Break even reagiert nicht

• 02/03/2025 at 11:16 AM #243361
  axmichi

  Break even Level

  startBreakeven = 3 PercentToKeep = 0.05 ONCE Tally = 0 IF Date >= 20080121 THEN //20071224 , 20080121 IF ((DayOfWeek = 1) OR (DayOfWeek > 1) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) AND OnMarket AND (Tally = 3) THEN SELL AT MARKET ENDIF IF ((DayOfWeek = 1) OR (DayOfWeek > 1) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) THEN Tally = Tally + 1 ENDIF c1 = High[1]-Low[1] > High[0]-Low[0] IF ((DayOfWeek = 1) OR ((DayOfWeek > 1)) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) AND ((Tally MOD 11) = 1) and Not OnMarket THEN BUY 1 CONTRACT AT MARKET Tally = 1 set stop %loss 4.5 IF NOT ONMARKET THEN breakevenLevel=0 ENDIF IF LONGONMARKET AND positionperf>=startBreakeven THEN PointsToKeep = (tradeprice(1)/100)*PercentToKeep breakevenLevel = tradeprice(1)+PointsToKeep ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF ENDIF ENDIF

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  startBreakeven = 3 PercentToKeep = 0.05   ONCE Tally = 0 IF Date >= 20080121 THEN  //20071224 , 20080121   IF ((DayOfWeek = 1) OR (DayOfWeek > 1) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) AND OnMarket AND (Tally = 3) THEN SELL AT MARKET   ENDIF IF ((DayOfWeek = 1) OR (DayOfWeek > 1) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) THEN Tally = Tally + 1 ENDIF   c1 = High[1]-Low[1] >  High[0]-Low[0]   IF ((DayOfWeek = 1) OR ((DayOfWeek > 1)) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) AND ((Tally MOD 11) = 1)  and Not OnMarket THEN BUY 1 CONTRACT AT MARKET Tally = 1   set stop %loss 4.5 IF NOT ONMARKET THEN breakevenLevel=0 ENDIF   IF LONGONMARKET AND positionperf>=startBreakeven THEN PointsToKeep = (tradeprice(1)/100)*PercentToKeep breakevenLevel = tradeprice(1)+PointsToKeep ENDIF   //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF     ENDIF ENDIF

  Hallo,

  ich habe diesem Code einen Break even hinzugefügt.

  Der stop Loss soll nachgezogen werden, wenn der Kurs 3 im Gewinn ist.

   

  Egal was ich oben bei startbreakeven und Percenttokeep eintrage, es ändert sich nichts am Ergebnis. Woran leigt das?

  Kann man den Stop Loss und die Verschiebung im chart sichtbar machen?

   

  Vielen Dank

  

  axmichi

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  02/03/2025 at 2:57 PM #243369
  Iván

  Guten Tag! Wenn ich Ihren Code durchsehe, sehe ich etwas, das niemals passieren wird (siehe Screenshot). In Zeile 17 legen Sie mit dem IF die Bedingung fest, aus dem Markt auszusteigen. Dies impliziert, dass Zeile 26 niemals wahr sein wird. Sie müssen daher das IF ändern (früher beenden) und so steuern, wann Sie nicht auf dem Markt sind bzw. wann Sie im Markt sind. Um etwas in das Diagramm zu zeichnen, können Sie andererseits Folgendes verwenden: graphonprice yourvariable coloured("red")

  

  Iván

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  02/03/2025 at 6:06 PM #243385
  robertogozzi

  Außerdem fällt mir in Zeile 26 eine Bedingung auf, die fast unmöglich zu erfüllen ist:

  positionperf>=startBreakeven

  1	positionperf>=startBreakeven

  weil startBreakeven den Wert 3 hat, was Sie wohl als 3 % meinen, während PositionPerf ein Multiplikator ist, sodass 3 % 0,03 zurückgeben.
  Ihre anfängliche 3 steht also für 300 %, was meiner Meinung nach fast unmöglich zu erreichen ist!
  Versuchen Sie, 3 auf 0,03 zu ändern (was in vielen Fällen immer noch sehr hoch ist, versuchen Sie auch 0,003, was 0,3 % entspricht).

   

  

  robertogozzi

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  02/03/2025 at 7:50 PM #243401
  axmichi

  Hallo, danke ich habe das not onmarket gelöscht und den Startbreakeven auf 0.03.

   

  Jedoch ändert das im Ergebnis gar nichts?

  Kann es an der der Reihenfolge im Code liegen…

  

  axmichi

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  02/03/2025 at 11:39 PM #243414
  robertogozzi

  Diese Version scheint für mich korrekt zu funktionieren (ich habe sie auf DAX Daily getestet):

  startBreakeven = 0.005 PercentToKeep = 0.03 ONCE Tally = 0 IF NOT ONMARKET THEN breakevenLevel=0 ENDIF IF Date >= 20080121 THEN //20071224 , 20080121 IF ((DayOfWeek = 1) OR (DayOfWeek > 1) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) AND OnMarket AND (Tally = 3) THEN SELL AT MARKET ENDIF IF ((DayOfWeek = 1) OR (DayOfWeek > 1) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) THEN Tally = Tally + 1 ENDIF c1 = High[1]-Low[1] > High[0]-Low[0] IF ((DayOfWeek = 1) OR ((DayOfWeek > 1)) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) AND ((Tally MOD 11) = 1) THEN IF NOT ONMARKET THEN BUY 1 CONTRACT AT MARKET Tally = 1 set stop %loss 4.5 ENDIF ENDIF ENDIF // IF LONGONMARKET AND positionperf>=startBreakeven THEN PointsToKeep = tradeprice(1) * PercentToKeep breakevenLevel = tradeprice(1) + PointsToKeep ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF // //graphonprice breakevenLevel coloured("Fuchsia") //graphonprice tradeprice(1) //graphonprice tradeprice(1) + PointsToKeep coloured("Green") //graph PositionPerf

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  startBreakeven = 0.005 PercentToKeep  = 0.03 ONCE Tally     = 0 IF NOT ONMARKET THEN    breakevenLevel=0 ENDIF IF Date >= 20080121 THEN  //20071224 , 20080121    IF ((DayOfWeek = 1) OR (DayOfWeek > 1) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) AND OnMarket AND (Tally = 3) THEN       SELL AT MARKET    ENDIF    IF ((DayOfWeek = 1) OR (DayOfWeek > 1) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) THEN       Tally = Tally + 1    ENDIF    c1 = High[1]-Low[1] >  High[0]-Low[0]    IF ((DayOfWeek = 1) OR ((DayOfWeek > 1)) AND ((DayOfWeek[1] = 0) OR (DayOfWeek[1] > DayOfWeek))) AND (DayOfWeek <> DayOfWeek[1]) AND ((Tally MOD 11) = 1) THEN       IF NOT ONMARKET THEN          BUY 1 CONTRACT AT MARKET          Tally = 1          set stop %loss 4.5       ENDIF    ENDIF ENDIF // IF LONGONMARKET AND positionperf>=startBreakeven THEN    PointsToKeep   = tradeprice(1) * PercentToKeep    breakevenLevel = tradeprice(1) + PointsToKeep ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN    SELL AT breakevenLevel STOP ENDIF // //graphonprice breakevenLevel coloured("Fuchsia") //graphonprice tradeprice(1) //graphonprice tradeprice(1) + PointsToKeep coloured("Green") //graph PositionPerf

   

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  Iván

  

  robertogozzi

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  02/04/2025 at 8:35 AM #243435
  axmichi

  Vielen Dank, das probiere ich gleich mal aus, danke..

  

  axmichi

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  02/04/2025 at 9:29 AM #243438
  axmichi

  Hallo

  können Sie mir bitte erklären

  startBreakeven = 0.005 – heißt, dass der Stop loss wenn der Trade 0,5 % im Gewinn ist auf Break even gezogen wird?
  

  PercentToKeep  = 0.03 – heißt der Break even ist definiert und liegt 0,3 % über dem Tradeprice?
  

  Ist das richtig so??

  

  axmichi

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  02/04/2025 at 11:15 AM #243442
  robertogozzi

  Ja, 0.005 entspricht 0,5 %, während 0.03 3 % entspricht.

   

  

  robertogozzi

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