Problems with trading time and stoploss

• 04/14/2021 at 6:09 PM #167086
  SweZerk

  Hi, iv been having some problems with trade time, some of my algos trade even when they shouldent.

  iv tried these 2 diffrent ways but in some algos they work and some dont

  first

  // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 090000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 1730000 timeEnterAfter = time < noEntryAfterTime // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions to enter long positions

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  // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 090000 timeEnterBefore = time >= noEntryBeforeTime   // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 1730000 timeEnterAfter = time < noEntryAfterTime   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions to enter long positions

  second

  Ctime = time >=090000 and time <1730000

  1	Ctime = time >=090000 and time <1730000

  with the condition on selling and buying aswell.

  been stairing at my code for a week now but cant find the problem.

  i also have a problem with a stoploss i found on this site, the problem is that it moves upp and down, not a fan of the down part

  ptrail

  //------------------------------------------------------------------------------------------------------------------------------------------------ // Trailing Start //------------------------------------------------------------------------------------------------------------------------------------------------ ONCE UseCLOSE = 1 //1=use CLOSE, 0=use High/Low srcH = close //defaults to CLOSE srcL = close //defaults to CLOSE IF UseCLOSE = 0 THEN srcH = high srcL = low ENDIF ONCE UsePerCentage = 1 //0=use Pips (default), 1=use Percentages // DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) //True when there's been a change in the direction (likely to be due to a Stop & Reverse) // IF Not OnMarket OR DirectionSwitch THEN // // when NOT OnMarket or thare's been a change in direction, reset values to their default settings // StartPerCent = 0.25 //0.25% to start triggering Trailing Stop (when UsePerCentage=1) StepPerCent = 50 //50% (of the 0.25% above) as a Trqiling Step (when UsePerCentage=1) (set to 100 to make StepSize=TrailStart, set to 200 to make it twice TrailStart) // TrailStart = 30 //30 Start trailing profits from this point (when UsePerCentage=0) IF UsePerCentage THEN TrailStart = (close / PipSize) * StartPerCent / 100 //use current price (CLOSE) for calculations ENDIF ENDIF // BasePerCent = 0.200 //20.0% Profit percentage to keep when setting BerakEven // StepSize = 10 //10 Pip chunks to increase Percentage IF UsePerCentage THEN StepSize = TrailStart * StepPerCent / 100 ENDIF // PerCentInc = 0.100 //10.0% PerCent increment after each StepSize chunk RoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour PriceDistance = 7 * pipsize //7 minimun distance from current price y1 = 0 //reset to 0 y2 = 0 //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value //PositionCount = 0 SellPrice = 0 SellPriceX = 0 ExitPrice = 9999999 ExitPriceX = 9999999 //------------------------------------------------------ // --- Update Stop Loss after accumulating new positions //------------------------------------------------------ //PositionCount = max(PositionCount,abs(CountOfPosition)) // // update Stop Loss only when PositionPrice has changed (actually when increased, we don't move it if there's been some positions exited) // //IF PositionCount <> PositionCount[1] AND (ExitPrice + SellPrice)<>9999999 THEN //go on only if Trailing Stop had already started trailing IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN q1 = PositionPrice + ((srcH - PositionPrice) * ProfitPerCent) //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),q1) SellPrice = max(max(SellPriceX,SellPrice),PositionPrice + (y1 * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN r1 = PositionPrice - ((PositionPrice - srcL) * ProfitPerCent) //calculate new SL ExitPriceX = min(min(ExitPriceX,ExitPrice),r1) ExitPrice = min(min(ExitPriceX,ExitPrice),PositionPrice - (y2 * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ENDIF ENDIF // --- Update END // IF LongOnMarket AND srcH > (PositionPrice + (y1 * pipsize)) THEN //LONG positions // // compute the value of the Percentage of profits, if any, to lock in for LONG trades // x1 = (srcH - PositionPrice) / pipsize //convert price to pips IF x1 >= TrailStart THEN // go ahead only if N+ pips Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit ENDIF ELSIF ShortOnMarket AND srcL < (PositionPrice - (y2 * pipsize)) THEN //SHORT positions // // compute the value of the Percentage of profits, if any, to lock in for SHORT trades // x2 = (PositionPrice - srcL) / pipsize //convert price to pips IF x2 >= TrailStart THEN // go ahead only if N+ pips Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit ENDIF ENDIF //------------------------------------------------------------------------------ // manage actual Exit, if needed //------------------------------------------------------------------------------ IF y1 THEN //Place pending STOP order when y1 > 0 (LONG positions) SellPrice = max(SellPrice,PositionPrice + (y1 * pipsize)) //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - SellPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF y2 THEN //Place pending STOP order when y2 > 0 (SHORT positions) ExitPrice = min(ExitPrice,PositionPrice - (y2 * pipsize)) //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - ExitPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF ENDIF

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  //------------------------------------------------------------------------------------------------------------------------------------------------ //                     Trailing Start //------------------------------------------------------------------------------------------------------------------------------------------------ ONCE UseCLOSE = 1                                 //1=use CLOSE,  0=use High/Low srcH = close                                      //defaults to CLOSE srcL = close                                      //defaults to CLOSE IF UseCLOSE = 0 THEN srcH = high srcL = low ENDIF ONCE UsePerCentage = 1                           //0=use Pips  (default), 1=use Percentages   // DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket)  //True when there's been a change in the direction (likely to be due to a Stop & Reverse) // IF Not OnMarket OR DirectionSwitch THEN // // when NOT OnMarket or thare's been a change in direction, reset values to their default settings // StartPerCent  = 0.25        //0.25%  to start triggering Trailing Stop       (when UsePerCentage=1) StepPerCent   = 50          //50%    (of the 0.25% above) as a Trqiling Step (when UsePerCentage=1) (set to 100 to make StepSize=TrailStart, set to 200 to make it twice TrailStart) // TrailStart    = 30          //30     Start trailing profits from this point  (when UsePerCentage=0)   IF UsePerCentage THEN TrailStart = (close / PipSize) * StartPerCent / 100           //use current price (CLOSE) for calculations   ENDIF ENDIF // BasePerCent   = 0.200       //20.0%  Profit percentage to keep when setting BerakEven // StepSize      = 10          //10     Pip chunks to increase Percentage IF UsePerCentage THEN StepSize   = TrailStart * StepPerCent / 100 ENDIF // PerCentInc    = 0.100       //10.0%  PerCent increment after each StepSize chunk RoundTO       = -0.5        //-0.5   rounds always to Lower integer,   +0.4 rounds always to Higher integer,     0 defaults PRT behaviour PriceDistance = 7 * pipsize //7      minimun distance from current price y1            = 0           //reset to 0 y2            = 0           //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value //PositionCount = 0 SellPrice     = 0 SellPriceX    = 0 ExitPrice     = 9999999 ExitPriceX    = 9999999   //------------------------------------------------------ // --- Update Stop Loss after accumulating new positions //------------------------------------------------------ //PositionCount = max(PositionCount,abs(CountOfPosition)) // // update Stop Loss only when PositionPrice has changed (actually when increased, we don't move it if there's been some positions exited) // //IF PositionCount <> PositionCount[1] AND (ExitPrice + SellPrice)<>9999999 THEN //go on only if Trailing Stop had already started trailing IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN q1         = PositionPrice + ((srcH - PositionPrice) * ProfitPerCent)      //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),q1) SellPrice  = max(max(SellPriceX,SellPrice),PositionPrice + (y1 * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN r1         = PositionPrice - ((PositionPrice - srcL) * ProfitPerCent)      //calculate new SL ExitPriceX = min(min(ExitPriceX,ExitPrice),r1) ExitPrice  = min(min(ExitPriceX,ExitPrice),PositionPrice - (y2 * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ENDIF ENDIF // --- Update END   // IF LongOnMarket AND srcH > (PositionPrice + (y1 * pipsize)) THEN                              //LONG positions // // compute the value of the Percentage of profits, if any, to lock in for LONG trades // x1 = (srcH - PositionPrice) / pipsize                                     //convert price to pips IF x1 >= TrailStart THEN                                                //    go ahead only if N+ pips Diff1         = abs(TrailStart - x1)                                 //difference from current profit and TrailStart Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1)                                     //y1 = % of max profit ENDIF ELSIF ShortOnMarket AND srcL < (PositionPrice - (y2 * pipsize)) THEN                             //SHORT positions // // compute the value of the Percentage of profits, if any, to lock in for SHORT trades // x2 = (PositionPrice - srcL) / pipsize                                     //convert price to pips IF x2 >= TrailStart THEN                                                //      go ahead only if N+ pips Diff2         = abs(TrailStart - x2)                                 //difference from current profit and TrailStart Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2)                                     //y2 = % of max profit ENDIF ENDIF //------------------------------------------------------------------------------ //                    manage actual Exit, if needed //------------------------------------------------------------------------------ IF y1 THEN                                                                 //Place pending STOP order when y1 > 0   (LONG positions) SellPrice = max(SellPrice,PositionPrice + (y1 * pipsize))                  //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - SellPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF y2 THEN                                                                 //Place pending STOP order when y2 > 0   (SHORT positions) ExitPrice = min(ExitPrice,PositionPrice - (y2 * pipsize))                  //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - ExitPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF ENDIF

   

  hope anyone can point me in the right direction cus im lost.

  

  SweZerk

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  04/14/2021 at 6:33 PM #167087
  GraHal

  SweZerk wrote:

  some of my algos trade even when they shouldent.

  By trade … do you mean open a trade or close a trade?

  

  GraHal

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  04/14/2021 at 6:45 PM #167088
  SweZerk

  it opens trades

  

  SweZerk

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  04/14/2021 at 7:18 PM #167092
  robertogozzi

  Try using 173000 instead of 1730000 (1 exceeding 0).

   

   

  

  robertogozzi

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  04/14/2021 at 7:22 PM #167093
  GraHal

  SweZerk wrote:

  with the condition on selling and buying aswell.

  So you can sell only when CTime = 1 / True?

  Or do you mean SellShort if CTime = 1 / True?

  Use GRAPH for all your Buy conditions.

  Or post the full code on here and somebody will spot the problem for you.

  

  GraHal

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  04/14/2021 at 7:28 PM #167094
  SweZerk

  robertogozzi wrote:

  Try using 173000 instead of 1730000 (1 exceeding 0).

  nice spoting 🙂 i tryed removing one 0 but the problem still remains in the backtest atleast.

  

  SweZerk

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  04/14/2021 at 7:43 PM #167098
  SweZerk

  GraHal wrote:

  SweZerk wrote:

  with the condition on selling and buying aswell.

  So you can sell only when CTime = 1 / True?

  Or do you mean SellShort if CTime = 1 / True?

  Use GRAPH for all your Buy conditions.

  Or post the full code on here and somebody will spot the problem for you.

  it looks like this

  // Conditions to enter long positions IF not longonmarket and Ctime and c1 and c2 THEN BUY 0.25 CONTRACT AT MARKET elsif longonmarket and Ctime and c1 and c1a and COUNTOFLONGSHARES then BUY 0.25 CONTRACT AT MARKET SET STOP %LOSS 1 ENDIF // Conditions to enter short positions IF not shortonmarket and Ctime and c3 and c4 THEN sellshort 0.25 CONTRACT AT MARKET elsif shortonmarket and Ctime and c3 and c4 and COUNTOFSHORTSHARES then sellshort 0.25 CONTRACT AT MARKET SET STOP %LOSS 1 ENDIF

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  // Conditions to enter long positions IF not longonmarket and Ctime and c1 and c2 THEN BUY 0.25 CONTRACT AT MARKET elsif longonmarket and Ctime and c1 and c1a and COUNTOFLONGSHARES then BUY 0.25 CONTRACT AT MARKET SET STOP %LOSS 1   ENDIF   // Conditions to enter short positions IF not shortonmarket and Ctime and c3 and c4 THEN sellshort 0.25 CONTRACT AT MARKET elsif shortonmarket and Ctime and c3 and c4 and COUNTOFSHORTSHARES  then sellshort 0.25 CONTRACT AT MARKET SET STOP %LOSS 1   ENDIF

  dont know what graph is but looking into it now haha 🙂 thx m8

  

  SweZerk

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  04/14/2021 at 7:46 PM #167099
  JC_Bywan

  If 9h and 17h30 are the time limits you want, having in mind “opentime” is the time at candle open, and “time” is the time at candle close, you used:

  Ctime = time >=090000 and time <173000

  1	Ctime = time >=090000 and time <173000

  but maybe you meant to use:

  Ctime = opentime >=090000 and opentime <173000

  1	Ctime = opentime >=090000 and opentime <173000

  which if keeping “time” and could also be written as:

  Ctime = time >090000 and time <=173000

  1	Ctime = time >090000 and time <=173000

  so that with the swapping of >=/< into >/<= , the candle ending at 9h is not included, and the candle ending at 17h30 is included?

  

  JC_Bywan

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  04/14/2021 at 7:48 PM #167100
  robertogozzi

  Post the lines where you used your conditions.

  Apart from the number of digits, the above code doesn’t tell us more, the extra 0 will let trades open from 9am up to 235900.

  As to Ctime (and the other time conditions), it depends on how you use them.

  IF Ctime AND YourLongConditions THEN BUY.... ENDIF

  1 2 3

  IF Ctime AND YourLongConditions THEN    BUY.... ENDIF

  will work.

   

   

  

  robertogozzi

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  04/14/2021 at 7:55 PM #167104
  SweZerk

  i see now that i put and extra 0 at ctime aswell, it seems to fix it! thx allot for all your help guys. been stairing at it for a few days now and couldent figure out.

  

  SweZerk

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