VEXIT Stops For Swing Trade Systems

• 06/30/2021 at 4:15 PM #172827
  deletedaccount100622

  Hi

  the full article is linked below but the premise is to use the entry signal for a vectorial system as an exit signal for swing trading systems giving plunge protection, for the systems that I have tested so far this reduces the time in market, draw down and increases P&L through an increased trade count

  https://robofuturestrader.com/prorealtime-code-library-vexit/

  Code I used: Optimising for ang1 and ang2

  VExit

  timeframe(5minutes) once periodea = 12 once nbchandeliera = 14 once periodeb = 20 once nbchandelierb = 33 mma = exponentialaverage[periodea](close) adjasuroppo = (mma-mma[nbchandeliera]*pipsize) / nbchandeliera angle = (atan(adjasuroppo)) mmb = exponentialaverage[periodeb](close) pente = (mmb-mmb[nbchandelierb]*pipsize) / nbchandelierb trigger = exponentialaverage[periodeb+lag](pente) once lag = 5 // buy conditions condbuy = angle >= ang1 condbuy = condbuy and (pente crosses over trigger) and (pente < 0) condbuy = condbuy and average[20](totalprice)>average[20](totalprice)[1] condbuy = condbuy and close>low // short conditions condsell = angle <= -ang2 condsell = condsell and (pente crosses under trigger) and (pente > -2) condsell = condsell and average[35](totalprice)<average[35](totalprice)[1] condsell = condsell and close<high if longonmarket and condsell then sell at market endif if shortonmarket and condbuy then exitshort at market endif

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  timeframe(5minutes) once periodea      = 12 once nbchandeliera = 14 once periodeb      = 20 once nbchandelierb = 33     mma         = exponentialaverage[periodea](close) adjasuroppo = (mma-mma[nbchandeliera]*pipsize) / nbchandeliera angle       = (atan(adjasuroppo))   mmb         = exponentialaverage[periodeb](close) pente       = (mmb-mmb[nbchandelierb]*pipsize) / nbchandelierb trigger     = exponentialaverage[periodeb+lag](pente) once lag           =  5   // buy conditions condbuy = angle >= ang1 condbuy = condbuy and (pente crosses over trigger) and (pente < 0) condbuy = condbuy and average[20](totalprice)>average[20](totalprice)[1] condbuy = condbuy and close>low   // short conditions condsell = angle <= -ang2 condsell = condsell and (pente crosses under trigger) and (pente > -2) condsell = condsell and average[35](totalprice)<average[35](totalprice)[1] condsell = condsell and close<high   if longonmarket and condsell then sell at market endif if shortonmarket and condbuy then exitshort at market endif

   

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  Midlanddave

  

  deletedaccount100622

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  06/30/2021 at 4:25 PM #172832
  murre87

  No trailing stoploss?

  

  murre87

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  07/02/2021 at 3:47 PM #172989
  deletedaccount100622

  I use this as well as the usual trailing stop, it helps if the trailing stop hasn’t kicked in and there is a sudden move and also if the trailing take profit is keeping its distance but the market reverses, you can can get out before the trailing stop/BE is hit

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  GraHal

  

  deletedaccount100622

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  07/12/2021 at 3:17 PM #173519
  murre87

  How to combine this with trailing stop?

  

  murre87

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  09/29/2021 at 1:48 PM #178718
  Chrisorg

  Have a great day, traders. Not a long time ago, I started my trading career in the crypto market.

  

  Chrisorg

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