Confusing about the TradeIndex

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04/09/2022 at 11:53 PM #191507 quote

JS
Participant

Master

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…

04/10/2022 at 5:16 AM #191508 quote
robertogozzi
Moderator

Legend
Appending these lines to any strategy might help:
```
Graph BarIndex
Graph TradeIndex(1)
Graph TradeIndex(2)
Graph TradeIndex(3)
Graph TradeIndex(4)
```
04/10/2022 at 5:35 AM #191509 quote

JS
Participant

Master

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

04/10/2022 at 11:50 AM #191515 quote

robertogozzi
Moderator

Legend

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.
JS and Nicolas thanked this post

Pic1-before-the-very-first-trade.jpg Pic2-first-Stop-Reverse.jpg Pic3-first-exit-no-S-R.jpg Pic4-Not-OnMarket.jpg
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