Hi
If I run a intraday strategy it has to perform with a stoploss of 1%
Still I like to reduce that, but not with standard optimisation.
An idea I thought of is reducing it based on time.
But if a trade continues to a new day, it starts again using the wrong stoploss.
What is the best way to prevent that?
Perhaps this may not be a good idea because it creates variables, but still I’am interested to see how it works out.
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set stop %loss sl
if reducestoploss then
If onmarket and barindex > tradeindex then
if time = 100000 and (positionperf * 100 ) > sl- (x* 2 ) then
set stop %loss sl- (x* 2 )
endif
if time = 113000 and (positionperf * 100 ) > sl- (x* 3 ) then
set stop %loss sl- (x* 3 )
endif
if time = 133000 and (positionperf * 100 ) > sl- (x* 4 ) then
set stop %loss sl- (x* 4 )
endif
if time = 150000 and (positionperf * 100 ) > sl- (x* 5 ) then
set stop %loss sl- (x* 5 )
endif
endif
endif
.
.
