Pause trading till next open when stop loss hit

• 06/24/2020 at 10:56 AM #137001
  dougie80

  Hi, Please can somebody point me in the right direction,  I would like code to pause the system till next open when a loss is booked after a stoploss is hit, Thanks.

  

  dougie80

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  06/24/2020 at 11:46 AM #137006
  robertogozzi

  There you go:

  Once TradeON = 1 If TradeON = 0 then TradeON = 1 Endif If StrategyProfit < StrategyProfit[1] then TradeON = 0 Endif . . If MyLongConditions and TradeON Then Buy 1 Contract at Market Endif . . If MyShortConditions and TradeON Then Buy 1 Contract at Market Endif . .

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19

  Once TradeON = 1 If TradeON = 0 then    TradeON = 1 Endif If StrategyProfit < StrategyProfit[1] then    TradeON = 0 Endif . . If MyLongConditions  and TradeON Then    Buy 1 Contract at Market Endif . . If MyShortConditions and TradeON Then    Buy 1 Contract at Market Endif   .   .

   

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  robertogozzi

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  06/25/2020 at 8:20 PM #137175
  dougie80

  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

  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 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125

  // 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

   

  

  dougie80

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  06/25/2020 at 8:25 PM #137179
  robertogozzi

  You asked to wait 1 bar, that’s what it’s doing.

  If you want to pause the whole  day then replace line 2 of my code with

  If IntraDayBarIndex = 0 then

  1	If IntraDayBarIndex = 0 then

  Please, always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read.

  Thank you 🙂

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  dougie80

  

  robertogozzi

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  06/26/2020 at 3:41 PM #137261
  dougie80

  // ROBOT VECTORIAL DAX // 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 IntraDayBarIndex = 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 and TradeON CONDSELL = CondSell1 and CondSell2 and CtimeB and TradeON //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

  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 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135

  // ROBOT VECTORIAL DAX // 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 IntraDayBarIndex = 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 and TradeON CONDSELL = CondSell1 and CondSell2 and CtimeB and TradeON     //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

  Hi Robert, Thanks I made the suggested replacement and I am still getting subsequent trades opening that day, thanks for your help.

  

  dougie80

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  06/26/2020 at 3:57 PM #137262
  robertogozzi

  You did not add TradeON to your conditions (line 10 and 15 in my code).

  Add it to your lines 67 and 75.

  My first code was made to wait ONE bar, while my next suggestions was to wait ONE day (till new day opens).

   

   

   

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  robertogozzi

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  06/29/2020 at 9:52 AM #137464
  Fran55

  The code still dont work.

  

  Fran55

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  06/29/2020 at 10:21 AM #137469
  robertogozzi

  It’s beacause STRATEGYPROFIT (like ONMARKET, etc…) take a bar to be able to update its status, so when you do Stop & Reverse ProOrder can’t know whether there was a gain or a loss.

  To achieve the correct result you should add

  and Not OnMarket

  1	and Not OnMarket

  to your conditions to enter a trade.
  In case you want to do Stop & Reverse you need to take note of that and accept that you will probably suffer TWO losses before there’s a temporary stop.

  At line 52 and 57 you always use BUY both for long and short conditions, is that intentional?

   

   

  

  robertogozzi

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  06/29/2020 at 11:03 PM #137586
  Fran55

  Ok Roberto, el código es bueno, thanks.

   

  But, other problem.

  If cumulateórders = true, the Code no function.

  

  Fran55

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  06/30/2020 at 12:05 AM #137589
  robertogozzi

  If you use and Not OnMarket it will not work!

  

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  06/30/2020 at 10:43 AM #137658
  Fran55

  UPS… Thanks.

  

  Fran55

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