Orders size problem with fixed straetegyprofitwinnings, pls give a hand

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  • #138655 quote
    JohnScher
    Participant
    Veteran

    I would like to arrange the following

    With an initial capital of 100%, the 1.Trade should make 1% profit to 101% of the initial capital.
    If the first trade is negative, the 2nd trade should make a profit of 101% of the initial capital
    If the second trade goes into the red, the 3rd trade should make a profit of 101% of the initial capital.
    and so on to
    until is 101% achieved.
    Then it starts all over again, with a target of 102% of the starting capital.

    From what I can see, it’s a ordersize problem.
    How do I program it best?

    #138671 quote
    robertogozzi
    Moderator
    Master

    Try this one (I tested it just for syntax errors):

    DEFPARAM CumulateOrders = false
    ONCE BasePerCent = 101     //101% initial target
    ONCE MyCapital   = 10000   //initial capital
    ONCE MinLot      = 1       //Minimum lot size
    ONCE LotSize     = MinLot  //initially set to Minimun Lot Size (it will increase later)
    IF Not OnMarket THEN
       MyEquity = MyCapital + STRATEGYPROFIT
       IF MyEquity > MyCapital THEN
          IF MyEquity >= (MyCapital * BasePerCent / 100) THEN
             BasePerCent = BasePerCent + 1
             LotSize     = MinLot
          ENDIF
       ELSIF MyEquity < MyEquity[1] THEN
          Difference =  MyEquity[1] / MyEquity
          IF MyEquity < MyCapital THEN
             LotSize = Lotsize * Difference
          ENDIF
       ENDIF
    ELSE
       IF (PositionPerf * 100) >= 1 THEN      //when 1% is reached while at market, add 1% to the initial target
          BasePerCent = BasePerCent + 1
       ENDIF
    ENDIF
    IF close CROSSES OVER  average[200] then
       buy LotSize Contracts AT Market
    ENDIF
    IF close CROSSES UNDER average[200] then
       sellshort LotSize Contracts AT Market
    ENDIF
    set target pprofit 300
    set stop   ploss   100
    //
    //graph StrategyProfit
    //graph MyEquity
    //graph Difference
    //graph LotSize
    //graph BasePerCent
    #138676 quote
    Vonasi
    Moderator
    Master

    JohnScher – Topic moved to ProOrder forum as it is a strategy question and not a general discussion. Please try to follow the forum rules and post in the correct place with future posts.

    Nicolas thanked this post
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Orders size problem with fixed straetegyprofitwinnings, pls give a hand


ProOrder: Automated Strategies & Backtesting

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JohnScher @johnscher Participant
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This topic contains 2 replies,
has 3 voices, and was last updated by Vonasi
5 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/07/2020
Status: Active
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