Change size depending on result

• 10/28/2022 at 5:13 PM #203165
  ullle73

  Hi, took a look at the snippet library but could not find what i was looking for. I want to add to my system following:

   

  • If x of last trades were losses, increase size by y
  • If x of last trades were wins, decrease size back to y

  Saw something similar on ICT and how to flatline your equitycurve by going down to normal size after x number of wins in a row

  

  ullle73

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  10/28/2022 at 6:22 PM #203170
  robertogozzi

  There you go (not tested):

  ONCE x = 5 ONCE y = 1 ONCE LotSize = y ONCE WinningTrades = 0 ONCE LosingTrades = 0 IF StrategyProfit > StrategyProfit[1] THEN WinningTrades = WinningTrades + 1 IF WiningTrades >= x THEN WiningTrades = 0 LotSize = y ENDIF ELSIF StrategyProfit < StrategyProfit[1] THEN LosingTrades = LosingTrades + 1 IF LosingTrades >= x THEN LosingTrades = 0 LotSize = LotSize + y ENDIF ENDIF

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  ONCE x             = 5 ONCE y             = 1 ONCE LotSize       = y ONCE WinningTrades = 0 ONCE LosingTrades  = 0 IF StrategyProfit > StrategyProfit[1] THEN    WinningTrades = WinningTrades + 1    IF WiningTrades >= x THEN       WiningTrades = 0       LotSize      = y    ENDIF ELSIF StrategyProfit < StrategyProfit[1] THEN    LosingTrades  = LosingTrades  + 1    IF LosingTrades >= x THEN       LosingTrades = 0       LotSize      = LotSize + y    ENDIF ENDIF

   

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  robertogozzi

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  10/28/2022 at 8:13 PM #203173
  GraHal

  Link to above added as Log 342 here …

  Snippet Link Library

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  robertogozzi

  

  GraHal

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  10/28/2022 at 11:01 PM #203174
  ullle73

  Thanks as always Roberto!!

   

  add to losses

  ONCE y = 0.2 ONCE LotSize = 0.2 ONCE WinningTrades = 0 ONCE LosingTrades = 0 IF StrategyProfit > StrategyProfit[1] THEN WinningTrades = WinningTrades + 0.2 IF WiningTrades >= 5 THEN WiningTrades = 0 LotSize = y ENDIF ELSIF StrategyProfit < StrategyProfit[1] THEN LosingTrades = LosingTrades + 0.2 IF LosingTrades >= 1 THEN LosingTrades = 0 LotSize = LotSize + 0.2 ENDIF ENDIF

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  ONCE y             = 0.2 ONCE LotSize       = 0.2 ONCE WinningTrades = 0 ONCE LosingTrades  = 0 IF StrategyProfit > StrategyProfit[1] THEN WinningTrades = WinningTrades + 0.2 IF WiningTrades >= 5 THEN WiningTrades = 0 LotSize      = y ENDIF ELSIF StrategyProfit < StrategyProfit[1] THEN LosingTrades  = LosingTrades  + 0.2 IF LosingTrades >= 1 THEN LosingTrades = 0 LotSize      = LotSize + 0.2 ENDIF ENDIF

  This is what i got this far, but size does not reset back to 0.2 lots, i want the system to have:

  • 0.2 lot size as STANDARD.
  • When making one loss, i want to add 0.2 lots, if it makes a loss again (two in a row) Add another 0.2 lots. Makes 3 in a row, another 0.2 lots and so on until it makes a win, then i want it to reset back to Standard 0.2 lot size
  • When got a win, add 0.2 up to 5 wins, if system reaches 5 wins in a row, reset back to standard 0.2 lot size.
  • If possible, also add max lotsize of MAXLOTSIZE

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  ullle73

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  10/28/2022 at 11:09 PM #203175
  robertogozzi

  Add 1 in lines 6 and 12, not 0.2.

   

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  ullle73

  

  robertogozzi

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  10/28/2022 at 11:24 PM #203176
  ullle73

  thanks! But still does not reset lotsize, in the end size is 20 lots ^^,

  

  ullle73

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  10/28/2022 at 11:38 PM #203177
  ullle73

  Here is the full code if it helps 🙂

  my strat

  // pl: 130 sl: 70 t & ts: 50 x: 1 = 3min 528$, 46,88W, 25% BE, 3.1 G/L ratio, 1,82 time in the market. 64 trades DEFPARAM CumulateOrders = FALSE ONCE MaxTrades = x //no more than 2 trades a day ONCE Tally = 0 IF IntraDayBarIndex = 0 THEN Tally = 0 ENDIF IF Not OnMarket THEN MyExit = 0 ELSE c1 = 0 ENDIF //////////////////////////////////////////////////////////////////////////////////////////////////////////// NewTrade = (OnMarket AND Not OnMarket[1]) OR (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) OR ((Not OnMarket AND Not OnMarket[1]) AND (StrategyProfit <> StrategyProfit[1])) IF NewTrade THEN Tally = Tally + 1 ENDIF //////////////////////////////////////////////////////////////////////////////////////////////////////////// // ADR Average Daily Range MyADR = average[20,0](Dhigh(1) - Dlow(1)) // IF (Time = 000000) OR ((Time > 000000) AND (Time < Time[1])) THEN MyHI = high MyLO = low c1 = 0 ENDIF IF Time <= 142900 THEN MyHI = max(MyHI,high) MyLO = min(MyLO,low) MyRange = MyHI - MyLO c1 = ((MyRange / MyADR) * 100) < adr ENDIF IF LongOnMarket THEN SET TARGET pPROFIT PL //you can change this value for LONG trades SET STOP pLOSS SL //you can change this value for LONG trades ELSIF ShortOnMarket THEN SET TARGET pPROFIT PL //you can change this value for SHORT trades SET STOP pLOSS SL //you can change this value for SHORT trades ENDIF IF Time >= 142900 AND Time <= 220000 AND c1 AND Tally < MaxTrades AND Not OnMarket THEN //trade only between 15:30 and 18:00 BUY 0.2 Contract AT MyHI + 1 * pipsize STOP SELLSHORT 0.2 Contract AT MyLO - 1 * pipsize STOP SET TARGET pPROFIT PL //initial values cannot be different with pending orders SET STOP pLOSS SL ENDIF IF MyExit = 0 THEN IF LongOnMarket AND (close - TradePrice) >= t * pipsize THEN //you can change this value for LONG trades MyExit = TradePrice ENDIF IF ShortOnMarket AND (TradePrice - close) >= ts * pipsize THEN //you can change this value for SHORT trades MyExit = TradePrice ENDIF ENDIF IF MyExit > 0 THEN IF LongOnMarket THEN SELL AT MyExit STOP ELSIF ShortOnMarket THEN EXITSHORT AT MyExit STOP ENDIF ENDIF

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  // pl: 130 sl: 70 t & ts: 50 x: 1 = 3min 528$, 46,88W, 25% BE, 3.1 G/L ratio, 1,82 time in the market. 64 trades   DEFPARAM CumulateOrders = FALSE ONCE MaxTrades = x                     //no more than 2 trades a day ONCE Tally     = 0 IF IntraDayBarIndex = 0 THEN Tally = 0 ENDIF IF Not OnMarket THEN MyExit = 0 ELSE c1 = 0 ENDIF //////////////////////////////////////////////////////////////////////////////////////////////////////////// NewTrade = (OnMarket AND Not OnMarket[1]) OR (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) OR ((Not OnMarket AND Not OnMarket[1]) AND (StrategyProfit <> StrategyProfit[1])) IF NewTrade THEN Tally = Tally + 1 ENDIF //////////////////////////////////////////////////////////////////////////////////////////////////////////// // ADR Average Daily Range MyADR       = average[20,0](Dhigh(1) - Dlow(1)) // IF (Time = 000000) OR ((Time > 000000) AND (Time < Time[1])) THEN MyHI     = high MyLO     = low c1       = 0 ENDIF IF Time <= 142900 THEN MyHI     = max(MyHI,high) MyLO     = min(MyLO,low) MyRange  = MyHI - MyLO c1       = ((MyRange / MyADR) * 100) < adr ENDIF IF LongOnMarket THEN SET TARGET pPROFIT PL          //you can change this value for LONG trades SET STOP   pLOSS   SL         //you can change this value for LONG trades ELSIF ShortOnMarket THEN SET TARGET pPROFIT PL          //you can change this value for SHORT trades SET STOP   pLOSS   SL         //you can change this value for SHORT trades ENDIF IF Time >= 142900 AND Time <= 220000 AND c1 AND Tally < MaxTrades AND Not OnMarket THEN   //trade only between 15:30 and 18:00 BUY       0.2 Contract AT MyHI + 1 * pipsize STOP SELLSHORT 0.2 Contract AT MyLO - 1 * pipsize STOP SET TARGET pPROFIT PL     //initial values cannot be different with pending orders SET STOP   pLOSS   SL ENDIF IF MyExit = 0 THEN IF LongOnMarket AND (close - TradePrice) >= t * pipsize THEN    //you can change this value for LONG trades MyExit = TradePrice ENDIF IF ShortOnMarket AND (TradePrice - close) >= ts * pipsize THEN   //you can change this value for SHORT trades MyExit = TradePrice ENDIF ENDIF IF MyExit > 0 THEN IF LongOnMarket THEN SELL      AT MyExit STOP ELSIF ShortOnMarket THEN EXITSHORT AT MyExit STOP ENDIF ENDIF

  

  ullle73

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  10/29/2022 at 5:54 AM #203179
  PeterSt

  WinningTrades = WinningTrades + 0.2 IF WinningTrades >= 5 THEN // Winning, not wining. WinningTrades = 0 // Winning, not wining. LotSize = y ENDIF

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  WinningTrades = WinningTrades + 0.2 IF WinningTrades >= 5 THEN  // Winning, not wining.   WinningTrades = 0         // Winning, not wining.   LotSize      = y ENDIF

  Ulle, the above is from your example. It should work better with these corrections.

  Btw, I don’t find this back in your main code (which is not for my brains anyway – it really is too full with mistakes/faults 😉 ).

  Try to get your sample code to work, and when it does what you want, slowly expand it to your strategy idea.
  🙂

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  robertogozzi

  

  PeterSt

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  10/29/2022 at 10:40 AM #203182
  robertogozzi

  Sorry for mispelling, but I could not test it, as I was writing it from my mobile phone.

  In such cases using GRAPH may help quite a lot!

   

  

  robertogozzi

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  10/29/2022 at 12:06 PM #203186
  PeterSt

  It is a best example of why PRT should not allow to use variables (without producing an error) that were not defined earlier in the code. Thus :

  WinningTrades = WinningTrades + 0.2 IF WiningTrades >= 5 THEN // This should error out. WiningTrades = 999 // But because this is here, the line above is treated as OK and WiningTrades will always be 0. LotSize = y ENDIF

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  WinningTrades = WinningTrades + 0.2 IF WiningTrades >= 5 THEN  // This should error out.   WiningTrades = 999       // But because this is here, the line above is treated as OK and WiningTrades will always be 0.   LotSize      = y ENDIF

  PRT developers apply the intelligence that because the WiningTrades = 0 line exists, the If above it does not produce an error.
  I once lost money because of such a typo and IIRC the response was that I should not make typos.
  So I repeat from back then : there is no language that I know of which allows this.  And it is worse :

  The official response from PRT support (in Paris) was :
  If we don’t do it this way, nobody is able to get his program to run because of errors.

  A weirdest response ever. Apparently it is better to lose money.

   

  PS: V12 provides a kind of solution to this.

  

  PeterSt

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  10/29/2022 at 12:16 PM #203188
  robertogozzi

  To be honest I prefer the current solution to the previous one, when it was difficult to test variables as you always got the “undefined  variable” error message and you had to always comment/uncomment lines. It was so much time consuming!

   

  

  robertogozzi

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  10/29/2022 at 12:34 PM #203189
  GraHal

  PeterSt wrote:

  nobody is able to get his program to run because of errors.

  PRT likely got many Coding Support Queries due to above and so easy way to reduce Queries … make errors not show as errors at all!?

   

  

  GraHal

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  10/29/2022 at 6:29 PM #203196
  PeterSt

  robertogozzi wrote:

  To be honest I prefer the current solution to the previous one, when it was difficult to test variables as you always got the “undefined  variable” error message and you had to always comment/uncomment lines. It was so much time consuming!

  I 100% agree with you. That is, would it be really like that. But it was not ..

  The crazy time consuming was about that a variable was not used …
  Example :

  MyVar = 1 // <-- Errors on this line because it is not used in the program. My2ndVar = 1 //If MyVar = 1 then If My2ndVar = 1 then // Like this now. Buy x at Market Endif

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  MyVar = 1              // <-- Errors on this line because it is not used in the program. My2ndVar = 1   //If MyVar = 1 then If My2ndVar = 1 then   // Like this now.   Buy x at Market Endif

  So we could not comment-out lines unless in this case the first line was commented out as well.
  And back to the old If ? indeed a crime (requires 1st line to uncomment and the 2nd to comment out).

  But this is not related to what’s odd today (in V11).

  

  PeterSt

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  10/29/2022 at 8:54 PM #203197
  ullle73

  PeterST, no i did not get it to work anywhere close to what i wanted, it took positions up to 20 lots, I want a maxsize of total of 2-3 lots and add to every loss. So i scrapped it, hoping code-wizards like Roberto could make some magic and add to my original code 😀 my codingskillz are way worse than my english ^^,

  

  ullle73

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  10/29/2022 at 10:05 PM #203199
  robertogozzi

  Shall the X trades, either winning or losing ones, be consecutive?

   

  

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