Statusmeldung: “Auftragslevel liegt zu nahe am gegenwärtigen Marktlevel

• 01/20/2022 at 7:23 AM #186004
  akira1988

  Hallo,

  heute wurde meine Handelsstrategie (DAX) beim ersten Versuch eine Order zu platzieren außerplanmäßig angehalten. In der Order-Liste war zu sehen dass die Ausführung einer Order aus folgendem Grund wiederholt verweigert wurde:

   

  “Das von Ihnen gewünschte Auftragslevel liegt zu nahe am gegenwärtigen Marktlevel. Der Mindestabstand für diesen Markt beträgt 10 Punkte.”

   

  Was bedeutet das und was muss ich tun dass dies nicht nochmal passiert?

  Vorab vielen Dank 🙂

  //------------------------------------------------------------------------- // Hauptcode : # autoTRADE - DAX posSIZE23 //------------------------------------------------------------------------- DEFPARAM cumulateorders=false //_______________________________________________________________________posSIZE ONCE HiLoPERIOD = 15.0 ONCE zeroPERIOD = 15.0 ONCE mode = 3.0 ONCE triggerDELTA = 25.0 ONCE DELTA = 50.0 ONCE cashOUT = 125.0 ONCE fixSTOPP = 250.0 ONCE minSIZE = 1.0 once Capital=1850 Equity=Capital+strategyprofit posSIZE=max(1,(Equity/Capital)*1) cashSIZE=posSIZE/4 //_______________________________________________________________________noENTRY if opentime>=080000 and opentime<=220000 then noENTRY=0 else noENTRY=1 endif //_______________________________________________________________________Spread if opentime>=010000 and opentime<080000 then SPREAD=4 elsif opentime>=080000 and opentime<085900 then SPREAD=2 elsif opentime>=090000 and opentime<=173000 then SPREAD=1.2 elsif opentime>173000 and opentime<=220000 then SPREAD=2 elsif opentime>220000 and opentime<010000 then SPREAD=5 endif //_______________________________________________________________________ZERO hiLINE=highest[HiLoPERIOD](close) loLINE=lowest[HiLoPERIOD](close) avgLINE=hiLINE-((hiLINE-loLINE)/2) AVG=average[zeroPERIOD,mode](avgLINE) //______________________________________________ hiCROSS=high>=hiLINE loCROSS=low<=loLINE //______________________________________________ once ZERO=close hiTRIGGER=ZERO+triggerDELTA loTRIGGER=ZERO-triggerDELTA hiLEVEL=ZERO+1*DELTA loLEVEL=ZERO-1*DELTA if AVG<loTRIGGER then upTREND=0 downTREND=1 ZERO=ZERO-(loTRIGGER-AVG) elsif AVG>hiTRIGGER then upTREND=1 downTREND=0 ZERO=ZERO+(AVG-hiTRIGGER) endif //_______________________________________________________________________longENTRY / shortENTRY if loCROSS then longENTRY=1 shortENTRY=0 endif if hiCROSS then longENTRY=0 shortENTRY=1 endif //_______________________________________________________________________Entry-Strategy if not onmarket then if longENTRY then buy posSIZE contracts at hiLEVEL stop endif if shortENTRY then sellshort posSIZE contracts at loLEVEL stop endif endif //_______________________________________________________________________Exit-Strategy if not onmarket then setENTRY=1 setSTOPP=1 zeroEXIT=0 setEXIT=1 endif if longonmarket then //___________________________________________Stopp LONG if setENTRY then ENTRY=tradeprice+SPREAD setENTRY=0 endif if not setSTOPP then TRAIL=high-trailLEVEL if high>trailLEVEL then trailSTOPP=trailSTOPP+TRAIL trailLEVEL=high endif endif if not setEXIT or not setSTOPP then sell at trailSTOPP stop endif //___________________________________________Exit LONG if close>(ENTRY+1*cashOUT) then if close<ZERO then sell at market endif endif if high>(ENTRY+1*cashOUT) and abs(countofposition)=posSIZE then sell 1*cashSIZE contracts at (ENTRY+1*cashOUT) stop if setEXIT then trailSTOPP=ENTRY+5 setEXIT=0 endif endif //_______________________________________________________________________ if high>(ENTRY+2*cashOUT) and abs(countofposition)=posSIZE then sell 2*cashSIZE contracts at (ENTRY+2*cashOUT) stop endif if high>(ENTRY+2*cashOUT) and abs(countofposition)=posSIZE*(3/4) then sell 1*cashSIZE contracts at (ENTRY+2*cashOUT) stop endif //_______________________________________________________________________ if high>(ENTRY+3*cashOUT) and abs(countofposition)=posSIZE then sell 3*cashSIZE contracts at (ENTRY+3*cashOUT) stop endif if high>(ENTRY+3*cashOUT) and abs(countofposition)=posSIZE*(3/4) then sell 2*cashSIZE contracts at (ENTRY+3*cashOUT) stop endif if high>(ENTRY+3*cashOUT) and abs(countofposition)=posSIZE*(1/2) then sell 1*cashSIZE contracts at (ENTRY+3*cashOUT) stop endif //_______________________________________________________________________ if high>(ENTRY+4*cashOUT) then if setSTOPP then trailSTOPP=ENTRY+3*cashOUT trailLEVEL=high setSTOPP=0 endif endif endif if shortonmarket then //________________________________________________Stopp SHORT if setENTRY then ENTRY=tradeprice-SPREAD setENTRY=0 endif if not setSTOPP then TRAIL=trailLEVEL-low if low<trailLEVEL then trailSTOPP=trailSTOPP-TRAIL trailLEVEL=low endif endif if not setEXIT or not setSTOPP then exitshort at trailSTOPP stop endif //______________________________________________________Exit Short if close<(ENTRY-1*cashOUT) then if close>ZERO then exitshort at market endif endif if low<(ENTRY-1*cashOUT) and abs(countofposition)=posSIZE then exitshort 1*cashSIZE contracts at (ENTRY-1*cashOUT) stop if setEXIT then trailSTOPP=ENTRY+5 setEXIT=0 endif endif //_______________________________________________________________________ if low<(ENTRY-2*cashOUT) and abs(countofposition)=posSIZE then exitshort 2*cashSIZE contracts at (ENTRY-2*cashOUT) stop endif if low<(ENTRY-2*cashOUT) and abs(countofposition)=posSIZE*(3/4) then exitshort 1*cashSIZE contracts at (ENTRY-2*cashOUT) stop endif //_______________________________________________________________________ if low<(ENTRY-3*cashOUT) and abs(countofposition)=posSIZE then exitshort 3*cashSIZE contracts at (ENTRY-3*cashOUT) stop endif if low<(ENTRY-3*cashOUT) and abs(countofposition)=posSIZE*(3/4) then exitshort 2*cashSIZE contracts at (ENTRY-3*cashOUT) stop endif if low<(ENTRY-3*cashOUT) and abs(countofposition)=posSIZE*(1/2) then exitshort 1*cashSIZE contracts at (ENTRY-3*cashOUT) stop endif //_______________________________________________________________________ if low<(ENTRY-4*cashOUT) then if setSTOPP then trailSTOPP=ENTRY-3*cashOUT trailLEVEL=low setSTOPP=0 endif endif endif //___________________________________________________ set stop ploss fixSTOPP

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  //------------------------------------------------------------------------- // Hauptcode : #   autoTRADE - DAX posSIZE23 //------------------------------------------------------------------------- DEFPARAM cumulateorders=false   //_______________________________________________________________________posSIZE ONCE HiLoPERIOD = 15.0 ONCE zeroPERIOD = 15.0 ONCE mode = 3.0 ONCE triggerDELTA = 25.0 ONCE DELTA = 50.0 ONCE cashOUT = 125.0 ONCE fixSTOPP = 250.0 ONCE minSIZE = 1.0 once Capital=1850 Equity=Capital+strategyprofit posSIZE=max(1,(Equity/Capital)*1) cashSIZE=posSIZE/4   //_______________________________________________________________________noENTRY if opentime>=080000 and opentime<=220000 then noENTRY=0 else noENTRY=1 endif     //_______________________________________________________________________Spread if opentime>=010000 and opentime<080000 then SPREAD=4 elsif opentime>=080000 and opentime<085900 then SPREAD=2 elsif opentime>=090000 and opentime<=173000 then SPREAD=1.2 elsif opentime>173000 and opentime<=220000 then SPREAD=2 elsif opentime>220000 and opentime<010000 then SPREAD=5 endif     //_______________________________________________________________________ZERO hiLINE=highest[HiLoPERIOD](close) loLINE=lowest[HiLoPERIOD](close) avgLINE=hiLINE-((hiLINE-loLINE)/2) AVG=average[zeroPERIOD,mode](avgLINE)   //______________________________________________ hiCROSS=high>=hiLINE loCROSS=low<=loLINE   //______________________________________________ once ZERO=close   hiTRIGGER=ZERO+triggerDELTA loTRIGGER=ZERO-triggerDELTA   hiLEVEL=ZERO+1*DELTA loLEVEL=ZERO-1*DELTA   if AVG<loTRIGGER then upTREND=0 downTREND=1 ZERO=ZERO-(loTRIGGER-AVG) elsif AVG>hiTRIGGER then upTREND=1 downTREND=0 ZERO=ZERO+(AVG-hiTRIGGER) endif     //_______________________________________________________________________longENTRY / shortENTRY if loCROSS then longENTRY=1 shortENTRY=0 endif   if hiCROSS then longENTRY=0 shortENTRY=1 endif     //_______________________________________________________________________Entry-Strategy if not onmarket then if longENTRY then buy posSIZE contracts at hiLEVEL stop endif if shortENTRY then sellshort posSIZE contracts at loLEVEL stop endif endif     //_______________________________________________________________________Exit-Strategy if not onmarket then setENTRY=1 setSTOPP=1 zeroEXIT=0 setEXIT=1 endif     if longonmarket then //___________________________________________Stopp LONG if setENTRY then ENTRY=tradeprice+SPREAD setENTRY=0 endif   if not setSTOPP then TRAIL=high-trailLEVEL if high>trailLEVEL then trailSTOPP=trailSTOPP+TRAIL trailLEVEL=high endif endif   if not setEXIT or not setSTOPP then sell at trailSTOPP stop endif   //___________________________________________Exit LONG if close>(ENTRY+1*cashOUT) then if close<ZERO then sell at market endif endif   if high>(ENTRY+1*cashOUT) and abs(countofposition)=posSIZE then sell 1*cashSIZE contracts at (ENTRY+1*cashOUT) stop if setEXIT then trailSTOPP=ENTRY+5 setEXIT=0 endif endif //_______________________________________________________________________ if high>(ENTRY+2*cashOUT) and abs(countofposition)=posSIZE then sell 2*cashSIZE contracts at (ENTRY+2*cashOUT) stop endif if high>(ENTRY+2*cashOUT) and abs(countofposition)=posSIZE*(3/4) then sell 1*cashSIZE contracts at (ENTRY+2*cashOUT) stop endif //_______________________________________________________________________ if high>(ENTRY+3*cashOUT) and abs(countofposition)=posSIZE then sell 3*cashSIZE contracts at (ENTRY+3*cashOUT) stop endif if high>(ENTRY+3*cashOUT) and abs(countofposition)=posSIZE*(3/4) then sell 2*cashSIZE contracts at (ENTRY+3*cashOUT) stop endif if high>(ENTRY+3*cashOUT) and abs(countofposition)=posSIZE*(1/2) then sell 1*cashSIZE contracts at (ENTRY+3*cashOUT) stop endif //_______________________________________________________________________ if high>(ENTRY+4*cashOUT) then if setSTOPP then trailSTOPP=ENTRY+3*cashOUT trailLEVEL=high setSTOPP=0 endif endif endif       if shortonmarket then //________________________________________________Stopp SHORT if setENTRY then ENTRY=tradeprice-SPREAD setENTRY=0 endif   if not setSTOPP then TRAIL=trailLEVEL-low if low<trailLEVEL then trailSTOPP=trailSTOPP-TRAIL trailLEVEL=low endif endif   if not setEXIT or not setSTOPP then exitshort at trailSTOPP stop endif     //______________________________________________________Exit Short if close<(ENTRY-1*cashOUT) then if close>ZERO then exitshort at market endif endif   if low<(ENTRY-1*cashOUT) and abs(countofposition)=posSIZE then exitshort 1*cashSIZE contracts at (ENTRY-1*cashOUT) stop if setEXIT then trailSTOPP=ENTRY+5 setEXIT=0 endif endif //_______________________________________________________________________ if low<(ENTRY-2*cashOUT) and abs(countofposition)=posSIZE then exitshort 2*cashSIZE contracts at (ENTRY-2*cashOUT) stop endif if low<(ENTRY-2*cashOUT) and abs(countofposition)=posSIZE*(3/4) then exitshort 1*cashSIZE contracts at (ENTRY-2*cashOUT) stop endif //_______________________________________________________________________ if low<(ENTRY-3*cashOUT) and abs(countofposition)=posSIZE then exitshort 3*cashSIZE contracts at (ENTRY-3*cashOUT) stop endif if low<(ENTRY-3*cashOUT) and abs(countofposition)=posSIZE*(3/4) then exitshort 2*cashSIZE contracts at (ENTRY-3*cashOUT) stop endif if low<(ENTRY-3*cashOUT) and abs(countofposition)=posSIZE*(1/2) then exitshort 1*cashSIZE contracts at (ENTRY-3*cashOUT) stop endif //_______________________________________________________________________ if low<(ENTRY-4*cashOUT) then if setSTOPP then trailSTOPP=ENTRY-3*cashOUT trailLEVEL=low setSTOPP=0 endif endif endif     //___________________________________________________ set stop ploss fixSTOPP

   

  

  akira1988

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  01/20/2022 at 11:46 AM #186044
  robertogozzi

  Wenn Sie eine ausstehende Order (STOP oder LIMIT) platzieren, stellen Sie sicher, dass zwischen dem aktuellen Preis und dem Preis der ausstehenden Order mindestens N Punkte liegen (wie der Broker gemeldet hat). Im Laufe des Tages kann sich dieser Wert ändern, aber normalerweise sollte er während der üblichen Handelszeiten stabil sein.

  

  robertogozzi

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  01/20/2022 at 11:50 AM #186046
  akira1988

  Hallo Roberto,

  danke für die schnelle Antwort, ich denke jetzt habe ich es verstanden.

  

  akira1988

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