Hi Nicolas, there is no error in the code. It is the way i use it, but i want to improve it with the changes stated before.

I dont know how to limit operations to 4. Also i can´t find how to tell the system for the third buy: the close must be lower the second buy (not the first one).

If you can tell me if this is discused before in the forum or the command i have to use i appreciated.

thanks

Hi Nicolas, i am afaid is not what i want. You gave me a clue and i have been trying to find out if there is a way to get what i want but unfortunatelly not.

I give you the code again and i explain what happen:

// Definición de los parámetros del código
DEFPARAM CumulateOrders = True // Acumulación de posiciones activada

// Condiciones para entrada de posiciones largas

c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close)
IF LONGONMARKET=0 THEN
IF c1 THEN
BUY 1000 cash AT MARKET
ENDIF
ELSE
if close<close[Barindex - Tradeindex] then
buy 2000 cash at market
endif
endif
IF close>average[5] then
sell at market
endif

It works as i want but i have unlimited orders and i want a maximum of 4.

Also it buys 1000 in the first order and 2000 in the rest and i want only four entries (1000 eur, 2000 eur, 3000 eur, 4000 eur)( i mean 4 entries if the price goes lower but a trade can be 1,2,3 or 4 buys)

It is a kind of pyramiding buying more when you get lower prices.

i have read this

https://www.prorealcode.com/blog/trading/averaging-techniques-automated-trading/

but i trade cash no contracts and i want to increase the cuantity every time i buy (limited to 4) and was no possible to adapt it.

I also studied this advice

Reply To: Limiting accumulating orders & Fuse

but doesn´t work, maybe because this for intraday and in shares.

I also reached this code. It increase the quantity as i want but it does it in the same day!!

// Definición de los parámetros del código

DEFPARAM CumulateOrders = True // Acumulación de posiciones activada

// Condiciones para entrada de posiciones largas

c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close)

if not longonmarket then
if c1 then
buy 1000 cash at market
endif
else
if close<close[barindex -Tradeindex] and countofposition buy 2000 cash at market
endif
if close<close[barindex -Tradeindex] and countofposition buy 3000 cash at market
endif
if close<close[barindex -Tradeindex] and countofpositionaverage[5] then
sell at market
endif

I dont want to use positionprice as you suggest, it is not important the midprice. Other thing: What happen with countofposition? if i skip it in the last code remains the same! can not be used with cash?

thanks for your help

good idea. I though was the solution but unfortunatelly not. We have the same problem. It buys several times the same day. It does not understand it must wait until next lower close happen.

thanks anyway.

I use end of date data.

It depends of the system but in this case weekly and daily charts.

Great!

thank you so much