How to make an anti martingale code?

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  • #16204 quote
    enzo_52
    Participant
    Senior

    Hi Nicolas,  i would like to put a antimartingala, if i win add 1 quantity if i lose i decrease /2 quantity,  can you help me?

    thanks anyway

    Vincenzo

    #16219 quote
    Nicolas
    Keymaster
    Master

    This code snippet will help you achieve this:

    defparam preloadbars=0
    
    //dummy strategy !
    longcondition = RSI[14] crosses over 50
    
    if not longonmarket and longcondition then
    if positionperf(1)<0 then
     positionsize = positionsize-1
    else
     positionsize = positionsize+1
    endif
     size = max(1,positionsize)
     BUY size SHARE AT MARKET
    endif
    
    SET TARGET PPROFIT 10
    set stop ploss 20
    
    graph size
    graph positionperf(1)

    Not tested but it should work as intended. Here I assume that “1” SHARE is the minimum lot possible for the traded instrument of the trading strategy. Let us know if it’s ok for you.

    #16254 quote
    enzo_52
    Participant
    Senior

    Thanks Nicolas, but it doesn t work,  this is the code of TS  on BUND with TF 4h, can you put the anti-martingala ? if i win increase +1, if i lose decrease 2

    thanks

    Vincenzo

    // STRATEGY BYE BYE BYE BUND
    // IG MARKET - FGBL BUND 1 EUR - 4 H - SPREAD 2
    DEFPARAM CumulateOrders = false
    PositionSize = 1
    
    indicator1, ignored = CALL "PRICE ACTION BUND"
    c1 = (indicator1 >= 1)
    
    indicator1, ignored = CALL "PRICE ACTION BUND"
    c2 = (indicator1 <=- 1)
    
    indicator1, ignored = CALL "PRICE ACTION BUND"
    c3 = (indicator1 crosses over 0)
    
    IF c1 or c2 or c3 AND CurrentDayOfWeek <> 1 THEN
    BUY POSITIONSIZE CONTRACT AT MARKET
    ENDIF
    
    // TRAILING STOP LOGIK BY KENNETH KVISTAD MODIFIED FOR LONG AND SHORT POSITION
    TGL =66
    
    if not onmarket then
    MAXPRICE = 0
    EXITPRICE = 0
    ENDIF
    
    if longonmarket then
    MAXPRICE = MAX(MAXPRICE,close)
    if MAXPRICE-tradeprice(1)>=TGL*pointsize then
    EXITPRICE = MAXPRICE-TGL*pointsize
    ENDIF
    ENDIF
    
    if onmarket and EXITPRICE>0 then
    SELL AT EXITPRICE STOP
    ENDIF
    
    SET STOP PLOSS 350
    SET TARGET PPROFIT 500
    #16256 quote
    Nicolas
    Keymaster
    Master

    Yes it works, I think you can add it yourself to the code with ease 🙂

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How to make an anti martingale code?


ProOrder: Automated Strategies & Backtesting

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enzo_52 @enzo_52 Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by Nicolas
9 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/08/2016
Status: Active
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