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Numero massimo di trade per giorno

Gianluca · 2020-01-15T11:43:56+00:00

Salve in diversi codici uso una funzione per stabilire il numero massimo di trade da fare, ho notato che pero’ se il trade si apre e chiude nella stessa candela non viene conteggiato, come posso fare per aggiustare questo errore? Ci ho provato ma non so quale possa essere la funzione. Io attualmente uso: //////////////////// maxorderslong = 1 //max orders per day maxordersshort= 0 //BUY ORDERS if setuplong=1 then if not onmarket and not NOTRADEDAYlong and timelong and condlong and countlong tradeindex then countlong=countlong+1 lastindex=tradeindex endif if shortonmarket and lastindex<>tradeindex then countshort=countshort+1 lastindex=tradeindex endif Ho provato anche mettendo il count subito dopo l’ordine, ma se l’ordine non entra a mercato poi il sistema non opera

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ProOrder: Trading Automatico & Backtesting
Numero massimo di trade per giorno

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01/31/2020 at 1:24 PM #118348 quote

Gianluca
Participant

Master

voglio dire massimo 3 short e massimo 5 long per esempio

01/31/2020 at 5:33 PM #118381 quote
robertogozzi
Moderator

Legend
All’inizio devi impostare 2 contatori a zero, uno per i long ed uno per gli short:
```
ONCE ContaL = 0
ONCE ContaS = 0
```
che dovrai incrementare subito dopo la riga 21 del tuo codice, secondo il tipo di operazione:
```
ContaL = ContaL + EraLong
ContaS = ContaS + EraShort
```
alla riga 1 aggiungi alle condizioni d’entrata questa condizione:
```
AND ContaS < 3
```
e lo stesso farai con ContaL per i long mettendo 5.

Chiaramente dovrai stabilire tu quando azzerarli questi contatori per fare in modo che la strategia ricominci a tradare. Ogni nuovo giorno, ogni nuova settimana o dopo N barre; decidi tu quando.
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Numero massimo di trade per giorno

ProOrder: Trading Automatico & Backtesting

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Gianluca @altares Participant

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This topic contains 16 replies,
has 2 voices, and was last updated by robertogozzi
6 years, 8 months ago.

Topic Details

Forum:	ProOrder: Trading Automatico & Backtesting
Language:	Italian
Started:	01/15/2020
Status:	Active
Attachments:	No files

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Numero massimo di trade per giorno

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Numero massimo di trade per giorno ProOrder: Trading Automatico & Backtesting

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Numero massimo di trade per giorno

ProOrder: Trading Automatico & Backtesting