Do not trade a price range with losses from previous trades..

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  • #149830 quote
    Fran55
    Participant
    Veteran

    I need code, for example:
    The bot performs a losing trade on dax at 12920.
    The bot should never again trade in a range of 0.10% above and below 12920 … that is, it should never trade in the 12907-12933 range again.

    #149831 quote
    Fran55
    Participant
    Veteran

    Sorry managers for the previous post, problem with traductor again.

    #149832 quote
    robertogozzi
    Moderator
    Master

    There you go (not tested):

    Once PerCent = 0.10      //10%
    Once LOrange = 0
    Once HIrange = 9999999
    If StrategyProfit >= StrategyProfit[1] Then
       LOrange = 0
       HIrange = 9999999
    Endif
    EntryConditions = 1
    EntryConditions = ((Not ((close >= LOrange) and (close <= HIrange))) And LOrange <> 0)
    If MyLongConditions and EntryConditions  Then
       Buy 1 contract at Market
       Set Stop pLoss 100
       Set Target pProfit 100
       LOrange = close - (close * PerCent)
       HIrange = close + (close * PerCent)
    Endif
    #149835 quote
    Fran55
    Participant
    Veteran

    Ok Roberto.

     

    But, with other losser operations.

     

    In backtest are 31 losser operations.

     

    I want no entry new operations on 31 differents ranges.

    #149837 quote
    robertogozzi
    Moderator
    Master

    The correct code is (still not tested):

    Once PerCent = 0.10      //10%
    Once LOrange = 0
    Once HIrange = 9999999
    If StrategyProfit >= StrategyProfit[1] Then
       LOrange = 0
       HIrange = 9999999
    Endif
    EntryConditions = 1
    If LOrange <> 0 Then
       If ((close >= LOrange) and (close <= HIrange)) Then
          EntryConditions = 0
       Endif
    Endif
    If MyLongConditions and EntryConditions Then
       Buy 1 contract at Market
       Set Stop pLoss 100
       Set Target pProfit 100
       LOrange = close - (close * PerCent)
       HIrange = close + (close * PerCent)
    Endif
    #149844 quote
    Fran55
    Participant
    Veteran

    This Code is correct to all bad positivos un backtest???

     

    Tomorrow see.

    #149845 quote
    Fran55
    Participant
    Veteran

    Sorry…

    Yo all bad trades of backtest???

    #149878 quote
    Fran55
    Participant
    Veteran

    This Codes no function, Roberto!

    #149896 quote
    robertogozzi
    Moderator
    Master

    I found the bug, this works (tested on Dax, Daily TF):

    Once PerCent = 0.10      //10%
    Once LOrange = 0
    Once HIrange = 9999999
    EntryConditions = 1
    If LOrange <> 0 Then
       If ((close >= LOrange) and (close <= HIrange)) Then
          EntryConditions = 0
       Endif
    Endif
    MyLongConditions = (Not OnMarket) AND (close > average[10,0](close))
    If MyLongConditions and EntryConditions Then
       Buy 1 contract at Market
       Set Stop   pLoss   1000
       Set Target pProfit 1000
       LOrange = close - (close * PerCent)
       HIrange = close + (close * PerCent)
    Endif
    //graphonprice HIrange coloured(0,255,0,255)
    //graphonprice LOrange coloured(255,0,0,255)

    As you can see from the screenshot, the strategy stops trading, even if above average within the range, until it’s broken.

    x-3.jpg x-3.jpg
    #149930 quote
    Fran55
    Participant
    Veteran

    Ok Roberto, thanks!

     

    I see this night or tomorrow.

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Do not trade a price range with losses from previous trades..


ProOrder: Automated Strategies & Backtesting

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Fran55 @fran55 Participant
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This topic contains 9 replies,
has 2 voices, and was last updated by Fran55
5 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/08/2020
Status: Active
Attachments: 1 files
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