Ayuda para crear estrategia de stops

• 12/11/2019 at 6:29 PM #114697
  moha85

  Hola,

  Lo primero saludar a toda la gente ya que este es mi 1º post y creo que  no sera el último ya que me estoy iniciando en la creación de mi primer sistema de trading, y lo segundo dar las gracias a cualquier persona que me lea y me responda.

  Bueno, estoy intentando crear un sistema escalonado de stops, ya que por ejemplo cuando el precio alcance +10 puntos de beneficio, el stop se ponga ya automáticamente a +2 y el siguiente paso, si el precio alcance los +15 el stop se mueva a +5, etc..y ya alcanzado por ejemplo +20, que haya un tralling stop de 10 en 10 puntos o un seguimiento de porcentaje en 30%

  He estado buscando y leyendo algo al respecto y encontre este hilo https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/  y me puse manos al lio, pero siempre el stop se coloca a +10 y cuando va a corto ni me coloca el los stops, me podeis ayudar?

  Estrategia de stops

  //trailing stop function trailingstart = 10 //trailing will start @trailinstart points profit trailingstep = 10 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //+10 a +2 IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+2 ENDIF //+15 a +5 IF newSL=tradeprice(1)+2 AND tradeprice(1)+15 THEN newSL = tradeprice(1)+5 ENDIF //+20 a +10 IF newSL=tradeprice(1)+5 AND tradeprice(1)+20 THEN newSL = tradeprice(1)+10 ENDIF //+20 a seguimiento de tralling 10p IF newSL=tradeprice(1)+10 AND tradeprice(1)+20 THEN newSL = tradeprice(1)+trailingstep ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //+10 a +2 IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-2 ENDIF //+10 a +5 IF newSL=tradeprice(1)-2 AND tradeprice(1)-10 THEN newSL = tradeprice(1)-5 ENDIF //+20 a +10 IF newSL=tradeprice(1)-5 AND tradeprice(1)-20 THEN newSL = tradeprice(1)-10 ENDIF //+20 a seguimiento de tralling 10p IF newSL=tradeprice(1)-10 AND tradeprice(1)-20 THEN newSL = tradeprice(1)-trailingstep ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55

  //trailing stop function trailingstart = 10 //trailing will start @trailinstart points profit trailingstep = 10 //trailing step to move the "stoploss"     //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //+10 a +2 IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+2 ENDIF //+15 a +5 IF newSL=tradeprice(1)+2 AND tradeprice(1)+15 THEN newSL = tradeprice(1)+5 ENDIF //+20 a +10 IF newSL=tradeprice(1)+5 AND tradeprice(1)+20 THEN newSL = tradeprice(1)+10 ENDIF //+20 a seguimiento de tralling 10p IF newSL=tradeprice(1)+10 AND tradeprice(1)+20 THEN newSL = tradeprice(1)+trailingstep ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //+10 a +2 IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-2 ENDIF //+10 a +5 IF newSL=tradeprice(1)-2 AND tradeprice(1)-10 THEN newSL = tradeprice(1)-5 ENDIF //+20 a +10 IF newSL=tradeprice(1)-5 AND tradeprice(1)-20 THEN newSL = tradeprice(1)-10 ENDIF //+20 a seguimiento de tralling 10p IF newSL=tradeprice(1)-10 AND tradeprice(1)-20 THEN newSL = tradeprice(1)-trailingstep ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

  Gracias y un saludo

  

  moha85

  Participant

  Topics: 2

  Replies: 4

  Been thanked: 0 times
  12/11/2019 at 11:34 PM #114717
  Juan Salas

  Hola moha85,

  Bienvenido a Prorealcode. A continuación pongo un trailing que yo utilizo y que te permite como quieres tener muchos pasos de trailing. Ejemplo: Si estas en LARGO y el precio sube, al cierre de la vela captura el máximo valor y en relación a ese valor te pone un STOP. A medida que el precio sube va subiendo el STOP, pero ya nunca vuelve atrás.

  Para poder personalizarlo, tienes que poner tus cantidades en pips/points en startbreakeven, que serán los valores del precio donde quieres que a partir de ahi, se empiecen a poner los STOP (pointstokeep).

  Este código es una simple modificación de uno que he ido cogiendo de la librería de PRC. Cuando te familiarices con la programación, podrás modificarlo como quieras. El código, como puedes ver es para largos y cortos. Los puntos de trailing (startbreakeven y pointstokeep) son los mismos para las dos direcciones.

  Espero que te sirva. Si tienes alguna duda, no tengas problema en volver a preguntar.

  Saludos,

  // TRAILING ////////////////////////////////////////////////////////////////////////////////////////////////////////// startBreakeven1 =2 startBreakeven2 =4 startBreakeven3 =6 startBreakeven4 =8 startBreakeven5 =10 startBreakeven6 =12 startBreakeven7 =14 startBreakeven8 =16 startBreakeven9 =18 startBreakeven10 =20 startBreakeven11 =22 startBreakeven12 =24 startBreakeven13 =26 startBreakeven14 =28 startBreakeven15 =30 startBreakeven16 =32 startBreakeven17 =34 startBreakeven18 =36 startBreakeven19 =38 startBreakeven20 =40 ////////////////////// PointsToKeep1 =2 PointsToKeep2 =3 PointsToKeep3 =4 PointsToKeep4 =6 PointsToKeep5 =7 PointsTokeep6 =8 PointsToKeep7 =8 PointsToKeep8 =8 PointsToKeep9 =10 PointsTokeep10 =10 PointsToKeep11 =10 PointsToKeep12 =10 PointsToKeep13 =12 PointsToKeep14 =12 PointsToKeep15 =12 PointsTokeep16 =12 PointsToKeep17 =14 PointsToKeep18 =14 PointsToKeep19 =14 PointsTokeep20 =14 //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 maxprice=0 minprice=close ENDIF // LARGOS // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven1*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep1*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven2*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep2*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven3*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep3*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven4*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep4*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven5*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep5*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven6*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep6*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven7*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep7*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven8*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep8*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven9*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep9*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven10*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep10*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven11*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep11*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven12*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep12*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven13*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep13*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven14*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep14*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven15*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep15*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven16*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep16*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven17*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep17*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven18*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep18*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven19*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep19*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven20*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep20*pipsize ENDIF ENDIF // CORTOS // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven1*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep1*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven2*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep2*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven3*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep3*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven4*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep4*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven5*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep5*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven6*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep6*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven7*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep7*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven8*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep8*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven9*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep9*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven10*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep10*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven11*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep11*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven12*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep12*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven13*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep13*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven14*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep14*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven15*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep15*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven16*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep16*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven17*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep17*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven18*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep18*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven19*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep19*pipsize ENDIF ENDIF // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven20*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep20*pipsize ENDIF ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP EXITSHORT AT breakevenLevel STOP ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422

  // TRAILING ////////////////////////////////////////////////////////////////////////////////////////////////////////// startBreakeven1 =2 startBreakeven2 =4 startBreakeven3 =6 startBreakeven4 =8 startBreakeven5 =10 startBreakeven6 =12 startBreakeven7 =14 startBreakeven8 =16 startBreakeven9 =18 startBreakeven10 =20   startBreakeven11 =22 startBreakeven12 =24 startBreakeven13 =26 startBreakeven14 =28 startBreakeven15 =30 startBreakeven16 =32 startBreakeven17 =34 startBreakeven18 =36 startBreakeven19 =38 startBreakeven20 =40   //////////////////////   PointsToKeep1 =2 PointsToKeep2 =3 PointsToKeep3 =4 PointsToKeep4 =6 PointsToKeep5 =7 PointsTokeep6 =8 PointsToKeep7 =8 PointsToKeep8 =8 PointsToKeep9 =10 PointsTokeep10 =10   PointsToKeep11 =10 PointsToKeep12 =10 PointsToKeep13 =12 PointsToKeep14 =12 PointsToKeep15 =12 PointsTokeep16 =12 PointsToKeep17 =14 PointsToKeep18 =14 PointsToKeep19 =14 PointsTokeep20 =14   //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 maxprice=0 minprice=close ENDIF   // LARGOS // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven1*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep1*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven2*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep2*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven3*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep3*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven4*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep4*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven5*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep5*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven6*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep6*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven7*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep7*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven8*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep8*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven9*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep9*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven10*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep10*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven11*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep11*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven12*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep12*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven13*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep13*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven14*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep14*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven15*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep15*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven16*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep16*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven17*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep17*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven18*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep18*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven19*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep19*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET THEN maxprice=max(maxprice,close) IF maxprice-tradeprice(1)>=startBreakeven20*pipsize THEN //calculate the breakevenLevel breakevenLevel = maxprice-PointsToKeep20*pipsize ENDIF ENDIF     // CORTOS // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven1*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep1*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven2*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep2*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven3*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep3*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven4*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep4*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven5*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep5*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven6*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep6*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven7*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep7*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven8*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep8*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven9*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep9*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven10*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep10*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven11*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep11*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven12*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep12*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven13*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep13*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven14*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep14*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven15*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep15*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven16*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep16*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven17*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep17*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven18*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep18*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven19*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep19*pipsize ENDIF ENDIF   // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET THEN minprice=min(minprice,close) IF tradeprice(1)-minprice>=startBreakeven20*pipsize THEN //calculate the breakevenLevel breakevenLevel = minprice+PointsToKeep20*pipsize ENDIF ENDIF   //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP EXITSHORT AT breakevenLevel STOP ENDIF

   

  1 user thanked author for this post.

  moha85

  

  Juan Salas

  Participant

  Topics: 39

  Replies: 246

  Been thanked: 63 times
  12/12/2019 at 5:44 PM #114757
  moha85

  Muchisimas gracias de verdad Juan Salas,

  Solo he usa 6  startBreakeven y PointsToKeep, pero no se si realmente está haciendo bien lo que yo le he determinado, hay alguna manera visualizar ese seguimiento a través de un graph?

  Tambien me gustaria que pasado el starbreakeven6, este realice un trallingstop del 70%, pero imagino que esto sera ya otra función diferente, como sería esto?

  Otra cosilla que estoy buscando pero todavía no la he encontrado, podría usar esta función de breakeven pero determinado pasados X periodos desde la entrada del trade?

   

  Perdon por tantas preguntas, pero llevando tan solo 5 dias metido en el mundillo, me abrumo con tanta información en el foro

   

  De nuevo gracias por todo 🙂

  Un saludo

  

  moha85

  Participant

  Topics: 2

  Replies: 4

  Been thanked: 0 times
  12/12/2019 at 7:33 PM #114769
  Juan Salas

  No sabría como verlo a través de la función graph en un backtest. En mi opinion, aunque rudimentaria, la mejor forma de visualizarlo es ponerlo en demo y ver como va moviéndose el stop loss a medida que avanza el precio.

  Si solo utilizas 6 pasos, puedes borrar o descomentar el resto. En cuanto a lo que me comentas del trailing, no sabría ahora mismo como hacerlo.

  En cuanto a que el breakeven entre después de x periodos, puedes probar lo siguiente:

  //place the new stop orders on market at breakevenLevel IF barindex-tradeindex(1)>=10 AND breakevenLevel>0 THEN SELL AT breakevenLevel STOP EXITSHORT AT breakevenLevel STOP ENDIF

  1 2 3 4 5

  //place the new stop orders on market at breakevenLevel IF barindex-tradeindex(1)>=10 AND breakevenLevel>0 THEN SELL AT breakevenLevel STOP EXITSHORT AT breakevenLevel STOP ENDIF

  No lo he probado, pero sería algo parecido. Puedes cambiar el 10, por el numero de periodos que prefieras.

  Saludos

  

  Juan Salas

  Participant

  Topics: 39

  Replies: 246

  Been thanked: 63 times
  12/13/2019 at 10:12 AM #114803
  moha85

  Gracias de verdad,

  Por lo que veo esa función está escrita para que entre el breakevenlevel1 a los 10 periodos, pero imagino que tendria que ponerlo también para el resto de breakeven,no? o ya solo con este afecta a los demás?

  Lo de visualizar el movimiento del breakeven, en el codigo de mi primer post, utiliza la función graph enlazado a newSL y si que funcionaba, ahora en este caso, no se como enlazarlo 🙁

  Lo de cubrir el 70% de ganancias después del breakeven6 ( es el ultimo que tengo puesto), quizás se podría reconducir esta función a un trallingstop que contenga esta función…

   

  Un saludo y de nuevo mil gracias!!

  

  moha85

  Participant

  Topics: 2

  Replies: 4

  Been thanked: 0 times
  12/13/2019 at 6:01 PM #114837
  Juan Salas

  El breakevenlevel afecta a todos los niveles. Como puedes ver en cada escalón de precio el valor del STOP es breakevenlevel, así que no hay breakevenlevel1, 2, etc.

  En cuanto al graph, en vez de NewSL, ahora deberías poner “graph breakevenlevel”

  En cuanto a mantener el 70% de ganancia, puedes calcularlo de esta manera:

  si el startbreakeven8 (ejemplo) =100, el correspondiente pointstokeep8 sería=30. Dado que lo que hace el código es que una vez alcanza los 100 pips, pone el STOP LOSS a 100-30= 70pips en positivo desde el precio de compra. No tienes que hacerlo desde el principio. Los primeros pasos puedes poner los valores que creas, y a partir de un escalón determinado, podrías mantener la proporcionalidad del 70% en todos los pasos siguientes.

   

   

  

  Juan Salas

  Participant

  Topics: 39

  Replies: 246

  Been thanked: 63 times
• Author
  Posts