Staying on market at least x bars

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  • 06/11/2020 at 8:50 PM #135634 quote
    Francesco
    Participant
    Veteran

    Hello guys, here’s a function that closes the positions after x bars:

    IF OnMarket AND (BarIndex - TradeIndex) >=x THEN
SELL      AT MARKET
EXITSHORT AT MARKET
ENDIF

    But what if i would like to implement a function that does not close the position for at least x bars? Then just after that x bars let the system works normally with sl/tp/ts etc…?

    Probably it’s more simple then i think, but i ask you for security.

    06/11/2020 at 9:01 PM #135635 quote
    Francesco
    Participant
    Veteran

    Update: i managed to do that 🙂

    IF OnMarket AND (BarIndex - TradeIndex)<=x THEN
set stop %loss 0
ENDIF

    Yes, that was simple as i thought

    06/11/2020 at 11:33 PM #135646 quote
    robertogozzi
    Moderator
    Master

    You will have to add an ELSE condition to set the SL after those X bars.

    Francesco thanked this post
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Staying on market at least x bars


ProOrder: Automated Strategies & Backtesting

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Francesco @francesco_petrone Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by robertogozzi
5 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/11/2020
Status: Active
Attachments: No files
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