How to make an anti martingale code?

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11/08/2016 at 7:38 PM #16204 quote

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

11/09/2016 at 10:35 AM #16219 quote

Nicolas

Keymaster

Legend

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.

11/09/2016 at 7:13 PM #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

11/09/2016 at 8:03 PM #16256 quote

Nicolas

Keymaster

Legend

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