Pause trading till next open when stop loss hit
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Hi Robert,
I made an attempt at inserting the code but it is not performing as expected still multiple losses on same day. D2 is the original equity curve before code was inserted please take a look at the code thanks.
// M5 // SPREAD 1.5 // by BALMORA 74 – FEBRUARY 2019 DEFPARAM CumulateOrders = false DEFPARAM Preloadbars = 50000 //VARIABLES CtimeA = time >= 080000 and time <= 180000 CtimeB = time >= 080000 and time <= 180000 // TAILLE DES POSITIONS ONCE PositionSizeLong = 1 ONCE PositionSizeShort = 1 //STRATEGIE //VECTEUR = CALCUL DE L’ANGLE ONCE PeriodeA = 10 ONCE nbChandelierA= 15 MMA = Exponentialaverage[PeriodeA](close) ADJASUROPPO = (MMA-MMA[nbchandelierA]*pipsize) / nbChandelierA ANGLE = (ATAN(ADJASUROPPO)) //FONCTION ARC TANGENTE CondBuy1 = ANGLE >= 45 CondSell1 = ANGLE <= – 37 //VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE ONCE PeriodeB = 20 ONCE nbChandelierB = 35 lag = 5 MMB = Exponentialaverage[PeriodeB](close) pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB trigger = Exponentialaverage[PeriodeB+lag](pente) CondBuy2 = (pente > trigger) AND (pente < 0) CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1) Once TradeON = 1 If TradeON = 0 then TradeON = 1 Endif If StrategyProfit < StrategyProfit[1] then TradeON = 0 Endif If condbuy and TradeON Then Buy 1 Contract at Market Endif If condsell and TradeON Then Buy 1 Contract at Market Endif //ENTREES EN POSITION CONDBUY = CondBuy1 and CondBuy2 and CTimeA CONDSELL = CondSell1 and CondSell2 and CtimeB //POSITION LONGUE IF CONDBUY THEN buy PositionSizeLong contract at market SET STOP %LOSS 1.3 SET STOP pLOSS 80 ENDIF //POSITION COURTE IF CONDSELL THEN Sellshort PositionSizeShort contract at market SET STOP %LOSS 1.3 SET STOP pLOSS 80 ENDIF //VARIABLES STOP SUIVEUR ONCE trailingStopType = 1 // Trailing Stop – 0 OFF, 1 ON ONCE trailingstoplong = 4 // Trailing Stop Atr Relative Distance ONCE trailingstopshort = 4 // Trailing Stop Atr Relative Distance ONCE atrtrailingperiod = 14 // Atr parameter Value ONCE minstop = 0 // Minimum Trailing Stop Distance // TRAILINGSTOP //———————————————- atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)*pipsize)/1000 trailingstartl = round(atrtrail*trailingstoplong) trailingstartS = round(atrtrail*trailingstopshort) if trailingStopType = 1 THEN TGL =trailingstartl TGS=trailingstarts if not onmarket then MAXPRICE = 0 MINPRICE = close PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL*pointsize then if MAXPRICE-tradeprice(1)>=MINSTOP then PREZZOUSCITA = MAXPRICE-TGL*pointsize ELSE PREZZOUSCITA = MAXPRICE – MINSTOP*pointsize ENDIF ENDIF ENDIF if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=TGS*pointsize then if tradeprice(1)-MINPRICE>=MINSTOP then PREZZOUSCITA = MINPRICE+TGS*pointsize ELSE PREZZOUSCITA = MINPRICE + MINSTOP*pointsize ENDIF IF ONMARKET AND DAYOFWEEK=5 AND TIME>=210000 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF ENDIF
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 06/24/2020 |
| Status: | Active |
| Attachments: | 2 files |
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