Cumulate Orders

• 02/19/2017 at 1:48 PM #25597
  quo

  Hi All, i have a system with this logic:

  1.-When conditions are set, buy 1000 eur.

  2.-Once in, if the close is lower than the previous buy, buy again 2000.

  3.-If the close is again below the second buy, buy 3000.

  4.-And if the close is below the third buy, buy 4000.

  No more than 4 buys is admited.

  I have coded this but everytime i try to put the third buy gives me an error.

  IF LONGONMARKET=0 THEN IF c1 THEN BUY 1000 cash AT MARKET ENDIF ELSE if close<close[Barindex - Tradeindex] then buy 2000 cash at market endif endif

  1 2 3 4 5 6 7 8 9

  IF LONGONMARKET=0 THEN IF c1 THEN BUY 1000 cash AT MARKET ENDIF ELSE if close<close[Barindex - Tradeindex] then buy 2000 cash at market endif endif

  Any help?

  thanks

  

  quo

  Participant

  Topics: 7

  Replies: 59

  Been thanked: 5 times
  02/19/2017 at 1:56 PM #25598
  Nicolas

  What is the error? No more cash? 🙂

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
  02/19/2017 at 6:26 PM #25629
  quo

  Hi Nicolas, there is no error in the code. It is the way i use it, but i want to improve it with the changes stated before.

  I dont know how to limit operations to 4. Also i can´t find how to tell the system for the third buy: the close must be lower the second buy (not the first one).

  If you can tell me if this is discused before in the forum or the command i have to use i appreciated.

  thanks

   

  

  quo

  Participant

  Topics: 7

  Replies: 59

  Been thanked: 5 times
  02/19/2017 at 6:48 PM #25633
  Nicolas

  I’m not sure it will work like the way you want, please make your tests to see how it goes..Thanks.

  once amount = 1000 IF NOT LONGONMARKET THEN IF c1 THEN BUY amount cash AT MARKET ENDIF ELSE if close<positionprice(1) and barindex>tradeindex(1) and countofposition<4 then amount = abs(countofposition)*1000 buy amount cash at market endif endif

  1 2 3 4 5 6 7 8 9 10 11 12

  once amount = 1000   IF NOT LONGONMARKET THEN IF c1 THEN   BUY amount cash AT MARKET   ENDIF ELSE if close<positionprice(1) and barindex>tradeindex(1) and countofposition<4 then   amount = abs(countofposition)*1000   buy amount cash at market   endif endif

   

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
  04/01/2017 at 10:19 AM #30590
  quo

  Hi Nicolas, i am afaid is not what i want. You gave me a clue and i have been trying to find out if there is a way to get what i want but unfortunatelly not.

  I give you the code again and i explain what happen:

  // Definición de los parámetros del código DEFPARAM CumulateOrders = True // Acumulación de posiciones activada // Condiciones para entrada de posiciones largas c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close) IF LONGONMARKET=0 THEN IF c1 THEN BUY 1000 cash AT MARKET ENDIF ELSE if close<close[Barindex - Tradeindex] then buy 2000 cash at market endif endif IF close>average[5] then sell at market endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

  // Definición de los parámetros del código DEFPARAM CumulateOrders = True // Acumulación de posiciones activada   // Condiciones para entrada de posiciones largas   c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close) IF LONGONMARKET=0 THEN IF c1 THEN BUY 1000 cash AT MARKET ENDIF ELSE if close<close[Barindex - Tradeindex] then buy 2000 cash at market endif endif IF close>average[5] then sell at market endif

  It works as i want but i have unlimited orders and i want a maximum of 4.

  Also it buys 1000 in the first order and 2000 in the rest and i want only four entries (1000 eur, 2000 eur, 3000 eur, 4000 eur)( i mean 4 entries if the price goes lower but a trade can be 1,2,3 or 4 buys)

  It is a kind of pyramiding buying more when you get lower prices.

  i have read this

  https://www.prorealcode.com/blog/trading/averaging-techniques-automated-trading/

  but i trade cash no contracts and i want to increase the cuantity every time i buy (limited to 4) and was no possible to adapt it.

  I also studied this advice

  https://www.prorealcode.com/reply/25833/

  but doesn´t work, maybe because this for intraday and in shares.

  I also reached this code. It increase the quantity as i want but it does it in the same day!!

  // Definición de los parámetros del código DEFPARAM CumulateOrders = True // Acumulación de posiciones activada // Condiciones para entrada de posiciones largas c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close) if not longonmarket then if c1 then buy 1000 cash at market endif else if close<close[barindex -Tradeindex] and countofposition buy 2000 cash at market endif if close<close[barindex -Tradeindex] and countofposition buy 3000 cash at market endif if close<close[barindex -Tradeindex] and countofpositionaverage[5] then sell at market endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

  // Definición de los parámetros del código   DEFPARAM CumulateOrders = True // Acumulación de posiciones activada   // Condiciones para entrada de posiciones largas   c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close)   if not longonmarket then if c1 then buy 1000 cash at market endif else if close<close[barindex -Tradeindex] and countofposition buy 2000 cash at market endif if close<close[barindex -Tradeindex] and countofposition buy 3000 cash at market endif if close<close[barindex -Tradeindex] and countofpositionaverage[5] then sell at market endif

  
  

  I dont want to use positionprice as you suggest, it is not important the midprice. Other thing: What happen with countofposition? if i skip it in the last code remains the same! can not be used with cash?

  thanks for your help

   

  

  quo

  Participant

  Topics: 7

  Replies: 59

  Been thanked: 5 times
  04/01/2017 at 10:24 AM #30591
  quo

  i am sorry i used “insert PRT code” but it did not work

  <br> // Definición de los parámetros del código DEFPARAM CumulateOrders = True // Acumulación de posiciones activada // Condiciones para entrada de posiciones largas c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close) if not longonmarket then if c1 then buy 1000 cash at market endif else if close<close[barindex -Tradeindex] and countofposition<2000 then buy 2000 cash at market endif if close<close[barindex -Tradeindex] and countofposition<3000 then buy 3000 cash at market endif if close<close[barindex -Tradeindex] and countofposition<6000 then buy 4000 cash at market endif endif IF close>average[5] then sell at market endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27

  <br> // Definición de los parámetros del código DEFPARAM CumulateOrders = True // Acumulación de posiciones activada   // Condiciones para entrada de posiciones largas   c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close)   if not longonmarket then if c1 then buy 1000 cash at market endif else if close<close[barindex -Tradeindex] and countofposition<2000 then buy 2000 cash at market endif if close<close[barindex -Tradeindex] and countofposition<3000 then buy 3000 cash at market endif if close<close[barindex -Tradeindex] and countofposition<6000 then buy 4000 cash at market endif endif   IF close>average[5] then sell at market endif

   

  

  quo

  Participant

  Topics: 7

  Replies: 59

  Been thanked: 5 times
  04/01/2017 at 11:48 AM #30600
  AutoStrategist

  Did you look at the documentation? This should make it clear what you need to change in your code:

  https://www.prorealcode.com/documentation/countofposition/

  

  AutoStrategist

  Participant

  Topics: 6

  Replies: 125

  Been thanked: 71 times
  04/01/2017 at 1:31 PM #30610
  quo

  Thank you, its true, it is very clear but it seems countofposition works well with contract and shares buy not with cash.

  This code with shares works as i want

   

  // Definición de los parámetros del código DEFPARAM CumulateOrders = True // Acumulación de posiciones activada // Condiciones para entrada de posiciones largas c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close) IF NOT LONGONMARKET and c1 THEN BUY 1000 shares AT MARKET ENDIF maxshares = countofposition <=10000 if close<close[Barindex - Tradeindex] and longonmarket and countofposition=1000 and maxshares then buy 2000 shares at market endif if close<close[Barindex - Tradeindex] and longonmarket and countofposition=3000 and maxshares then buy 3000 shares at market endif if close<close[Barindex - Tradeindex] and longonmarket and countofposition=6000 and maxshares then buy 4000 shares at market endif IF close>average[5] then sell at market endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23

  // Definición de los parámetros del código DEFPARAM CumulateOrders = True // Acumulación de posiciones activada   // Condiciones para entrada de posiciones largas   c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close)   IF NOT LONGONMARKET and c1 THEN BUY 1000 shares AT MARKET ENDIF maxshares = countofposition <=10000 if close<close[Barindex - Tradeindex]  and longonmarket and countofposition=1000 and maxshares then buy  2000 shares at market endif if close<close[Barindex - Tradeindex]  and longonmarket and countofposition=3000 and maxshares then buy  3000 shares at market endif if close<close[Barindex - Tradeindex]  and longonmarket and countofposition=6000 and maxshares then buy  4000 shares at market endif IF close>average[5] then sell at market endif

   

  but… as i trade stocks and they have different price i need to use cash.

  i have tried dividing cash into price in order to know the number of shares but does not work, (maybe because it takes different close price every time?)

   

  // Definición de los parámetros del código DEFPARAM CumulateOrders = True // Acumulación de posiciones activada // Condiciones para entrada de posiciones largas c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close) IF NOT LONGONMARKET and c1 THEN BUY (1000/close) shares AT MARKET ENDIF maxshares = countofposition <=10000 if close<close[Barindex - Tradeindex] and longonmarket and countofposition=(1000/close) and maxshares then buy (2000/close) shares at market endif if close<close[Barindex - Tradeindex] and longonmarket and countofposition=(3000/close) and maxshares then buy (3000/close) shares at market endif if close<close[Barindex - Tradeindex] and longonmarket and countofposition=(6000/close) and maxshares then buy (4000/close) shares at market endif IF close>average[5] then sell at market endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24

  // Definición de los parámetros del código DEFPARAM CumulateOrders = True // Acumulación de posiciones activada   // Condiciones para entrada de posiciones largas   c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close)     IF NOT LONGONMARKET and c1 THEN BUY (1000/close) shares AT MARKET ENDIF maxshares = countofposition <=10000 if close<close[Barindex - Tradeindex]  and longonmarket and countofposition=(1000/close) and maxshares then buy  (2000/close) shares at market endif if close<close[Barindex - Tradeindex]  and longonmarket and countofposition=(3000/close) and maxshares then buy  (3000/close) shares at market endif if close<close[Barindex - Tradeindex]  and longonmarket and countofposition=(6000/close) and maxshares then buy  (4000/close) shares at market endif IF close>average[5] then sell at market endif

  i almost got it. Any idea?

   

  

  quo

  Participant

  Topics: 7

  Replies: 59

  Been thanked: 5 times
  04/01/2017 at 4:47 PM #30622
  AutoStrategist

  //You can do it by keeping track of the number of tractions yourself ONCE Transactions = 0 c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close) if not LONGONMARKET and c1 then BUY (1000/close) SHARES AT MARKET Transactions = 1 elsif LONGONMARKET then if close<close[Barindex - Tradeindex] and Transactions = 1 then buy (2000/close) shares at market Transactions = 2 endif if close<close[Barindex - Tradeindex] and Transactions = 2 then buy (3000/close) shares at market Transactions = 3 endif if close<close[Barindex - Tradeindex] and Transactions = 3 then buy (4000/close) shares at market Transactions = 4 endif endif If close>average[5] then sell at market Transactions = 0 endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29

  //You can do it by keeping track of the number of tractions yourself   ONCE Transactions = 0   c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close)     if not LONGONMARKET and c1 then BUY (1000/close) SHARES AT MARKET Transactions = 1 elsif LONGONMARKET then if close<close[Barindex - Tradeindex]  and Transactions = 1 then buy  (2000/close) shares at market Transactions = 2 endif if close<close[Barindex - Tradeindex]  and Transactions = 2 then buy  (3000/close) shares at market Transactions = 3 endif if close<close[Barindex - Tradeindex] and Transactions = 3 then buy  (4000/close) shares at market Transactions = 4 endif endif   If close>average[5] then sell at market Transactions = 0 endif

   

  1 user thanked author for this post.

  quo

  

  AutoStrategist

  Participant

  Topics: 6

  Replies: 125

  Been thanked: 71 times
  04/01/2017 at 4:52 PM #30623
  AutoStrategist

  *Comment should read ‘transactions’.

  And Insert PRT code is losing the indentation.

  

  AutoStrategist

  Participant

  Topics: 6

  Replies: 125

  Been thanked: 71 times
  04/01/2017 at 6:23 PM #30626
  quo

  good idea. I though was the solution but unfortunatelly not. We have the same problem. It buys several times the same day. It does not understand it must wait until next lower close happen.

  thanks anyway.

  

  quo

  Participant

  Topics: 7

  Replies: 59

  Been thanked: 5 times
  04/01/2017 at 10:04 PM #30629
  AutoStrategist

  What timeframe chart are you using?

  

  AutoStrategist

  Participant

  Topics: 6

  Replies: 125

  Been thanked: 71 times
  04/01/2017 at 10:37 PM #30630
  quo

  I use end of date data.

  It depends of the system but in this case weekly and daily charts.

  

  quo

  Participant

  Topics: 7

  Replies: 59

  Been thanked: 5 times
  04/02/2017 at 8:16 AM #30645
  AutoStrategist

  Ah ok I re-used your code without checking it thoroughly enough, when onmarket it needs to do only one purchase per bar so needs to use an elsif.

  ONCE Transactions = 0 c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close) if not LONGONMARKET and c1 then BUY (1000/close) SHARES AT MARKET Transactions = 1 elsif LONGONMARKET then //maxshares = countofposition <=10000 if close<close[Barindex - Tradeindex] and Transactions = 1 then buy (2000/close) shares at market Transactions = 2 elsif close<close[Barindex - Tradeindex] and Transactions = 2 then buy (3000/close) shares at market Transactions = 3 elsif close<close[Barindex - Tradeindex] and Transactions = 3 then buy (4000/close) shares at market Transactions = 4 endif endif If close>average[5] then sell at market Transactions = 0 endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26

  ONCE Transactions = 0   c1 = close<Average[5](close) and close[1]<average[5] and close>average[200](close)     if not LONGONMARKET and c1 then BUY (1000/close) SHARES AT MARKET Transactions = 1 elsif LONGONMARKET then //maxshares = countofposition <=10000 if close<close[Barindex - Tradeindex]  and Transactions = 1 then buy  (2000/close) shares at market Transactions = 2 elsif close<close[Barindex - Tradeindex]  and Transactions = 2 then buy  (3000/close) shares at market Transactions = 3 elsif close<close[Barindex - Tradeindex] and Transactions = 3 then buy  (4000/close) shares at market Transactions = 4 endif endif   If close>average[5] then sell at market Transactions = 0 endif

   

  1 user thanked author for this post.

  Nicolas

  

  AutoStrategist

  Participant

  Topics: 6

  Replies: 125

  Been thanked: 71 times
  04/02/2017 at 8:49 PM #30753
  quo

  Great!

  thank you so much

  

  quo

  Participant

  Topics: 7

  Replies: 59

  Been thanked: 5 times
• Author
  Posts