How to manage consecutive stop orders in a program ?

• 05/17/2018 at 5:38 PM #70725
  Toto le Heros

  Hi,

  Many thanks in advance for the time you will take to read, understand and hopefully answer this post.

  Well I am trying to program something I am often doing while I am manually trading.

  The idea is simple :

  • I enter a trade with quite a lot of confidence on the chance that the trade has a big pontential :
    • I put 4 lots on DAX for example TimeFrame=30 minutes
    • As I am reasonably optimistic I place a LIMIT and a STOP, at +75 points (target) and -50 points (loss).
    • Let’s imagine that my trade is a LONG one (for the purpose of the example) : I immediately place a BUY STOP of 2 lots at +30 points above my entry value (let’s say I entered at 13 000, so here at 13 030)
  • Then I wait, and there is 2 alternatives :
    • 1- I am stop at my STOP LOSS (sad, but easy…)
    • 2- My BUY stop order is executed
  • If case 2- happens, I am IMMEDIATELY doing the following :
    • I move up my original stop loss at the breakeven point : from 12950 to 13010 in my example
    • I place a LIMIT at the same LIMIT than the 1st order : at 13 075 in my example
    • so that I have now 6 lots with a STOP LOSS at 13 010 and a TARGET PROFIT at 13 075
    • and I also immediately place last a BUY STOP of 1 lot at +50 points above my entry value (so here at 13 050)
  • Then I wait, and there is again 2 alternatives :
    • 1- I am stop at my STOP LOSS (with no loss and no gain : breakeven)
    • 2- My last BUY stop order is executed
  • If case 2- happens, I am IMMEDIATELY doing the following :
    • I move up my original stop loss at the breakeven point of order#2 and order#3 : from 13010 to 13036.7 in my example
    • I place a LIMIT at the same LIMIT than the 1st order : at 13 075 in my example
    • so that I have now 7 lots with a STOP LOSS at 13 036.7 and a TARGET PROFIT at 13 075
  • Then I wait, and there a 2 final alternatives which will make me out of the program :
    • 1- I am stop at my STOP LOSS (with gain of my order#1 and no pain no gain on my orders #2 and #3 “which protect each other”)
    • 2- I am stop at my LIMIT with full gain on my 7 positions
  • NB – On DAX I will close all positions whatever happens at 9.30pm and will not open any position before 8am.

  I join hereafter the beginning of the corresponding piece of code. But I do not know how to manage the consecutive STOP ORDERS and STOP LOSS modifications and TARGET PROFITS as well…

  If you could help, that would be great and you will enjoy in return a nice piece of winning trading methodology I think.

  BR,

  Consecutive stop ordesr

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 210000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES OVER 13000) IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 4 CONTRACT AT MARKET BUY 2 CONTRACTS AT CLOSE+30 STOP ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES UNDER 12900) IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT 4 CONTRACT AT MARKET SELLSHORT 2 CONTRACT AT CLOSE-30 STOP ENDIF // Stops et objectifs SET STOP LOSS 50 SET TARGET PROFIT 75

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  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 210000   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime   // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES OVER 13000)   IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 4 CONTRACT AT MARKET BUY 2 CONTRACTS AT CLOSE+30 STOP ENDIF   // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES UNDER 12900)   IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT 4 CONTRACT AT MARKET SELLSHORT 2 CONTRACT AT CLOSE-30 STOP ENDIF   // Stops et objectifs SET STOP LOSS 50 SET TARGET PROFIT 75

   

  

  Toto le Heros

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  05/18/2018 at 7:29 AM #70736
  robertogozzi

  It’s not possible to set a  STOP LOSS/TARGET PROFIT at different points, it will always be the same for ALL the contracts you have bought, no matter when and at what price you traded them.

  For  breakeven and trailing stops you may find useful codes and suggestions here:

  https://www.prorealcode.com/blog/learning/breakeven-code-automated-trading-strategy/

  https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/

   

  

  robertogozzi

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  05/18/2018 at 8:08 AM #70738
  Toto le Heros

  Thanks for your answer Robertogozzi.

  Maybe the fact that I wrote about “TARGET PROFIT” was a bit misleading in my explanation. Because you should understand from it that all my consecutive orders have the same exits points (but that points are changing according to new orders coming in) ; so I should rather speak about LIMIT/STOP ORDERS (in profit or loss) rather than about TARGET PROFIT/STOP LOSS.

  You will find hereafter again my explanation with less misslideading words I hope :

   

   

  The idea is simple :

  • I enter a trade with quite a lot of confidence on the chance that the trade has a big pontential :
    • I put 4 lots on DAX for example TimeFrame=30 minutes (Order #1)
    • As I am reasonably optimistic I add a LIMIT order and a STOP order for these 4 lots : at +75 points (this is my objective) and -50 points (this is my protection).
    • Let’s imagine that my trade is a LONG one (for the purpose of the example) : I immediately place a BUY STOP order of 2 lots at +30 points above my initial entry value (let’s say I entered at 13 000, so here at 13 030). Note that my BUY STOP is above my initial entry value (obvious), but below my objective.
  • Then I wait, and there are 2 alternatives :
    • 1- I am stopped at my protection level -50 points below my entry point (sad, but easy…)
    • 2- My BUY stop order is executed (Order #2)
  • If case 2- happens, I am IMMEDIATELY doing the following :
    • I move up my protection at the breakeven point : from 12950 to 13010 in my example (this becomes my protection level for both Orders #1 and #2)
    • I place a LIMIT at the same LIMIT than the 1st order : at 13 075 in my example
    • so that I have now 6 lots with a protection at 13 010 and an objective at 13 075
    • and I also immediately place last a BUY STOP order of 1 lot at +50 points above my very initial entry value (so here at 13 050)
  • Then I wait, and there are again 2 alternatives :
    • 1- I am stopped at my protection level (with no loss and no gain : breakeven)
    • 2- My last BUY stop order is executed (Order #3)
  • If case 2- happens, I am IMMEDIATELY doing the following :
    • I move up my protection at the breakeven point of order#2 and order#3 : from 13010 to 13036.7 in my example ((this becomes my protection level for both Orders #1, #2 and #3)
    • I place a LIMIT at the same LIMIT than the 1st and 2nd order : at 13 075 in my example
    • so that I have now 7 lots with a protection at 13 036.7 and an objective at 13 075
  • Then I wait, and there a 2 final alternatives which will make me out of the program :
    • 1- I am stopped at my protection level (with gain of my order#1 and no pain no gain on my orders #2 and #3 “which protect each other”)
    • 2- I am stopped at my objective with full gain on my 7 positions
  • NB – On DAX I will close all positions whatever happens at 9.30pm and will not open any position before 8am.

  I join hereafter the beginning of the corresponding piece of code. But I do not know how to manage the consecutive STOP and LIMIT orders

  Hope it is more clear this way ;)

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 210000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES OVER 13000) IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 4 CONTRACT AT MARKET BUY 2 CONTRACTS AT CLOSE+30 STOP ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES UNDER 12900) IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT 4 CONTRACT AT MARKET SELLSHORT 2 CONTRACT AT CLOSE-30 STOP ENDIF

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  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 210000   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime   // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES OVER 13000)   IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 4 CONTRACT AT MARKET BUY 2 CONTRACTS AT CLOSE+30 STOP ENDIF   // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES UNDER 12900)   IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT 4 CONTRACT AT MARKET SELLSHORT 2 CONTRACT AT CLOSE-30 STOP ENDIF

   

  …

  If you could help, that would be great and you will enjoy in return a nice piece of winning trading methodology I think.

  BR,

  

  Toto le Heros

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  05/18/2018 at 8:52 AM #70740
  Eric

  If you want different take profits for 4 contracts

  then use 2 systems (same code) instead of 1 (or 4 instead of 1)

  and also trailing stop

  

  Eric

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  05/18/2018 at 8:55 AM #70741
  Toto le Heros

  Thanks Eric.

  And/but again to be clear, I DON’T “want” different take profits.

  I would like my orders to have the same limit (the initial one) and a protection which evolves while number of orders is increasing.

  

  Toto le Heros

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  05/18/2018 at 9:22 AM #70743
  robertogozzi

  I’m working on it, will be back within 20-30 minutes.

  

  robertogozzi

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  05/18/2018 at 9:53 AM #70747
  robertogozzi

  This what I managed to arrange

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 210000 ONCE MyStop = 50 * pipsize ONCE MyProfit = MyStop * 1.5 ONCE MyLimit1 = 30 * pipsize //limit to set SL to breakeven (will only be checked at the CLOSING of the bar) ONCE MyLimit2 = 50 * pipsize ONCE Points2Keep = 10 * pipsize //can be ZERO (or even nagative if you want!) // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // set stop Loss & Target to default values when not onmarket IF Not OnMarket THEN MyStop = 50 * pipsize MyProfit = MyStop * 1.5 ENDIF /////////////////////////////////////////////////////////////////////////// // this section is to make sure each pending order is placed at each new bar, since // all pending orders expire after one bar! // Here I use TRADEPRICE because: // - Close would be different from the one when the trade was entered // - Tradeprice is more accurate // IF LongOnMarket THEN IF close >= (TRADEPRICE + MyLimit1) THEN MyStop = TRADEPRICE + Points2Keep //set SL at breakeven + points to keep ENDIF IF CountOfPosition = 4 THEN BUY 2 CONTRACTS AT TRADEPRICE + MyLimit1 STOP //2nd order ENDIF IF CountOfPosition = 6 THEN BUY 1 CONTRACTS AT TRADEPRICE + MyLimit2 STOP //3rd order ENDIF SELL AT TRADEPRICE - MyStop STOP //Stop Loss SELL AT TRADEPRICE + MyProfit LIMIT //Target Profit ENDIF IF ShortOnMarket THEN IF close <= (TRADEPRICE - MyLimit1) THEN MyStop = TRADEPRICE - Points2Keep //set SL at breakeven + points to keep ENDIF IF CountOfPosition = 4 THEN SELLSHORT 2 CONTRACTS AT TRADEPRICE - MyLimit1 STOP//2nd order ENDIF IF CountOfPosition = 6 THEN SELLSHORT 1 CONTRACTS AT TRADEPRICE - MyLimit2 STOP//3rd order ENDIF EXITSHORT AT TRADEPRICE + MyStop STOP //Stop Loss EXITSHORT AT TRADEPRICE - MyProfit LIMIT //Target Profit ENDIF /////////////////////////////////////////////////////////////////////////// // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES OVER 13000) IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AND Not OnMarket THEN BUY 4 CONTRACT AT MARKET //1st order BUY 2 CONTRACTS AT CLOSE + MyLimit1 STOP //2nd order BUY 1 CONTRACTS AT CLOSE + MyLimit2 STOP //3rd order SELL AT CLOSE - MyStop STOP //Stop Loss SELL AT CLOSE + MyProfit LIMIT //Target Profit ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES UNDER 12900) IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AND Not OnMarket THEN SELLSHORT 4 CONTRACT AT MARKET //1st order SELLSHORT 2 CONTRACT AT CLOSE - MyLimit1 STOP //2nd order SELLSHORT 1 CONTRACT AT CLOSE - MyLimit2 STOP //3rd order EXITSHORT AT close + MyStop STOP //Stop Loss EXITSHORT AT close - MyProfit LIMIT //Target Profit ENDIF

  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 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 210000   ONCE MyStop      = 50 * pipsize ONCE MyProfit    = MyStop * 1.5 ONCE MyLimit1    = 30 * pipsize      //limit to set SL to breakeven (will only be checked at the CLOSING of the bar) ONCE MyLimit2    = 50 * pipsize ONCE Points2Keep = 10 * pipsize      //can be ZERO (or even nagative if you want!)   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // set stop Loss & Target to default values when not onmarket IF Not OnMarket THEN    MyStop   = 50 * pipsize    MyProfit = MyStop * 1.5 ENDIF   /////////////////////////////////////////////////////////////////////////// // this section is to make sure each pending order is placed at each new bar, since // all pending orders expire after one bar! // Here I use TRADEPRICE because: //      - Close would be different from the one when the trade was entered //      - Tradeprice is more accurate // IF LongOnMarket THEN    IF close >= (TRADEPRICE + MyLimit1) THEN       MyStop = TRADEPRICE + Points2Keep                  //set SL at breakeven + points to keep    ENDIF    IF CountOfPosition = 4 THEN       BUY 2 CONTRACTS AT TRADEPRICE + MyLimit1 STOP      //2nd order    ENDIF    IF CountOfPosition = 6 THEN       BUY 1 CONTRACTS AT TRADEPRICE + MyLimit2 STOP      //3rd order    ENDIF    SELL AT TRADEPRICE - MyStop STOP                      //Stop Loss    SELL AT TRADEPRICE + MyProfit LIMIT                   //Target Profit ENDIF   IF ShortOnMarket THEN    IF close <= (TRADEPRICE - MyLimit1) THEN       MyStop = TRADEPRICE - Points2Keep                  //set SL at breakeven + points to keep    ENDIF    IF CountOfPosition = 4 THEN       SELLSHORT 2 CONTRACTS AT TRADEPRICE - MyLimit1 STOP//2nd order    ENDIF    IF CountOfPosition = 6 THEN       SELLSHORT 1 CONTRACTS AT TRADEPRICE - MyLimit2 STOP//3rd order    ENDIF    EXITSHORT AT TRADEPRICE + MyStop STOP                 //Stop Loss    EXITSHORT AT TRADEPRICE - MyProfit LIMIT              //Target Profit ENDIF ///////////////////////////////////////////////////////////////////////////   // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES OVER 13000) IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AND Not OnMarket THEN    BUY 4 CONTRACT AT MARKET                              //1st order    BUY 2 CONTRACTS AT CLOSE + MyLimit1 STOP              //2nd order    BUY 1 CONTRACTS AT CLOSE + MyLimit2 STOP              //3rd order    SELL AT CLOSE - MyStop STOP                           //Stop Loss    SELL AT CLOSE + MyProfit LIMIT                        //Target Profit ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES UNDER 12900) IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AND Not OnMarket THEN    SELLSHORT 4 CONTRACT AT MARKET                        //1st order    SELLSHORT 2 CONTRACT AT CLOSE - MyLimit1 STOP         //2nd order    SELLSHORT 1 CONTRACT AT CLOSE - MyLimit2 STOP         //3rd order    EXITSHORT AT close + MyStop STOP                      //Stop Loss    EXITSHORT AT close - MyProfit LIMIT                   //Target Profit ENDIF

   

   

  1 user thanked author for this post.

  Nicolas

  

  robertogozzi

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  05/18/2018 at 9:54 AM #70748
  robertogozzi

  I only tested it for syntax, let me know about logic issues.

   

  

  robertogozzi

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  05/18/2018 at 10:03 AM #70750
  robertogozzi

  I use pipsize, despite not necessary when trading DAX, to make code portable so that you can use it for other instruments letting ProOrder to take care of conversions.

  

  robertogozzi

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  05/18/2018 at 10:20 AM #70751
  Toto le Heros

  Tx a lot Robertogozzi !

  I will try it “against” my manual practice and will let you know in case I would see something not matching.

  

  Toto le Heros

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  05/18/2018 at 12:33 PM #70759
  Leo

  Comulate Order = true

  

  Leo

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  05/19/2018 at 5:57 PM #70895
  Ludde500

  <span lang="en">Is it possible to change the code so you can manually enter PRT and change STOP LOSS / TARGET PROFIT as you do when trading manually or is there any other system setting that controls it?</span>

  1	<span lang="en">Is it possible to change the code so you can manually enter PRT and change STOP LOSS / TARGET PROFIT as you do when trading manually or is there any other system setting that controls it?</span>

  

  Ludde500

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  05/20/2018 at 9:32 AM #70918
  Ludde500

  <span lang=”en”>Is it possible to change the code so you can manually enter PRT and change STOP LOSS / TARGET PROFIT as you do when trading manually or is there any other system setting that controls it?</span>

   

  

  Ludde500

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  05/20/2018 at 12:28 PM #70937
  robertogozzi

  Whenever you manually modify a trade opened by ProOrder, the strategy is immediately quit.

  

  robertogozzi

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  05/21/2018 at 12:34 AM #70980
  robertogozzi

  I changed CUMULATEORDERS to TRUE as suggested by Leo and also added a new line after lines 41 and 55 to accomodate for the 7 orders, in case on the following (just opening) bar ALL the three need to be entered.

  // Définition des paramètres du code DEFPARAM CumulateOrders = True // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 210000 ONCE MyStop = 50 * pipsize ONCE MyProfit = MyStop * 1.5 ONCE MyLimit1 = 30 * pipsize //limit to set SL to breakeven (will only be checked at the CLOSING of the bar) ONCE MyLimit2 = 50 * pipsize //limit to set SL to breakeven (will only be checked at the CLOSING of the bar) ONCE Points2Keep = 10 * pipsize //can be ZERO (or even nagative if you want!) // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // set stop Loss & Target to default values when not onmarket IF Not OnMarket THEN MyStop = 50 * pipsize MyProfit = MyStop * 1.5 ENDIF /////////////////////////////////////////////////////////////////////////// // this section is to make sure each pending order is placed at each new bar, since // all pending orders expire after one bar! // Here I use TRADEPRICE because: // - Close would be different from the one when the trade was entered // - Tradeprice is more accurate // IF LongOnMarket THEN IF close >= (TRADEPRICE + MyLimit1) THEN MyStop = TRADEPRICE + Points2Keep //set SL at breakeven + points to keep ENDIF IF CountOfPosition = 4 THEN BUY 2 CONTRACTS AT TRADEPRICE + MyLimit1 STOP //2nd order BUY 1 CONTRACTS AT TRADEPRICE + MyLimit2 STOP //3rd order ENDIF IF CountOfPosition = 6 THEN BUY 1 CONTRACTS AT TRADEPRICE + MyLimit2 STOP //3rd order ENDIF SELL AT TRADEPRICE - MyStop STOP //Stop Loss SELL AT TRADEPRICE + MyProfit LIMIT //Target Profit ENDIF IF ShortOnMarket THEN IF close <= (TRADEPRICE - MyLimit1) THEN MyStop = TRADEPRICE - Points2Keep //set SL at breakeven + points to keep ENDIF IF CountOfPosition = 4 THEN SELLSHORT 2 CONTRACTS AT TRADEPRICE - MyLimit1 STOP//2nd order SELLSHORT 1 CONTRACTS AT TRADEPRICE - MyLimit2 STOP//3rd order ENDIF IF CountOfPosition = 6 THEN SELLSHORT 1 CONTRACTS AT TRADEPRICE - MyLimit2 STOP//3rd order ENDIF EXITSHORT AT TRADEPRICE + MyStop STOP //Stop Loss EXITSHORT AT TRADEPRICE - MyProfit LIMIT //Target Profit ENDIF /////////////////////////////////////////////////////////////////////////// // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES OVER 13000) IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AND Not OnMarket THEN BUY 4 CONTRACT AT MARKET //1st order BUY 2 CONTRACTS AT CLOSE + MyLimit1 STOP //2nd order BUY 1 CONTRACTS AT CLOSE + MyLimit2 STOP //3rd order SELL AT CLOSE - MyStop STOP //Stop Loss SELL AT CLOSE + MyProfit LIMIT //Target Profit ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES UNDER 12900) IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AND Not OnMarket THEN SELLSHORT 4 CONTRACT AT MARKET //1st order SELLSHORT 2 CONTRACT AT CLOSE - MyLimit1 STOP //2nd order SELLSHORT 1 CONTRACT AT CLOSE - MyLimit2 STOP //3rd order EXITSHORT AT close + MyStop STOP //Stop Loss EXITSHORT AT close - MyProfit LIMIT //Target Profit ENDIF

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  // Définition des paramètres du code DEFPARAM CumulateOrders = True // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 210000   ONCE MyStop      = 50 * pipsize ONCE MyProfit    = MyStop * 1.5 ONCE MyLimit1    = 30 * pipsize      //limit to set SL to breakeven (will only be checked at the CLOSING of the bar) ONCE MyLimit2    = 50 * pipsize      //limit to set SL to breakeven (will only be checked at the CLOSING of the bar) ONCE Points2Keep = 10 * pipsize      //can be ZERO (or even nagative if you want!)   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // set stop Loss & Target to default values when not onmarket IF Not OnMarket THEN    MyStop   = 50 * pipsize    MyProfit = MyStop * 1.5 ENDIF   /////////////////////////////////////////////////////////////////////////// // this section is to make sure each pending order is placed at each new bar, since // all pending orders expire after one bar! // Here I use TRADEPRICE because: //      - Close would be different from the one when the trade was entered //      - Tradeprice is more accurate // IF LongOnMarket THEN    IF close >= (TRADEPRICE + MyLimit1) THEN       MyStop = TRADEPRICE + Points2Keep                  //set SL at breakeven + points to keep    ENDIF    IF CountOfPosition = 4 THEN       BUY 2 CONTRACTS AT TRADEPRICE + MyLimit1 STOP      //2nd order       BUY 1 CONTRACTS AT TRADEPRICE + MyLimit2 STOP      //3rd order    ENDIF    IF CountOfPosition = 6 THEN       BUY 1 CONTRACTS AT TRADEPRICE + MyLimit2 STOP      //3rd order    ENDIF    SELL AT TRADEPRICE - MyStop STOP                      //Stop Loss    SELL AT TRADEPRICE + MyProfit LIMIT                   //Target Profit ENDIF   IF ShortOnMarket THEN    IF close <= (TRADEPRICE - MyLimit1) THEN       MyStop = TRADEPRICE - Points2Keep                  //set SL at breakeven + points to keep    ENDIF    IF CountOfPosition = 4 THEN       SELLSHORT 2 CONTRACTS AT TRADEPRICE - MyLimit1 STOP//2nd order       SELLSHORT 1 CONTRACTS AT TRADEPRICE - MyLimit2 STOP//3rd order    ENDIF    IF CountOfPosition = 6 THEN       SELLSHORT 1 CONTRACTS AT TRADEPRICE - MyLimit2 STOP//3rd order    ENDIF    EXITSHORT AT TRADEPRICE + MyStop STOP                 //Stop Loss    EXITSHORT AT TRADEPRICE - MyProfit LIMIT              //Target Profit ENDIF ///////////////////////////////////////////////////////////////////////////   // Conditions pour ouvrir une position acheteuse c1 = (close CROSSES OVER 13000) IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AND Not OnMarket THEN    BUY 4 CONTRACT AT MARKET                              //1st order    BUY 2 CONTRACTS AT CLOSE + MyLimit1 STOP              //2nd order    BUY 1 CONTRACTS AT CLOSE + MyLimit2 STOP              //3rd order    SELL AT CLOSE - MyStop STOP                           //Stop Loss    SELL AT CLOSE + MyProfit LIMIT                        //Target Profit ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close CROSSES UNDER 12900) IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AND Not OnMarket THEN    SELLSHORT 4 CONTRACT AT MARKET                        //1st order    SELLSHORT 2 CONTRACT AT CLOSE - MyLimit1 STOP         //2nd order    SELLSHORT 1 CONTRACT AT CLOSE - MyLimit2 STOP         //3rd order    EXITSHORT AT close + MyStop STOP                      //Stop Loss    EXITSHORT AT close - MyProfit LIMIT                   //Target Profit ENDIF

   

   

  

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