StrategyProfit negative Then QUIT, how its calculated

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  • #168381 quote
    ScalpTrader
    Participant
    Junior

    I’ve the following in my code

    IF StrategyProfit<-300 then
    QUIT
    ENDIF
    

    As I understand it, and as I’ve read in the description, the system shall QUIT once the StrategyProfit is down, in my case, 300 of that instrument’s currency. It would calculate the Profit – Loss and when -300 then QUIT.
    This system just quit and got the message it quit because of QUIT command. But my profit isn’t down 300 it’s “just” down 82.

    Have I misunderstood how its calculated?
    Is it calculated from its highest point, ie when drawdown is -300 it quits?

    attached from Detailed Report

    Skärmavbild-2021-04-29-kl.-13.45.06.png Skärmavbild-2021-04-29-kl.-13.45.06.png Skärmavbild-2021-04-29-kl.-13.45.26.png Skärmavbild-2021-04-29-kl.-13.45.26.png
    #168385 quote
    ScalpTrader
    Participant
    Junior

    Hmm, saw now that I probably posted in the wrong forum section, sorry for that. Let me know if I should re-post

    #168390 quote
    Nicolas
    Keymaster
    Master

    Could you GRAPH STRATEGYPROFIT please? I moved your topic in the good section, dont worry.

    #168392 quote
    ScalpTrader
    Participant
    Junior

    Thanks Nicolas

    This happened on a script that was running in Demo mode, how would I use GRAPH on a “running” script?

    #168393 quote
    ScalpTrader
    Participant
    Junior

    Dunno if it helps or would be comparable but here are the graphs from detailed report

    Skärmavbild-2021-04-29-kl.-14.49.25.png Skärmavbild-2021-04-29-kl.-14.49.25.png
    #168433 quote
    Nicolas
    Keymaster
    Master

    Ok, I wasn’t sure it happened during live trading with ProOrder. But is it possible now to backtest the same period and see what happen please? Are you using MTF ?

    Your code is correct, the strategy should QUIT if the overall achieved profit is under -300$.

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StrategyProfit negative Then QUIT, how its calculated


ProOrder: Automated Strategies & Backtesting

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This topic contains 5 replies,
has 2 voices, and was last updated by Nicolas
4 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/29/2021
Status: Active
Attachments: 3 files
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