Breakout mit Trailingstop und Grid

• 02/10/2020 at 4:52 PM #119195
  phoentzs

  Hallo,

  Nicolas postete dieses System vor ein paar Jahren und ich find das ziemlich gut. Nun hab ich versucht einen Trailingstop einzubauen, aber irgendwie funktioniert es nicht.

  Kann mir jemand den Code so umschreiben das es läuft?

  Und vielleicht noch eine Grid/Martingal Funktion einbauen?

  Vielen Dank.

  //10.03.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge defparam cumulateorders = false // --- parameters StartHour = 080000 EndHour = 180000 Size = 1 //position size StopLoss = 1.05 //0.95 stoploss in points TakeProfit = 0.15 //0.35 takeprofit in points LookbackPeriod = 10 //12 lookback period to find highest high and lowest low (price range) PointsDistance = 1 //1 distance in points to add/substract from highest high or lowest low to put the pending stop orders // ------------ tcondition = time>StartHour and EndHour and intradaybarindex>=LookbackPeriod*2 if not onmarket and tcondition and barindex-tradeindex(1)>=LookbackPeriod then BUY Size CONTRACTS AT highest[LookbackPeriod](high)+PointsDistance*pointsize STOP SELLSHORT Size CONTRACTS AT lowest[LookbackPeriod](low)-PointsDistance*pointsize STOP endif SET STOP %LOSS StopLoss SET TARGET %PROFIT TakeProfit //************************************************************************ //trailing stop function trailingstart = 10 //6 trailing will start @trailinstart points profit trailingstep = 1 //1 trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

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  //10.03.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge   defparam cumulateorders = false   // --- parameters StartHour = 080000 EndHour = 180000 Size = 1 //position size StopLoss = 1.05 //0.95 stoploss in points TakeProfit = 0.15 //0.35 takeprofit in points LookbackPeriod = 10 //12 lookback period to find highest high and lowest low (price range) PointsDistance = 1 //1 distance in points to add/substract from highest high or lowest low to put the pending stop orders // ------------   tcondition = time>StartHour and EndHour and intradaybarindex>=LookbackPeriod*2   if not onmarket and tcondition and barindex-tradeindex(1)>=LookbackPeriod then   BUY Size CONTRACTS AT highest[LookbackPeriod](high)+PointsDistance*pointsize STOP   SELLSHORT Size CONTRACTS AT lowest[LookbackPeriod](low)-PointsDistance*pointsize STOP   endif     SET STOP %LOSS StopLoss SET TARGET %PROFIT TakeProfit   //************************************************************************ //trailing stop function trailingstart = 10            //6   trailing will start @trailinstart points profit trailingstep  = 1             //1  trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

   

  

  phoentzs

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