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STOP LOSS / TRAILING STOP PROBLEM – GUARANTEED STOPLOSS

Tanou · 2018-07-04T21:09:50+00:00

Hello everyone! I hope you are well! I have a problem that I am not able to solve and I don’t see where it is… Here is my code (I combine some seen on this site and some of mine 🙂 ) I’ve set up a trailing stop for the long positions and another for the shorts but I’d like to get a classic SL (implemented in the code in order not to touch the guaranty SL and pay an extra 1 point 😉 ) But it did not recognize my SL with the capital… Can you help me? 😀 //------------------------------------------------------------------------- // Code principal : DAX 5 Min //------------------------------------------------------------------------- // Trend Surfer DAX // code-Parameter DEFPARAM FlatAfter = 170000 // DAX trading window ONCE BuyTimeMorning = 90000 //90000 DAX 15 min / 90000 5 min ONCE SellTimeMorning = 121000 // 124000 DAX 15 min / 121000 5 min ONCE BuyTimeAfternoon = 133000 //133000 DAX 15 min / 133000 5 min ONCE SellTimeAfternoon = 160000 // 160000 DAX 15 min / 160000 5 min // traders dynamic indicator ONCE q = 14 ONCE r = 4 ONCE t = 29 // tdi filter parameter ONCE longPriceLevel = 35 ONCE shortPriceLevel = 40 ONCE middleBandLevel = 40 // trading parameter ONCE PositionSize = 1 // position management during trading window IF (Time >= BuyTimeMorning AND Time = BuyTimeAfternoon AND Time MiddleBand AND Priceline > longPriceLevel AND MiddleBand > middleBandLevel THEN BUY PositionSize CONTRACT AT MARKET ENDIF // short IF Not SHORTONMARKET AND Priceline CROSSES UNDER MiddleBand AND Priceline > shortPriceLevel THEN SELLSHORT PositionSize CONTRACT AT MARKET ENDIF // close position IF Time = SellTimeMorning OR Time = SellTimeAfternoon THEN // long IF LONGONMARKET THEN SELL AT MARKET ENDIF IF SHORTONMARKET THEN EXITSHORT AT MARKET ENDIF ENDIF ENDIF //************************************************************************ SL = 30 // Initial SL //TP = 30 TSL = 1 // Use TSL? TrailingDistance1 = A // Distance from close to TSL TrailingStep1 = B // Pips locked at start of TSL TrailingDistance2 = C // Distance from close to TSL TrailingStep2 = D // Pips locked at start of TSL //************************************************************************ IF TSL = 1 THEN //reset the stoploss value IF NOT ONMARKET THEN newSL = 0 CAND = 0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL = 0 AND CLOSE - TRADEPRICE(1) >= TrailingDistance1*PipSize THEN newSL = TRADEPRICE(1) + TrailingStep1*PipSize ENDIF //next moves CAND = BarIndex - TradeIndex IF newSL > 0 AND CLOSE[1] >= HIGHEST[CAND](CLOSE) THEN newSL = CLOSE[1] - TrailingDistance1*PipSize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL = 0 AND TRADEPRICE(1) - CLOSE[1] >= TrailingDistance2*PipSize THEN newSL = TRADEPRICE(1) - TrailingStep2*PipSize ENDIF //next moves CAND = BarIndex - TradeIndex IF newSL > 0 AND CLOSE[1] 0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF SET STOP pLOSS SL ENDIF //************************************************************************ CAPITAL = 10000 //Your initial capital IF POSITIONPERF < -0.002*(CAPITAL+STRATEGYPROFIT) THEN EXITSHORT AT MARKET ENDIF THANKS!

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STOP LOSS / TRAILING STOP PROBLEM – GUARANTEED STOPLOSS

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07/06/2018 at 12:32 PM #75468 quote

Tanou
Participant

Senior

As my demo is linked with my real account I don’t have to add fees for regular orders, but it does not count the stops as G SL.

When you you launch a robot in the real world you have the option to choose to be in G SL but not in the backtest and that’s my question, how do we set it up in backtest

07/06/2018 at 2:48 PM #75486 quote

Nicolas
Keymaster

Legend

The G stop has the same behavior as normal stoploss, in backtests stoploss price will always trigger at the exact same price than the price you set it at (because it doesn’t simulate the real market behavior). That’s what the G Stop is supposed to do, but in real trading, and it will also cost you an additional fee.

To simulate this fee in backtest, just manually add a markup on your spread or add order fee..
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STOP LOSS / TRAILING STOP PROBLEM – GUARANTEED STOPLOSS

ProOrder: Automated Strategies & Backtesting

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This topic contains 16 replies,
has 2 voices, and was last updated by Nicolas
8 years, 2 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/04/2018
Status:	Active
Attachments:	No files

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STOP LOSS / TRAILING STOP PROBLEM – GUARANTEED STOPLOSS

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STOP LOSS / TRAILING STOP PROBLEM – GUARANTEED STOPLOSS ProOrder: Automated Strategies & Backtesting

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STOP LOSS / TRAILING STOP PROBLEM – GUARANTEED STOPLOSS

ProOrder: Automated Strategies & Backtesting