my first strategy – beginner level
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Hello,
thx a lot Nicolas,
I tested the proposed code and there still have an issue with the stop execution.
normally the stop is set to the previous low (low[1]) but as you can see in the screenshot, it executes one bar later than expected. please advice if you have an idea to fix this.
I tried both “sell at newStop STOP” between the if / endif and outside, but behaviour is the same.
Below my code:
DEFPARAM CumulateOrders = False // Cumul des positions désactivé mm50 = Average[50](close) openLong= close > mm50 and close[1] < mm50 openShort= close < mm50 and close[1] > mm50 graph openLong graph openShort if not longonmarket and openLong then buy 1 lot at market // buy 1 contracts at market endif if not shortonmarket and openShort then sellShort 1 lot at market // buy 1 contracts at market endif if longonmarket then if tradeindex=barindex and close<open then sell at market else newStop = low[1] sell at newStop STOP endif endif if shortonmarket then if tradeindex=barindex and close>open then buy at market else newStop = high[1] buy at newStop STOP endif endif graph newStop //debuggingThx gentlemen,
I have re-written my code, but still struggling with the stop.
the stop executes one bar late and at close price (not at the defined stop level)
Below my code and I also attached the ITF file
// ================================================================================ Params defparam cumulateorders = false // Cumul des positions désactivé positionSize = 1 // ================================================================================ calc openlong openShort closeLong closeShort moveStopLong moveStopShort mm50 = Average[50](close) openLong= close > mm50 and close[1] < mm50 openShort= close < mm50 and close[1] > mm50 graph openLong graph openShort closeLong = barindex = tradeindex and close < open closeShort = barindex = tradeindex and close > open // ================================================================================ position opening if not onmarket and openLong then buy positionSize lot at market endif if not onmarket and openShort then sellShort positionSize lot at market endif // ================================================================================ set stop & target if longonmarket then if closeLong then sell at market else stopLevel = low[1] sell at stopLevel STOP endif endif if shortonmarket then if closeShort then exitshort at market else stopLevel = high[1] exitshort at stopLevel STOP endif endif graph stopLevel if not onmarket then stopLevel=0 endifHello Nicolas,
thanks a lot for your help, I did several tests and it does not work correctly.
could you please tell me simply how to set a stop at the previous low (for a long)?
illustration in the screenshot.
My current code (not ok):
defparam cumulateorders = false if not onmarket and close > Average[50](close) and close[1] < Average[50](close) then buy 1 lot at market endif if not onmarket then lastStop=0 endif if longonmarket then lastStop = low[1] sell at lastStop STOP endif
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Summary
This topic contains 9 replies,
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8 years, 7 months ago.
Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 07/30/2017 |
| Status: | Active |
| Attachments: | 4 files |
