stop loss & profit

• 07/05/2022 at 9:33 PM #196823
  Damien00121

  Salve,

  vorrei sapere, se possibile, come tradurre in codice un’istruzione di questo tipo :

  SET STOP %LOSS 3 %TRAILING 6

  1	SET STOP %LOSS 3 %TRAILING 6

  per poter controllarne l’andamento e l’uscita anche come indicatore.

  Grazie

  Damien

   

  

  Damien00121

  Participant

  Topics: 7

  Replies: 28

  Been thanked: 1 time
  07/05/2022 at 9:59 PM #196824
  robertogozzi

  Innanzitutto occorre dire che

  SET STOP %LOSS 3 %TRAILING 6

  1	SET STOP %LOSS 3 %TRAILING 6

  funziona solo in backtest, non live, in qusnto non è possibile indicare due stop diversi sulla stessa linea.

  Mettendoli su linee separate, la seconda prevarrà, in quanto l’esecuzione sequenziale del codice fa si che la seconda linea sovrascriva la prima.

  Quindi devi mettere solo la prima  cioè SET STOP %LOSS 3, poi usare un codice per il trailing stop (sul forum ce ne sono molti tipi).

   

  1 user thanked author for this post.

  Damien00121

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16638

  Been thanked: 3761 times
  07/06/2022 at 10:54 AM #196877
  Damien00121

  Roberto,

  perdonami se continuo nella richiesta.

  Sto cercando nel forum di prorealcode ed effettivamente trovo tanti codici di trailing stop.

  Io vorrei conoscere il codice che replica questo :

  SET STOP %TRAILING x

  1	SET STOP %TRAILING x

  laddove x può essere quel 3-4-5%

  Grazie

  Saluti

  Damien

  

  Damien00121

  Participant

  Topics: 7

  Replies: 28

  Been thanked: 1 time
  07/07/2022 at 9:01 AM #196946
  robertogozzi

  Questo è il codice di Nicolas, modificato per l’uso con le percentuali:

  //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // using Percentages // //trailing stop function // StartPerCent = 0.5 //Trailing Stop will activate after 0.5% gain StepPerCent = 0.1 //Trailing Steps will occur at any further 0.1% gain // trailingstart = PositionPrice * StartPerCent / 100 / PipSize trailingstep = PositionPrice * StepPerCent / 100 / PipSize // //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-PositionPrice>=trailingstart*pipsize THEN newSL = PositionPrice+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = max(newSL,newSL+trailingstep*pipsize) ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND PositionPrice-close>=trailingstart*pipsize THEN newSL = PositionPrice-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = min(newSL,newSL-trailingstep*pipsize) ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //********************************************************************************* //graphonprice PositionPrice coloured(0,0,255,255) //graphonprice newSL coloured(255,0,0,255) //graph TrailingStart //graph TrailingStep

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52

  //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // using Percentages // //trailing stop function // StartPerCent  = 0.5    //Trailing Stop will activate after 0.5% gain StepPerCent   = 0.1    //Trailing Steps will occur at any further 0.1% gain // trailingstart = PositionPrice * StartPerCent / 100 / PipSize trailingstep  = PositionPrice * StepPerCent  / 100 / PipSize // //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-PositionPrice>=trailingstart*pipsize THEN newSL = PositionPrice+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = max(newSL,newSL+trailingstep*pipsize) ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND PositionPrice-close>=trailingstart*pipsize THEN newSL = PositionPrice-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = min(newSL,newSL-trailingstep*pipsize) ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //********************************************************************************* //graphonprice PositionPrice coloured(0,0,255,255) //graphonprice newSL         coloured(255,0,0,255) //graph TrailingStart //graph TrailingStep

  Devi assegnare alle due variabili StartPerCent e StepPerCent il valore che preferisci. Poi devi aggiungere TUTTE le righe alla FINE del tuo codice, senza cambiare altro (puoi togliere tutto ciò che è commentato, ovviamente).

  1 user thanked author for this post.

  Damien00121

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16638

  Been thanked: 3761 times
• Author
  Posts