Pause system X time after Y losses

• 11/09/2022 at 12:50 PM #203853
  SnorreDK

  Hi.

  I need help to make this possible for a 6min-algo

  Pause system X time after Y losses

   

  X= variable in minutes , bars or hours

  Y=variable count of losses (1-10)

  

  SnorreDK

  Participant

  Topics: 13

  Replies: 75

  Been thanked: 3 times
  11/09/2022 at 1:03 PM #203856
  SnorreDK

  See picture.

  

  SnorreDK

  Participant

  Topics: 13

  Replies: 75

  Been thanked: 3 times
  11/09/2022 at 4:50 PM #203866
  SnorreDK

  This one did not work:

  positionperf2 = positionperf(1) graph positionperf graph positionperf(1) coloured (255,0,0) if positionperf2<positionperf2[1] then if (positionperf2 > 0) then lossrunno = 0 buysignal = barindex winrunno = (winrunno + 1) endif if (positionperf2 < 0) then winrunno = 0 lossrunno = (lossrunno + 1) endif endif if lossrunno=1 then distancebuysignal=(Barindex-buysignal) endif if lossrunno=1 and (distancebuysignal > x) then lossrunno=0 endif if (lossrunno=0) then If MyConditionLong then Buy PositionSize CONTRACTS AT MARKET SET STOP %LOSS sll ENDIF If MyConditionShort then sellshort PositionSize CONTRACTS AT MARKET SET STOP %LOSS sls ENDIF endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35

  positionperf2 = positionperf(1) graph positionperf graph positionperf(1) coloured (255,0,0)   if positionperf2<positionperf2[1] then if (positionperf2 > 0) then lossrunno = 0 buysignal = barindex winrunno = (winrunno + 1) endif   if (positionperf2 < 0) then winrunno = 0 lossrunno = (lossrunno + 1) endif endif   if lossrunno=1 then distancebuysignal=(Barindex-buysignal) endif   if lossrunno=1 and (distancebuysignal > x)  then lossrunno=0 endif   if (lossrunno=0) then If MyConditionLong  then Buy PositionSize CONTRACTS AT MARKET SET STOP %LOSS sll ENDIF If MyConditionShort then sellshort PositionSize CONTRACTS AT MARKET SET STOP %LOSS sls ENDIF endif

   

  

  SnorreDK

  Participant

  Topics: 13

  Replies: 75

  Been thanked: 3 times
  11/09/2022 at 7:22 PM #203873
  robertogozzi

  There you go:

  ONCE MaxLosses = 2 //Y losses ONCE PauseBars = 30 //X bars to pause ONCE Losses = 0 ONCE BarStart = 0 MyLongConditions = close CROSSES OVER average[20,0](close) AND Not OnMarket MyShortConditions = close CROSSES UNDER average[20,0](close) AND Not OnMarket IF StrategyProfit > StrategyProfit[1] THEN Losses = 0 BarStart = 0 ELSIF StrategyProfit < StrategyProfit[1] THEN Losses = Losses + 1 IF Losses = MaxLosses THEN BarStart = BarIndex Losses = 0 ENDIF ENDIF IF (BarIndex - BarStart) >= PauseBars THEN BarStart = 0 ENDIF IF MyLongConditions AND BarStart = 0 THEN BUY 1 CONTRACT AT MARKET ENDIF IF MyShortConditions AND BarStart = 0 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF SET STOP pLOSS 100 SET TARGET pPROFIT 300

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27

  ONCE MaxLosses = 2     //Y losses ONCE PauseBars = 30    //X bars to pause ONCE Losses    = 0 ONCE BarStart  = 0 MyLongConditions  = close CROSSES OVER  average[20,0](close) AND Not OnMarket MyShortConditions = close CROSSES UNDER average[20,0](close) AND Not OnMarket IF StrategyProfit > StrategyProfit[1] THEN    Losses   = 0    BarStart = 0 ELSIF StrategyProfit < StrategyProfit[1] THEN    Losses   = Losses + 1    IF Losses = MaxLosses THEN       BarStart = BarIndex       Losses   = 0    ENDIF ENDIF IF (BarIndex - BarStart) >= PauseBars THEN    BarStart = 0 ENDIF IF MyLongConditions  AND BarStart = 0 THEN    BUY 1 CONTRACT AT MARKET ENDIF IF MyShortConditions AND BarStart = 0 THEN    SELLSHORT 1 CONTRACT AT MARKET ENDIF SET STOP   pLOSS   100 SET TARGET pPROFIT 300

   

  1 user thanked author for this post.

  SnorreDK

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16482

  Been thanked: 3645 times
  11/10/2022 at 7:22 AM #203896
  SnorreDK

  Thanks robberto. it seems to work on the trades of same direction but not the oposit direction:

  See attached

   

  ONCE MaxLosses = 1 //Y losses ONCE PauseBars = x //X bars to pause ONCE Losses = 0 ONCE BarStart = 0 IF StrategyProfit > StrategyProfit[1] THEN Losses = 0 BarStart = 0 ELSIF StrategyProfit < StrategyProfit[1] THEN Losses = Losses + 1 IF Losses = MaxLosses THEN BarStart = BarIndex Losses = 0 ENDIF ENDIF IF (BarIndex - BarStart) >= PauseBars THEN BarStart = 0 ENDIF if BarStart =0 then If MyLongCond then Buy PositionSize CONTRACTS AT MARKET SET STOP %LOSS sll ENDIF If MyShortCond then sellshort PositionSize CONTRACTS AT MARKET SET STOP %LOSS sls ENDIF endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30

  ONCE MaxLosses = 1     //Y losses ONCE PauseBars = x    //X bars to pause ONCE Losses    = 0 ONCE BarStart  = 0   IF StrategyProfit > StrategyProfit[1] THEN Losses   = 0 BarStart = 0 ELSIF StrategyProfit < StrategyProfit[1] THEN Losses   = Losses + 1 IF Losses = MaxLosses THEN BarStart = BarIndex Losses   = 0 ENDIF ENDIF IF (BarIndex - BarStart) >= PauseBars THEN BarStart = 0 ENDIF     if BarStart =0 then If MyLongCond then Buy PositionSize CONTRACTS AT MARKET SET STOP %LOSS sll ENDIF If MyShortCond  then sellshort PositionSize CONTRACTS AT MARKET SET STOP %LOSS sls ENDIF endif

  I even tried this:

  If MyLongCond and BarStart =0 then Buy PositionSize CONTRACTS AT MARKET SET STOP %LOSS sll ENDIF If MyShortCond and BarStart =0 then sellshort PositionSize CONTRACTS AT MARKET SET STOP %LOSS sls ENDIF

  1 2 3 4 5 6 7 8

  If MyLongCond and BarStart =0 then Buy PositionSize CONTRACTS AT MARKET SET STOP %LOSS sll ENDIF If MyShortCond and  BarStart =0 then sellshort PositionSize CONTRACTS AT MARKET SET STOP %LOSS sls ENDIF

   

  

  SnorreDK

  Participant

  Topics: 13

  Replies: 75

  Been thanked: 3 times
  11/12/2022 at 1:18 PM #204018
  robertogozzi

  This one works like a charm:

  ONCE MaxLosses = 3 //Y losses ONCE PauseBars = 30 //X bars to pause ONCE Losses = 0 ONCE BarStart = 0 MyLongCond = close CROSSES OVER average[20,0](close) AND Not OnMarket MyShortCond = close CROSSES UNDER average[20,0](close) AND Not OnMarket IF StrategyProfit > StrategyProfit[1] THEN Losses = 0 BarStart = 0 ELSIF StrategyProfit < StrategyProfit[1] THEN Losses = Losses + 1 IF Losses = MaxLosses THEN BarStart = BarIndex Losses = 0 ENDIF ENDIF IF (BarIndex - BarStart) >= PauseBars THEN BarStart = 0 ENDIF if BarStart = 0 then If MyLongCond then Buy 1 CONTRACTS AT MARKET SET STOP %LOSS 0.1 ENDIF If MyShortCond then sellshort 1 CONTRACTS AT MARKET SET STOP %LOSS 0.1 ENDIF endif graph Losses graph BarStart graph StrategyProfit < StrategyProfit[1] coloured("Red") graph StrategyProfit > StrategyProfit[1] coloured("Green")

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37

  ONCE MaxLosses = 3     //Y losses ONCE PauseBars = 30    //X bars to pause ONCE Losses    = 0 ONCE BarStart  = 0 MyLongCond  = close CROSSES OVER  average[20,0](close) AND Not OnMarket MyShortCond = close CROSSES UNDER average[20,0](close) AND Not OnMarket   IF StrategyProfit > StrategyProfit[1] THEN Losses   = 0 BarStart = 0 ELSIF StrategyProfit < StrategyProfit[1] THEN Losses   = Losses + 1 IF Losses = MaxLosses THEN BarStart = BarIndex Losses   = 0 ENDIF ENDIF IF (BarIndex - BarStart) >= PauseBars THEN BarStart = 0 ENDIF if BarStart = 0 then If MyLongCond then Buy 1 CONTRACTS AT MARKET SET STOP %LOSS 0.1 ENDIF If MyShortCond  then sellshort 1 CONTRACTS AT MARKET SET STOP %LOSS 0.1 ENDIF endif graph Losses graph BarStart graph StrategyProfit < StrategyProfit[1] coloured("Red") graph StrategyProfit > StrategyProfit[1] coloured("Green")

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16482

  Been thanked: 3645 times
• Author
  Posts