Help to code a strategy about percentage increase or decrease for OMXS30

alipour81 · 2019-01-17T12:08:11+00:00

Hi, I’m new at trading and programming so I wonder if someone can help me to code this for me so I can get started. My request: Underlying asset: Sverige30 Cash (20sk) Index Open position after 17:30, after hours trading Buy when > 1 % down Take profit if increases 0,5% Take loss if decreases 0,25% Sell when > 1% up Take profit if decreases 0,5% Take loss if increases 0,25% Close position at 08:59 day after, before opening hours Trade size: 20

Viewing 15 posts - 1 through 15 (of 18 total)

1 2 →

Author

Posts
01/17/2019 at 1:08 PM #88917 quote

alipour81
Participant

New

Hi,
I’m new at trading and programming so I wonder if someone can help me to code this for me so I can get started. My request:

Underlying asset: Sverige30 Cash (20sk) Index

Open position after 17:30, after hours trading

Buy when > 1 % down
Take profit if increases 0,5%
Take loss if decreases 0,25%

Sell when > 1% up
Take profit if decreases 0,5%
Take loss if increases 0,25%

Close position at 08:59 day after, before opening hours

Trade size: 20

01/17/2019 at 1:12 PM #88918 quote

robertogozzi
Moderator

Legend

I assume you want to use it on a 1-minute TF, don’t you?

1% compared to previous day closing price?

01/17/2019 at 1:15 PM #88919 quote

alipour81
Participant

New

Yes thats right, 1-minute TF.
When the market close 17:30, after that 1% compared with closing price

01/17/2019 at 1:30 PM #88922 quote
Nicolas
Keymaster

Legend
- For a new topic, your title should be explicit enough to prompt the community to read your discussion.
“code help” is not explicit enough.
01/17/2019 at 1:36 PM #88925 quote

alipour81
Participant

New

@Nicolas: What do you suggest for a title?

01/17/2019 at 2:02 PM #88930 quote

Nicolas
Keymaster

Legend

The one I wrote in replacement, for example 😉

01/17/2019 at 2:04 PM #88931 quote

swapping
Participant

Master

@alipour , by exemple simple title : suede index market strategy

01/17/2019 at 2:19 PM #88932 quote

alipour81
Participant

New

@nicolas: hahaha yes I saw that. Thanks

01/17/2019 at 4:02 PM #88963 quote

alipour81
Participant

New

@robertogozzi,
Yes thats right, 1-minute TF.
When the market close 17:30, after that 1% compared with closing price

01/17/2019 at 5:26 PM #88979 quote
robertogozzi
Moderator

Legend
Try this one:
```
DEFPARAM CumulateOrders = false
TradeOFF = opentime >= 090000 AND opentime <= 173000
ClosingPrice = 0
IF OnMarket AND time = 085900 THEN
   SELL      AT MARKET
   EXITSHORT AT MARKET
ENDIF
IF LongOnMarket THEN
   IF (close >= (TradePrice * 1.005)) OR (close <= (TradePrice * 0.975)) THEN
      SELL AT MARKET
   ENDIF
ELSIF ShortOnMarket THEN
   IF (close <= (TradePrice * 0.995)) OR (close >= (TradePrice * 1.025)) THEN
      EXITSHORT AT MARKET
   ENDIF
ENDIF
IF OpenTime = 173000 THEN
   ClosingPrice = close
ENDIF
IF Not OnMarket AND Not TradeOFF THEN
   IF close >= (ClosingPrice * 1.01) THEN
      BUY 1 CONTRACT AT MARKET
   ELSIF close <= (ClosingPrice * 0.99) THEN
      SELLSHORT 1 CONTRACT AT MARKET
   ENDIF
ENDIF
```
Bard thanked this post
01/17/2019 at 10:06 PM #88997 quote

mbappe
Participant

New

swapping wrote:

@alipour , by exemple simple title : suede index market strategy

@swapping Hi, can i get in touch with you private? =)

01/17/2019 at 10:14 PM #89000 quote

robertogozzi
Moderator

Legend

No private info can be posted.

Any member willing to contact other members can only do this with the help of ADMIN. Contact him first.

01/18/2019 at 12:52 PM #89046 quote

alipour81
Participant

New

@robertogozzi
thank you for your help.

Is it possbile to back track this strategy?

01/18/2019 at 1:01 PM #89047 quote

robertogozzi
Moderator

Legend

You can backtest it as any other strategy with ProBackTest. You can launch it from ProOrder after creating the strategy using Copy & Paste.

To read and learn more about ProBackTesting:

https://www.prorealcode.com/blog/debugging-probuilder-graph-instruction/

https://www.prorealcode.com/blog/video-tutorials/tick-tick-backtest-engine-probacktest/

https://www.prorealcode.com/blog/learning/prorealtime-walk-analysis-tool/

01/19/2019 at 7:53 PM #89120 quote

alipour81
Participant

New

@robertogozzi

In your code, Where does it say wich index to buy?

And if I want to have a trailing stop loss 0,5 instead of regular stop loss, and I want the volume to be low, how can I code that?
Author

Posts