Confusing about the TradeIndex

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Viewing 4 posts - 1 through 4 (of 4 total)
  • #191507
    JS

    Suppose I buy 1 contract on BarIndex = 1000 and I sell this contract on BarIndex = 2000

    And I buy 1 contract on BarIndex =3000 and I sell this contract on BarIndex = 4000

    What is the value of:

    TradeIndex(1)

    TradeIndex(2)

    TradeIndex(3)

    TradeIndex(4)

    Etc…

    #191508

    Appending these lines to any strategy  might help:

     

    #191509
    JS

    Thanks Roberto,

    I had done that, but I couldn’t place the results well:

    TradeIndex(0) = 0

    TradeIndex = TradeIndex(1) = 4001

    TradeIndex(2) = 3001

    TradeIndex(3) = 2001

    TradeIndex(4) = 1001

    TradeIndex(5) = 0

     

    #191515

    TradeIndex is the BarIndex when either a trade is a) opened, b) closed.

    At every new operation the TradeIndex is shifted one place. If it’s a Stop & Reverse (exit followed by a new open), two places are shifted and both the Exit of the previous trade and the open of the new one share the same BarIndex, despite they will have a different TradeIndex ID due to the sequential occurrences.

    The 4 attached pics should make it clear what the process is like.

     

    2 users thanked author for this post.
Viewing 4 posts - 1 through 4 (of 4 total)

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