No more trades for the day after certain performance

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01/18/2017 at 3:57 PM #21589 quote

kg6450
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Hi all, sorry for the long title but I had a question about automatically stopping and restarting the system based on strategy performance.

I know that you can code in strategy performance using positionperf and strategyprofit commands but I was wondering if after a system was stopped, if it could automatically restart the next day without?

For example I have a system that trades on an really fast timeframe (1min and below) and automatically stops after 12pm. What I Because it accumulates orders its wins and losses are very large but if I was to code it to stop trading after daily loss reached £500, could I then code it to automatically start again the next morning without having to do it manually?

01/18/2017 at 5:32 PM #21608 quote

Nicolas
Keymaster

Master

You’ll find everything you need in this blog post: max gain and loss in a day, with a nice code snippet Wing has made.

Should not be too difficult to insert this into your own trading strategy 🙂 Let us know if you meet any problem.

01/18/2017 at 6:04 PM #21612 quote

kg6450
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Ah this is perfect, thank you Nicolas!
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No more trades for the day after certain performance

ProOrder: Automated Strategies & Backtesting

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kg6450 @kg6450 Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by kg6450
9 years, 1 month ago.

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Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/18/2017
Status:	Active
Attachments:	No files

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