Hi all,

Below a snippet to visualize and quickly identify the % of trades which open and close in the same bar.

This could help to avoid some kind of “holly grail” strategies and sometimes to ajust exit orders instead of using Target Profit/Stop Loss.
Pepsmile

//Count the % of trades closed in the same candle
// Pepsmile
// 7 june 2018

DEFPARAM CUMULATEORDERS = false
// simple buy/short strategy
MM1 = ExponentialAverage[20](close)

// Long
IF MM1 crosses over MM1[1] THEN
BUY 1 LOT AT MARKET
ENDIF

// Short
IF MM1 crosses under MM1[1] THEN
SELLSHORT 1 LOT AT MARKET
ENDIF

////// closed SL & TP to find easily right cases
set stop ploss 5
set target pprofit 5
///////////////////
// Snippet
if longonmarket[2]=0 and longonmarket[1]>0 and longonmarket=0 then
Long1=Long1+1
elsif shortonmarket[2]=0 and shortonmarket[1]>0 and shortonmarket=0 then
Short1=Short1+1
endif

// Graph variables
// Long1 = count #longs open/close in the same candle
// Short1 = count #longs open/close in the same candle
//graph Long1 as "Long1"
//graph -Short1 as "Short1"
//

if (onmarket and barindex=tradeindex) or(barindex=tradeindex and barindex=tradeindex(2)) then
TotalT=TotalT+1
endif
// due to the lag of 1 bar calculation for Long1 & Short1, results have to been considered 1 bar after close, best to see final result
graph 100*(Long1+Short1)/TotalT