Sospendere e far ripartire il TS dopo n stop consecutivi

• 10/17/2025 at 6:38 PM #252708
  Superpensionato

  Buongiorno, vorrei sapere se è possibile codificare la seguente situazione. Vorrei che il sistema (che opera nell’intraday) dopo un certo numero di stop consecutivi si fermasse e che si riavviasse solo dopo che si è verificata una nuova condizione (ossia che c’è stato un trade positivo ad esempio). Ovviamente per sapere se negli eventuali trade che il sistema avrebbe fatto (se non lo avessi stoppato)  arriva un trade positivo (quindi parliamo a distanza anche di diversi giorni o settimane) il sistema dovrebbe in un certo senso continuare a fare i trade virtualmente e “riaccendersi” live quando finalmente il trade vincente arriva. In pratica replicare la situazione in cui se una sistema non funziona, lo spegni, poi ovviamente dovresti continuare a monitorarlo in paper trading, e riavviarlo poi manualmente quando hai deciso che diciamo “torna a funzionare”. Si può automatizzare qualcosa del genere? Ho visto altri esempi in cui con la funzione quit, dopo un certo numero di trade, il sistema può essere interrotto ma poi bisogna riavviarlo manualmente. Grazie

  

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  10/17/2025 at 9:06 PM #252709
  robertogozzi

  Si, si può fare. Quando arrivano gli stop si simulano le operazioni (che non saranno al 100% identiche al reale, a causa di slippage, volatilità del mercato, ecc…). Esempio:

  ONCE MaxLosses = 3 ONCE TradingON = 1 ONCE myLosses = 0 ONCE SL = 0.5 //0.5% ONCE TP = 4.5 //1.5% Sma = average[20,0](close) IF TradingON THEN // variables to be used for simulations OnMarketStatus = 0 LongOnMarketStatus = 0 ShortOnMarketStatus = 0 // conditions to enter real trades myLongConditions = close CROSSES OVER Sma AND Not OnMarket myShortConditions = close CROSSES UNDER Sma AND Not OnMarket IF myLongConditions THEN BUY 1 CONTRACT AT MARKET ELSIF myShortConditions THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF SET STOP %LOSS SL SET TARGET %PROFIT TP IF StrategyProfit <> StrategyProfit[1] THEN IF StrategyProfit > StrategyProfit[1] THEN myLosses = 0 ELSIF StrategyProfit < StrategyProfit[1] THEN myLosses = myLosses + 1 IF myLosses = MaxLosses THEN TradingON = 0 ENDIF ENDIF ENDIF ELSE myLosses = 0 // --- simulation starts here after MaxLosses consecutive losses // // conditions to enter simulated trades myLongConditions = close CROSSES OVER Sma AND Not OnMarketStatus myShortConditions = close CROSSES UNDER Sma AND Not OnMarketStatus LongTradeStarted = 0 ShortTradeStarted = 0 IF myLongConditions THEN // Long simulated trade LongTradeStarted = 1 LongOnMarketStatus = 1 ShortOnMarketStatus = 0 mySL = close - (close * SL / 100) myTP = close + (close * TP / 100) ELSIF myShortConditions THEN // Short simulated trade ShortTradeStarted = 1 LongOnMarketStatus = 0 ShortOnMarketStatus = 1 mySL = close + (close * SL / 100) myTP = close - (close * TP / 100) ENDIF OnMarketStatus = LongOnMarketStatus OR ShortOnMarketStatus IF OnMarketStatus THEN IF LongOnMarketStatus THEN // check Long simulated trade IF low <= mySL THEN LongOnMarketStatus = 0 //it's not a profitable trade, DO NOTHING and keep simulating ELSIF high >= myTP THEN LongOnMarketStatus = 0 //it's a profitable trade, resume Real trading TradingON = 1 ENDIF ELSIF ShortOnMarketStatus THEN // check Short simulated trade IF high >= mySL THEN ShortOnMarketStatus = 0 //it's not a profitable trade, DO NOTHING and keep simulating ELSIF low <= myTP THEN ShortOnMarketStatus = 0 //it's a profitable trade, resume Real trading TradingON = 1 ENDIF ENDIF OnMarketStatus = LongOnMarketStatus OR ShortOnMarketStatus ENDIF // --- Simulation ends ehere ENDIF //graph TradingON = 1 AS "Real Trading" //graph TradingON = 0 AS "Simulated Trading" //graph LongTradeStarted AS "LONG trade entered" coloured("Green") //graph ShortTradeStarted AS "SHORT trade entered" coloured("Red") //graph myLosses = MaxLosses AS "Stop Real Trading" coloured ("Cyan") //graph StrategyProfit > StrategyProfit[1] coloured("Green") //graph StrategyProfit < StrategyProfit[1] coloured("Red") //graph myLosses

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  ONCE MaxLosses           = 3 ONCE TradingON           = 1 ONCE myLosses            = 0 ONCE SL                  = 0.5        //0.5% ONCE TP                  = 4.5        //1.5% Sma = average[20,0](close) IF TradingON THEN    // variables to be used for simulations    OnMarketStatus      = 0    LongOnMarketStatus  = 0    ShortOnMarketStatus = 0    // conditions to enter real trades    myLongConditions  = close CROSSES OVER  Sma AND Not OnMarket    myShortConditions = close CROSSES UNDER Sma AND Not OnMarket    IF myLongConditions THEN       BUY 1 CONTRACT AT MARKET    ELSIF myShortConditions THEN       SELLSHORT 1 CONTRACT AT MARKET    ENDIF    SET STOP   %LOSS   SL    SET TARGET %PROFIT TP    IF StrategyProfit <> StrategyProfit[1] THEN       IF StrategyProfit > StrategyProfit[1] THEN          myLosses = 0       ELSIF StrategyProfit < StrategyProfit[1] THEN          myLosses = myLosses + 1          IF myLosses = MaxLosses THEN             TradingON = 0          ENDIF       ENDIF    ENDIF ELSE    myLosses = 0    // --- simulation starts here after MaxLosses consecutive losses    //    // conditions to enter simulated trades    myLongConditions  = close CROSSES OVER  Sma AND Not OnMarketStatus    myShortConditions = close CROSSES UNDER Sma AND Not OnMarketStatus    LongTradeStarted  = 0    ShortTradeStarted = 0    IF myLongConditions THEN       // Long  simulated trade       LongTradeStarted    = 1       LongOnMarketStatus  = 1       ShortOnMarketStatus = 0       mySL = close - (close * SL / 100)       myTP = close + (close * TP / 100)    ELSIF myShortConditions THEN       // Short simulated trade       ShortTradeStarted   = 1       LongOnMarketStatus  = 0       ShortOnMarketStatus = 1       mySL = close + (close * SL / 100)       myTP = close - (close * TP / 100)    ENDIF    OnMarketStatus = LongOnMarketStatus OR ShortOnMarketStatus    IF OnMarketStatus THEN       IF LongOnMarketStatus THEN          // check Long  simulated trade          IF low <= mySL THEN             LongOnMarketStatus  = 0   //it's not a profitable trade, DO NOTHING and keep simulating          ELSIF high >= myTP THEN             LongOnMarketStatus  = 0   //it's a profitable trade, resume Real trading             TradingON           = 1          ENDIF       ELSIF ShortOnMarketStatus THEN          // check Short simulated trade          IF high >= mySL THEN             ShortOnMarketStatus = 0   //it's not a profitable trade, DO NOTHING and keep simulating          ELSIF low <= myTP THEN             ShortOnMarketStatus = 0   //it's a profitable trade, resume Real trading             TradingON           = 1          ENDIF       ENDIF       OnMarketStatus = LongOnMarketStatus OR ShortOnMarketStatus    ENDIF    // --- Simulation ends ehere ENDIF //graph TradingON = 1        AS "Real Trading" //graph TradingON = 0        AS "Simulated Trading" //graph LongTradeStarted     AS "LONG trade entered"  coloured("Green") //graph ShortTradeStarted    AS "SHORT trade entered" coloured("Red") //graph myLosses = MaxLosses AS "Stop Real Trading"   coloured ("Cyan") //graph StrategyProfit > StrategyProfit[1] coloured("Green") //graph StrategyProfit < StrategyProfit[1] coloured("Red") //graph myLosses

   

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  robertogozzi

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