Dax 2 Min: Breakout Strategy between 8 an 9 o clock

pmeier · 2018-06-17T13:52:52+00:00

Dear all, i created a system which calculates the highest high and lowest low between 8 and 9 o clock in the morning. Then it starts to buy 2 cfds if the line will be crossed over or under. The stop loss is always the other side. e.g. it opens a short trade at lowest low with a stop loss at highest high and vice versa. The first take profit is the stop loss distance. The second stop loss is the double stop loss distance. If there is a open position it will go flat at 21:00. Pro Order does not allow me to run the system because it doesnt allow partly closing of positions. Do you have any idea how i can solve this? The backtest is excellent from my point of view. Please try the indicator and trading system using the Dax in 2 minutes Any help is appreciated. Kind Regards Peter

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Posts
06/17/2018 at 2:52 PM #73492 quote

pmeier
Participant

Junior

Dear all,

i created a system which calculates the highest high and lowest low between 8 and 9 o clock in the morning. Then it starts to buy 2 cfds if the line will be crossed over or under. The stop loss is always the other side. e.g. it opens a short trade at lowest low with a stop loss at highest high and vice versa. The first take profit is the stop loss distance. The second stop loss is the double stop loss distance. If there is a open position it will go flat at 21:00.

Pro Order does not allow me to run the system because it doesnt allow partly closing of positions. Do you have any idea how i can solve this?

The backtest is excellent from my point of view.

Please try the indicator and trading system using the Dax in 2 minutes

Any help is appreciated.

Kind Regards

Peter

Indicator-Breakout-Box.itf Handelssystem-Breakout-Long-und-Short.itf

06/17/2018 at 3:44 PM #73497 quote

robertogozzi
Moderator

Legend

It’s not possible now, maybe it will be in a future version.

06/17/2018 at 8:28 PM #73527 quote
pableitor
Participant

Master
Maybe you can open 2 BUY orders of 1 contract instead of buying 2 contracts at once. I mean instead of:
```
if LongEinstieg and EinstieglongFlag = 0 then 
buy 2 shares at market
EinstieglongFlag = 1
endif
```
you can do :
```
if LongEinstieg and EinstieglongFlag = 0 then
buy 1 shares at market
buy 1 shares at market
EinstieglongFlag = 1
endif
```
this way PRT sees two different buy orders and you can close one contract at TPlong1 and another at TPlong2.

Same thing with the SELL SHORT orders
06/17/2018 at 10:58 PM #73531 quote

pmeier
Participant

Junior

Hello, thank you very much for your idea.

The problem is the

sell 1 shares at market

and

exitshort 1 shares at market

PRT does not allow to close only parts of positions.

I solved the problem with the following code

if LongTP1 and EinstieglongFlag = 1 and LongTP1FLag = 0 then
Sell at market
buy 1 shares at market
LongTP1Flag = 1
endif

So i close the whole position and buy immediate one new share. So i lose one point for spread. But it works automatically.

06/17/2018 at 11:09 PM #73532 quote

robertogozzi
Moderator

Legend

SELL and EXITSHORT close ALL open trades, as of this version of ProOrder.
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Posts

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Dax 2 Min: Breakout Strategy between 8 an 9 o clock

ProOrder: Automatischer Handel & Backtesting

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Summary

This topic contains 4 replies,
has 3 voices, and was last updated by robertogozzi
8 years, 3 months ago.

Topic Details

Forum:	ProOrder: Automatischer Handel & Backtesting
Language:	German
Started:	06/17/2018
Status:	Active
Attachments:	2 files