exit the very next day

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  • 03/22/2021 at 11:48 AM #164883 quote
    gnellas77
    Participant
    Average

    hi there,

    i want to back test a strategy bassed on heikin-ashi. i have the conditions for entry the market and i want to exit the very next day after the entry point no matter what (or even the second day after the entry point).

    how should i code this? (i dont know what follows the if command for sell at market)

    thank you.

    // Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

//special calculation of H.A.
once xOpen = open
xClose     = (open + close + high + low) / 4
if barindex > 0 then
xOpen  = (xOpen + xClose[1]) / 2
endif

c1 = xOpen < xclose //now H.A. bullish

c2 = xOpen[1] >= xclose[1] //H.A.[1] bearish

// Conditions to enter long positions

IF c1 and c2 THEN
BUY 1 SHARES AT MARKET
ENDIF

// Conditions to exit long positions

IF      THEN
SELL AT MARKET
ENDIF
    03/22/2021 at 11:57 AM #164885 quote
    robertogozzi
    Moderator
    Master

    The second day AFTER the entry points is a day later than the VERY NEXT day from to entry.

    If you move lines 21-25 to line 10 you will be able to exit the very next day from entry.

    03/22/2021 at 1:52 PM #164909 quote
    Vonasi
    Moderator
    Master

    gnellas77 – Your topic has been moved to the correct forum which is the ProOrder forum for strategy subjects. Please be more careful with future topics to ensure that they are posted in the correct place.

    _ ProRealTime Platform Support: only platform related issues.
    _ ProOrder: only strategy topics.
    _ ProBuilder: only indicator topics.
    _ ProScreener: only screener topics
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exit the very next day


ProOrder: Automated Strategies & Backtesting

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gnellas77 @gnellas77 Participant
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This topic contains 2 replies,
has 3 voices, and was last updated by Vonasi
4 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/22/2021
Status: Active
Attachments: No files
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