxcapital
// using the example  Average Cross
// created by JohnScher coded with the help of friends
//---------------------------------------------------------

defparam cumulateorders = false

once capital = 10000
once maxcapital = capital

equitity   = capital + strategyprofit
maxcapital = max(maxcapital,equitity)

If equitity < maxcapital then
ordersize = 2
Elsif equitity > maxcapital then
ordersize = 1
Endif


tradebuy = average [20] (close) crosses over average [50] (close)

If tradebuy then
buy ordersize contracts at market
endif


set stop %loss 2
set target %profit 1

Yes, thanks, that works now.
The code as below now does what it should.

//---------------------------------------------------------
// moneymanagement maxcapital
// using the example  Average Cross
// created by JohnScher coded with the help of friends
//---------------------------------------------------------

defparam cumulateorders = false
defparam flatbefore     = 080000
defparam flatafter      = 210000


once capital    = 10000
once maxcapital = capital

equitity   = capital + strategyprofit
maxcapital = max(maxcapital,equitity)

If equitity >= maxcapital then
ordersize = 1 
Elsif equitity < maxcapital then
ordersize = 2
Endif


tradebuy = average [20] (close) crosses over average [50] (close)

If tradebuy then
buy ordersize contracts at market
endif

set stop %loss 1
set target %profit 1


graph maxcapital

Hello Roberto.

Thankyou very much again! So many times you still helped me and you do it again and again and again… with heartpiece.
But here I would like to contradict you – it doesn’t seem correct to me. Or I have misunderstood you again, so please excuse my mistakes.

To point 1
that I am in the market with several positions is excluded by cumulateorders = false
Inserting this condition in the following way does not change anything. (line24, line34)

 +

//---------------------------------------------------------
// moneymanagement maxcapital
// using the example  Average Cross
// created by JohnScher coded with the help of friends
//---------------------------------------------------------
 
// Basic settings
defparam cumulateorders = false
defparam flatbefore     = 080000
defparam flatafter      = 210000                         // timestop
 
 
// moneymanagement
once capital    = 10000                                  // set capital to 10,000 as an once-only basis
once maxcapital = capital                                // set the highest capital ever achieved the an once-only basis **
 
equitity   = capital + strategyprofit                    // the available capital is calculated from the capital plus the strategy profit
maxcapital = max(maxcapital,equitity)                    // the highest capital ever achieved is fixed as highest capital ever achieved **
 
tpTrade   = close/100*2                                  // calculates the target profit of the trade, here 2% of the price, this corresponds to the instruction "set target %profit 2"  **
tpCapital = (maxcapital + maxcapital/100*1) - equitity   // calculates the target profit in the capital, here 1% **
lotsize   = round(tpCapital/tpTrade,2)                    // calculates the position size in the way that when the target profit of the trade is reached, the target profit in the capital too **
 
If not onmarket then                         
If equitity >= maxcapital then
ordersize = 1                                      // in the case that the available capital is greater than the highest capital ever reached, the position size is set to 1
Elsif equitity < maxcapital then
ordersize = lotsize                                // in the case that the available capital is lower than the highest capital ever reached, the position size is calculated as in line 20
Endif
 
If ordersize < 1 then
ordersize = 1                                      // for any reason the position size falls below 1, the position size is set to 1
endif
Endif
 
 
// tradingsystem
tradebuy = average [20] (close) crosses over average [50] (close)
 
If tradebuy then
buy ordersize contracts at market
endif
 
set stop %loss 10
set target profit tpTrade
 
//give-away
graph maxcapital

To point 2
I do not see that the condition “Strategyprofit > Strategyprofit[1]” is useful. The additional strategy profit can also consist of 1 euro and does not change the calculation basis. The basis of calculation is the highest capital ever achieved. I would like to increase this highest capital ever reached by 1% via the position adjustment*, provided that the take profit is reached before the flattener.

The adjustment can consist of an increase after a losing trade or a decrease after a winning trade that does not reach the take profit of 2% in the trade.

Attached is another picture showing the Maxcapital graph.
You can see that after the first trade, a new highest ever capital (=maxcapital) was reached. This highest value is now the calculation basis for the next trade. As long as there is no new highest capital, the position size is adjusted to this highest capital ever reached.
Here in the picture a new highest capital cannot be seen and maxcapital is still a horizontal line, because the take profit in the trade of 2% has never been reached since then. See also the other screenshot.

Dear readers, please note that this is not about the strategy (crossover 20 over 50) per se, but about money management.
If there are difficulties in solving this problem, I see that it has not yet been dealt with (conclusively) here on Prorealtime. In this respect, it could make a contribution to the entire community.

Screenshot_3.jpg Screenshot_4.jpg