creating some conditions for my automated trading strategy

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  • #47172 quote
    Real Pro
    Participant
    Average

    Can someone show me how to write these conditions please?

    10 day ROC > 0

    today’s ROC >  highest high value of ROC in the previous 10 periods.

    time stamp > 5pm

    profit stop at 30 points

    stop loss at 30 points

     

    Thanks a lot.

    #47180 quote
    Nicolas
    Keymaster
    Master

    This is the code for this specific strategy:

    defparam cumulateorders=false
    
    mroc=ROC[10](close)
    
    if mroc>0 and mroc>highest[10](mroc)[1] and time>=050000 then 
     buy 1 contract at market
    endif
    
    set stop ploss 30
    set target pprofit 30
    #47234 quote
    Real Pro
    Participant
    Average

    Thanks for helping Nicolas.

    Is pprofit different to profit?

    #47256 quote
    Real Pro
    Participant
    Average

    I found it.

    p = point, as opposed to %, $ or trailing.

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creating some conditions for my automated trading strategy


ProOrder: Automated Strategies & Backtesting

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This topic contains 3 replies,
has 2 voices, and was last updated by Real Pro
8 years, 5 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/25/2017
Status: Active
Attachments: No files
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