How to limited one stop order per day?

• 11/29/2019 at 10:56 AM #113906
  BC

  Hi PRT Master

   

  I am back on this stop order project but still cannot solve this issue.

  Will V11 add a command like Tradestation EntriesToday(date) to simplify this kind of case?

  

  BC

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  11/30/2019 at 12:07 PM #113952
  BC

  Below syntax seem can limited one pending stop order (either Long or Short) per day when triggered and closed on same bar,

  but still cannot make maximum one long and one short per day.

   

  Defparam Preloadbars = 5000 Defparam Cumulateorders = False // Max Stop Loss MaxStopLossPoint = 50 // Trade only on below time Once StartBetTime = 91500 Once LastBetTime = 160000 TradingTime = Time >= StartBetTime and Time <= LastBetTime // Cloase all Position Once ClosePositionTime = 163000 // Capture Yesterday High Low If DayofWeek = 1 then Dayhigh = DHigh(2) DayLow = DLow(2) EndIf If DayofWeek >=2 and DayofWeek < 6 then Dayhigh = DHigh(1) // YesterdayHigh DayLow = DLow(1) // YesterdayLow EndIf // OffSet Setting LongLocation = Dayhigh + (0.2 * AverageTrueRange[14](Close)) ShortLocation = DayLow - (0.2 * AverageTrueRange[14](Close)) // Trade Order Process If Time <= StartBetTime then // Reset Daily TradeIndex CheckTradeIndex = TradeIndex ElsIf Time >= StartBetTime then // Long Entry If TradingTime and CheckTradeIndex = TradeIndex then Buy 1 Contract at LongLocation Stop EndIf // Short entry If TradingTime and CheckTradeIndex = TradeIndex then SellShort 1 Contract at ShortLocation Stop EndIf EndIf // Close all position If Time = ClosePositionTime then If LongonMarket then Sell at Market Endif If ShortonMarket then ExitShort at Market Endif Endif // Stop Loss Set Stop pLOSS MaxStopLossPoint graph CheckTradeIndex graph TradeIndex

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64

  Defparam Preloadbars = 5000 Defparam Cumulateorders = False // Max Stop Loss MaxStopLossPoint = 50 // Trade only on below time Once StartBetTime = 91500 Once LastBetTime = 160000 TradingTime = Time >= StartBetTime and Time <= LastBetTime // Cloase all Position Once ClosePositionTime = 163000 // Capture Yesterday High Low If DayofWeek = 1 then Dayhigh = DHigh(2) DayLow = DLow(2) EndIf If DayofWeek >=2 and DayofWeek < 6 then Dayhigh = DHigh(1)   // YesterdayHigh DayLow = DLow(1)     // YesterdayLow EndIf // OffSet Setting LongLocation = Dayhigh + (0.2 * AverageTrueRange[14](Close)) ShortLocation = DayLow - (0.2 * AverageTrueRange[14](Close))   // Trade Order Process If Time <= StartBetTime then   // Reset Daily TradeIndex CheckTradeIndex = TradeIndex   ElsIf Time >= StartBetTime then // Long Entry If TradingTime and CheckTradeIndex = TradeIndex then Buy 1 Contract at LongLocation Stop EndIf   // Short entry If TradingTime and CheckTradeIndex = TradeIndex then SellShort 1 Contract at ShortLocation Stop EndIf   EndIf // Close all position If Time = ClosePositionTime then If LongonMarket then Sell at Market Endif If ShortonMarket  then ExitShort at Market Endif Endif // Stop Loss Set Stop pLOSS MaxStopLossPoint   graph CheckTradeIndex graph TradeIndex

   

  

  BC

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