One-time buy Signal at System Start
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Thanks, the one-time entry works now! 🙏🏼 With the following code, the other conditions also seem to work, except the first 2 Supertrend crossings directly after the one-time entry are missing (see attachment) – any idea why? The rest of the signals work fine!
// Set code parameters DEFPARAM PreLoadBars = 0 DEFPARAM CumulateOrders = False // Prevents multiple entries ONCE EntryFlag = 0 // Initialization for one-time entry superTrendValue = SuperTrend[5.4,36] // Check if there is no position at the start and EntryFlag is 0 IF NOT ONMARKET AND EntryFlag = 0 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Long Conditions IF NOT LONGONMARKET AND close CROSSES OVER superTrendValue THEN BUY 1 CONTRACT AT MARKET // Long Entry EntryFlag = 1 // Set the flag to avoid re-triggering ELSIF LONGONMARKET AND close CROSSES UNDER superTrendValue THEN SELL 1 CONTRACT AT MARKET // Long Exit ENDIF // Short Conditions IF NOT SHORTONMARKET AND close CROSSES UNDER superTrendValue THEN SELLSHORT 1 CONTRACT AT MARKET // Short Entry EntryFlag = 1 // Set the flag to avoid re-triggering ELSIF SHORTONMARKET AND close CROSSES OVER superTrendValue THEN EXITSHORT 1 CONTRACT AT MARKET // Short Exit ENDIFSeems like the first signal is beeing ignored in any case:Hi, Try this one:// Set code parameters DEFPARAM PreLoadBars = 0 DEFPARAM CumulateOrders = False // Prevents multiple entries ONCE EntryFlag = 0 // Initialization for one-time entry superTrendValue = SuperTrend[5.4,36] // Check if there is no position at the start and EntryFlag is 0 IF NOT ONMARKET AND EntryFlag = 0 THEN SELLSHORT 1 CONTRACT AT MARKET EntryFlag=1 ENDIF // Long Conditions IF NOT LONGONMARKET AND EntryFlag=1 and close CROSSES OVER superTrendValue THEN BUY 1 CONTRACT AT MARKET // Long Entry ELSIF LONGONMARKET AND EntryFlag=1 and close CROSSES UNDER superTrendValue THEN SELL 1 CONTRACT AT MARKET // Long Exit ENDIF // Short Conditions IF NOT SHORTONMARKET AND EntryFlag=1 and close CROSSES UNDER superTrendValue THEN SELLSHORT 1 CONTRACT AT MARKET // Short Entry ELSIF SHORTONMARKET AND EntryFlag=1 and close CROSSES OVER superTrendValue THEN EXITSHORT 1 CONTRACT AT MARKET // Short Exit ENDIFstalba thanked this postWhen i use your code 1:1 the entry on the backtest starting date is missing – it enters a short position on the next Supertrend short signal (Screenshot attached) – the problem is that I want to do auto trading with Futures, and when I have an open position and need to roll over to a new contract, I have to close that position but might want to continue with the position / auto trading within the new contract (as the trend is still ongoing), and don’t want to wait until the next signal. Also, opening a position manually won’t work with auto trading systems: PRT Conditions of execution of automatic trading systems “When you begin an automatic trading system, any pre-existing positions placed manually are closed first and any pre-existing orders placed manually are canceled. The first position of the system may be opened at the earliest at the open of the next bar after the system is started.” How do you handle this, as this is sub-optimal for Futures auto trading? It’s kinda frustrating 🥲With short position on start/backtest date:// Set code parameters DEFPARAM PreLoadBars = 0 DEFPARAM CumulateOrders = False // Prevents multiple entries ONCE EntryFlag = 0 // Initialization for one-time entry superTrendValue = SuperTrend[5.4,36] // Check if there is no position at the start and EntryFlag is 0 IF NOT ONMARKET AND EntryFlag = 0 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Long Conditions IF NOT LONGONMARKET and close CROSSES OVER superTrendValue THEN BUY 1 CONTRACT AT MARKET // Long Entry EntryFlag = 1 // Set the flag to avoid re-triggering ELSIF LONGONMARKET and close CROSSES UNDER superTrendValue THEN SELL AT MARKET // Long Exit EntryFlag = 1 ENDIF // Short Conditions IF NOT SHORTONMARKET AND close CROSSES UNDER superTrendValue THEN SELLSHORT 1 CONTRACT AT MARKET // Short Entry EntryFlag = 1 // Set the flag to avoid re-triggering ELSIF SHORTONMARKET and close CROSSES OVER superTrendValue THEN EXITSHORT AT MARKET // Short Exit EntryFlag = 1 ENDIFYes we had that code before, but then upcoming signals are being ignored:Strange, in my graph the first signal is executed…On MBTCUSD TimeFrame 1 day…stalba thanked this post
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 10/29/2024 |
| Status: | Active |
| Attachments: | 20 files |
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