Increase position size after certain number of trades

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06/21/2018 at 12:54 PM #73908 quote

Nicolas
Keymaster

Legend

This is a workaround I’m now used to because of many debugs sessions.. but preloading bars could also possibly be necessary in some cases, like calling long periods indicators.

06/21/2018 at 12:57 PM #73912 quote

theLeprechaun
Participant

Junior

I tried on the live demo and I got an error because of the defparam preloadbars=0 – it is on the first attachment.

After, I tested the same strategy with 3 variations: first with defparam preloadbars=0, second with defparam preloadbars=100 and third with defparam preloadbars=2000.

The results are in the second attachment and are strange.

Now, with defparam preloadbars=0 is missing from time to time the correct trading size – from size 2 goes to size 5 and sometimes it does one trade at a certain size, sometimes 2 trades.

And the same is with defparam preloadbars=100.

error.png test7.png

06/21/2018 at 1:09 PM #73915 quote

theLeprechaun
Participant

Junior

I now tried with DEFPARAM CumulateOrders = true, and it has traded with the correct size. However, it is not possible to do live trading this way. Maybe there is a way to limit the number of Cumulate Orders to 1 or 2? Maybe it could work?

test8.png

06/21/2018 at 2:12 PM #73933 quote
Vonasi
Moderator

Master
You must have changed something else because I can set this code running in my live demo:
```
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
DEFPARAM preloadbars = 0
// Prevents the system from creating new orders to enter the market or increase position size before the specified time
noEntryBeforeTime = 080000
timeEnterBefore = time >= noEntryBeforeTime
 
// Prevents the system from placing new orders to enter the market or increase position size after the specified time
noEntryAfterTime = 190000
timeEnterAfter = time < noEntryAfterTime
 
// Prevents the system from placing new orders on specified days of the week
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
 
Once PositionSize = 1
IF tradecount = 5 then
positionSize = positionsize + 1
tradecount = 0
endif
 
// Conditions to enter long positions
indicator1 = Average[5](close)
indicator2 = Average[20](close)
c1 = (indicator1 CROSSES OVER indicator2)
 
IF Not OnMarket and c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
BUY positionsize PERPOINT AT MARKET
tradecount = tradecount + 1
ENDIF
 
// Stops and targets
SET STOP pLOSS 15
SET TARGET pPROFIT 30
```
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