New strategy template

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  • #188682 quote
    LaurentBZH35
    Participant
    Average

    Hi nonetheless,

     

    I would like to know if the v5 are the last template you are using to build code.

     

    Thanks for this job

    #188683 quote
    nonetheless
    Participant
    Master

    yes, apart from changing the MM which I added here: #185916

    LaurentBZH35 and Chrisinobi thanked this post
    #188711 quote
    Chrisinobi
    Participant
    Senior

    Hello Nonetheless
    I am a huge admirer of their work and have been following them for a long time, my question is about the various stop functions, can you put all the break even and trailing stops in one strategy and then just toggle on and off as needed???? Could you tell me the lines where I can switch functions on or off??? With some functions it is written behind it, but sometimes where nothing is written, I’m not sure. Thank you and bear with me, I still have some learning to do.

    #188718 quote
    nonetheless
    Participant
    Master

    You can duplicate the template and insert your strategy, then just turn the other functions on or off to test whether you want to use it.

    You can leave unused code in the algo, but if it’s of no use to you, probably better to delete it.

    The trailing stops can be selected in these lines, 1 = on, 0 = off

    //trailing stop
    once trailingstopPC = 1  // Percentage TS, includes break even function
    once enableBreakEven = 0 //Break even, can be used in conjunction with ATR TS
    once trailingstopATR  = 0 //ATR TS
    once trailingstopRTS = 0 //RobertoGozzi trailing stop

    trailingstopRTS and trailingstopPC both include a breakeven function, so the separate breakeven is only to be used with the ATR

    All the separate functions are switched off to start, eg:

    DONCHIANSTOP = 0
    if DONCHIANSTOP then

    you have to change that to a 1 if you want to test it.

    hope that helps!

    #188725 quote
    Chrisinobi
    Participant
    Senior
    Yes thank you very much, you helped me a lot, because I think that the trail stop is the most important thing in a strategy to make short term breakouts reasonably profitable. I don't need CFD for long-term trend, there are better instruments. I'm looking forward to something interesting from you again. Maybe the Holy Grail. (-:
    #188726 quote
    Chrisinobi
    Participant
    Senior

    Yes thank you very much, you helped me a lot, because I think that the trail stop is the most important thing in a strategy to make short term breakouts reasonably profitable. I don’t need CFD for long-term trend, there are better instruments. I’m looking forward to something interesting from you again. Maybe the Holy Grail. (-:

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New strategy template


ProOrder: Automated Strategies & Backtesting

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This topic contains 35 replies,
has 10 voices, and was last updated by Chrisinobi
3 years, 12 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/15/2021
Status: Active
Attachments: 13 files
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