Open positions exit at 'Close'

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  • 07/20/2017 at 11:10 AM #41146 quote
    Glen Marquis
    Participant
    Average

    Hi, how can I make open positions: SellShort & Buy …instead to exit at Set Stop or Set Target, but exit at close?

    07/20/2017 at 1:52 PM #41165 quote
    Nicolas
    Keymaster
    Master

    Because the code is only read at Close, you only have to liquidate your positions with the exit instructions for each of the order type, if you detect you are on market:

    //LONG POSITIONS
if longonmarket then 
 sell at market 
endif 

//SHORT POSITIONS 
if shortonmarket then 
 exitshort at market 
endif

    Of course you can complete this little code snippet with other conditions with indicators, profit of the order, time schedules, etc..

    07/20/2017 at 5:25 PM #41179 quote
    Glen Marquis
    Participant
    Average

    Here is example: Sell At Market is not executed on crosshair of 18th July candle – Entry at 08:00, 12,534

    Sell at Market after the Buy is not executed at “08:00 Close”

    No Stop, No Trail, No target – to skew exit away from Close.

    No-Sell.png No-Sell.png
    07/20/2017 at 5:26 PM #41181 quote
    Glen Marquis
    Participant
    Average

    Should be SellShort form 12,534 to 12,514 ??

    07/22/2017 at 1:43 AM #41338 quote
    Glen Marquis
    Participant
    Average
    Glen Marquis wrote:

    Should be SellShort from 12,534 to 12,514 ??

    07/22/2017 at 1:43 AM #41339 quote
    Glen Marquis
    Participant
    Average

    Should be SellShort from 12,534 to 12,514 ??

    07/22/2017 at 9:41 AM #41355 quote
    Nicolas
    Keymaster
    Master

    I don’t understand what you are trying to do in your strategy: at line 11 you SELLSHORT and you directly close this position at line 12 with EXITSHORT? is this intentional? Because in this case, you will open and close instantly an order and only pay the spread to your broker.

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Open positions exit at 'Close'


ProOrder: Automated Strategies & Backtesting

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Glen Marquis @gmarquis Participant
Summary

This topic contains 6 replies,
has 2 voices, and was last updated by Nicolas
8 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/20/2017
Status: Active
Attachments: 1 files
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