No Consecutive orders in the same direction

• 04/18/2017 at 10:31 AM #32411
  gm74

  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

   

  

  gm74

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

  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

   

  

  GraHal

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  04/18/2017 at 12:19 PM #32442
  gm74

  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

  1 user thanked author for this post.

  GraHal

  

  gm74

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