Trailing stop – aggiunta steps breakeven + steps incremento

Viewing 3 posts - 1 through 3 (of 3 total)

Author

Posts

01/22/2023 at 4:19 PM #207881 quote

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

//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

//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

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

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

robertogozzi

Moderator

Legend

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