coding the stay on market into my cose

pcorbeij · 2016-07-15T13:16:18+00:00

When back testing I have a problem that i want my trade to stay on for at least one bar before it sells I have two programmes that I have written but dont know how to add the code or where inside the code to place it. Any help would be amazing, I have attached the robots below,

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07/15/2016 at 2:16 PM #10483 quote

pcorbeij
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When back testing I have a problem that i want my trade to stay on for at least one bar before it sells I have two programmes that I have written but dont know how to add the code or where inside the code to place it. Any help would be amazing, I have attached the robots below,

1DAX_ATR_trender_5.itf

07/15/2016 at 5:09 PM #10490 quote

Nicolas
Keymaster

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Are you talking about trade closure made my stoploss/takeprofit or made by your code’s conditions?

07/16/2016 at 9:16 PM #10505 quote

pcorbeij
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the stoploss/take profit

07/17/2016 at 10:17 AM #10516 quote
Nicolas
Keymaster

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You can set your stoploss/takeprofit to 0 if your trade is less than 3 bars old (for example):
```
IF ONMARKET AND (BarIndex - TradeIndex(1)) >= 3 THEN
 SET TARGET PPROFIT 20
 SET STOP PLOSS 20
ELSE
 SET TARGET PPROFIT 0
 SET STOP PLOSS 0
ENDIF
```
Because PROFIT and LOSS must be set within the first bar, so you need to invalidate them before changing them (when it’s 3 bars old in this example).
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coding the stay on market into my cose

ProOrder: Automated Strategies & Backtesting

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pcorbeij @pcorbeij Participant

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This topic contains 3 replies,
has 2 voices, and was last updated by Nicolas
10 years, 2 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/15/2016
Status:	Active
Attachments:	No files