Help with increase/decrease in number of contracts in steps

Viewing 11 posts - 1 through 11 (of 11 total)

Author

Posts
11/22/2020 at 3:51 PM #151224 quote

marcusstrom87
Participant

New

Hi!

I’m a rookie and I’m having trouble to create a code that increases and decreases the number of contracts based on profits/losses.

I need a code that’s increasing contracts by 0.25 for every 350$ profit. So if a single trade profits 700$ that would mean that the system should increase with two steps immediately (increase with 0.5 contracts in this example).

The same if it loses a single trade for 1050$ then it would need to decrease contracts with three steps (0.75 contracts in this example).

I have searched a lot on the forum without finding anything that works the way I want it to. Everything I found does not take into account if a trade make a huge profit or a huge loss, that it need to increase/decrease several steps at once.

If anyone could help me to create this code I would be extremely grateful!

Regards

The rookie

11/22/2020 at 4:26 PM #151227 quote
robertogozzi
Moderator

Master
There you go (not tested):
```
Once MinSize = 0.5      //minimum sizecrequired
Once LotSize = MinSize  //starting size (can be bigger than minimum)
Once LotStep = 250      //increase/decrease this money step
LotSize      = max(MinSize,MinSize + round(StrategyProfit / LotStep) //update LotSize
```
11/22/2020 at 4:34 PM #151229 quote
robertogozzi
Moderator

Master
Sorry, line 4 should read:
```
LotSize = max(
MinSize,MinSize + (MinSize * round(StrategyProfit / LotStep)))
```
marcusstrom87 thanked this post
11/22/2020 at 6:40 PM #151236 quote

marcusstrom87
Participant

New

Thank you!! I’m gonna try it later tonight!

08/14/2022 at 12:49 PM #199043 quote

MaoRai54
Participant

Master

Hi to everybody here.

Well, I found this topic and it seems interesting to me. I tried to add it into a strategy running in demo and I got different results on long and short trades.

Then I modified it as follows (just setting different quantities and profit amount for short and long trades) but I can’t find a way to obtain the strategyprofit only for long trades and/or for short ones. Is there any way to know the profit generated by long or short trades ????

// for LONG trades
Once MinSizeL = 1 //minimum sizecrequired
Once LotSizeL = MinSizeL //starting size (can be bigger than minimum)
Once LotStepL = 250 //increase/decrease this money step
LotSizeL = max(MinSizeL,MinSizeL + (MinSizeL * round(StrategyProfit / LotStepL)))
myLotL=LotSizeL

// for SHORT trades
Once MinSizeS = 1 //minimum sizecrequired
Once LotSizeS = MinSizeS //starting size (can be bigger than minimum)
Once LotStepS = 250 //increase/decrease this money step
LotSizeS = max(MinSizeS,MinSizeS + (MinSizeS * round(StrategyProfit / LotStepS)))
myLotS=LotSizeS

Many thanks !!!!!!!!!!!!!

08/14/2022 at 4:51 PM #199054 quote
robertogozzi
Moderator

Master
This snippet should to, to split STRATEGYPROFIT into two parts, Long and Short performances (not tested):
```
ONCE LongProfit  = 0
ONCE ShortProfit = 0
IF StrategyProfit <> StrategyProfit[1] THEN
   IF LongOnMarket[1] THEN
      LongProfit  = LongProfit  + (StrategyProfit - StrategyProfit[1])
   ELSIF ShortOnMarket[1] THEN
      ShortProfit = ShortProfit + (StrategyProfit - StrategyProfit[1])
   ENDIF
ENDIF
```
MaoRai54 thanked this post
08/14/2022 at 5:18 PM #199055 quote

MaoRai54
Participant

Master

@ rOBERTO

many thanks for your prompt answer.

I’m testing it but it seems to work unproperly.

At the end of the backtest i’ll send here the complete system for your comments.

Thanks !!

08/15/2022 at 11:19 AM #199079 quote
robertogozzi
Moderator

Master
There was an issue when a single-bar trade occurred, with this modification everything seems to work fine (tested on DAX, Daiky TF):
```
ONCE LongProfit  = 0
ONCE ShortProfit = 0
IF StrategyProfit <> StrategyProfit[1] AND BarIndex > 0 THEN
   Profitto = StrategyProfit - StrategyProfit[1]
   IF LongOnMarket[1] THEN
      LongProfit  = LongProfit  + Profitto
   ELSIF ShortOnMarket[1] THEN
      ShortProfit = ShortProfit + Profitto
   ELSE
      p1 = 1
      p2 = 2
      IF OnMarket THEN
         p1 = 2
         p2 = 3
      ENDIF
      IF TradePrice(p1) > TradePrice(p2) THEN
         IF Profitto > 0 THEN
            LongProfit  = LongProfit  + Profitto
         ELSE
            ShortProfit = ShortProfit + Profitto
         ENDIF
      ELSIF TradePrice(p1) < TradePrice(p2) THEN
         IF Profitto < 0 THEN
            LongProfit  = LongProfit  + Profitto
         ELSE
            ShortProfit = ShortProfit + Profitto
         ENDIF
      ELSE
         LongProfit  = LongProfit  + (Profitto / 2)
         ShortProfit = ShortProfit + (Profitto / 2)
      ENDIF
   ENDIF
ENDIF
if close crosses over average[200,0](close) then
   buy at market
elsif close crosses under average[200,0](close) then
   sellshort at market
endif
set target pprofit 600
set stop   ploss   200
//
GRAPH StrategyProfit           coloured(0,0,0,255)   //Black
GRAPH LongProfit               coloured(0,128,0,155) //Green
GRAPH ShortProfit              coloured(255,0,0,255) //Red
GRAPH LongProfit + ShortProfit coloured(0,0,255,255) //Blue
```
MaoRai54 thanked this post
08/15/2022 at 1:30 PM #199082 quote

MaoRai54
Participant

Master

Dear ROBERTO,

many thanks for spending your time about this issue. I will try your new system but I think is missing the part regarding the definition of buy/sell number of contracts . Here below I added a part of your previous reply to let the system calculate the contract q.ty based on profit levels (SEE BOLD WORDS). Do you think it’s OK in this way ????

ONCE LongProfit = 0

ONCE ShortProfit = 0

IF StrategyProfit <> StrategyProfit[1] AND BarIndex > 0 THEN

Profitto = StrategyProfit – StrategyProfit[1]

IF LongOnMarket[1] THEN

LongProfit = LongProfit + Profitto

ELSIF ShortOnMarket[1] THEN

ShortProfit = ShortProfit + Profitto

ELSE

p1 = 1

p2 = 2

IF OnMarket THEN

p1 = 2

p2 = 3

ENDIF

IF TradePrice(p1) > TradePrice(p2) THEN

IF Profitto > 0 THEN

LongProfit = LongProfit + Profitto

ELSE

ShortProfit = ShortProfit + Profitto

ENDIF

ELSIF TradePrice(p1) < TradePrice(p2) THEN

IF Profitto < 0 THEN

LongProfit = LongProfit + Profitto

ELSE

ShortProfit = ShortProfit + Profitto

ENDIF

ELSE

LongProfit = LongProfit + (Profitto / 2)

ShortProfit = ShortProfit + (Profitto / 2)

ENDIF

ENDIF

ENDIF

// for LONG trades

Once MinSizeL = 1      //minimum sizecrequired

Once LotSizeL = MinSizeL //starting size (can be bigger than minimum)

Once LotStepL = LL200 //250      //increase/decrease this money step

LotSizeL = max(MinSizeL,MinSizeL + (MinSizeL * round(LongProfit / LotStepL)))

myLotL=LotSizeL

// for SHORT trades

Once MinSizeS = 1      //minimum sizecrequired

Once LotSizeS = MinSizeS //starting size (can be bigger than minimum)

Once LotStepS = LS200 //250      //increase/decrease this money step

LotSizeS = max(MinSizeS,MinSizeS + (MinSizeS * round(ShortProfit / LotStepS)))

myLotS=LotSizeS

if close crosses over average[200,0](close) then

buy myLotL contract at market

elsif close crosses under average[200,0](close) then

sellshort myLotS contract at market

endif

set target pprofit 600

set stop   ploss   200

//

08/15/2022 at 2:36 PM #199084 quote

robertogozzi
Moderator

Master

Mine is just the way to split STRATEGYPROFIT into its two components, Short and Long.

You seem to have used it correctly.

MaoRai54 thanked this post

08/15/2022 at 3:07 PM #199086 quote

MaoRai54
Participant

Master

many thanks.!!

It seems working well. Maybe I’ll add limits for the quantities.

So you think it’s an interesting snippet for GRAHAL ????
Author

Posts

Viewing 11 posts - 1 through 11 (of 11 total)

You must be logged in to reply to this topic.

Help with increase/decrease in number of contracts in steps

ProOrder: Automated Strategies & Backtesting

New Reply

Author

marcusstrom87 @marcusstrom87 Participant

Summary

This topic contains 10 replies,
has 3 voices, and was last updated by MaoRai54
3 years, 6 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	11/22/2020
Status:	Active
Attachments:	No files

Expert Services

No recent search

Help with increase/decrease in number of contracts in steps

Help with increase/decrease in number of contracts in steps ProOrder: Automated Strategies & Backtesting

Author

Summary

Topic Details

About personal data collected

Get Assistance

Assistance Type

Your Need

Proposed Solutions

Choose Assistance Type

Your Need

Programming Help

Download Codes

Trading Help

ProRealTime Information

Account Assistance

Paid Programming Help

Help with increase/decrease in number of contracts in steps

ProOrder: Automated Strategies & Backtesting