Stop Loss funktioniert nicht?

• 11/11/2023 at 8:23 AM #223517
  axmichi

  DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2]) IF c1 AND c2 THEN BUY 1 SHARES AT MARKET c17 = close-(Lowest[5](low)) set stop loss c17 Endif

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  DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert   // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2])   IF c1 AND c2 THEN BUY 1 SHARES AT MARKET c17 = close-(Lowest[5](low))     set stop loss c17 Endif

  Hallo, kann mir jemand sagen warum der Stop Loss mal funktioniert und mal nicht funktioniert?

  Der Code sagt das der Stop loss an dem tiefsten Tief der letzten 5 Kerzen liegt und da bleibt er auch liegen.

   

  Wie im Bild zu sehen funktioniert das im ersten Trade. Aber im nächsten Trade greift der Stop loss nicht mehr und wird später beendet??

  Warum ist das so?

  Muss im Code für den stop loss vielleicht  etwas wie “Price” stehen, damit er erkennt wo der Stop loss liegen soll?

  Vielen Dank

  

  axmichi

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  11/11/2023 at 9:47 AM #223520
  GraHal

  Versuche dies …

  DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2]) IF NOT Longonmarket AND c1 AND c2 THEN BUY 1 SHARES AT MARKET c17 = close-(Lowest[5](low)) set stop loss c17 Endif

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  DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert   // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2])   IF NOT Longonmarket AND c1 AND c2 THEN BUY 1 SHARES AT MARKET c17 = close-(Lowest[5](low)) set stop loss c17 Endif

   

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  robertogozzi

  

  GraHal

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  11/11/2023 at 11:40 AM #223527
  robertogozzi

  GraHal hat recht.

  Da Sie die Eintrittsbedingungen geschrieben hatten, wurde die SL oft dann geändert, wenn ein Betrieb bereits eröffnet war.

   

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  GraHal

  

  robertogozzi

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  11/12/2023 at 6:45 AM #223564
  axmichi

  Vielen Dank!!!

  

  axmichi

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  11/12/2023 at 6:48 AM #223565
  axmichi

  gibt es einem Möglichkeit den Stop loss im chart sichtbar zu machen, das man sehen kann wo er liegt??

  Mit einem kurzen strich oder linie am tiefsten Tief

  

  axmichi

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  11/12/2023 at 5:54 PM #223615
  robertogozzi

  Sie müssen GRAPHONPRICE am Ende des Codes hinzufügen, um es im Diagramm anzuzeigen.

  Als:

  DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2]) IF NOT Longonmarket AND c1 AND c2 THEN BUY 1 SHARES AT MARKET SL = Lowest[5](low) c17 = close-(Lowest[5](low)) set stop loss c17 Endif GraphOnPrice SL AS "Stop Loss" coloured("Red",255)

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  DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2]) IF NOT Longonmarket AND c1 AND c2 THEN    BUY 1 SHARES AT MARKET    SL = Lowest[5](low)    c17 = close-(Lowest[5](low))    set stop loss c17 Endif GraphOnPrice SL AS "Stop Loss" coloured("Red",255)

   

   

  

  robertogozzi

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  11/12/2023 at 6:43 PM #223617
  axmichi

  Hallo und Danke.

  es ist so das meine Positionsgröße leider nicht richtig berechnet wird. Entry Price – Abstand Stop Loss

  Es sollen so viele Aktien gekauft werden, dass nur immer 1 % von 10 000 riskiert wird. Leider scheint die berechnung nicht zu stimmen, es wird immer zu wenig gekauft??

   

  Capital = 10000 //initial Capital Equity = Capital + StrategyProfit //current Equity PerCent = 1 //1% risk RiskSize = (Equity * PerCent / 100) //max. Money at risk MinSize = 0.5 //0.5 lots minimum Menge = close - c17 //Difference PositionSize = RiskSize / Menge //Compute PositionSize, no less than MinSize // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2]) IF NOT Longonmarket AND c1 AND c2 THEN BUY PositionSize SHARES AT MARKET SL = Lowest[5](low) c17 = close-(Lowest[5](low)) set stop loss c17 set target profit c17*2 Endif GraphOnPrice SL AS "Stop Loss" coloured("Red",255)

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  Capital  = 10000                             //initial Capital Equity   = Capital + StrategyProfit          //current Equity PerCent  = 1                                 //1%  risk RiskSize = (Equity * PerCent / 100)          //max. Money at risk MinSize  = 0.5                               //0.5 lots minimum Menge = close - c17       //Difference PositionSize = RiskSize / Menge //Compute PositionSize, no less than MinSize       // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2]) IF NOT Longonmarket AND c1 AND c2 THEN BUY PositionSize SHARES AT MARKET SL = Lowest[5](low) c17 = close-(Lowest[5](low)) set stop loss c17 set target profit c17*2 Endif GraphOnPrice SL AS "Stop Loss" coloured("Red",255)

   

  

  axmichi

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  11/12/2023 at 9:56 PM #223633
  axmichi

  habe es gefunden, ich muss positionsize / c17

   

  

  axmichi

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  11/12/2023 at 9:58 PM #223634
  axmichi

  Capital = 10000 //initial Capital Equity = Capital + StrategyProfit //current Equity PerCent = 1 //1% risk RiskSize = (Equity * PerCent / 100) //max. Money at risk MinSize = 0.5 //0.5 lots minimum //Difference PositionSize = RiskSize / sl //Compute PositionSize, no less than MinSize // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2]) IF NOT onmarket AND c1 AND c2 THEN sellshort PositionSize SHARES AT MARKET SL = highest[5](high) c17 = (highest[5](high))-close set stop loss c17 //set target profit c17*2 Endif GraphOnPrice SL AS "Stop Loss" coloured("Red",255)

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  Capital  = 10000                             //initial Capital Equity   = Capital + StrategyProfit          //current Equity PerCent  = 1                                 //1%  risk RiskSize = (Equity * PerCent / 100)          //max. Money at risk MinSize  = 0.5                               //0.5 lots minimum //Difference PositionSize = RiskSize / sl //Compute PositionSize, no less than MinSize       // Bedingungen zum Einstieg in Long-Positionen c1 = (close > high[1]) c2 = (close > high[2]) IF NOT onmarket AND c1 AND c2 THEN sellshort PositionSize SHARES AT MARKET SL = highest[5](high) c17 = (highest[5](high))-close set stop loss c17 //set target profit c17*2 Endif GraphOnPrice SL AS "Stop Loss" coloured("Red",255)

  Bei den shortpositionen im code wird die Positionsize nicht richtig berechnet? was mach ich falsch??

  

  axmichi

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  11/13/2023 at 6:09 PM #223669
  robertogozzi

  Bitte posten Sie die ITF-Datei.

  

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  11/14/2023 at 8:33 AM #223684
  axmichi

   

  Die Anzahl der Aktien die gekauft werden sollen, berechnet sich aus 1 % Capital + Strategieprofit und dem Abstand vom Entry zum Stop Loss:

  Vielen Dank!!!!!

  DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert

  Capital = 10000 //initial Capital
  Equity = Capital + StrategyProfit //current Equity
  PerCent = 1 //1% risk
  RiskSize = (Equity * PerCent / 100) //max. Money at risk
  //MinSize = 0.5 //0.5 lots minimum
  //Difference
  PositionSize = RiskSize / c17 or c18//Compute PositionSize, no less than MinSize

  //——————————————————————————
  // Bedingungen zum Einstieg in Long-Positionen
  c1 = (close > high[1])
  c2 = (close > high[2])

  IF NOT onmarket AND c1 AND c2 THEN
  Buy PositionSize SHARES AT MARKET

  SL = Lowest[5](Low)

  c17 = close- (Lowest[5](Low))
  set stop loss c17

  Endif
  X = 20
  if onmarket and BarIndex – TradeIndex = x Then
  sell at market
  endif
  //

  //——————————————————————————
  // Bedingungen zum Einstieg in Short-Positionen
  c3 = (close < low[1])
  c4 = (close < low[2])

  IF NOT onmarket AND c3 AND c4 THEN
  sellshort PositionSize SHARES AT MARKET
  SL1 = highest[5](high)

  c18 = (highest[5](high))-close
  set stop loss SL1

  Endif
  Y = 21
  if onmarket and BarIndex – TradeIndex = y Then
  exitshort at market
  endif

  //GraphOnPrice c17 AS “Stop Loss” coloured(“Red”,255)

   

  

  axmichi

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  12/02/2023 at 5:14 PM #224731
  robertogozzi

  Sie haben vergessen, die ITF-Datei anzuhängen.

  

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  12/04/2023 at 11:49 AM #224800
  axmichi

  ich hoffe die Datei ist jetzt drin??!!

  

  axmichi

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  12/04/2023 at 11:52 AM #224802
  axmichi

  Es geht darum, dass die Anzahl der Aktien die gekauft werden soll nicht richtig berechnet wird??

  

  axmichi

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  12/26/2023 at 10:58 AM #225695
  robertogozzi

  Erstens ist diese Zeile nicht gut:

  PositionSize = RiskSize / c17 or c18//Compute PositionSize, no less than MinSize

  1	PositionSize = RiskSize / c17 or c18//Compute PositionSize, no less than MinSize

  Sie müssen zwei separate Berechnungen für Long und Short verwenden.

  Da die Berechnung von c17 und c18 außerdem NACH der Verwendung von PositionSize durchgeführt wird, muss ein Anfangswert von PositionSize festgelegt werden (vor der ersten Operation, also wenn TradePrice = 0).

  Dies ist die richtige Version:

  DEFPARAM CumulateOrders = False // Cumulating positions disabled Capital = 10000 //initial Capital Equity = Capital + StrategyProfit //current Equity PerCent = 1 //1% risk RiskSize = (Equity * PerCent / 100) //max. Money at risk //MinSize = 0.5 //0.5 lots minimum //Difference IF TradePrice = 0 THEN PositionSize17 = 1 PositionSize18 = 1 ELSE PositionSize17 = RiskSize / c17 //Compute PositionSize, no less than MinSize PositionSize18 = RiskSize / c18 //Compute PositionSize, no less than MinSize ENDIF //———————————————————————————— // Conditions for entering long positions c1 = (close > high[1]) c2 = ( close > high[2]) IF NOT onmarket AND c1 AND c2 THEN Buy PositionSize17 SHARES AT MARKET SL = Lowest[5](Low) c17 = close- (Lowest[5](Low)) set stop loss c17 Endif X = 20 if onmarket and BarIndex - TradeIndex = x Then sell at market endif // //———————————————————————————— // Conditions for entering short positions c3 = (close < low[1]) c4 = ( close < low[2]) IF NOT onmarket AND c3 AND c4 THEN sellshort PositionSize18 SHARES AT MARKET SL1 = highest[5](high) c18 = (highest[5](high))-close set stop loss SL1 Endif Y = 21 if onmarket and BarIndex - TradeIndex = y Then exitshort at market endif //GraphOnPrice sl1 AS "Stop Loss" coloured("Red",255) //graph PositionSize17 //graph PositionSize18

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  DEFPARAM CumulateOrders = False // Cumulating positions disabled   Capital = 10000 //initial Capital Equity = Capital + StrategyProfit //current Equity PerCent = 1 //1% risk RiskSize = (Equity * PerCent / 100) //max. Money at risk //MinSize = 0.5 //0.5 lots minimum //Difference IF TradePrice = 0 THEN PositionSize17 = 1 PositionSize18 = 1 ELSE PositionSize17 = RiskSize / c17 //Compute PositionSize, no less than MinSize PositionSize18 = RiskSize / c18 //Compute PositionSize, no less than MinSize ENDIF //———————————————————————————— // Conditions for entering long positions c1 = (close > high[1]) c2 = ( close > high[2])   IF NOT onmarket AND c1 AND c2 THEN Buy PositionSize17 SHARES AT MARKET   SL = Lowest[5](Low)   c17 = close- (Lowest[5](Low)) set stop loss c17   Endif X = 20 if onmarket and BarIndex - TradeIndex = x Then sell at market endif //   //———————————————————————————— // Conditions for entering short positions c3 = (close < low[1]) c4 = ( close < low[2])   IF NOT onmarket AND c3 AND c4 THEN sellshort PositionSize18 SHARES AT MARKET SL1 = highest[5](high)   c18 = (highest[5](high))-close set stop loss SL1   Endif Y = 21 if onmarket and BarIndex - TradeIndex = y Then exitshort at market endif   //GraphOnPrice sl1 AS "Stop Loss" coloured("Red",255) //graph PositionSize17 //graph PositionSize18

   

  

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