Buy on certin dates, not on technical singal

Laliberte · Mon, 19 Feb 2024 11:58:05 +0000

Hi, I’m a cycle analyst and want to try my predicting of change in market trends by using PRTs backtest function and possibly try to automate trading of my models going forward as well. Is it possible to set certain dates when the LONG/SHORT order is opened? Instead of using a technical indicator as trigger (or several). Any my general strategy for the Open/close of position would be: Example have a scheduled trend change tomorrow (currently hold no positions). I want to LONG so I buy 1 lot at market close. In a few days time I have another trend change date and I want to sell my LONG at close. And open up a SHORT at the same time. and this goes on and on continuously. LONG positions turned into SHORT positions at the close of my selected pivot dates. SL would be set to 2-3%. Also, is the process of entering/selecting dates for the trades easy? I have maybe 50 dates on a year, sometimes less, can I upload or do I manually select them in the software? Any and all help is much appreciated. I’m new to this software of endless possibilities. 🙂 Thanks so much. Regards

This topic has 21 replies, 4 voices, and was last updated 9 months ago by Laliberte.

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02/22/2024 at 3:15 PM #228576

Hi,

I’ve tried your code, including the timeframes, and I think it works as expected…

(PRT+IB)

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02/22/2024 at 9:53 PM #228601

Laliberte

Hi PeterST,
I’m struggling to get it working. Can you help me with the correct modification?

This is the last test I did:

// LONG open dates
$myDateL[1]  = 20230316
$myDateL[2]  = 20230328
$myDateL[3]  = 20230411
$myDateL[4]  = 20230424
// LONG exit dates
$myExitL[1]  = 20230321
$myExitL[2]  = 20230403
$myExitL[3]  = 20230417
$myExitL[4]  = 20230428
LastElementL = 4
SLpercent    = 2             //2%  stop loss
//
IF Not OnMarket THEN
FOR i = 1 TO (LastElementL)
//LONG  trades
IF i <= LastElementL THEN
IF Date = $myDateL[i] THEN
BUY 1 CONTRACT AT MARKET
SET STOP %LOSS SLpercent
break
ENDIF
ENDIF
// exit LONG  trades
IF LongOnMarket  THEN
FOR i = 1 TO LastElementL
IF Date = $myExitL[i] THEN
SELL AT MARKET
break
ENDIF
NEXT
ENDIF

// LONG open dates

$myDateL[1] = 20230316

$myDateL[2] = 20230328

$myDateL[3] = 20230411

$myDateL[4] = 20230424

// LONG exit dates

$myExitL[1] = 20230321

$myExitL[2] = 20230403

$myExitL[3] = 20230417

$myExitL[4] = 20230428

LastElementL = 4

SLpercent = 2 //2% stop loss

IF Not OnMarket THEN

FOR i = 1 TO (LastElementL)

//LONG trades

IF i <= LastElementL THEN

IF Date = $myDateL[i] THEN

BUY 1 CONTRACT AT MARKET

SET STOP %LOSS SLpercent

break

ENDIF

// exit LONG trades

IF LongOnMarket THEN

FOR i = 1 TO LastElementL

IF Date = $myExitL[i] THEN

SELL AT MARKET

break

ENDIF

Thanks again for your input.

Laliberte

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02/22/2024 at 9:55 PM #228602

Laliberte

Thanks for testing the code. We get different results.
I have PRT+IG, maybe that makes the difference.

Laliberte

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02/22/2024 at 10:24 PM #228603

Hi,

Try this one…

// LONG open dates
$myDateL[1]  = 20230316
$myDateL[2]  = 20230328
$myDateL[3]  = 20230411
$myDateL[4]  = 20230424
// LONG exit dates
$myExitL[1]  = 20230321
$myExitL[2]  = 20230403
$myExitL[3]  = 20230417
$myExitL[4]  = 20230428
LastElementL = 4
SLpercent    = 2             //2%  stop loss
//
IF Not OnMarket Then
FOR i = 1 TO (LastElementL) // Enter LONG Trades
IF Date = $myDateL[i] THEN
Buy 1 Contract at Market
Set STOP %LOSS SLpercent
Break
EndIf
Next
EndIf

// Exit LONG Trades
IF LongOnMarket  THEN
FOR i = 1 TO LastElementL
IF Date = $myExitL[i] THEN
SELL AT MARKET
Break
EndIf
Next
EndIf

// LONG open dates

$myDateL[1] = 20230316

$myDateL[2] = 20230328

$myDateL[3] = 20230411

$myDateL[4] = 20230424

// LONG exit dates

$myExitL[1] = 20230321

$myExitL[2] = 20230403

$myExitL[3] = 20230417

$myExitL[4] = 20230428

LastElementL = 4

SLpercent = 2 //2% stop loss

IF Not OnMarket Then

FOR i = 1 TO (LastElementL) // Enter LONG Trades

IF Date = $myDateL[i] THEN

Buy 1 Contract at Market

Set STOP %LOSS SLpercent

Break

EndIf

// Exit LONG Trades

IF LongOnMarket THEN

FOR i = 1 TO LastElementL

IF Date = $myExitL[i] THEN

SELL AT MARKET

Break

EndIf

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02/23/2024 at 1:13 PM #228641

PeterSt

Laliberte wrote:

Hi PeterST,
I’m struggling to get it working. Can you help me with the correct modification?
This is the last test I did:

Hello Fredrik,

Can you please tell once again what exactly is not working with “the last test you did” ?

Also, when you receive an error message, then it is good to know what the message is. 😉

Peter

PeterSt

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02/23/2024 at 11:25 PM #228672

Laliberte

It worked, thanks! 🙂

Laliberte

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02/23/2024 at 11:27 PM #228673

Laliberte

Hi again. it is solved.
Will run one LONG test and one SHORT test separately, so the orders in the code (same day orders, different directions and close/open) does not cancel out each other. 🙂

Laliberte

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