Help for adding martingala

• 10/05/2016 at 4:25 PM #14313
  michymx

  Good evening to all,

   

  i would like to implement a martingala in my ts but i’m missing something.

  My sistem buy and sell according to a cross between 2 moving averages, but don’t reverse. The sistem has a strong stop and tprofit.

  I set the code below, but the martingala doesn’t work.

  Someone can help please?

  THX!

  mygreen, myred, ignored = CALL TDI c1= mygreen crosses over myred c2=mygreen crosses under myred a=ExponentialAverage[100](close) ONCE OrderSize =1 ONCE ExitIndex =-2 if c1 and close > a then buy ordersize shares at market endif ExitIndex=BarIndex if c2 and close <a then sellshort ordersize shares at market endif ExitIndex=BarIndex IF Barindex = ExitIndex + 1 THEN ExitIndex = 0 IF PositionPerf(1) < 0 THEN OrderSize = OrderSize*2+1 ELSIF PositionPerf(1) > 0 THEN OrderSize =1 ENDIF ENDIF set target pprofit 60 set stop ploss 20

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  mygreen, myred, ignored = CALL TDI c1= mygreen crosses over myred c2=mygreen crosses under myred a=ExponentialAverage[100](close)   ONCE OrderSize =1 ONCE ExitIndex =-2   if c1 and close > a  then buy ordersize shares at market endif ExitIndex=BarIndex   if c2 and close <a  then sellshort ordersize shares at market endif   ExitIndex=BarIndex   IF Barindex = ExitIndex + 1 THEN ExitIndex = 0 IF PositionPerf(1) < 0 THEN OrderSize = OrderSize*2+1 ELSIF PositionPerf(1) > 0 THEN OrderSize =1 ENDIF ENDIF set target pprofit 60 set stop ploss 20

   

  

  michymx

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  10/05/2016 at 5:30 PM #14321
  Nicolas

  First of all, your CALL is wrong, please take a look at the documentation, to make it properly : http://www.prorealcode.com/documentation/call/

  Please provide the TDI indicator code you are calling in case the problem come from this one, once you have modified your line 2. Thank you.

  

  Nicolas

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  10/05/2016 at 5:37 PM #14324
  michymx

  Hi Nicolas,

  this is my tdi indicator.

  myrsi=RSI[13](close)
  a=Average[2](myrsi)
  b=Average[7](myrsi)
  c=Exponentialaverage[34](myrsi)
  return a as “green”, b as “red”, c as “yellow”

   

  But the problem is not the call function but the martingala set. Doesn’t work in backtest. After a losing position the proorder doesn’t open the right position size.

  

  michymx

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  10/05/2016 at 7:59 PM #14348
  Nicolas

  Here is your modified code.

  If you don’t want your strategy to take multiple orders at the same time, use the instruction I put at line 1.

  If you need hard takeprofit and stoploss, you should test if you are not on market before launch another contrarian order, otherwise it will close the current one at market.

  About your martingale position sizing, you need to compute it only when you try to put order on market, otherwise the code will increment the size of the position at each new candle (when the script is read).

  defparam cumulateorders = false myrsi=RSI[13](close) mygreen=Average[2](myrsi) myred=Average[7](myrsi) c1= mygreen crosses over myred c2=mygreen crosses under myred a=ExponentialAverage[100](close) ONCE OrderSize =1 if not onmarket then if c1 and close > a then IF PositionPerf(1) < 0 THEN OrderSize = OrderSize*2//+1 ELSIF PositionPerf(1) > 0 THEN OrderSize =1 ENDIF buy ordersize shares at market endif if c2 and close <a then IF PositionPerf(1) < 0 THEN OrderSize = OrderSize*2//+1 ELSIF PositionPerf(1) > 0 THEN OrderSize =1 ENDIF sellshort ordersize shares at market endif endif set target pprofit 60 set stop ploss 20

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  defparam cumulateorders = false   myrsi=RSI[13](close) mygreen=Average[2](myrsi) myred=Average[7](myrsi)   c1= mygreen crosses over myred c2=mygreen crosses under myred   a=ExponentialAverage[100](close)   ONCE OrderSize =1   if not onmarket then if c1 and close > a  then IF PositionPerf(1) < 0 THEN OrderSize = OrderSize*2//+1 ELSIF PositionPerf(1) > 0 THEN OrderSize =1 ENDIF buy ordersize shares at market endif   if c2 and close <a  then IF PositionPerf(1) < 0 THEN OrderSize = OrderSize*2//+1 ELSIF PositionPerf(1) > 0 THEN OrderSize =1 ENDIF sellshort ordersize shares at market endif endif   set target pprofit 60 set stop ploss 20

  EDIT/ just saw that it is my 2000th post!

  

  Nicolas

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  10/05/2016 at 9:17 PM #14352
  michymx

  Thank you so much!

  

  michymx

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