Fixed number of trades per day

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  • 06/06/2024 at 3:43 PM #233588 quote
    MaoRai54
    Participant
    Master

    hi,

    I’m trying a strategy in which I want to fix the number of trades per each day.

    I’ve found the OTD of Roberto but it is limited to only a trade per day.

    I’d like to have a flexible snippet in which I put the number I’ve chosen.

    Is there any snippet available?

    Thanks in advance

    06/06/2024 at 4:03 PM #233589 quote
    Iván González
    Moderator
    Master

    Hi! you should create a variable to control the number of trades.
    For example “n”:

    ema20=average[20,1](close)

//if intradaybarindex=0 then
//n=0
//endif

if close>ema20 and n<4 then
n=n+1
buy 1 contract at market
endif

if time>160000 then
sell at market
n=0
endif

    You can restart after close the position or when intradaybarindex is cero.

    MaoRai54 and robertogozzi thanked this post
    06/06/2024 at 4:45 PM #233592 quote
    MaoRai54
    Participant
    Master

    Many thanks IVAN.

    it’s working.

    Would you be so kind to help me again. I just wrote in the italian forum and I’m in trouble with a strategy that involves 2 weeks.

    Cheers

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Fixed number of trades per day


ProOrder: Automated Strategies & Backtesting

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MaoRai54 @maorai Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by MaoRai54
1 year, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/06/2024
Status: Active
Attachments: No files
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