2 STOPLOSS

• 05/18/2020 at 7:21 PM #132203
  mat024

  Ciao, stavo valutando di mettere due strategie in un solo codice, una strategia di tipo trend following e una mean reversing, è possibile mettere 2 stop loss e due target profit? uno per strategia e se possibile come devo fare? oppure devo far funzionare due strategie separate?

  Potrei sapere anche se è possibile modificare  lo stop loss in trailing stop oppure modificarne il valore se la posizione va in profitto in modo da proteggere i profitti?

  Grazie Mille

  Matteo

  MR & TF

  DEFPARAM CUMULATEORDERS = FALSE // MEAN REVERSING c01 = close < average [200] c1 = close crosses under average [41] c2 = close crosses over average[49] //ATRREV = AVERAGETRUERANGE[M]>AVERAGETRUERANGE[N][O] //TREND FOLLOWING c0 = close > average [200] c3 = close crosses over average [20] c4 = close crosses under average[50] //ATRFOL = AVERAGETRUERANGE[20]>AVERAGETRUERANGE[2][8] //c4 = averagetruerange[1]>averagetruerange[1][5] //____________________MEAN REVERSING______________________________ if c1 and c01 and not onmarket then buy 1000 CASH at market endif if c2 then sell at market endif set stop %loss (200) set target %profit (100) //___________________TREND FOLLOWING_____________________________ if c3 and c0 and not onmarket then buy 1000 cash at market endif if c4 then sell at market endif set stop $loss (100) set target %profit (100)

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  DEFPARAM CUMULATEORDERS = FALSE     // MEAN REVERSING c01 = close < average [200] c1 = close crosses under average [41] c2 = close crosses over average[49]   //ATRREV = AVERAGETRUERANGE[M]>AVERAGETRUERANGE[N][O]   //TREND FOLLOWING c0 = close > average [200] c3 = close crosses over average [20] c4 = close crosses under average[50]   //ATRFOL = AVERAGETRUERANGE[20]>AVERAGETRUERANGE[2][8]     //c4 = averagetruerange[1]>averagetruerange[1][5]   //____________________MEAN REVERSING______________________________ if c1 and c01 and not onmarket then buy 1000 CASH at market endif   if c2  then sell at market endif   set stop %loss (200) set target %profit (100) //___________________TREND FOLLOWING_____________________________ if c3 and c0 and not onmarket then buy 1000 cash at market endif   if c4 then sell at market endif   set stop $loss (100) set target %profit (100)

   

  

  mat024

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  05/19/2020 at 7:31 AM #132237
  Nicolas

  In questo caso, inserisci le istruzioni stoploss e takeprofit subito dopo aver inviato un ordine per ciascuna strategia specifica:

  //____________________MEAN REVERSING______________________________ if c1 and c01 and not onmarket then buy 1000 CASH at market set stop %loss (200) set target %profit (100) endif if c2 then sell at market endif //___________________TREND FOLLOWING_____________________________ if c3 and c0 and not onmarket then buy 1000 cash at market set stop $loss (100) set target %profit (100) endif if c4 then sell at market endif

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  //____________________MEAN REVERSING______________________________ if c1 and c01 and not onmarket then buy 1000 CASH at market set stop %loss (200) set target %profit (100) endif   if c2  then sell at market endif     //___________________TREND FOLLOWING_____________________________ if c3 and c0 and not onmarket then buy 1000 cash at market set stop $loss (100) set target %profit (100) endif   if c4 then sell at market endif

  In questo caso, lo stoploss è impostato una volta per tutti e per ciascuna strategia.

  

  Nicolas

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  05/23/2020 at 7:36 PM #132984
  mat024

  Ottimo !

  grazie ancora

  

  mat024

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