Error with historical data

• 10/01/2020 at 9:41 AM #146062
  robertogozzi

  The issue seems to happen only on TF involving seconds (1 or 10-second TF’s), probably because in a day there are more than 10000 bars of 1 seconds, so it cannot calculate correctly something.

  It doesn’t occur on 1-minute TF and greater.

  

  robertogozzi

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  10/01/2020 at 9:46 AM #146064
  Tanou

  But if I launch it today, the today’s daily pp won’t be good but would it be good from tomorrow as the system would be running?

   

  Otherwise do you have any other suggestions?

   

  Thanks!

  

  Tanou

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  10/01/2020 at 9:48 AM #146066
  robertogozzi

  It’s weird that if a day has more than 10K bars, why does the code suggested by Nicolas work:

  DEFPARAM PRELOADBARS = 3000 DEFPARAM CumulateOrders = False Ht = DHigh(1) Bs = DLow(1) C = DClose(1) Pivot = (Ht + Bs + C) / 3 buy at -Pivot LIMIT

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  DEFPARAM PRELOADBARS = 3000 DEFPARAM CumulateOrders = False Ht = DHigh(1) Bs = DLow(1) C = DClose(1) Pivot = (Ht + Bs + C) / 3 buy at -Pivot LIMIT

  ?

  It shouldn’t because it needs more than 10K 1-second bars to compute the Daily PIVOT!

  

  robertogozzi

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  10/01/2020 at 9:57 AM #146067
  Tanou

  I’m in 10 seconds and not 1 second. With this code I get a daily pp at 12787 instead of 12770,6 in real

  

  Tanou

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  10/01/2020 at 10:36 AM #146070
  Nicolas

  Try with:

  IF openday<>openday[1] THEN PlusHaut = High PlusBas = Low PP = (PlusHaut[1] + PlusBas[1] + Close[1]) / 3 Premierpassage=0 ELSE PlusHaut = Max(High,PlusHaut[1]) PlusBas = Min(Low,PlusBas[1]) ENDIF

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  IF openday<>openday[1] THEN PlusHaut = High PlusBas = Low PP = (PlusHaut[1] + PlusBas[1] + Close[1]) / 3 Premierpassage=0 ELSE PlusHaut = Max(High,PlusHaut[1]) PlusBas = Min(Low,PlusBas[1]) ENDIF

  or

  IF intradaybarindex=0 THEN PlusHaut = High PlusBas = Low PP = (PlusHaut[1] + PlusBas[1] + Close[1]) / 3 Premierpassage=0 ELSE PlusHaut = Max(High,PlusHaut[1]) PlusBas = Min(Low,PlusBas[1]) ENDIF

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  IF intradaybarindex=0 THEN PlusHaut = High PlusBas = Low PP = (PlusHaut[1] + PlusBas[1] + Close[1]) / 3 Premierpassage=0 ELSE PlusHaut = Max(High,PlusHaut[1]) PlusBas = Min(Low,PlusBas[1]) ENDIF

   

  

  Nicolas

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  10/01/2020 at 12:45 PM #146080
  Tanou

  With the second option it perfectly works! Thank you so much @Nicolas! I hope one day I’ll be able to get half of your knowledge..! 😀

   

  I just have another question regarding the following code. I don’t get any error but the calculation of the PP month isn’t right when I implement it in real. Do you have suggestions?

   

  
  @Nicolas, any magic tricks? 😀

   

  Thanks!

   

  //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- DEFPARAM Preloadbars = 5000 // Cumul des positions désactivé DEFPARAM CumulateOrders = False //************************************************************************ //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 080000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 170000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 //************************************************************************ IF OpenMonth <> OpenMonth[1] THEN myLastHigh = myHigh myLastLow = myLow myLastClose = Close[1] myHigh = High myLow = Low Premierpassage=0 ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) ENDIF pp = (myLastHigh + myLastLow + myLastClose) / 3 //************************************************************************ // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES UNDER pp) IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES OVER pp) IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF //************************************************************************ //trailing stop function trailingstart = 15 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

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  //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- DEFPARAM Preloadbars = 5000   // Cumul des positions désactivé DEFPARAM CumulateOrders = False   //************************************************************************   //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 080000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 170000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0     //************************************************************************ IF OpenMonth <> OpenMonth[1] THEN myLastHigh = myHigh myLastLow = myLow myLastClose = Close[1] myHigh = High myLow = Low Premierpassage=0 ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) ENDIF   pp = (myLastHigh + myLastLow + myLastClose) / 3   //************************************************************************   // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES UNDER pp)   IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF   // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES OVER pp)   IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF     //************************************************************************   //trailing stop function trailingstart = 15 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

   

  

  Tanou

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  10/01/2020 at 12:49 PM #146081
  Tanou

  Wether I write

  DEFPARAM Preloadbars = 10000 or DEFPARAM Preloadbars = 0

   

  I still got the Month pp at 12688 instead of 12842..

  

  Tanou

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  10/01/2020 at 3:07 PM #146091
  Nicolas

  Depends of the timeframe, but 10.000 bars might not be enough to calculate correctly the monthly high/low/close at start of the strategy. I suggest you use an higher timeframe only for this part, in order to compute the monthly pivot points correctly.

  

  Nicolas

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  10/01/2020 at 5:25 PM #146118
  Tanou

  I tried but the monthly pp is not correct it’s something like 8550 which is completely out as it should be 12859..

   

  I’m sure I’ve done a stupid mistake but I can’t figure out where…! Moreover I can’t write “Premierpassage=0” in this part as it doesn’t accept to be modify in another UT and I don’t know how to solve it..:

  ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) Premierpassage=0 ENDIF

  1 2 3 4 5

  ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) Premierpassage=0 ENDIF

   

   

  Thanks so much for your help @Nicolas

   

  //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- DEFPARAM Preloadbars = 10000 // Cumul des positions désactivé DEFPARAM CumulateOrders = False //************************************************************************ //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 080000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 170000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 //************************************************************************ timeframe(20 minutes,updateonclose) IF OpenMonth <> OpenMonth[1] THEN myLastHigh = myHigh myLastLow = myLow myLastClose = Close[1] myHigh = High myLow = Low ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) ENDIF pp = (myLastHigh + myLastLow + myLastClose) / 3 //************************************************************************ timeframe(default) // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES UNDER pp) IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES OVER pp) IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF //************************************************************************ //trailing stop function trailingstart = 15 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF graph pp as "pp"

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  //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //-------------------------------------------------------------------------   DEFPARAM Preloadbars = 10000   // Cumul des positions désactivé DEFPARAM CumulateOrders = False   //************************************************************************   //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 080000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 170000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0     //************************************************************************ timeframe(20 minutes,updateonclose)     IF OpenMonth <> OpenMonth[1] THEN myLastHigh = myHigh myLastLow = myLow myLastClose = Close[1] myHigh = High myLow = Low ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) ENDIF   pp = (myLastHigh + myLastLow + myLastClose) / 3   //************************************************************************ timeframe(default) // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES UNDER pp)   IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF   // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES OVER pp)   IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF     //************************************************************************   //trailing stop function trailingstart = 15 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   graph pp as "pp"

   

  

  Tanou

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  10/02/2020 at 7:50 AM #146133
  Nicolas

  and with:

  timeframe(daily,updateonclose)

  1	timeframe(daily,updateonclose)

   

  

  Nicolas

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  10/02/2020 at 8:46 AM #146147
  Tanou

  Hello Nicolas,

   

  Thank you for your answer!

   

  Here’s what I’ve done.

   

  Do you spt any mistakes?

   

  Cheers 🙂

   

  //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : MonSystème //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- DEFPARAM Preloadbars = 10000 // Cumul des positions désactivé DEFPARAM CumulateOrders = False //************************************************************************ //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 080000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 170000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 //************************************************************************ timeframe(5 minutes,updateonclose) If Month<>Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](High)[1] monthlyLow = Lowest[BarIndex - lastMonthBarIndex](Low)[1] lastMonthBarIndex = BarIndex pp = (monthlyHigh + monthlyLow + Close[1]) / 3 endif timeframe(default) If Month<>Month[1] then Premierpassage=0 Endif //************************************************************************ // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES UNDER pp) IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES OVER pp) IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF //************************************************************************ //trailing stop function trailingstart = 15 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

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  //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : MonSystème //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code principal : PPM avec trailing stop //-------------------------------------------------------------------------   DEFPARAM Preloadbars = 10000   // Cumul des positions désactivé DEFPARAM CumulateOrders = False   //************************************************************************   //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 080000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 170000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0     //************************************************************************ timeframe(5 minutes,updateonclose) If Month<>Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](High)[1] monthlyLow = Lowest[BarIndex - lastMonthBarIndex](Low)[1] lastMonthBarIndex = BarIndex   pp = (monthlyHigh + monthlyLow + Close[1]) / 3   endif   timeframe(default)   If Month<>Month[1] then Premierpassage=0 Endif //************************************************************************   // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES UNDER pp)   IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF   // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES OVER pp)   IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 55 ENDIF     //************************************************************************   //trailing stop function trailingstart = 15 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

   

  

  Tanou

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