Confusing about the TradeIndex

• 04/09/2022 at 11:53 PM #191507
  JS

  Suppose I buy 1 contract on BarIndex = 1000 and I sell this contract on BarIndex = 2000

  And I buy 1 contract on BarIndex =3000 and I sell this contract on BarIndex = 4000

  What is the value of:

  TradeIndex(1)

  TradeIndex(2)

  TradeIndex(3)

  TradeIndex(4)

  Etc…

  

  JS

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  04/10/2022 at 5:16 AM #191508
  robertogozzi

  Appending these lines to any strategy  might help:

  Graph BarIndex Graph TradeIndex(1) Graph TradeIndex(2) Graph TradeIndex(3) Graph TradeIndex(4)

  1 2 3 4 5

  Graph BarIndex Graph TradeIndex(1) Graph TradeIndex(2) Graph TradeIndex(3) Graph TradeIndex(4)

   

  

  robertogozzi

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  04/10/2022 at 5:35 AM #191509
  JS

  Thanks Roberto,

  I had done that, but I couldn’t place the results well:

  TradeIndex(0) = 0

  TradeIndex = TradeIndex(1) = 4001

  TradeIndex(2) = 3001

  TradeIndex(3) = 2001

  TradeIndex(4) = 1001

  TradeIndex(5) = 0

   

  

  JS

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  04/10/2022 at 11:50 AM #191515
  robertogozzi

  TradeIndex is the BarIndex when either a trade is a) opened, b) closed.

  At every new operation the TradeIndex is shifted one place. If it’s a Stop & Reverse (exit followed by a new open), two places are shifted and both the Exit of the previous trade and the open of the new one share the same BarIndex, despite they will have a different TradeIndex ID due to the sequential occurrences.

  The 4 attached pics should make it clear what the process is like.

   

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  robertogozzi

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