Hi all,

was looking at this problem myself, and have come up with the following code. In a cumulating trades setting, it counts number of total trades, and number of long/number of short.

A word of caution though – it slips up on same bar entry/exits – it won’t count a trade if it opens and closes on the same bar, or if a trade netts off to no position in the same bar – an example picture is attached. This same bar close count problem might be overcome with an additional condition?

Graph tradenum, longcount and shortcount to see results.

If tradenum = 0 and not onmarket then
tradenum = 0
endif

If abs(countofposition-countofposition[1]) and tradenum=0 then 
tradenum = 1
if shortonmarket then 
shortcount = 1
else
if longonmarket then
longcount = 1 
endif
endif
endif

if longonmarket[1] and shortonmarket then
tradenum = tradenum[1]+1
shortcount = shortcount[1]+1
endif

if shortonmarket[1] and longonmarket then
tradenum = tradenum[1]+1
longcount = longcount[1]+1
endif

if longonmarket[1] and longonmarket then
tradenum = tradenum[1]
longcount = longcount[1]
endif

if shortonmarket[1] and shortonmarket then
tradenum = tradenum[1]
shortcount = shortcount[1]
endif

If onmarket[1] and not onmarket then
tradenum = tradenum[1]
longcount = longcount[1]
shortcount = shortcount[1]
endif

If not onmarket[1] and longonmarket then
tradenum = tradenum[1]+1
longcount = longcount[1]+1
endif

If not onmarket[1] and shortonmarket then
tradenum = tradenum[1]+1
shortcount = shortcount[1]+1
endif

Regards,

Finning

Capture-1.jpg