CCI setup

• 09/23/2017 at 12:53 AM #47027
  camaleo

  Hello everyone

  i am trying to write a simple setup using CCI

  Everything is fine, except the exit orders…

  i would like to close positions on the CLOSE of the bar on the first day in profit.

  For now lets put a 5% stop

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = CCI[72] indicator2 = Average[5](CCI[72]) indicator3 = BollingerDown[21](close) c1 = (indicator1 CROSSES OVER indicator2) c2 = (close[3] > indicator3[3]) c3 = (close[2] <= indicator3[2]) c4 = (close[1] <= indicator3[1]) IF c1 AND c2 AND c3 AND c4 THEN BUY 1 SHARES AT MARKET ENDIF // Conditions to exit long positions c5 = (close > 0)   ???????????????????????? IF c5 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator1 = CCI[72] indicator2 = Average[5](CCI[72]) indicator3 = BollingerUp[21](close) c6 = (indicator1 CROSSES UNDER indicator2) c7 = (close[3] < indicator3[3]) c8 = (close[2] >= indicator3[2]) c9 = (close[1] >= indicator3[1]) IF c6 AND c7 AND c8 AND c9 THEN SELLSHORT 1 SHARES AT MARKET ENDIF // Conditions to exit short positions c10 = (close > 0)    ??????????????????????????? IF c10 THEN EXITSHORT AT MARKET ENDIF

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions indicator1 = CCI[72] indicator2 = Average[5](CCI[72]) indicator3 = BollingerDown[21](close) c1 = (indicator1 CROSSES OVER indicator2) c2 = (close[3] > indicator3[3]) c3 = (close[2] <= indicator3[2]) c4 = (close[1] <= indicator3[1])       IF c1 AND c2 AND c3 AND c4 THEN BUY 1 SHARES AT MARKET ENDIF   // Conditions to exit long positions c5 = (close > 0)   ????????????????????????   IF c5 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions indicator1 = CCI[72] indicator2 = Average[5](CCI[72]) indicator3 = BollingerUp[21](close) c6 = (indicator1 CROSSES UNDER indicator2) c7 = (close[3] < indicator3[3]) c8 = (close[2] >= indicator3[2]) c9 = (close[1] >= indicator3[1])       IF c6 AND c7 AND c8 AND c9 THEN SELLSHORT 1 SHARES AT MARKET ENDIF   // Conditions to exit short positions c10 = (close > 0)    ???????????????????????????   IF c10 THEN EXITSHORT AT MARKET ENDIF

   

  Thank you everyone

  

  camaleo

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  09/23/2017 at 10:53 AM #47041
  Despair

  You can not sell on the close with PRT.

  

  Despair

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  09/23/2017 at 11:22 AM #47044
  JC_Bywan

  >> For clarity of messages on ProRealCode’s forums, please use the “<>” (insert code PRT) button to separate the text of the code part! Thank you! <<

  

  JC_Bywan

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  09/25/2017 at 1:36 AM #47171
  camaleo

  thank you for your answers

  if i cannot exit on close on PRT, i can set a time 5 minutes before close…

  the question is:

  How to set a condition to exit if the trade is in profit ?

  Thank you.

  

  camaleo

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  09/25/2017 at 7:55 AM #47176
  OscJoh

  Some ideas:

  Time based end of day exit (adjust to your market’s close)

  DefParam FlatAfter = 173000

  1	DefParam FlatAfter = 173000

  How to see if your current position is in gain, but it does not take transaction cost/slip into consideration as far as I know.

  IF PositionPerf(0) > 0.001 THEN

  1	IF PositionPerf(0) > 0.001 THEN

   

  

  OscJoh

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