Hold maximum Ordersize

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01/24/2019 at 8:11 AM #89524 quote

superborstig
Participant

Junior

Hallo Forum,

I need your help.

I want to programm the following code below, but if I reached for example an Ordersize of 3, I want to hold the Ordersize until the strategyprofit is >0 or the loss is higher and I have to increase the Ordersize. If the strategyprofit reduce I want to hold the maximum reached Ordersize until the strategyprofit is > 0.

I hope you can help me.

If strategyprofit >= 0 Then

OrderSize = 1

Elsif strategyprofit <= -200 Then

OrderSize = 5

Elsif strategyprofit <= -150 Then

OrderSize = 4

Elsif strategyprofit <= -100 Then

OrderSize = 3

Elsif strategyprofit <= -50 Then

OrderSize = 2

Endif

01/24/2019 at 10:35 AM #89549 quote
robertogozzi
Moderator

Master
Try this (not tested):
```
If OrderSize = 3 Then
   If strategyprofit >= 0 Then
      OrderSize = 1
   Endif
Else
   If strategyprofit >= 0 Then
      OrderSize = 1
   Elsif strategyprofit <= -200 Then
      OrderSize = 5
   Elsif strategyprofit <= -150 Then
      OrderSize = 4
   Elsif strategyprofit <= -100 Then
      OrderSize = 3
   Elsif strategyprofit <= -50 Then
      OrderSize = 2
Endif
```
But your, and mine, code will never reach OrderSize = 2.
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Hold maximum Ordersize

ProOrder: Automated Strategies & Backtesting

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superborstig @superborstig Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
7 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/24/2019
Status:	Active
Attachments:	No files

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