Quit and Comeback of the automated strategy

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12/04/2020 at 11:31 AM #152579 quote

pierrevogt
Participant

Junior

Hi all,

I’d like to create a code, that has an additional condition for opening positions, workin like this:

If the last two trades, the system generated, have been lose trades, the next trade shall not be opened.

But for the next trade to be opened, the test above shall include even those trades, that have been identified but not been traded.

Example: My strategy brings the following results –> but shall bring these results:

Won –> won

won –> won

won –> won

lost –> lost

won –> won

lost –> lost

won –> won

won –> won

lost –> lost

lost –> lost

won –> no trading activity

lost –> lost

won –> won

lost –> lost

lost –> lost

lost –> no trading activity

lost –> no trading activity

lost –> no trading activity

lost –> no trading activity

won –> no trading activity

lost –> lost

won –> won

won –> won

won –> won

lost –> lost

won –> won

lost –> lost

lost –> lost

won –> no trading activity

Thanks for your helpful tips.

12/04/2020 at 4:31 PM #152621 quote

Vonasi
Moderator

Master

It’s called simulated trading.

Try these topics:

https://www.prorealcode.com/blog/learning/how-to-improve-a-strategy-with-simulated-trades-1/

Simulated Trading
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Quit and Comeback of the automated strategy

ProOrder: Automated Strategies & Backtesting

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pierrevogt @pierrevogt Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Vonasi
5 years, 2 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	12/04/2020
Status:	Active
Attachments:	No files

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