No Consecutive orders in the same direction

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04/18/2017 at 10:31 AM #32411 quote

gm74
Participant

Average

Hi Everyone

I am having a problem with a problem. I just want some fresh eyes to perhaps give me a different perspective.

Its simple:

If my previous trade was long. Then the next trade cannot be long.

How would I code this simple bit of logic?

Thanks!

George

04/18/2017 at 10:39 AM #32415 quote

GraHal
Participant

Master

Hi George

I take it you don’t want to put your code on here? It be so much easier for a skilled coder to look at what your code is doing and propose a solution to your problem in seconds?

Take a look here … sounds a similar issue?

https://www.prorealcode.com/topic/never-two-or-more-time-trading-in-same-direction/

Cheers
GraHal

04/18/2017 at 12:19 PM #32442 quote

gm74
Participant

Average

Thank you, yes this does help. I was on the right track but never got it exactly. My solution is as follows. Purely in terms of the condition as mentioned. I use the variable “POS”. This seems to have done the trick.

IF c1 and pos<1 THEN
BUY positionsize CONTRACT AT MARKET
ENDIF

if longonmarket then
pos=2
endif

And for short trades the following:

IF c3 and pos>-1 THEN
SELLSHORT positionsize CONTRACT AT MARKET
ENDIF

if shortonmarket then
pos=-2
endif

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No Consecutive orders in the same direction

ProOrder: Automated Strategies & Backtesting

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gm74 @gm74 Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by gm74
8 years, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/18/2017
Status:	Active
Attachments:	No files

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