Brauche Hilfe: Big Line Strategy von Paul

• 12/07/2017 at 4:03 PM #54992
  raphaelopilski

  Hi, mein System zeigt bei der Big Line Strategy von Paul an, dass es keine %Trailing stops durchführt. Das hab ich jetzt in Punkte umgewandelt. Jetzt sagt mir das System aber noch “Kombinierte Stops können bei Pro Order nicht verwendet werden”

  Kann mir da jemand helfen? Anbei der Code:

  //------------------------------------------------------------------------- // Main code : Big Line Strategy //------------------------------------------------------------------------- // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000 // time rules ONCE entertime = 090000 ONCE lasttime = 173000 ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimefriday=180000 tt1 = time >= entertime tt2 = time <= lasttime tradetime = tt1 and tt2 // positionsize and stops positionsize=1+min(25,(strategyprofit/50000)) if strategyprofit <0 then positionsize=1 endif if strategyprofit>25000 then quit endif sl=100 // % stoploss ts=150 // % trailing stop pt=250 // % profit target // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 endif // trade criteria lc = tradetime and countoflongshares < 1 and longtradecounter < 1 sc = tradetime and countofshortshares < 1 and shorttradecounter < 1 // line criteria CurrentPrice = round(dclose(1)) MPmod = 131 //131 Factor = 113 // 116 defines lines AboveLevel0 = CurrentPrice mod MPmod StartLevel = CurrentPrice - AboveLevel0 Level00Up = Startlevel Level10Up = StartLevel + (1*Factor) Level20Up = StartLevel + (2*Factor) Level30Up = StartLevel + (3*Factor) Level40Up = StartLevel + (4*Factor) Level50Up = StartLevel + (5*Factor) Level60Up = StartLevel + (6*Factor) Level70Up = StartLevel + (7*Factor) Level80Up = StartLevel + (8*Factor) Level90Up = StartLevel + (9*Factor) Level00Down = Startlevel Levell0Down = StartLevel - (1*Factor) Level20Down = StartLevel - (2*Factor) Level30Down = StartLevel - (3*Factor) Level40Down = StartLevel - (4*Factor) Level50Down = StartLevel - (5*Factor) Level60Down = StartLevel - (6*Factor) Level70Down = StartLevel - (7*Factor) Level80Down = StartLevel - (8*Factor) Level90Down = StartLevel - (9*Factor) l0= close crosses over Level00Up or close crosses over Level00Down l1= close crosses over Level10Up or close crosses over Levell0Down l2= close crosses over Level20Up or close crosses over Level20Down l3= close crosses over Level30Up or close crosses over Level30Down l4= close crosses over Level40Up or close crosses over Level40Down l5= close crosses over Level50Up or close crosses over Level50Down l6= close crosses over Level60Up or close crosses over Level60Down l7= close crosses over Level70Up or close crosses over Level70Down l8= close crosses over Level80Up or close crosses over Level80Down l9= close crosses over Level90Up or close crosses over Level90Down s0= close crosses under Level00Down or close crosses under Level00Up s1= close crosses under Levell0Down or close crosses under Level10Up s2= close crosses under Level20Down or close crosses under Level20Up s3= close crosses under Level30Down or close crosses under Level30Up s4= close crosses under Level40Down or close crosses under Level40Up s5= close crosses under Level50Down or close crosses under Level50Up s6= close crosses under Level60Down or close crosses under Level60Up s7= close crosses under Level70Down or close crosses under Level70Up s8= close crosses under Level80Down or close crosses under Level80Up s9= close crosses under Level90Down or close crosses under Level90Up // extra criteria elc=high < MIN(dhigh(1),dhigh(2)) esc=low > MAX(dlow(1),dlow(2)) // long entry If lc and elc and (l0 or l1 or l2 or l3 or l4 or l5 or l6 or l7 or l8 or l9) then buy positionsize contract at market longtradecounter=longtradecounter + 1 endif // short entry if sc and esc and (s0 or s1 or s2 or s3 or s4 or s5 or s6 or s7 or s8 or s9) then sellshort positionsize contract at market shorttradecounter=shorttradecounter + 1 endif // exit all If onmarket and time >= closetime then sell at market exitshort at market endif // exit friday at set closetime if onmarket and (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif // build-in exit SET STOP pLOSS sl

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  //------------------------------------------------------------------------- // Main code : Big Line Strategy //-------------------------------------------------------------------------   // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000   // time rules ONCE entertime = 090000 ONCE lasttime  = 173000 ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimefriday=180000   tt1 = time >= entertime tt2 = time <= lasttime tradetime = tt1 and tt2   // positionsize and stops positionsize=1+min(25,(strategyprofit/50000)) if strategyprofit <0 then positionsize=1 endif if strategyprofit>25000 then quit endif       sl=100   // % stoploss ts=150 // % trailing stop pt=250 // % profit target   // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 endif   // trade criteria lc = tradetime and countoflongshares < 1 and longtradecounter < 1 sc = tradetime and countofshortshares < 1 and shorttradecounter < 1   // line criteria CurrentPrice = round(dclose(1)) MPmod  = 131 //131 Factor = 113   // 116 defines lines AboveLevel0 = CurrentPrice mod MPmod StartLevel = CurrentPrice - AboveLevel0   Level00Up = Startlevel Level10Up = StartLevel + (1*Factor) Level20Up = StartLevel + (2*Factor) Level30Up = StartLevel + (3*Factor) Level40Up = StartLevel + (4*Factor) Level50Up = StartLevel + (5*Factor) Level60Up = StartLevel + (6*Factor) Level70Up = StartLevel + (7*Factor) Level80Up = StartLevel + (8*Factor) Level90Up = StartLevel + (9*Factor)   Level00Down = Startlevel Levell0Down = StartLevel - (1*Factor) Level20Down = StartLevel - (2*Factor) Level30Down = StartLevel - (3*Factor) Level40Down = StartLevel - (4*Factor) Level50Down = StartLevel - (5*Factor) Level60Down = StartLevel - (6*Factor) Level70Down = StartLevel - (7*Factor) Level80Down = StartLevel - (8*Factor) Level90Down = StartLevel - (9*Factor)   l0= close crosses over Level00Up or close crosses over Level00Down l1= close crosses over Level10Up or close crosses over Levell0Down l2= close crosses over Level20Up or close crosses over Level20Down l3= close crosses over Level30Up or close crosses over Level30Down l4= close crosses over Level40Up or close crosses over Level40Down l5= close crosses over Level50Up or close crosses over Level50Down l6= close crosses over Level60Up or close crosses over Level60Down l7= close crosses over Level70Up or close crosses over Level70Down l8= close crosses over Level80Up or close crosses over Level80Down l9= close crosses over Level90Up or close crosses over Level90Down   s0= close crosses under Level00Down or close crosses under Level00Up s1= close crosses under Levell0Down or close crosses under Level10Up s2= close crosses under Level20Down or close crosses under Level20Up s3= close crosses under Level30Down or close crosses under Level30Up s4= close crosses under Level40Down or close crosses under Level40Up s5= close crosses under Level50Down or close crosses under Level50Up s6= close crosses under Level60Down or close crosses under Level60Up s7= close crosses under Level70Down or close crosses under Level70Up s8= close crosses under Level80Down or close crosses under Level80Up s9= close crosses under Level90Down or close crosses under Level90Up   // extra criteria elc=high < MIN(dhigh(1),dhigh(2)) esc=low > MAX(dlow(1),dlow(2))   // long entry If lc and elc and (l0 or l1 or l2 or l3 or l4 or l5 or l6 or l7 or l8 or l9) then buy positionsize contract at market longtradecounter=longtradecounter + 1 endif   // short entry if sc and esc and (s0 or s1 or s2 or s3 or s4 or s5 or s6 or s7 or s8 or s9) then sellshort positionsize contract at market shorttradecounter=shorttradecounter + 1 endif   // exit all If onmarket and time >= closetime then sell at market exitshort at market endif   // exit friday at set closetime if onmarket and (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif   // build-in exit SET STOP pLOSS sl

   

  

  raphaelopilski

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  12/07/2017 at 4:04 PM #54993
  raphaelopilski

  da fehlte was, die letzten Reihen sehen so aus:

  // build-in exit SET STOP pLOSS sl pTRAILING ts SET TARGET pPROFIT pt

  1 2 3

  // build-in exit SET STOP pLOSS sl pTRAILING ts SET TARGET pPROFIT pt

   

  

  raphaelopilski

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  12/08/2017 at 8:46 AM #55031
  Nicolas

  Sie können nicht 2 Stoploss im selben Code wie dieser kombinieren. Es ist nicht mit IG ProOrder Live-Handel kompatibel.

   

  

  Nicolas

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  12/22/2017 at 8:15 AM #56323
  mr blue

  Abhängig von deinem Konto bei IG ist auch Trailing Stop nicht mehr erlaubt …

  

  mr blue

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