Good day, all! Hope all are doing well. Kindly ask community help on the coding some backtest example for the strategy.
So, long story short:
- I enter with a buy stop to go long, or a sell stop to go short.
- I enter with 3 contracts.
- Position size: 3 contracts, with profit targets of 1R, 2R, and 3R. Once my first target is hit, my stop loss becomes breakeven.
- If I get stopped out on my first signal, I can stop out and reverse (Go long, get stopped, go short or Go short, get stopped, go long) – only 3 attempts per day.
What I did so far: I can track multitimeframe, open and close positions, but can’t realize how to reverse trade if it fails with one direction, how to count correctly number of attempts, in which timeframe? and how to partially close trade.
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars = 0
TIMEFRAME(30 seconds, UPDATEONCLOSE)
// No new position is taken after the candlestick that closes 9:45 a.m.
FinishTime = 143000
// The market analysis strats at the 30-sec candlestick which closes at 9:00:30 a.m.
StartTime = 120000
PositionSize = 3
TickScale = TICKSIZE
ScaleReward = 1
PartialCloseCoeff = 3
CloseQuantity = PositionSize/PartialCloseCoeff
// Some holidays such as the 24th and 31st of December are excluded
IF (Month = 5 AND Day = 1) OR (Month = 12 AND (Day = 24 OR Day = 25 OR Day = 26 OR Day = 30 OR Day = 31)) OR (Month = 1 AND Day = 1) OR (DayOfWeek = 0 OR DayOfWeek = 6) OR (Time < StartTime OR Time >= FinishTime) THEN
TradingDay = 0
ELSE
TradingDay = 1
ENDIF
// We initialize this variable once at the beginning of the trading system.
//ONCE StartTradingDay = -1
// We initialize this variable once at the beginning of the trading system.
ONCE StartTradingDay = -1
IF (Time < StartTime AND StartTradingDay <> 0) THEN
CloseO = 0
HighO = 0
LowO = 0
SellPosition = 0
StartTradingDay = 0
ELSIF Time = StartTime AND TradingDay = 1 THEN
//ELSIF Time >= StartTime AND StartTradingDay = 0 AND TradingDay = 1 THEN
// We store the index of the first bar of the trading day
IndexStartDay = IntradayBarIndex
StartTradingDay = 1
CloseO = Close
HighO = High
LowO = Low
RangeOpen = HighO - LowO
BuyLevel = HighO + TickScale
SellLevel = LowO - TickScale
StopLong = LowO - TickScale
StopShort = HighO + TickScale
ENDIF
TIMEFRAME(1 seconds, UPDATEONCLOSE)
If IntraDayBarIndex = 0 Then
TradeONLong = 1
TradeONShort = 1
CntLong = 0
CntShort = 0
LastTrade = 0
count = 0
Endif
IF Time > StartTime AND TradingDay = 1 THEN
//GRAPH CloseO as "CloseO"
GRAPH HighO as "HighO"
GRAPH LowO as "LowO"
GRAPH RangeOpen as "RangeOpen"
//GRAPH DayOfWeek as "DayOfWeek"
//GRAPH StopShort as "StopShort"
//GRAPH StopLong as "StopLong"
//GRAPH TickScale as "TickScale"
//
//GRAPH Time as "Time"
//GRAPH DayOfWeek as "DayOfWeek"
//GRAPH UpperLevel as "UpperLevel"
//GRAPH LowerLevel as "LowerLevel"
IF Close > HighO AND Not LongOnMarket AND CntLong = 0 AND CntShort = 0 THEN
BUY PositionSize CONTRACTS AT BuyLevel STOP
//SELLSHORT PositionSize CONTRACTS AT BuyLevel STOP
// Definition of the maximum amount to risk per position in case
// price goes in an unfavorable direction
//LastTrade = 1
CntLong = CntLong + 1
TradeONLong = 0
count = count + 1
//GRAPH CntLong as "CntLong"
ELSIF Close < LowO AND Not SHORTONMARKET AND CntLong = 0 AND CntShort = 0 THEN
SELLSHORT PositionSize CONTRACTS AT SellLevel STOP
//BUY PositionSize CONTRACTS AT SellLevel STOP
// Definition of the maximum amount to risk per position in case
// price goes in an unfavorable direction
TradeONShort = 0
//LastTrade = 2
CntShort = CntShort + 1
count = count + 1
//GRAPH CntShort as "CntShort"
ENDIF
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
ENDIF
I’ve been trying to code futher and debug, but when I put GRAPH I received an error. I don’t have any problem with internet, with software, but still receiveng this when added such lines in the code and adding Graph.
myCurrentProfit = STRATEGYPROFIT
If myCurrentProfit < 0 then
GRAPH myCurrentProfit as "myCurrentProfit"
IF LongOnMarket[1] AND NOT OnMarket THEN
SELLSHORT PositionSize CONTRACTS AT MARKET
count = count + 1
ELSIF ShortOnMarket[1] AND NOT OnMarket THEN
BUY PositionSize CONTRACTS AT MARKET
count = count + 1
ENDIF
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
endif
Try this as Line 12 to 14 …
Endif
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
So, thank you for the reply, I didn’t put all code. Here we go, with what I ended up right now
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars = 0
TIMEFRAME(45 seconds, UPDATEONCLOSE)
// No new position is taken after the candlestick that closes 9:45 a.m.
FinishTime = 103000
// The market analysis strats at the 30-sec candlestick which closes at 9:00:30 a.m.
StartTime = 100030
PositionSize = 3
TickScale = TICKSIZE
ScaleReward = 1
PartialCloseCoeff = 3
CloseQuantity = PositionSize/PartialCloseCoeff
// Some holidays such as the 24th and 31st of December are excluded
IF (Month = 5 AND Day = 1) OR (Month = 12 AND (Day = 24 OR Day = 25 OR Day = 26 OR Day = 30 OR Day = 31)) OR (Month = 1 AND Day = 1) OR (DayOfWeek = 0 OR DayOfWeek = 6) OR (Time < StartTime OR Time >= FinishTime) THEN
TradingDay = 0
ELSE
TradingDay = 1
ENDIF
// We initialize this variable once at the beginning of the trading system.
//ONCE StartTradingDay = -1
// We initialize this variable once at the beginning of the trading system.
ONCE StartTradingDay = -1
IF (Time < StartTime AND StartTradingDay <> 0) THEN
CloseO = 0
HighO = 0
LowO = 0
SellPosition = 0
StartTradingDay = 0
ELSIF Time = StartTime AND TradingDay = 1 THEN
//ELSIF Time >= StartTime AND StartTradingDay = 0 AND TradingDay = 1 THEN
// We store the index of the first bar of the trading day
IndexStartDay = IntradayBarIndex
StartTradingDay = 1
//ELSIF StartTradingDay = 1 AND Time >= StartTime AND Time <= LimitEntryTime THEN
//HighClose = Close[1](High)
CloseO = Close
HighO = High
LowO = Low
RangeOpen = HighO - LowO
BuyLevel = HighO + TickScale
SellLevel = LowO - TickScale
StopLong = LowO - TickScale
StopShort = HighO + TickScale
ENDIF
TIMEFRAME(1 seconds, UPDATEONCLOSE)
If IntraDayBarIndex = 0 Then
TradeONLong = 1
TradeONShort = 1
CntLong = 0
CntShort = 0
LastTrade = 0
TradeON = 1
count = 0
Endif
IF Time > StartTime AND TradingDay = 1 AND TradeON = 1 AND count <3 THEN
//GRAPH CloseO as "CloseO"
//GRAPH HighO as "HighO"
//GRAPH LowO as "LowO"
//GRAPH RangeOpen as "RangeOpen"
//GRAPH DayOfWeek as "DayOfWeek"
//GRAPH StopShort as "StopShort"
//GRAPH StopLong as "StopLong"
//GRAPH TickScale as "TickScale"
IF Close > HighO AND Not LongOnMarket AND Not SHORTONMARKET THEN
BUY PositionSize CONTRACTS AT BuyLevel STOP
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
//SELLSHORT PositionSize CONTRACTS AT BuyLevel STOP
// Definition of the maximum amount to risk per position in case
// price goes in an unfavorable direction
//LastTrade = 1
CntLong = CntLong + 1
TradeONLong = 0
count = count + 1
//GRAPH CntLong as "CntLong"
ELSIF Close < LowO AND Not LongOnMarket AND Not SHORTONMARKET THEN
SELLSHORT PositionSize CONTRACTS AT SellLevel STOP
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
//BUY PositionSize CONTRACTS AT SellLevel STOP
// Definition of the maximum amount to risk per position in case
// price goes in an unfavorable direction
TradeONShort = 0
//LastTrade = 2
CntShort = CntShort + 1
count = count + 1
//GRAPH CntShort as "CntShort"
ENDIF
//
myCurrentProfit = STRATEGYPROFIT
//
If myCurrentProfit < 0 then
//GRAPH myCurrentProfit as "myCurrentProfit"
IF LongOnMarket[1] AND NOT OnMarket THEN
SELLSHORT PositionSize CONTRACTS AT MARKET
count = count + 1
ELSIF ShortOnMarket[1] AND NOT OnMarket THEN
BUY PositionSize CONTRACTS AT MARKET
count = count + 1
ENDIF
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
endif
ENDIF
What I still don’t get:
1. How to determine that previous trade had a loss or profit after the close? Strategyprofit and Positionperformance don’t help me, I tried, but failed.
2. Still have the error with Graph and XML, don’t know why, discovering
thank you for the reply
My suggestion was in relation to the screenshot of the error you posted above.
I just ran the code you posted in your last post above and I get no errors at all.
How to determine that previous trade had a loss or profit after the close?
Anybody please feel free to help mrbolt on above?
So, the last version, which still doesn’t work properly 🙁
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars = 0
TIMEFRAME(30 seconds, UPDATEONCLOSE)
// No new position is taken after the candlestick
FinishTime = 103000
// The market analysis strats at the 30-sec candlestick which closes at 9:00:30 a.m.
StartTime = 100000
PositionSize = 3
TickScale = TICKSIZE
ScaleReward = 1
PartialCloseCoeff = 3
CloseQuantity = PositionSize/PartialCloseCoeff
// Some holidays such as the 24th and 31st of December are excluded
IF (Month = 5 AND Day = 1) OR (Month = 12 AND (Day = 24 OR Day = 25 OR Day = 26 OR Day = 30 OR Day = 31)) OR (Month = 1 AND Day = 1) OR (DayOfWeek = 0 OR DayOfWeek = 6) OR (Time < StartTime OR Time >= FinishTime) THEN
TradingDay = 0
ELSE
TradingDay = 1
ENDIF
// We initialize this variable once at the beginning of the trading system.
//ONCE StartTradingDay = -1
// We initialize this variable once at the beginning of the trading system.
ONCE StartTradingDay = -1
IF (Time < StartTime AND StartTradingDay <> 0) THEN
CloseO = 0
HighO = 0
LowO = 0
SellPosition = 0
StartTradingDay = 0
ELSIF Time = StartTime AND TradingDay = 1 THEN
//ELSIF Time >= StartTime AND StartTradingDay = 0 AND TradingDay = 1 THEN
// We store the index of the first bar of the trading day
IndexStartDay = IntradayBarIndex
StartTradingDay = 1
//ELSIF StartTradingDay = 1 AND Time >= StartTime AND Time <= LimitEntryTime THEN
//HighClose = Close[1](High)
CloseO = Close
HighO = High
LowO = Low
RangeOpen = HighO - LowO
BuyLevel = HighO + TickScale
SellLevel = LowO - TickScale
StopLong = LowO - TickScale
StopShort = HighO + TickScale
ENDIF
TIMEFRAME(1 seconds, UPDATEONCLOSE)
If IntraDayBarIndex = 0 Then
TradeONLong = 1
TradeONShort = 1
CntLong = 0
CntShort = 0
LastTrade = 0
count = 0
Endif
//GRAPH IntraDayBarIndex as "IntraDayBarIndex"
IF Time > StartTime AND TradingDay = 1 AND count <= 3 THEN
IF Close > HighO AND count = 0 THEN
BUY PositionSize CONTRACTS AT BuyLevel STOP
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
//GRAPH LongOnMarket as "LongOnMarket"
//GRAPH SHORTONMARKET[1] as "SHORTONMARKET[1]"
//GRAPH LongOnMarket as "LongOnMarket"
// Definition of the maximum amount to risk per position in case
// price goes in an unfavorable direction
//LastTrade = 1
CntLong = CntLong + 1
count = count + 1
//GRAPH CntLong as "CntLong"
ELSIF Close < LowO AND count = 0 THEN
SELLSHORT PositionSize CONTRACTS AT SellLevel STOP
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
//GRAPH SHORTONMARKET as "SHORTONMARKET"
// Definition of the maximum amount to risk per position in case
// price goes in an unfavorable direction
//LastTrade = 2
CntShort = CntShort + 1
count = count + 1
ELSIF POSITIONPERF(1) < 0 AND count >= 1 THEN
//GRAPH count as "count"
LongPrev = LongOnMarket[1]
ShortPrev = SHORTONMARKET[1]
IF LongPrev THEN
//GRAPH LongPrev as "LongOnMarket[1]"
//GRAPH 1 as "1"
//SELLSHORT PositionSize CONTRACTS AT MARKET
BUY PositionSize CONTRACTS AT MARKET
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
count = count + 1
ELSIF ShortPrev THEN
//GRAPH ShortPrev as "SHORTONMARKET[1]"
//BUY PositionSize CONTRACTS AT MARKET
SELLSHORT PositionSize CONTRACTS AT MARKET
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
count = count + 1
ENDIF
ENDIF
ENDIF
After closing in loss, new trade wasn’t opened.
thank you for the reply
My suggestion was in relation to the screenshot of the error you posted above.
I just ran the code you posted in your last post above and I get no errors at all.
How to determine that previous trade had a loss or profit after the close?
Anybody please feel free to help <span class=”bbp-author-name”>mrbolt</span> on above?
So strange, to be honest 🙁 I don’t know why I’m receiving an error with XML when adding block on trying to turn trade direction as well. So, with commented block on new trade direction GRAPH works well.
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars = 0
TIMEFRAME(30 seconds, UPDATEONCLOSE)
// No new position is taken after the candlestick that closes 9:45 a.m.
FinishTime = 103000
// The market analysis strats at the 30-sec candlestick which closes at 10:00:30 a.m.
StartTime = 100000
PositionSize = 3
TickScale = TICKSIZE
ScaleReward = 1
PartialCloseCoeff = 3
CloseQuantity = PositionSize/PartialCloseCoeff
// Some holidays such as the 24th and 31st of December are excluded
IF (Month = 5 AND Day = 1) OR (Month = 12 AND (Day = 24 OR Day = 25 OR Day = 26 OR Day = 30 OR Day = 31)) OR (Month = 1 AND Day = 1) OR (DayOfWeek = 0 OR DayOfWeek = 6) OR (Time < StartTime OR Time >= FinishTime) THEN
TradingDay = 0
ELSE
TradingDay = 1
ENDIF
// We initialize this variable once at the beginning of the trading system.
//ONCE StartTradingDay = -1
// We initialize this variable once at the beginning of the trading system.
ONCE StartTradingDay = -1
IF (Time < StartTime AND StartTradingDay <> 0) THEN
CloseO = 0
HighO = 0
LowO = 0
SellPosition = 0
StartTradingDay = 0
ELSIF Time = StartTime AND TradingDay = 1 THEN
//ELSIF Time >= StartTime AND StartTradingDay = 0 AND TradingDay = 1 THEN
// We store the index of the first bar of the trading day
IndexStartDay = IntradayBarIndex
StartTradingDay = 1
//ELSIF StartTradingDay = 1 AND Time >= StartTime AND Time <= LimitEntryTime THEN
//HighClose = Close[1](High)
CloseO = Close
HighO = High
LowO = Low
RangeOpen = HighO - LowO
BuyLevel = HighO + TickScale
SellLevel = LowO - TickScale
StopLong = LowO - TickScale
StopShort = HighO + TickScale
ENDIF
TIMEFRAME(1 seconds, UPDATEONCLOSE)
If IntraDayBarIndex = 0 Then
TradeONLong = 1
TradeONShort = 1
CntLong = 0
CntShort = 0
LastTrade = 0
count = 0
Endif
//GRAPH IntraDayBarIndex as "IntraDayBarIndex"
IF Time > StartTime AND TradingDay = 1 AND count <= 3 THEN
IF Close > HighO AND count = 0 THEN
BUY PositionSize CONTRACTS AT BuyLevel STOP
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
GRAPH LongOnMarket as "LongOnMarket"
//GRAPH SHORTONMARKET[1] as "SHORTONMARKET[1]"
//GRAPH LongOnMarket as "LongOnMarket"
// Definition of the maximum amount to risk per position in case
// price goes in an unfavorable direction
//LastTrade = 1
CntLong = CntLong + 1
count = count + 1
//GRAPH CntLong as "CntLong"
ELSIF Close < LowO AND count = 0 THEN
SELLSHORT PositionSize CONTRACTS AT SellLevel STOP
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
//GRAPH SHORTONMARKET as "SHORTONMARKET"
// Definition of the maximum amount to risk per position in case
// price goes in an unfavorable direction
//LastTrade = 2
CntShort = CntShort + 1
count = count + 1
//ELSIF POSITIONPERF(1) < 0 AND count >= 1 THEN
////GRAPH count as "count"
//LongPrev = LongOnMarket[1]
//ShortPrev = SHORTONMARKET[1]
//IF LongPrev THEN
////GRAPH LongPrev as "LongOnMarket[1]"
////GRAPH 1 as "1"
////SELLSHORT PositionSize CONTRACTS AT MARKET
//BUY PositionSize CONTRACTS AT MARKET
//SET TARGET pPROFIT RangeOpen*ScaleReward
//SET STOP PLOSS RangeOpen
//count = count + 1
//ELSIF ShortPrev THEN
////GRAPH ShortPrev as "SHORTONMARKET[1]"
////BUY PositionSize CONTRACTS AT MARKET
//SELLSHORT PositionSize CONTRACTS AT MARKET
//SET TARGET pPROFIT RangeOpen*ScaleReward
//SET STOP PLOSS RangeOpen
//count = count + 1
//ENDIF
ENDIF
ENDIF
So are you all good now?
If not, make a brief clear statement on what parts / function in the code you need help / a solution?
Thanks for the asking, much appreciated. So, almost all, I’d say.
Just have two qestions:
1. What does it mean closing trade like Buy(exit) or Sell(exit)?
2. Position size: 3 contracts, with profit targets of 1R, 2R, and 3R. Once my first target is hit, my stop loss becomes breakeven. – may you suggest about that, how to tackle it?
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars = 0
TIMEFRAME(30 seconds, UPDATEONCLOSE)
// No new position is taken after the candlestick that closes 9:45 a.m.
FinishTime = 103000
// The market analysis strats at the 30-sec candlestick which closes at 9:00:30 a.m.
StartTime = 093030
PositionSize = 3
TickScale = TICKSIZE
ScaleReward = 1
PartialCloseCoeff = 3
CloseQuantity = PositionSize/PartialCloseCoeff
// Some holidays such as the 24th and 31st of December are excluded
IF (Month = 5 AND Day = 1) OR (Month = 12 AND (Day = 24 OR Day = 25 OR Day = 26 OR Day = 30 OR Day = 31)) OR (Month = 1 AND Day = 1) OR (DayOfWeek = 0 OR DayOfWeek = 6) OR (Time < StartTime OR Time >= FinishTime) THEN
TradingDay = 0
ELSE
TradingDay = 1
ENDIF
// We initialize this variable once at the beginning of the trading system.
//ONCE StartTradingDay = -1
// We initialize this variable once at the beginning of the trading system.
ONCE StartTradingDay = -1
IF (Time < StartTime AND StartTradingDay <> 0) THEN
CloseO = 0
HighO = 0
LowO = 0
SellPosition = 0
StartTradingDay = 0
ELSIF Time = StartTime AND TradingDay = 1 THEN
//ELSIF Time >= StartTime AND StartTradingDay = 0 AND TradingDay = 1 THEN
// We store the index of the first bar of the trading day
IndexStartDay = IntradayBarIndex
StartTradingDay = 1
//ELSIF StartTradingDay = 1 AND Time >= StartTime AND Time <= LimitEntryTime THEN
//HighClose = Close[1](High)
CloseO = Close
HighO = High
LowO = Low
RangeOpen = HighO - LowO
BuyLevel = HighO + TickScale
SellLevel = LowO - TickScale
StopLong = LowO - TickScale
StopShort = HighO + TickScale
ENDIF
TIMEFRAME(1 seconds, UPDATEONCLOSE)
If IntraDayBarIndex = 0 Then
TradeONLong = 1
TradeONShort = 1
CntLong = 0
CntShort = 0
LastTrade = 0
count = 0
CntLongExtra = 0
CntShortExtra = 0
Endif
//GRAPH CntLong as "CntLong"
//GRAPH CntShort as "CntShort"
//GRAPH count as "count"
//GRAPH CntShortExtra as "CntShortExtra"
//GRAPH CntLongExtra as "CntLongExtra"
//GRAPH IntraDayBarIndex as "IntraDayBarIndex"
IF Time > StartTime AND TradingDay = 1 AND count < 3 THEN
IF Close > HighO AND count = 0 THEN
BUY PositionSize CONTRACTS AT BuyLevel STOP
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
CntLong = CntLong + 1
count = count + 1
ELSIF Close < LowO AND count = 0 THEN
SELLSHORT PositionSize CONTRACTS AT SellLevel STOP
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
CntShort = CntShort + 1
count = count + 1
ENDIF
IF POSITIONPERF(1) < 0 AND count >= 1 THEN
//
//LongPrev = LongOnMarket[1]
//ShortPrev = SHORTONMARKET[1]
IF (CntLong = 1 OR CntLongExtra = 1) AND NOT OnMarket THEN
count = count + 1
CntShortExtra = CntShortExtra + 1
SELLSHORT PositionSize CONTRACTS AT MARKET
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
ELSIF (CntShort = 1 OR CntShortExtra = 1) AND NOT OnMarket THEN
BUY PositionSize CONTRACTS AT MARKET
SET TARGET pPROFIT RangeOpen*ScaleReward
SET STOP PLOSS RangeOpen
count = count + 1
CntLongExtra = CntLongExtra + 1
ENDIF
ENDIF
ENDIF
What does it mean closing trade like Buy(exit) or Sell(exit)?
To Exit a Buy (i.e a Long trade) we use Sell.
To Exit a SellShort (i.e. a Short trade) we use ExitShort.
Position size: 3 contracts, with profit targets of 1R, 2R, and 3R. Once my first target is hit, my stop loss becomes breakeven. – may you suggest about that, how to tackle it?
Am I correct in saying that above is not (currently) in your code (posted above) in any form?
So you are looking for somebody to post a new snippet which achieves what you ask for above?
Grahal, let me comment:
1. Ok, about exiting what you mentioned, I understand, I don’t understand why I see such trades in the order list if I have stop loss all the time? I mean I see trades with label “profit” and “loss” and label “exit” appears so rare, but it appears, so, I’m trying understand what it is, may be some glitch in data or something else
2. In general, it’d be great, but at least I’m seeking some clue how to do it
label “profit” and “loss” and label “exit” appears so rare
Where are you seeing these labels? A screenshot will help loads.
So, here you go.
1. You can find in in order list. Because of such “exit” trades I have wrong trade with another direction, you can see it for 21st October. Moreover, the difference is 1 point(?), like spread I put (?).
2. Also, may you suggest what spread I should put for ES mini futures? I didn’t find yet what does it mean 1 points for backtesting.
