count of bars

• 07/17/2018 at 7:03 AM #76105
  immo_vienna

  hi guys,

  i want to count the bars – and exit the market after 16 days /bars.

  i know there is

  if onmarket and barindex-tradeindex > 15 then sell at market endif

  1 2 3

  if onmarket and barindex-tradeindex > 15 then sell at market endif

  but i dont like to use barindex – because it depends on when u started a system or on the chart.

  so i am looking for another try like

   

  N=summation[15] if onmarket and n>15 then sell at market endif

  1 2 3 4 5

  N=summation[15]   if onmarket and n>15 then sell at market endif

  is this possible? i just want to exit after x days/bars

  

  immo_vienna

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  07/17/2018 at 8:20 AM #76107
  Vonasi

  I do not understand what the issue is with:

  if onmarket and barindex-tradeindex > 15 then

  1	if onmarket and barindex-tradeindex > 15 then

  ….as it works perfectly in all situations for counting how many bars you have been on the market for. When the chart data started is irrelevant as BARINDEX and TRADEINDEX are just a filing system that gives a bar a numerical label.

  I guess you could try something like:

  if summation[15](countofposition <> 0) = 15 then sell at market endif

  1 2 3

  if summation[15](countofposition <> 0) = 15 then sell at market endif

  Not tested and as I say I do not understand why you are trying to re-invent the wheel.

   

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  immo_vienna

  

  Vonasi

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  07/17/2018 at 5:57 PM #76157
  immo_vienna

  @vonasi – thx for ur quick reply i really thank u!

  // Bedingungen zum Ausstieg von Short-Positionen yy1 = (close < average[10](close)-std[20](close)) // hier ggf. auch + und close[1] yy2 = (close < close[1]) yy3 = barindex-tradeindex >= 15 yy4 = positionperf <= 0 yy = yy1 and yy2 or yy3 or yy4 if yy then exitshort at market endif

  1 2 3 4 5 6 7 8 9 10

  // Bedingungen zum Ausstieg von Short-Positionen yy1 = (close < average[10](close)-std[20](close)) // hier ggf. auch + und close[1] yy2 = (close < close[1]) yy3 = barindex-tradeindex >= 15 yy4 = positionperf <= 0 yy = yy1 and yy2 or yy3 or yy4   if yy then exitshort at market endif

  i did that at yy3 – but now i get 16 bars – so thats what i meant…. 🙁

  

  immo_vienna

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  07/17/2018 at 6:01 PM #76163
  Vonasi

  The decision to close it is made at the close of the 15th bar but the close does not happen until the open of bar 16 I’m guessing.

  

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  07/17/2018 at 6:07 PM #76165
  immo_vienna

  hmm thx think thats right – automated trading is at close.. so could be the 16th to exit….

  yy4 = positionperf(close[1]) <= -1

  1	yy4 = positionperf(close[1]) <= -1

  do u think thats right? i want to say:

  if the profit of the open trade is negative since the bar before, system has to sell this order…

   

   

  

  immo_vienna

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  07/17/2018 at 6:07 PM #76166
  robertogozzi

  mmo_vienna, your code

  N=summation[15] if onmarket and n>15 then sell at market endif

  1 2 3 4 5

  N=summation[15] if onmarket and n>15 then sell at market endif

  will never be true (also, SUMMATION lacks what it has to SUM) since N will never be > 15, as you wrote 15 within brackets!

   

  

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  07/17/2018 at 6:08 PM #76167
  immo_vienna

  yes thats true.. tried some things but dont work :S

  

  immo_vienna

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  07/17/2018 at 6:13 PM #76168
  Vonasi

  immo_vienna wrote:

  if the profit of the open trade is negative since the bar before, system has to sell this order…

   

  yy4 = close[1] > positionprice and close < close[1]

  1	yy4 = close[1] > positionprice and close < close[1]

   

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  07/17/2018 at 6:17 PM #76169
  immo_vienna

  thx for this!

  but i get negative results :/

  

  immo_vienna

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  07/17/2018 at 6:23 PM #76171
  Vonasi

  immo_vienna wrote:

  but i get negative results :/

  You provide the questions – the answers can not always be guaranteed to be profitable! 🙂

  

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  07/17/2018 at 6:25 PM #76172
  immo_vienna

  haha yes but shouldn’t the order been closed when i have this code? if profit ist negative then…

  

  immo_vienna

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  07/17/2018 at 6:43 PM #76173
  Vonasi

  Not if on the last bar it was in profit and then on this bar it fell back again into a loss.

  

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  07/17/2018 at 6:46 PM #76175
  immo_vienna

  so if i want to say if order is negative and stays negative the next bar i have to write it in a loop right?

  

  immo_vienna

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  07/17/2018 at 6:55 PM #76176
  Vonasi

  I’m not certain of what you are trying to achieve. Maybe this?

  yy4 = close[1] > positionprice and close < close[1] and close > positionprice

  1	yy4 = close[1] > positionprice and close < close[1] and close > positionprice

   

  

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  07/17/2018 at 7:03 PM #76177
  immo_vienna

  i want to say:

  if my open order is negative -€ since 2 bars or more than -100€ the system must sell this order and buy in other direction

  

  immo_vienna

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