Trailing stop – aggiunta steps breakeven + steps incremento

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  • 01/22/2023 at 4:19 PM #207881 quote
    Simon
    Participant
    New

    Buongiorno Roberto,

    sarebbe possibile aggiungere al tuo codice di trailing stop un primo step che porta a breakeven  (es. al raggiungimento  di 30 punti di guadagno = sl a breakeven +1 punto, lasciando la variabile  PointsToKeep )

    successivamente solo al raggiungimento step2 (es. + 60 punti) inizia il trailing stop  con step di n. punti  (es.  20 punti)

    successivamente al raggiungimento step3 (es. + 120 punti) modifica il trailing stop  con step di n. punti  (es.  10 punti)

    Ti ringrazio anticipatamente per l’aiuto e per il grande lavoro per il forum.

     

    //trailing stop function

    IF NOT ONMARKET THEN

    TrailingStart = 20  //20 trailing will start @trailinstart points profit

    TrailingStep  = 5   //5  trailing step to move the “stoploss”

    Distance      = 7   //7  pips Distance from caurrent price (if required by the broker)

    PointsToKeep  = 1   //1  pips to be gained when breakeven is set

    //reset the stoploss value

    newSL=0

    ENDIF

    IF (BarIndex – TradeIndex) >= 0 THEN                                 //0

    //manage long positions

    IF LONGONMARKET THEN

    //first move (breakeven)

    IF newSL=0 AND high-TradePrice(1)>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN

    newSL = TradePrice(1)+TrailingStep*PipSize+PointsToKeep*PipSize

    ENDIF

    //next moves

    IF newSL>0 AND close-newSL>=TrailingStep*PipSize THEN

    newSL = newSL+TrailingStep*PipSize

    ENDIF

    ENDIF

     

    //manage short positions

    IF SHORTONMARKET THEN

    //first move (breakeven)

    IF newSL=0 AND TradePrice(1)-low>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN

    newSL = TradePrice(1)-TrailingStep*PipSize+PointsToKeep*PipSize

    ENDIF

    //next moves

    IF newSL>0 AND newSL-close>=TrailingStep*PipSize THEN

    newSL = newSL-TrailingStep*PipSize

    ENDIF

    ENDIF

     

    //stop order to exit the positions

    IF newSL>0 THEN

    IF LongOnMarket THEN

    IF (close + Distance) > newSL THEN

    SELL AT newSL STOP

    ELSIF (close – Distance) < newSL THEN

    SELL AT newSL LIMIT

    ELSE

    SELL AT Market

    ENDIF

    ELSIF ShortOnmarket THEN

    IF (close + Distance) < newSL THEN

    EXITSHORT AT newSL STOP

    ELSIF (close – Distance) > newSL THEN

    EXITSHORT AT newSL LIMIT

    ELSE

    EXITSHORT AT Market

    ENDIF

    ENDIF

    ENDIF

    ENDIF

    //**************************************

    01/24/2023 at 11:14 AM #208065 quote
    robertogozzi
    Moderator
    Master

    Eccolo (non l’ho provato):

    //trailing stop function
IF NOT ONMARKET THEN
   TrailingStart = 20  //20 trailing will start @trailinstart points profit
   TrailingStep  = 5   //5  trailing step to move the "stoploss"
   Distance      = 7   //7  pips Distance from caurrent price (if required by the broker)
   PointsToKeep  = 1   //1  pips to be gained when breakeven is set
   newSL         = 0   //reset the stoploss value
   Step2         = 0
   Step3         = 0
ELSE
   Pips          = PositionPerf * PositionPrice / PipSize
   IF (Pips >= 60) AND (Step2 = 0) THEN  //15 punti di step dopo 60 di profitto
      TrailingStep = 15
      Step2        = 1
   ENDIF
   IF (Pips >= 120) AND (Step3 = 0) THEN //30 punti di step dopo 120 di profitto
      TrailingStep = 30
      Step3        = 1
   ENDIF
ENDIF
IF (BarIndex - TradeIndex) >= 0 THEN                                 //0
   //manage long positions
   IF LONGONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND high-TradePrice(1)>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
         newSL = TradePrice(1)+TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND close-newSL>=TrailingStep*PipSize THEN
         newSL = newSL+TrailingStep*PipSize
      ENDIF
   ENDIF
   //manage short positions
   IF SHORTONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND TradePrice(1)-low>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
         newSL = TradePrice(1)-TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND newSL-close>=TrailingStep*PipSize THEN
         newSL = newSL-TrailingStep*PipSize
      ENDIF
   ENDIF
   //stop order to exit the positions
   IF newSL>0 THEN
      IF LongOnMarket THEN
         IF (close + Distance) > newSL THEN
            SELL AT newSL STOP
         ELSIF (close - Distance) < newSL THEN
            SELL AT newSL LIMIT
         ELSE
            SELL AT Market
         ENDIF
      ELSIF ShortOnmarket THEN
         IF (close + Distance) < newSL THEN
            EXITSHORT AT newSL STOP
         ELSIF (close - Distance) > newSL THEN
            EXITSHORT AT newSL LIMIT
         ELSE
            EXITSHORT AT Market
         ENDIF
      ENDIF
   ENDIF
ENDIF
//**************************************
    01/25/2023 at 10:47 AM #208180 quote
    Simon
    Participant
    New
    IF TS<>0 THEN
//trailing stop function

IF NOT ONMARKET THEN
TrailingStart = TS  //20 trailing will start @trailinstart points profit
TrailingStep  = 5   //5  trailing step to move the "stoploss"
Distance      = 50   //7  pips Distance from caurrent price (if required by the broker)
PointsToKeep  = 1   //1  pips to be gained when breakeven is set
newSL         = 0   //reset the stoploss value
Step2         = stp2  //60
Encr2         = Enc2  //15
Step3         = Stp3  //90
Encr3         = Enc3  //10
ELSE
Pips          = PositionPerf * PositionPrice / PipSize
IF (Pips >= Step2)  THEN  //15 punti di step dopo 60 di profitto
TrailingStep = Encr2
ENDIF
IF (Pips >= step3) THEN //30 punti di step dopo 120 di profitto
TrailingStep = Encr3
ENDIF
ENDIF
IF (BarIndex - TradeIndex) >= 0 THEN                                 //0
//manage long positions
IF LONGONMARKET THEN
//first move (breakeven)
IF newSL=0 AND high-TradePrice(1)>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
newSL = TradePrice(1)+TrailingStep*PipSize+PointsToKeep*PipSize
ENDIF
//next moves
IF newSL>0 AND close-newSL>=TrailingStep*PipSize THEN
newSL = newSL+TrailingStep*PipSize
ENDIF
ENDIF
//manage short positions
IF SHORTONMARKET THEN
//first move (breakeven)
IF newSL=0 AND TradePrice(1)-low>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
newSL = TradePrice(1)-TrailingStep*PipSize+PointsToKeep*PipSize
ENDIF
//next moves
IF newSL>0 AND newSL-close>=TrailingStep*PipSize THEN
newSL = newSL-TrailingStep*PipSize
ENDIF
ENDIF
//stop order to exit the positions
IF newSL>0 THEN
IF LongOnMarket THEN
IF (close + Distance) > newSL THEN
SELL AT newSL STOP
ELSIF (close - Distance) < newSL THEN
SELL AT newSL LIMIT
ELSE
SELL AT Market
ENDIF
ELSIF ShortOnmarket THEN
IF (close + Distance) < newSL THEN
EXITSHORT AT newSL STOP
ELSIF (close - Distance) > newSL THEN
EXITSHORT AT newSL LIMIT
ELSE
EXITSHORT AT Market
ENDIF
ENDIF
ENDIF
ENDIF
//**************************************
ENDIF

    Grazie Roberto,

    gentilissimo!

    Allego codice modificato con variabili, lo sto testando.

    Buona giornata

    robertogozzi thanked this post
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Trailing stop – aggiunta steps breakeven + steps incremento


ProOrder: Trading Automatico & Backtesting

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Simon @simontemp Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Simon
3 years ago.

Topic Details
Forum: ProOrder: Trading Automatico & Backtesting
Language: Italian
Started: 01/22/2023
Status: Active
Attachments: No files
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