Code for partial closures by percentage.

• 01/19/2022 at 10:08 AM #185903
  jhon

  Good.
  I needed code for multiple partial closures within one operation.

  If the operation is positive and earns equal to or more than 0.25%, close 1/5 of the position.
  If the operation is positive and earns equal to or more than 0.5%, close 1/5 of the position.

  It’s an example, thanks.

  

  jhon

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  01/19/2022 at 10:56 AM #185906
  robertogozzi

  There you go (not tested):

  If not OnMarket then Tally = 0 Endif ProfitPC = PositionPrice * PositionPerf * 100 If ProfitPC >= 0.25 and Tally = 0 then Close PositionSize/5 contracts at Market Tally = Tally + 1 Endif If ProfitPC >= 0.50 and Tally = 1 then Close PositionSize/5 contracts at Market Tally = Tally + 1 Endif

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  If not OnMarket then    Tally = 0 Endif ProfitPC = PositionPrice * PositionPerf * 100 If ProfitPC >= 0.25 and Tally = 0 then    Close PositionSize/5 contracts at Market    Tally = Tally + 1 Endif If ProfitPC >= 0.50 and Tally = 1 then    Close PositionSize/5 contracts at Market    Tally = Tally + 1 Endif

   

  

  robertogozzi

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  01/19/2022 at 12:30 PM #185908
  nonetheless

  Here’s another version (also coded by Roberto👍)

  ONCE partialclose = 1 ONCE PerCent = pc //0.2 = 20% positions to close ONCE PerCent2 = pc2 //0.2 = 20% positions to close ONCE PerCentGain = pcg //.0025 = 0.25% gain ONCE PerCentGain2 = pcg2 //.005 = 0.5% gain ONCE MinLotSize = 0.5 //0.5 lots minimum ExitQuantity = abs(CountOfPosition) * PerCent LeftQty = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity = abs(CountOfPosition) - LeftQty ExitQuantity2 = abs(CountOfPosition) * PerCent2 LeftQty2 = max(MinLotSize,abs(CountOfPosition) - ExitQuantity2) CloseQuantity2 = abs(CountOfPosition) - LeftQty2 IF Not OnMarket THEN Flag = 1 Flag2 = 1 ENDIF IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain)) AND Flag THEN SELL CloseQuantity Contracts AT Market Flag = 0 endif IF partialclose AND shortOnMarket and close <= (PositionPrice * (1 - PerCentGain2)) AND Flag2 THEN exitshort CloseQuantity2 Contracts AT Market Flag2 = 0 endif

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  ONCE partialclose = 1 ONCE PerCent     = pc              //0.2 = 20%  positions to close ONCE PerCent2     = pc2            //0.2 = 20%  positions to close ONCE PerCentGain = pcg             //.0025 = 0.25% gain ONCE PerCentGain2 = pcg2            //.005 = 0.5% gain ONCE MinLotSize  = 0.5              //0.5  lots minimum ExitQuantity     = abs(CountOfPosition) * PerCent LeftQty          = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity    = abs(CountOfPosition) - LeftQty ExitQuantity2     = abs(CountOfPosition) * PerCent2 LeftQty2          = max(MinLotSize,abs(CountOfPosition) - ExitQuantity2) CloseQuantity2    = abs(CountOfPosition) - LeftQty2 IF Not OnMarket THEN Flag = 1 Flag2 = 1 ENDIF IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain))  AND Flag THEN SELL CloseQuantity Contracts AT Market Flag = 0 endif IF partialclose AND shortOnMarket and  close <= (PositionPrice * (1 - PerCentGain2)) AND Flag2 THEN exitshort CloseQuantity2 Contracts AT Market Flag2 = 0 endif

   

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  robertogozzi

  

  nonetheless

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  01/19/2022 at 1:51 PM #185923
  jhon

  Thanks boys.

  

  jhon

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  01/20/2022 at 9:45 AM #186018
  jhon

  I’m sorry, but in Roberto’s code, line 5, it doesn’t matter if I put 0.25, 0.5, or 1, he always wins the same in backtest.

  I think the code is not working properly.

  

  jhon

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  01/20/2022 at 11:18 AM #186037
  robertogozzi

  Sorry, there are two mistakes:

  • I typed CLOSE in line 6 and 10 instead of SELL (or SELLSHORT)
  • line 4 should read

  ProfitPC = PositionPerf * 100

  1	ProfitPC = PositionPerf * 100

  

  robertogozzi

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