How to calculate only losing trades

• 05/08/2023 at 2:17 PM #214292
  ZeroCafeine

  Hi

  How to calculate only the losing trades of a day without taking into account the gains of the winning trades of the same day:

  TimeCondition = Time >= 080000 AND Time <= 170000 IF Time =075500 THEN LastStrategyProfit = StrategyProfit ENDIF IF TimeCondition AND DayOfWeek = 1 THEN DayProfit = StrategyProfit - LastStrategyProfit if DayProfit < 0 then MondayLosses = DayProfit endif ENDIF

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  TimeCondition = Time >= 080000 AND Time <= 170000   IF Time =075500 THEN LastStrategyProfit = StrategyProfit ENDIF   IF TimeCondition AND DayOfWeek = 1 THEN DayProfit = StrategyProfit - LastStrategyProfit   if DayProfit < 0 then   MondayLosses = DayProfit endif ENDIF

  I feel that if I have gains during the day then my loss calculation is wrong

  Best Reguards,
  ZeroCafeine

  

  ZeroCafeine

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  05/08/2023 at 2:21 PM #214293
  PeterSt

  If PositionPerf < PositionPerf[1] then // Count your losses. :-) endif

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  If PositionPerf < PositionPerf[1] then   // Count your losses. :-) endif

   

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  PeterSt

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  05/08/2023 at 2:30 PM #214297
  ZeroCafeine

  tks you I will try it and post result,

  and what this solution works if I am already in position before Monday, So I don’t want to include the gains and losses of the day before ?

  

  ZeroCafeine

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  05/08/2023 at 2:53 PM #214300
  PeterSt

  Once PostionPerfYesterday = 0 // We have to start somewhere ... Very 1st time will be incorrect. If LastBarOfDay then // Determine LastBarOfDay yourself. FirstBarOfDay is fine too. PositionPerfYesterday = PositionPerf endif PostionPerfToday = PositionPerf - PositionPerfYesterday // Will be actual throughout the day. PositonPerfYesterday = 0 // From here on use PositionPerfToday instead of PositionPerf.

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  Once PostionPerfYesterday = 0   // We have to start somewhere ... Very 1st time will be incorrect.   If LastBarOfDay then   // Determine LastBarOfDay yourself. FirstBarOfDay is fine too.   PositionPerfYesterday = PositionPerf endif   PostionPerfToday = PositionPerf - PositionPerfYesterday   // Will be actual throughout the day. PositonPerfYesterday = 0   // From here on use PositionPerfToday instead of PositionPerf.

  I think this could work. Not tested of course.
  It it does not work you can make it work.

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  PeterSt

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  05/09/2023 at 4:27 AM #214332
  ZeroCafeine

  Thanks for all your answers but I’m having a bit of trouble, how do I get the value of positionperf once the position is closed

  

  ZeroCafeine

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  05/09/2023 at 7:03 AM #214335
  PeterSt

  Yes, I now see that I changed my example from something like PositionPerfToday = PositionPerfToday + xxxx into what I presented.

  You can combine it with StrategyProfit.

  I think that with these hints you can work it out yourself ? sure you can. You can write code so you can solve this. Maybe it takes a few hours, but you will learn from it again.

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  05/09/2023 at 8:04 AM #214337
  ZeroCafeine

  It took me several days to find a solution, and I have more or less found it, but I still have conflicts, so I’m asking again for another method

  tks again 😊

  

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  05/09/2023 at 10:48 AM #214353
  robertogozzi

  PositionPerf returns the temp performance each bar, while on market. To tally the real loss you must wait for STRATEGYPROFIT to be updated (which occurs when a trade is closed).

  To both count losing daily trades and their total loss (cleared every day) :

  ONCE LosingTrades = 0 ONCE TotalLoss = 0 IF IntraDayBarIndex = 0 THEN LosingTrades = 0 TotalLoss = 0 ENDIF IF StrategyProfit < StrategyProfit[1] THEN LosingTrades = LosingTrades + 1 TotalLoss = TotalLoss + (StrategyProfit[1] - StrategyProfit) ENDIF IF close CROSSES OVER average[10,0](close) AND Not OnMarket THEN BUY AT MARKET SET TARGET pPROFIT 50 SET STOP pLOSS 20 ENDIF //graph LosingTrades //graph TotalLoss

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  ONCE LosingTrades = 0 ONCE TotalLoss    = 0 IF IntraDayBarIndex = 0 THEN    LosingTrades = 0    TotalLoss    = 0 ENDIF IF StrategyProfit < StrategyProfit[1] THEN    LosingTrades = LosingTrades + 1    TotalLoss    = TotalLoss + (StrategyProfit[1] - StrategyProfit) ENDIF IF close CROSSES OVER average[10,0](close) AND Not OnMarket THEN    BUY AT MARKET    SET TARGET pPROFIT 50    SET STOP   pLOSS   20 ENDIF //graph LosingTrades //graph TotalLoss

   

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  robertogozzi

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  05/09/2023 at 11:26 AM #214360
  ZeroCafeine

  @robertogozzi
  And once again the alien has come through with a few lines of magic code, Merci

  I did almost a similar solution but a bit more complicated with more code (More complicated as a beginner), here is an excerpt, your solution seems much simpler and I had not thought to compare the StrategyProfit with StrategyProfit[1]

  I’ll test this out in my head and come back to this post

  IF MoreMath = 0 THEN DayProfitJPY = StrategyProfit - LastStrategyProfit // Unit : JPY ENDIF IF MoreMath = 1 AND Flag = 0 THEN DayProfitJPY = StrategyProfit - TodayStrategyProfit + DiffEntreeSortieJPY // Unit : JPY ENDIF

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  IF MoreMath = 0 THEN   DayProfitJPY  = StrategyProfit - LastStrategyProfit // Unit : JPY ENDIF   IF MoreMath = 1 AND Flag = 0 THEN   DayProfitJPY  = StrategyProfit - TodayStrategyProfit + DiffEntreeSortieJPY // Unit : JPY ENDIF

  tks again for all 😊

  

  ZeroCafeine

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