help to code a position automation

• 07/30/2024 at 10:56 AM #235926
  MG22

  Hello, I am looking to automate a daily position taking but I have no coding knowledge.

  The parameters looked like this:

  • Calculate the price variation in % between yesterday’s 09:05 closing and today’s 9:00 opening.

  —> If the variation is greater than 0.5% then take a buy on the market instantly with 1% of the capital (100 pts of SL / 100 pts of TP)

  —> If the variation is less than -0.5% then take a short on the market instantly with 1% of the capital (100 pts of SL / 100 pts of TP)

  I would need the position taking to be done as soon as the 9:00 candle appears, as close as possible to the open to fit with my manual backtests.

   

  Example:

  Close at 9:05 on 07/25th is at 39856

  Open at 9:00 on 07/26th is at 40082

  = a variation of +0.56%, the bot must long instantly in this case because we are above the 0.5% variation requested to enter a position.

   

  Thank you in advance for your valuable help.

  

  MG22

  Participant

  Topics: 2

  Replies: 10

  Been thanked: 0 times
  07/30/2024 at 6:30 PM #235946
  robertogozzi

  There you go:

  ONCE myCapital = 10000 ONCE Open0900 = open ONCE Close0905 = Open0900 ONCE PClimit = 0.5 IF OpenTime = 090000 THEN Open0900 = open ENDIF myVar = Close0905 - Open0900 varPC = 100 - (Open0900 * 100 / Close0905) Money = 100 * PipValue Equity = myCapital + StrategyProfit temp = Money * 100 / Equity LotSize = 1 / temp IF (varPC > PClimit) AND Not LongOnMarket THEN BUY LotSize CONTRACTS AT MARKET ELSIF (varPC < -PClimit) AND Not ShortOnMarket THEN SELLSHORT LotSize CONTRACTS AT MARKET ENDIF SET STOP pLOSS 100 SET TARGET pPROFIT 100 IF Time = 090500 THEN Close0905 = close ENDIF // --- debugging code //graphonprice Open0900 coloured("Blue") //graphonprice Close0905 coloured("Fuchsia") //graph myVar //graph varPC //graph LotSize //graph temp

  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 30 31 32 33 34 35 36

  ONCE myCapital = 10000 ONCE Open0900  = open ONCE Close0905 = Open0900 ONCE PClimit   = 0.5   IF OpenTime = 090000 THEN    Open0900 = open ENDIF   myVar   = Close0905 - Open0900 varPC   = 100 - (Open0900 * 100 / Close0905)   Money   = 100 * PipValue Equity  = myCapital + StrategyProfit temp    = Money * 100 / Equity LotSize = 1 / temp   IF (varPC > PClimit) AND Not LongOnMarket THEN    BUY LotSize CONTRACTS AT MARKET ELSIF (varPC < -PClimit) AND Not ShortOnMarket THEN    SELLSHORT LotSize CONTRACTS AT MARKET ENDIF SET STOP   pLOSS   100 SET TARGET pPROFIT 100   IF Time = 090500 THEN    Close0905 = close ENDIF   // --- debugging code //graphonprice Open0900  coloured("Blue") //graphonprice Close0905 coloured("Fuchsia") //graph myVar //graph varPC //graph LotSize //graph temp

   

  1 user thanked author for this post.

  Iván

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17142

  Been thanked: 4032 times
  07/31/2024 at 9:24 PM #235989
  MG22

  Thx to ur help dear Roberto, but don’t sure the code work because on ProBacktest not give me datas.

  Hope u can help me to understand why. Best regards

  

  MG22

  Participant

  Topics: 2

  Replies: 10

  Been thanked: 0 times
  08/01/2024 at 9:11 AM #236000
  robertogozzi

  Check that your timeframe is <= 5 minutes, as the candle involved must close on the minute (in your case 00 ans 05) used in the code.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17142

  Been thanked: 4032 times
  08/01/2024 at 4:34 PM #236029
  MG22

  hi Roberto, i’ve test with 1 minutes timeframe and others and have same thing like above (no datas on many years of graphic) .   That work on your prorealtime ?

  

  MG22

  Participant

  Topics: 2

  Replies: 10

  Been thanked: 0 times
  08/01/2024 at 5:06 PM #236033
  robertogozzi

  It depends on the variable LotSize, I changed it so that it cannot fall below 0.5 lots (if it still doesn’t work try 1, instead of 0.5):

  LotSize = max(0.5,1 / temp)

  1	LotSize = max(0.5,1 / temp)

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17142

  Been thanked: 4032 times
  08/13/2024 at 3:17 PM #236370
  MG22

  Thanks Roberto but I’m sorry I tried everything with my meager knowledge and nothing works. I haven’t data with the code :s

  

  MG22

  Participant

  Topics: 2

  Replies: 10

  Been thanked: 0 times
  08/13/2024 at 3:59 PM #236371
  robertogozzi

  With this line 16, it works on all assets/instruments (using both 1-minute and 5-minute TFs):

  LotSize = max(1,1 / temp)

  1	LotSize = max(1,1 / temp)

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17142

  Been thanked: 4032 times
  08/19/2024 at 8:42 AM #236496
  MG22

  Hi Roberto, i’ve send u an email on your personal website, have u receive it ?

  

  MG22

  Participant

  Topics: 2

  Replies: 10

  Been thanked: 0 times
  08/19/2024 at 8:58 AM #236497
  robertogozzi

  Yes, it works like a charm.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17142

  Been thanked: 4032 times
• Author
  Posts