10.3 upgrade from 10.2 STOPS

• 02/23/2017 at 10:26 AM #26116
  Dymjohn

  Hi

  I attach an EA which is one I have put together from other posts on the website.

  On 10.3 the EA is not working the same as before the upgrade and I think it is to do with the stops.

  Firstly, having graphed the stop it places the correct stop where there are no previous trades running but appears to change this by 0.5 points on the next bar.

  Secondly, where a trade is closed and another is opened on the same bar it closes the second trade  at the end of the opening bar. There is no problem with the new stop being hit and I think its because the old stop must still be in place from the first trade but not sure.

  Can anyone help please ?

  // 5. BRENT 5 MIN MY MONEY MGMT AND MODIFIED TRAIL // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated //DEFPARAM FLATBEFORE = 001000 //DEFPARAM FLATAFTER = 160000 //DEFPARAM PRELOADBARS = 2000 //LastEntryTime = 130000 //ignore saturday and Sunday trading TD=Trading Day //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif // Money Management Capital = 4153 //at 17/2/17 Risk = 0.015 StopLoss = 40 // VARY TO DETERMINE RISK //Calculate contracts equity = Capital + StrategyProfit maxrisk = round(equity*Risk) PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) if PositionSize >= 10 Then PositionSize = 10 endif //prices to enter trades //if DayOfWeek = 1 Then //BuyPrice = (DHigh(2)+3*PointSize) //SellPrice = (DLow(2)-3*PointSize) //else //BuyPrice = (DHigh(1)+3*PointSize) //SellPrice = (DLow(1)-3*PointSize) //endif // Conditions to enter long positions indicator1 = TimeSeriesAverage[12](close) indicator2 = WilderAverage[60](close) c1 = (indicator1 >= indicator2) indicator3 = SMI[14,2,16](close) c2 = (indicator3 CROSSES OVER -44) IF c1 AND c2 THEN BUY PositionSize CONTRACT AT MARKET ENDIF // Conditions to enter short positions indicator4 = TimeSeriesAverage[28](close) indicator5 = WilderAverage[88](close) c3 = (indicator4 <= indicator5) indicator6 = SMI[8,1,16](close) c4 = (indicator6 >= 45) IF c3 AND c4 THEN SELLSHORT PositionSize CONTRACT AT MARKET ENDIF //trailing stop trailingstop = 45 //case SHORT order trailshort = 40 if shortonmarket then MINPRICE = MIN(MINPRICE,Low) //saving the MFE of the current trade if tradeprice(1)-MINPRICE> 0 then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailshort*pointsize //set the exit price at the MFE + trailing stop price level endif if tradeprice(1)-MINPRICE<= 0 then priceexit = tradeprice(1)+trailshort*pointsize endif endif //case LONG order if longonmarket then MAXPRICE = MAX(MAXPRICE,High) //saving the MFE of the current trade if MAXPRICE-tradeprice(1)>= 0 then //if the MFE is higher than the trailingstop then priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level endif if MAXPRICE-tradeprice(1)<= 0 then priceexit = tradeprice-trailingstop*pointsize// ensures trailing stop is in place mJAP improvement endif endif //exit on trailing stop price levels if onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif graph priceexit

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  // 5. BRENT 5 MIN MY MONEY MGMT AND MODIFIED TRAIL // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated //DEFPARAM FLATBEFORE = 001000 //DEFPARAM FLATAFTER = 160000 //DEFPARAM PRELOADBARS = 2000 //LastEntryTime = 130000 //ignore saturday and Sunday trading TD=Trading Day       //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif // Money Management Capital = 4153  //at 17/2/17 Risk = 0.015 StopLoss = 40 // VARY TO DETERMINE RISK //Calculate contracts equity = Capital + StrategyProfit maxrisk = round(equity*Risk) PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) if PositionSize >= 10 Then PositionSize = 10 endif   //prices to enter trades //if DayOfWeek = 1 Then //BuyPrice = (DHigh(2)+3*PointSize) //SellPrice = (DLow(2)-3*PointSize) //else //BuyPrice = (DHigh(1)+3*PointSize) //SellPrice = (DLow(1)-3*PointSize) //endif   // Conditions to enter long positions   indicator1 = TimeSeriesAverage[12](close) indicator2 = WilderAverage[60](close) c1 = (indicator1 >= indicator2)   indicator3 = SMI[14,2,16](close) c2 = (indicator3 CROSSES OVER -44)   IF c1 AND c2 THEN BUY PositionSize CONTRACT AT MARKET ENDIF   // Conditions to enter short positions indicator4 = TimeSeriesAverage[28](close) indicator5 = WilderAverage[88](close) c3 = (indicator4 <= indicator5)   indicator6 = SMI[8,1,16](close) c4 = (indicator6 >= 45)   IF c3 AND c4 THEN SELLSHORT PositionSize CONTRACT AT MARKET ENDIF     //trailing stop trailingstop = 45 //case SHORT order trailshort = 40   if shortonmarket then MINPRICE = MIN(MINPRICE,Low) //saving the MFE of the current trade if tradeprice(1)-MINPRICE> 0 then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailshort*pointsize //set the exit price at the MFE + trailing stop price level endif if tradeprice(1)-MINPRICE<= 0 then priceexit = tradeprice(1)+trailshort*pointsize endif endif   //case LONG order if longonmarket then MAXPRICE = MAX(MAXPRICE,High) //saving the MFE of the current trade if MAXPRICE-tradeprice(1)>= 0 then //if the MFE is higher than the trailingstop then priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level endif if MAXPRICE-tradeprice(1)<= 0 then priceexit = tradeprice-trailingstop*pointsize// ensures trailing stop is in place mJAP improvement endif endif   //exit on trailing stop price levels if onmarket and priceexit>0 then EXITSHORT AT priceexit STOP   SELL AT priceexit STOP endif graph priceexit

   

  

  Dymjohn

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  02/23/2017 at 10:36 AM #26117
  Dymjohn

  Sorry ignore first problem above that is a correct adjustment but second problem remains.

   

  

  Dymjohn

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  02/23/2017 at 11:40 AM #26123
  Dymjohn

  Have tried changing the code for exiting a trade to the attached to avoid trade bar exits still not working properly

  if shortonmarket and TradeIndex <> BarIndex then MINPRICE = MIN(MINPRICE,Low) //saving the MFE of the current trade if tradeprice(1)-MINPRICE> 0 then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailshort*pointsize //set the exit price at the MFE + trailing stop price level endif if tradeprice(1)-MINPRICE<= 0 then priceexit = tradeprice(1)+trailshort*pointsize endif endif //case LONG order if longonmarket and TradeIndex <> BarIndex then MAXPRICE = MAX(MAXPRICE,High) //saving the MFE of the current trade if MAXPRICE-tradeprice(1)>= 0 then //if the MFE is higher than the trailingstop then priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level endif if MAXPRICE-tradeprice(1)<= 0 then priceexit = tradeprice-trailingstop*pointsize// ensures trailing stop is in place mJAP improvement endif endif

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  if shortonmarket and TradeIndex <> BarIndex then MINPRICE = MIN(MINPRICE,Low) //saving the MFE of the current trade if tradeprice(1)-MINPRICE> 0 then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailshort*pointsize //set the exit price at the MFE + trailing stop price level endif if tradeprice(1)-MINPRICE<= 0 then priceexit = tradeprice(1)+trailshort*pointsize endif endif   //case LONG order if longonmarket and TradeIndex <> BarIndex then MAXPRICE = MAX(MAXPRICE,High) //saving the MFE of the current trade if MAXPRICE-tradeprice(1)>= 0 then //if the MFE is higher than the trailingstop then priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level endif if MAXPRICE-tradeprice(1)<= 0 then priceexit = tradeprice-trailingstop*pointsize// ensures trailing stop is in place mJAP improvement endif endif

   

  

  Dymjohn

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