Graph number of trades

• 02/11/2017 at 10:07 AM #24775
  Elsborgtrading

  Hi coders

  I’ve been trying to use the graph instruction to display number of trades as in the statistic of a backtest. But when accumulating orders it not straight forward with a counter.

  Does anyone have an idea on how to graph this?

  cheers Kasper

  

  Elsborgtrading

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  02/13/2017 at 3:26 PM #24977
  Nicolas

  An idea would be to fetch through all tradeindex within a loop to count them all.

  

  Nicolas

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  04/19/2019 at 1:47 AM #96797
  Finning

  Hi all,

  was looking at this problem myself, and have come up with the following code. In a cumulating trades setting, it counts number of total trades, and number of long/number of short.

  A word of caution though – it slips up on same bar entry/exits – it won’t count a trade if it opens and closes on the same bar, or if a trade netts off to no position in the same bar – an example picture is attached. This same bar close count problem might be overcome with an additional condition?

  Graph tradenum, longcount and shortcount to see results.

  If tradenum = 0 and not onmarket then tradenum = 0 endif If abs(countofposition-countofposition[1]) and tradenum=0 then tradenum = 1 if shortonmarket then shortcount = 1 else if longonmarket then longcount = 1 endif endif endif if longonmarket[1] and shortonmarket then tradenum = tradenum[1]+1 shortcount = shortcount[1]+1 endif if shortonmarket[1] and longonmarket then tradenum = tradenum[1]+1 longcount = longcount[1]+1 endif if longonmarket[1] and longonmarket then tradenum = tradenum[1] longcount = longcount[1] endif if shortonmarket[1] and shortonmarket then tradenum = tradenum[1] shortcount = shortcount[1] endif If onmarket[1] and not onmarket then tradenum = tradenum[1] longcount = longcount[1] shortcount = shortcount[1] endif If not onmarket[1] and longonmarket then tradenum = tradenum[1]+1 longcount = longcount[1]+1 endif If not onmarket[1] and shortonmarket then tradenum = tradenum[1]+1 shortcount = shortcount[1]+1 endif

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  If tradenum = 0 and not onmarket then tradenum = 0 endif   If abs(countofposition-countofposition[1]) and tradenum=0 then tradenum = 1 if shortonmarket then shortcount = 1 else if longonmarket then longcount = 1 endif endif endif   if longonmarket[1] and shortonmarket then tradenum = tradenum[1]+1 shortcount = shortcount[1]+1 endif   if shortonmarket[1] and longonmarket then tradenum = tradenum[1]+1 longcount = longcount[1]+1 endif   if longonmarket[1] and longonmarket then tradenum = tradenum[1] longcount = longcount[1] endif   if shortonmarket[1] and shortonmarket then tradenum = tradenum[1] shortcount = shortcount[1] endif   If onmarket[1] and not onmarket then tradenum = tradenum[1] longcount = longcount[1] shortcount = shortcount[1] endif   If not onmarket[1] and longonmarket then tradenum = tradenum[1]+1 longcount = longcount[1]+1 endif   If not onmarket[1] and shortonmarket then tradenum = tradenum[1]+1 shortcount = shortcount[1]+1 endif

   

  Regards,

  Finning

   

  

  Finning

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  04/19/2019 at 7:30 AM #96804
  Vonasi

  You could do something like this to record mid candle trades.  It does not allow for spread so you might want to factor that in in some way when comparing to the high and low of a candle.

  This is the long only version. Not tested and written during first cup of coffee of the day!

  if longlimitorderon and low < x then longcount = longcount + 1 endif longlimitorderon = 0 if longstoporderon and high > x then longcount = longcount + 1 endif longstoporderon = 0 // //Your conditions and calculation of x price in here // //Limit order if (your long entry conditions at a LOWER price) then buy 1 contract at x limit longlimitorderon = 1 endif //Stop order if (your long entry conditions at a HIGHER price) then buy 1 contract at x stop longstoporderon = 1 endif //Market order if (your long entry conditions at MARKET price) then buy 1 contract at market longcount = longcount + 1 endif graph longcount

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  if longlimitorderon and low < x then longcount = longcount + 1 endif   longlimitorderon = 0   if longstoporderon and high > x then longcount = longcount + 1 endif   longstoporderon = 0   // //Your conditions and calculation of x price in here //   //Limit order if (your long entry conditions at a LOWER price) then buy 1 contract at x limit longlimitorderon = 1 endif   //Stop order if (your long entry conditions at a HIGHER price) then buy 1 contract at x stop longstoporderon = 1 endif   //Market order if (your long entry conditions at MARKET price) then buy 1 contract at market longcount = longcount + 1 endif   graph longcount

   

  

  Vonasi

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