R. Gozzi- trail

• 04/13/2022 at 12:42 PM #191683
  SnorreDK

  Is there av version of R. Gozzi- trail with % and diffrent values for short and long?

  //-------------------------------------------------------------------------------------------- DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) //TrP Exit (Gozzi IF Not OnMarket OR DirectionSwitch THEN TrailStart = TS//40 // Start trailing profits PointToKeep = PK//0.2 // 20% Profit percentage to keep when setting BreakEven StepSize = SS//5 // Point to increase Percentage PerCentInc = PC//0.2 // 20% PerCent increment after each StepSize Chunk RoundTO = -0.5 //-0.5 rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 10* pipsize //6minimun distance from current price maxProfitL = 0 //0 eller 2050 maxProfitS = 0 ProfitPerCent = PointToKeep //reset to desired default value SellPriceX = 0 SellPrice = 0 ExitPriceX = 9999999 ExitPrice = 9999999 ELSE IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN newSlL = PositionPrice + ((close - PositionPrice) * ProfitPerCent) //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),newSlL) SellPrice = max(max(SellPriceX,SellPrice),PositionPrice + (maxProfitL * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN newSlS = PositionPrice - ((PositionPrice - close) * ProfitPerCent) ExitPriceX = min(min(ExitPriceX,ExitPrice),newSlS) ExitPrice = min(min(ExitPriceX,ExitPrice),PositionPrice - (maxProfitS * pipsize)) ENDIF ENDIF ENDIF //--------------------------------------------------------------------------------------------------------------------------------------------------- IF LongOnMarket AND close > (PositionPrice + (maxProfitL * pipsize)) THEN //LONG positions // compute the value of the Percentage of profits, if any, to lock in for LONG trades profitL = (close - PositionPrice) / pipsize //convert price to pips IF profitL >= TrailStart THEN // go ahead only if N+ pips Diff1 = abs(TrailStart - profitL) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = PointToKeep + (PointToKeep * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% maxProfitL = max(profitL * ProfitPerCent, maxProfitL) ENDIF ELSIF ShortOnMarket AND close < (PositionPrice - (maxProfitS * pipsize)) THEN //SHORT positions profitS = (PositionPrice - close) / pipsize IF profitS >= TrailStart THEN Diff2 = abs(TrailStart - profitS) Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = PointToKeep + (PointToKeep * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) maxProfitS = max(profitS * ProfitPerCent, maxProfitL) ENDIF ENDIF //-------------------------------------------------------------------------------------------------------------------------------------------------------------- IF maxProfitL THEN //LONG positions - Place pending STOP order when maxProftiL > 0 (LONG positions) SellPrice = max(SellPrice,PositionPrice + (maxProfitL * pipsize)) //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF maxProfitS THEN ExitPrice = min(ExitPrice,PositionPrice - (maxProfitS * pipsize)) //SHORT positions IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

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  //-------------------------------------------------------------------------------------------- DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket)                 //TrP Exit (Gozzi IF Not OnMarket OR DirectionSwitch THEN TrailStart    = TS//40        // Start trailing profits PointToKeep   = PK//0.2      // 20% Profit percentage to keep when setting BreakEven StepSize      = SS//5        // Point to increase Percentage PerCentInc    = PC//0.2      // 20% PerCent increment after each StepSize Chunk RoundTO       = -0.5       //-0.5  rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 10* pipsize  //6minimun distance from current price maxProfitL            = 0 //0 eller 2050 maxProfitS            = 0 ProfitPerCent = PointToKeep //reset to desired default value SellPriceX    = 0 SellPrice     = 0 ExitPriceX    = 9999999 ExitPrice     = 9999999 ELSE IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN     //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN newSlL         = PositionPrice + ((close - PositionPrice) * ProfitPerCent)      //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),newSlL) SellPrice  = max(max(SellPriceX,SellPrice),PositionPrice + (maxProfitL * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN newSlS         = PositionPrice - ((PositionPrice - close) * ProfitPerCent) ExitPriceX = min(min(ExitPriceX,ExitPrice),newSlS) ExitPrice  = min(min(ExitPriceX,ExitPrice),PositionPrice - (maxProfitS * pipsize)) ENDIF ENDIF ENDIF //--------------------------------------------------------------------------------------------------------------------------------------------------- IF LongOnMarket AND close > (PositionPrice + (maxProfitL * pipsize)) THEN                              //LONG positions // compute the value of the Percentage of profits, if any, to lock in for LONG trades profitL = (close - PositionPrice) / pipsize                                      //convert price to pips IF profitL >= TrailStart THEN                                                   // go ahead only if N+ pips Diff1         = abs(TrailStart - profitL)                                    //difference from current profit and TrailStart Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))                   //number of STEPSIZE chunks ProfitPerCent = PointToKeep + (PointToKeep * (Chunks1 * PerCentInc))         //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))                //make sure ProfitPerCent doess not exceed 100% maxProfitL = max(profitL * ProfitPerCent, maxProfitL) ENDIF ELSIF ShortOnMarket AND close < (PositionPrice - (maxProfitS * pipsize)) THEN                             //SHORT positions profitS = (PositionPrice - close) / pipsize IF profitS >= TrailStart THEN Diff2         = abs(TrailStart - profitS) Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = PointToKeep + (PointToKeep * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) maxProfitS = max(profitS * ProfitPerCent, maxProfitL) ENDIF ENDIF //-------------------------------------------------------------------------------------------------------------------------------------------------------------- IF maxProfitL THEN                                                          //LONG positions  -  Place pending STOP order when maxProftiL > 0   (LONG positions) SellPrice = max(SellPrice,PositionPrice + (maxProfitL * pipsize))                  //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF maxProfitS THEN ExitPrice = min(ExitPrice,PositionPrice - (maxProfitS * pipsize))        //SHORT positions IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

  

  SnorreDK

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  04/13/2022 at 3:13 PM #191707
  robertogozzi

  There you go:

  MA = 50 IF close crosses over average[MA,0] AND Not OnMarket THEN BUY at market ELSIF close crosses UNDer average[MA,0] AND Not OnMarket THEN SELLSHORT at market endif SET TARGET pPROFIT 300 SET STOP pLOSS 150 //-------------------------------------------------------------------------------------------- DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) //TrP Exit (Gozzi //-------------------------------------------------------------------------------------------- // MyEquity must be defined somewhere in your code (even to ZERO if its use is not planned) ONCE MyEquity = 10000//initial Capital (only if UseEquity = 1) ONCE UsePerCentage = 0 //0=use Pips (default), 1=use Percentages ONCE UseEquity = 0 //0=use price (default), 1=use Equity (initial Capital+StrategyProfit, defined by MyEquity) // IF Not OnMarket OR DirectionSwitch THEN StartPerCentL = 0.25 //0.25% to start triggering Trailing Stop (when UsePerCentage=1) StepPerCentL = 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) StartPerCentS = 0.25 //0.25% to start triggering Trailing Stop (when UsePerCentage=1) StepPerCentS = 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) // TrailStartL = TS//40 //Start trailing profits from this point (when UsePerCentage=0) TrailStartS = TS//40 //Start trailing profits from this point (when UsePerCentage=0) MinStartL = 10 //10 Minimum value for TrailStart (when UseEquity=1, to prevent TrailStart from // dropping below ZERO when Equity turns negative) MinStartS = 10 //10 Minimum value for TrailStart (when UseEquity=1, to prevent TrailStart fromMinStartL = 10 //10 Minimum value for TrailStart (when UseEquity=1, to prevent TrailStart from IF UsePerCentage THEN TrailStartL= (close / PipSize) * StartPerCentL / 100 //use current price (CLOSE) for calculations TrailStartS= (close / PipSize) * StartPerCentS / 100 //use current price (CLOSE) for calculations IF UseEquity THEN //alternative calculations using EQUITY TrailStartL= Max(MinStartL,(MyEquity / PipValue) * StartPerCentL / 100) //MyEquity is the variable (feel free to use a different name) retaining your current equity TrailStartS= Max(MinStartS,(MyEquity / PipValue) * StartPerCentS / 100) //MyEquity is the variable (feel free to use a different name) retaining your current equity ENDIF ENDIF PointToKeep = PK//0.2 // 20% Profit percentage to keep when setting BreakEven StepSizeL = SS//5 // Point to increase Percentage StepSizeS = SS//5 // Point to increase Percentage // IF UsePerCentage THEN StepSizeL = TrailStartL * StepPerCentL / 100 StepSizeS = TrailStartS * StepPerCentS / 100 ENDIF // PerCentInc = PC//0.2 // 20% PerCent increment after each StepSize Chunk RoundTO = -0.5 //-0.5 rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 10* pipsize //6minimun distance from current price maxProfitL = 0 //0 eller 2050 maxProfitS = 0 ProfitPerCent = PointToKeep //reset to desired default value SellPriceX = 0 SellPrice = 0 ExitPriceX = 9999999 ExitPrice = 9999999 ELSE IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN newSlL = PositionPrice + ((close - PositionPrice) * ProfitPerCent) //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),newSlL) SellPrice = max(max(SellPriceX,SellPrice),PositionPrice + (maxProfitL * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN newSlS = PositionPrice - ((PositionPrice - close) * ProfitPerCent) ExitPriceX = min(min(ExitPriceX,ExitPrice),newSlS) ExitPrice = min(min(ExitPriceX,ExitPrice),PositionPrice - (maxProfitS * pipsize)) ENDIF ENDIF ENDIF //--------------------------------------------------------------------------------------------------------------------------------------------------- IF LongOnMarket AND close > (PositionPrice + (maxProfitL * pipsize)) THEN //LONG positions // compute the value of the Percentage of profits, if any, to lock in for LONG trades profitL = (close - PositionPrice) / pipsize //convert price to pips IF profitL >= TrailStartL THEN // go ahead only if N+ pips Diff1 = abs(TrailStartL - profitL) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSizeL) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = PointToKeep + (PointToKeep * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% maxProfitL = max(profitL * ProfitPerCent, maxProfitL) ENDIF ELSIF ShortOnMarket AND close < (PositionPrice - (maxProfitS * pipsize)) THEN //SHORT positions profitS = (PositionPrice - close) / pipsize IF profitS >= TrailStartS THEN Diff2 = abs(TrailStartS - profitS) Chunks2 = max(0,round((Diff2 / StepSizeS) + RoundTO)) ProfitPerCent = PointToKeep + (PointToKeep * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) maxProfitS = max(profitS * ProfitPerCent, maxProfitL) ENDIF ENDIF //-------------------------------------------------------------------------------------------------------------------------------------------------------------- IF maxProfitL THEN //LONG positions - Place pending STOP order when maxProftiL > 0 (LONG positions) SellPrice = max(SellPrice,PositionPrice + (maxProfitL * pipsize)) //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF maxProfitS THEN ExitPrice = min(ExitPrice,PositionPrice - (maxProfitS * pipsize)) //SHORT positions IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

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  MA = 50 IF close crosses over average[MA,0] AND Not OnMarket THEN BUY at market ELSIF close crosses UNDer average[MA,0] AND Not OnMarket THEN SELLSHORT at market endif SET TARGET pPROFIT 300 SET STOP   pLOSS   150 //-------------------------------------------------------------------------------------------- DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket)    //TrP Exit (Gozzi //-------------------------------------------------------------------------------------------- // MyEquity must be defined somewhere in your code  (even to ZERO if its use is not planned) ONCE MyEquity      = 10000//initial Capital (only if UseEquity = 1) ONCE UsePerCentage = 0    //0=use Pips  (default), 1=use Percentages ONCE UseEquity     = 0    //0=use price (default), 1=use Equity (initial Capital+StrategyProfit, defined by MyEquity) // IF Not OnMarket OR DirectionSwitch THEN StartPerCentL = 0.25   //0.25%  to start triggering Trailing Stop       (when UsePerCentage=1) StepPerCentL  = 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) StartPerCentS = 0.25   //0.25%  to start triggering Trailing Stop       (when UsePerCentage=1) StepPerCentS  = 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) // TrailStartL   = TS//40 //Start trailing profits from this point  (when UsePerCentage=0) TrailStartS   = TS//40 //Start trailing profits from this point  (when UsePerCentage=0) MinStartL     = 10     //10   Minimum value for TrailStart (when UseEquity=1, to prevent TrailStart from //                            dropping below ZERO when Equity turns negative) MinStartS     = 10     //10   Minimum value for TrailStart (when UseEquity=1, to prevent TrailStart fromMinStartL     = 10     //10   Minimum value for TrailStart (when UseEquity=1, to prevent TrailStart from IF UsePerCentage THEN TrailStartL= (close / PipSize) * StartPerCentL / 100           //use current price (CLOSE) for calculations TrailStartS= (close / PipSize) * StartPerCentS / 100           //use current price (CLOSE) for calculations IF UseEquity THEN                                             //alternative calculations using EQUITY TrailStartL= Max(MinStartL,(MyEquity / PipValue) * StartPerCentL / 100)  //MyEquity is the variable (feel free to use a different name) retaining your current equity TrailStartS= Max(MinStartS,(MyEquity / PipValue) * StartPerCentS / 100)  //MyEquity is the variable (feel free to use a different name) retaining your current equity ENDIF ENDIF PointToKeep   = PK//0.2      // 20% Profit percentage to keep when setting BreakEven StepSizeL     = SS//5        // Point to increase Percentage StepSizeS     = SS//5        // Point to increase Percentage // IF UsePerCentage THEN StepSizeL  = TrailStartL * StepPerCentL / 100 StepSizeS  = TrailStartS * StepPerCentS / 100 ENDIF // PerCentInc    = PC//0.2      // 20% PerCent increment after each StepSize Chunk RoundTO       = -0.5       //-0.5  rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 10* pipsize  //6minimun distance from current price maxProfitL            = 0 //0 eller 2050 maxProfitS            = 0 ProfitPerCent = PointToKeep //reset to desired default value SellPriceX    = 0 SellPrice     = 0 ExitPriceX    = 9999999 ExitPrice     = 9999999 ELSE IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN     //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN newSlL         = PositionPrice + ((close - PositionPrice) * ProfitPerCent)      //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),newSlL) SellPrice  = max(max(SellPriceX,SellPrice),PositionPrice + (maxProfitL * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN newSlS         = PositionPrice - ((PositionPrice - close) * ProfitPerCent) ExitPriceX = min(min(ExitPriceX,ExitPrice),newSlS) ExitPrice  = min(min(ExitPriceX,ExitPrice),PositionPrice - (maxProfitS * pipsize)) ENDIF ENDIF ENDIF //--------------------------------------------------------------------------------------------------------------------------------------------------- IF LongOnMarket AND close > (PositionPrice + (maxProfitL * pipsize)) THEN                              //LONG positions // compute the value of the Percentage of profits, if any, to lock in for LONG trades profitL = (close - PositionPrice) / pipsize                                      //convert price to pips IF profitL >= TrailStartL THEN                                                   // go ahead only if N+ pips Diff1         = abs(TrailStartL - profitL)                                    //difference from current profit and TrailStart Chunks1       = max(0,round((Diff1 / StepSizeL) + RoundTO))                   //number of STEPSIZE chunks ProfitPerCent = PointToKeep + (PointToKeep * (Chunks1 * PerCentInc))         //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))                //make sure ProfitPerCent doess not exceed 100% maxProfitL = max(profitL * ProfitPerCent, maxProfitL) ENDIF ELSIF ShortOnMarket AND close < (PositionPrice - (maxProfitS * pipsize)) THEN                             //SHORT positions profitS = (PositionPrice - close) / pipsize IF profitS >= TrailStartS THEN Diff2         = abs(TrailStartS - profitS) Chunks2       = max(0,round((Diff2 / StepSizeS) + RoundTO)) ProfitPerCent = PointToKeep + (PointToKeep * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) maxProfitS = max(profitS * ProfitPerCent, maxProfitL) ENDIF ENDIF //-------------------------------------------------------------------------------------------------------------------------------------------------------------- IF maxProfitL THEN                                                          //LONG positions  -  Place pending STOP order when maxProftiL > 0   (LONG positions) SellPrice = max(SellPrice,PositionPrice + (maxProfitL * pipsize))                  //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF maxProfitS THEN ExitPrice = min(ExitPrice,PositionPrice - (maxProfitS * pipsize))        //SHORT positions IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

  3 users thanked author for this post.

  jamesfx, SnorreDK

  

  robertogozzi

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  04/13/2022 at 9:27 PM #191733
  SnorreDK

  Thanks alot Roberto!

  

  SnorreDK

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  Topics: 12

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  04/19/2022 at 5:35 PM #191915
  SnorreDK

  Roberto. I got this error: “stoped by broker due to many atempts to place order”
  Nasdaq 1EUR
  Timeframe 15M

  Do u know whats wrong?
  See attached picture

  //-------------------------------------------------------------------------------------------- DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) //TrP Exit (Gozzi IF Not OnMarket OR DirectionSwitch THEN TrailStart = 0.9 // Start trailing profits PointToKeep = 0.81 // PK20% Profit percentage to keep when setting BreakEven StepSize = 1 // Point to increase Percentage PerCentInc = 0.9 // 20% PerCent increment after each StepSize Chunk RoundTO = -0.8 //-0.5 rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 10* pipsize //6minimun distance from current price maxProfitL = 0 //0 eller 2050 maxProfitS = 0 ProfitPerCent = PointToKeep //reset to desired default value SellPriceX = 0 SellPrice = 0 ExitPriceX = 9999999 ExitPrice = 9999999 ELSE IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN newSlL = PositionPrice + ((close - PositionPrice) * ProfitPerCent) //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),newSlL) SellPrice = max(max(SellPriceX,SellPrice),PositionPrice + (maxProfitL * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN newSlS = PositionPrice - ((PositionPrice - close) * ProfitPerCent) ExitPriceX = min(min(ExitPriceX,ExitPrice),newSlS) ExitPrice = min(min(ExitPriceX,ExitPrice),PositionPrice - (maxProfitS * pipsize)) ENDIF ENDIF ENDIF //--------------------------------------------------------------------------------------------------------------------------------------------------- IF LongOnMarket AND close > (PositionPrice + (maxProfitL * pipsize)) THEN //LONG positions // compute the value of the Percentage of profits, if any, to lock in for LONG trades profitL = (close - PositionPrice) / pipsize //convert price to pips IF profitL >= TrailStart THEN // go ahead only if N+ pips Diff1 = abs(TrailStart - profitL) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = PointToKeep + (PointToKeep * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% maxProfitL = max(profitL * ProfitPerCent, maxProfitL) ENDIF ELSIF ShortOnMarket AND close < (PositionPrice - (maxProfitS * pipsize)) THEN //SHORT positions profitS = (PositionPrice - close) / pipsize IF profitS >= TrailStart THEN Diff2 = abs(TrailStart - profitS) Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = PointToKeep + (PointToKeep * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) maxProfitS = max(profitS * ProfitPerCent, maxProfitL) ENDIF ENDIF //-------------------------------------------------------------------------------------------------------------------------------------------------------------- IF maxProfitL THEN //LONG positions - Place pending STOP order when maxProftiL > 0 (LONG positions) SellPrice = max(SellPrice,PositionPrice + (maxProfitL * pipsize)) //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF maxProfitS THEN ExitPrice = min(ExitPrice,PositionPrice - (maxProfitS * pipsize)) //SHORT positions IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

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  //-------------------------------------------------------------------------------------------- DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket)                 //TrP Exit (Gozzi IF Not OnMarket OR DirectionSwitch THEN TrailStart    = 0.9        // Start trailing profits PointToKeep   = 0.81      // PK20% Profit percentage to keep when setting BreakEven StepSize      = 1        // Point to increase Percentage PerCentInc    = 0.9      // 20% PerCent increment after each StepSize Chunk RoundTO       = -0.8       //-0.5  rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 10* pipsize  //6minimun distance from current price maxProfitL            = 0 //0 eller 2050 maxProfitS            = 0 ProfitPerCent = PointToKeep //reset to desired default value SellPriceX    = 0 SellPrice     = 0 ExitPriceX    = 9999999 ExitPrice     = 9999999 ELSE IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN     //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN newSlL         = PositionPrice + ((close - PositionPrice) * ProfitPerCent)      //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),newSlL) SellPrice  = max(max(SellPriceX,SellPrice),PositionPrice + (maxProfitL * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN newSlS         = PositionPrice - ((PositionPrice - close) * ProfitPerCent) ExitPriceX = min(min(ExitPriceX,ExitPrice),newSlS) ExitPrice  = min(min(ExitPriceX,ExitPrice),PositionPrice - (maxProfitS * pipsize)) ENDIF ENDIF ENDIF //--------------------------------------------------------------------------------------------------------------------------------------------------- IF LongOnMarket AND close > (PositionPrice + (maxProfitL * pipsize)) THEN                              //LONG positions // compute the value of the Percentage of profits, if any, to lock in for LONG trades profitL = (close - PositionPrice) / pipsize                                      //convert price to pips IF profitL >= TrailStart THEN                                                   // go ahead only if N+ pips Diff1         = abs(TrailStart - profitL)                                    //difference from current profit and TrailStart Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))                   //number of STEPSIZE chunks ProfitPerCent = PointToKeep + (PointToKeep * (Chunks1 * PerCentInc))         //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))                //make sure ProfitPerCent doess not exceed 100% maxProfitL = max(profitL * ProfitPerCent, maxProfitL) ENDIF ELSIF ShortOnMarket AND close < (PositionPrice - (maxProfitS * pipsize)) THEN                             //SHORT positions profitS = (PositionPrice - close) / pipsize IF profitS >= TrailStart THEN Diff2         = abs(TrailStart - profitS) Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = PointToKeep + (PointToKeep * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) maxProfitS = max(profitS * ProfitPerCent, maxProfitL) ENDIF ENDIF //-------------------------------------------------------------------------------------------------------------------------------------------------------------- IF maxProfitL THEN                                                          //LONG positions  -  Place pending STOP order when maxProftiL > 0   (LONG positions) SellPrice = max(SellPrice,PositionPrice + (maxProfitL * pipsize))                  //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF maxProfitS THEN ExitPrice = min(ExitPrice,PositionPrice - (maxProfitS * pipsize))        //SHORT positions IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

  

  SnorreDK

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  04/19/2022 at 8:45 PM #191926
  robertogozzi

  It seems you are using a 1-second TF, so every second a pending order is placed when trailing is triggered. It seems that IG cannot process further oreders because in a single bar could not adress the prior request.

  It often occurs to me, as well. But I am using a 5-minute TF, which should be a TF large enough not to make this happen, but it does, however.

  So far I couldn’t get any clue  how to solve it, despite some email messages.

   

  

  robertogozzi

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  04/19/2022 at 8:49 PM #191927
  SnorreDK

  Im using 15min timeframe

  

  SnorreDK

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  04/20/2022 at 10:13 AM #191943
  SnorreDK

  Is there a combiantion of these vakkues thats not possible to use in live-trading?

  TrailStart = 0.9 // Start trailing profits PointToKeep = 0.81 // PK20% Profit percentage to keep when setting BreakEven StepSize = 1 // Point to increase Percentage PerCentInc = 0.9 // 20% PerCent increment after each StepSize Chunk RoundTO = -0.8 //-0.5 rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 10* pipsize //6minimun distance from current price

  1 2 3 4 5 6

  TrailStart    = 0.9        // Start trailing profits PointToKeep   = 0.81      // PK20% Profit percentage to keep when setting BreakEven StepSize      = 1        // Point to increase Percentage PerCentInc    = 0.9      // 20% PerCent increment after each StepSize Chunk RoundTO       = -0.8       //-0.5  rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 10* pipsize  //6minimun distance from current price

  

  SnorreDK

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  04/20/2022 at 1:04 PM #191949
  robertogozzi

  No, they seem all correct.

  Try GRAPHing the variables involved to spot any weird value.

   

  

  robertogozzi

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