Mother of Dragons trading strategy…

• 01/23/2020 at 9:18 PM #117641
  nonetheless

  Ciao Francesco, here’s a second version if you wouldn’t mind backtesting on 200k. MM is disabled but the DrawdownNeededToQuit might still be operative … not sure.

  I added another layer of filters at the 15m level. It performs better than v1 over 100k — higher profit from fewer trades — so curious to know if it’s still just fit it to that data set.

  Dita incrociate…

  

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  01/23/2020 at 10:15 PM #117648
  Vonasi

  nonetheless – could you post the code so that we don’t have to download the ITF file please?

  

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  01/23/2020 at 10:35 PM #117649
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  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 Capital = 10000 MinSize = 1 //The minimum position size allowed for the instrument. MM1stType = 0 //Starting type of moneymanagement. Set to 0 for level stakes. Set to 1 for increasing stake size as profits increase and decreasing stake size as profits decrease. Set to 2 for increasing stake size as profits increase with stake size never being decreased. MM2ndType = 0 //Type of money management to switch to after TradesQtyForSwitch number of trades and ProfitNeededForSwitch profit has occurred TradesQtyForSwitch = 15 //Quantity of trades required before switching to second money management choice. ProfitNeededForSwitch = 2 //% profit needed before allowing a money management type change to MM2ndType. DrawdownNeededToSwitch = 8 //% draw down from max equity needed before money management type is changed back to MM1stType. DrawdownNeededToQuit = 25 //% draw down from max equity needed to stop strategy Once MoneyManagement = MM1stType Equity = Capital + StrategyProfit maxequity = max(equity,maxequity) if equity < maxequity * (1 - (DrawdownNeededToSwitch/100)) then enoughtrades = 0 tradecount = 0 moneymanagement = MM1stType endif if equity < maxequity * (1 - (DrawdownNeededToQuit/100)) then quit endif if not EnoughTrades then if abs(countofposition) > abs(countofposition[1]) then tradecount = tradecount + 1 endif if tradecount > TradesQtyForSwitch and maxequity >= Capital * (1 + (ProfitNeededForSwitch/100)) then EnoughTrades = 1 MoneyManagement = MM2ndType endif endif IF MoneyManagement = 1 THEN PositionSize = Max(MinSize, Equity * (MinSize/Capital)) ENDIF IF MoneyManagement = 2 THEN PositionSize = Max(LastSize, Equity * (MinSize/Capital)) LastSize = PositionSize ENDIF IF MoneyManagement <> 1 and MoneyManagement <> 2 THEN PositionSize = MinSize ENDIF PositionSize = Round(PositionSize*100) PositionSize = PositionSize/100 // Size of POSITIONS PositionSizeLong = 1 * positionsize PositionSizeShort = 1 * positionsize TIMEFRAME(120 minutes) Period= 520 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice) HULLa = weightedaverage[round(sqrt(Period))](inner) c1 = HULLa > HULLa[1] c2 = HULLa < HULLa[1] indicator1 = SuperTrend[5,21] c3 = (close > indicator1) c4 = (close < indicator1) TIMEFRAME(15 minutes) indicator2 = Average[6](typicalPrice) indicator3 = Average[11](typicalPrice) c7 = (indicator2 > indicator3) c8 = (indicator2 < indicator3) Periodc= 17 innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice) HULLc = weightedaverage[round(sqrt(Periodc))](innerc) c9 = HULLc > HULLc[1] c10 = HULLc < HULLc[1] TIMEFRAME(5 minutes) Periodb= 22 innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice) HULLb = weightedaverage[round(sqrt(Periodb))](innerb) c5 = HULLb > HULLb[1]and HULLb[1]<HULLb[2] c6 = HULLb < HULLb[1]and HULLb[1]>HULLb[2] // Conditions to enter long positions IF c1 AND C3 AND C5 and c7 and c9 THEN BUY PositionSizeLong CONTRACT AT MARKET SET STOP %LOSS 2.1 SET TARGET %PROFIT 1 ENDIF // Conditions to enter short positions IF c2 AND C4 AND C6 and c8 and c10 THEN SELLSHORT PositionSizeShort CONTRACT AT MARKET SET STOP %LOSS 1.2 SET TARGET %PROFIT 1 ENDIF //trailing stop function trailingstart = 81 //trailing will start @trailinstart points profit trailingstep = 3 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP 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 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 Capital = 10000 MinSize = 1                 //The minimum position size allowed for the instrument. MM1stType = 0               //Starting type of moneymanagement. Set to 0 for level stakes. Set to 1 for increasing stake size as profits increase and decreasing stake size as profits decrease. Set to 2 for increasing stake size as profits increase with stake size never being decreased. MM2ndType = 0               //Type of money management to switch to after TradesQtyForSwitch number of trades and ProfitNeededForSwitch profit has occurred TradesQtyForSwitch = 15    //Quantity of trades required before switching to second money management choice. ProfitNeededForSwitch = 2  //% profit needed before allowing a money management type change to MM2ndType. DrawdownNeededToSwitch = 8 //% draw down from max equity needed before money management type is changed back to MM1stType. DrawdownNeededToQuit = 25   //% draw down from max equity needed to stop strategy Once MoneyManagement = MM1stType Equity = Capital + StrategyProfit maxequity = max(equity,maxequity) if equity < maxequity * (1 - (DrawdownNeededToSwitch/100)) then enoughtrades = 0 tradecount = 0 moneymanagement = MM1stType endif if equity < maxequity * (1 - (DrawdownNeededToQuit/100)) then quit endif if not EnoughTrades then if abs(countofposition) > abs(countofposition[1]) then tradecount = tradecount + 1 endif if tradecount > TradesQtyForSwitch and maxequity >= Capital * (1 + (ProfitNeededForSwitch/100)) then EnoughTrades = 1 MoneyManagement = MM2ndType endif endif IF MoneyManagement = 1 THEN PositionSize = Max(MinSize, Equity * (MinSize/Capital)) ENDIF IF MoneyManagement = 2 THEN PositionSize = Max(LastSize, Equity * (MinSize/Capital)) LastSize = PositionSize ENDIF IF MoneyManagement <> 1 and MoneyManagement <> 2 THEN PositionSize = MinSize ENDIF PositionSize = Round(PositionSize*100) PositionSize = PositionSize/100 // Size of POSITIONS PositionSizeLong = 1 * positionsize PositionSizeShort = 1 * positionsize       TIMEFRAME(120 minutes)   Period= 520 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice) HULLa = weightedaverage[round(sqrt(Period))](inner) c1 = HULLa > HULLa[1] c2 = HULLa < HULLa[1]   indicator1 = SuperTrend[5,21] c3 = (close > indicator1) c4 = (close < indicator1)   TIMEFRAME(15 minutes)   indicator2 = Average[6](typicalPrice) indicator3 = Average[11](typicalPrice) c7 = (indicator2 > indicator3) c8 = (indicator2 < indicator3)   Periodc= 17 innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice) HULLc = weightedaverage[round(sqrt(Periodc))](innerc) c9 = HULLc > HULLc[1] c10 = HULLc < HULLc[1]     TIMEFRAME(5 minutes)   Periodb= 22 innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice) HULLb = weightedaverage[round(sqrt(Periodb))](innerb) c5 = HULLb > HULLb[1]and HULLb[1]<HULLb[2] c6 = HULLb < HULLb[1]and HULLb[1]>HULLb[2]   // Conditions to enter long positions IF c1 AND C3 AND C5 and c7 and c9 THEN BUY PositionSizeLong CONTRACT AT MARKET SET STOP %LOSS 2.1 SET TARGET %PROFIT 1 ENDIF // Conditions to enter short positions IF c2 AND C4 AND C6 and c8 and c10 THEN SELLSHORT PositionSizeShort CONTRACT AT MARKET SET STOP %LOSS 1.2 SET TARGET %PROFIT 1 ENDIF       //trailing stop function trailingstart = 81 //trailing will start @trailinstart points profit trailingstep = 3 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************

   

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  winnie37

  

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  01/24/2020 at 10:14 AM #117661
  Francesco

  MoDv2 200k

  

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  01/24/2020 at 10:32 AM #117665
  nonetheless

  Thanks Francesco … sadly not any better than the first one. Only really works for 2019.

  May need to rethink this. We all know how it ended for the mother of dragons.

  

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  01/24/2020 at 10:36 AM #117666
  Francesco

  Hope the next will not be Oberyn trading strategy 😀

  

  Francesco

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  01/24/2020 at 11:16 AM #117671
  GraHal

  nonetheless wrote:

  May need to rethink this

  Least it wouldn’t have blown the Account in the 1st 100k bars (as many Systems do for OOS periods).

  Maybe a Filter to prevent trading when Price is ranging and also in a downtrend.

  If you look at the equity curve … in 2017 when price was rising (from Sep 17 to Jan 18) your System made money then lost it when price was in a downtrend (Feb 18 to May 18) then hovered around zero when price was ranging from May 18 until 2019 when it got going again.

  It is worth trying a few tweaks and then if  Franseco tests again over 200k bars.

  But really you need tweak then  optimise else you not know if the tweak worked. How about trying it on 100k x 10 min TF as then back to June 2017 should be included??

  Just a few thoughts anyway.

  

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  01/24/2020 at 1:37 PM #117695
  nonetheless

  TBH, I’m inclined to give it a rest until we get v11. 100k just isn’t enough data to work with unless you’re using +1h TFs.

  

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  02/10/2020 at 1:50 PM #119175
  fifi743

  I changed line
  61
  74
  131
  Add a stop from the line
  113
  I would do well a multi position if the position wins.

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  GraHal

  

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  02/10/2020 at 2:43 PM #119181
  nonetheless

  Hey Fifi, a few tweaks and suddenly it looks so much better – thanks for that!

  Your backtest is 200k, yes? How does the curve look for 2017, 2018? The previous version only really came alive in 2019.

  

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  02/10/2020 at 3:53 PM #119190
  fifi743

  and There you go

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  Paul

  

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  02/10/2020 at 6:05 PM #119214
  nonetheless

  That is a much better line, steady increase over almost the whole period. I tried to break it into separate long and short but the result is worse; your version works better as one code going both ways. A couple of big losses in Jan/Feb 2020 but over the long term looks like it could work – génial!

  This is another version I had been working on, with a couple of extra filters in the 2h TF to help confirm the primary trend. What do you think? My guess is that yours is probably more stable…

  

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  02/10/2020 at 6:08 PM #119217
  nonetheless

  here’s the code:

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 Capital = 10000 MinSize = 1 //The minimum position size allowed for the instrument. MM1stType = 0 //Starting type of moneymanagement. Set to 0 for level stakes. Set to 1 for increasing stake size as profits increase and decreasing stake size as profits decrease. Set to 2 for increasing stake size as profits increase with stake size never being decreased. MM2ndType = 0 //Type of money management to switch to after TradesQtyForSwitch number of trades and ProfitNeededForSwitch profit has occurred TradesQtyForSwitch = 8 //Quantity of trades required before switching to second money management choice. ProfitNeededForSwitch = 2 //% profit needed before allowing a money management type change to MM2ndType. DrawdownNeededToSwitch = 8 //% draw down from max equity needed before money management type is changed back to MM1stType. DrawdownNeededToQuit = 25 //% draw down from max equity needed to stop strategy Once MoneyManagement = MM1stType Equity = Capital + StrategyProfit maxequity = max(equity,maxequity) if equity < maxequity * (1 - (DrawdownNeededToSwitch/100)) then enoughtrades = 0 tradecount = 0 moneymanagement = MM1stType endif if equity < maxequity * (1 - (DrawdownNeededToQuit/100)) then quit endif if not EnoughTrades then if abs(countofposition) > abs(countofposition[1]) then tradecount = tradecount + 1 endif if tradecount > TradesQtyForSwitch and maxequity >= Capital * (1 + (ProfitNeededForSwitch/100)) then EnoughTrades = 1 MoneyManagement = MM2ndType endif endif IF MoneyManagement = 1 THEN PositionSize = Max(MinSize, Equity * (MinSize/Capital)) ENDIF IF MoneyManagement = 2 THEN PositionSize = Max(LastSize, Equity * (MinSize/Capital)) LastSize = PositionSize ENDIF IF MoneyManagement <> 1 and MoneyManagement <> 2 THEN PositionSize = MinSize ENDIF PositionSize = Round(PositionSize*100) PositionSize = PositionSize/100 // Size of POSITIONS PositionSizeLong = 1 * positionsize PositionSizeShort = 1 * positionsize TIMEFRAME(120 minutes) Period= 480 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice) HULLa = weightedaverage[round(sqrt(Period))](inner) c1 = HULLa > HULLa[1] c2 = HULLa < HULLa[1] indicator1 = SuperTrend[5,21] c3 = (close > indicator1) c4 = (close < indicator1) indicator4 = CALL "Moving Average Slope"[75,1](close) c11 = (indicator4 > 0) c12 = (indicator4 < 0) Sinewave, ignored, ignored, ignored = CALL "Ehlers Even Better Sinewave"[100,.8, -.8] c13 = (Sinewave > -8) c14 = (Sinewave < .8) TIMEFRAME(15 minutes) indicator2 = Average[6](typicalPrice) indicator3 = Average[11](typicalPrice) c7 = (indicator2 > indicator3) c8 = (indicator2 < indicator3) Periodc= 17 innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice) HULLc = weightedaverage[round(sqrt(Periodc))](innerc) c9 = HULLc > HULLc[1] c10 = HULLc < HULLc[1] TIMEFRAME(5 minutes) Periodb= 22 innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice) HULLb = weightedaverage[round(sqrt(Periodb))](innerb) c5 = HULLb > HULLb[1]and HULLb[1]<HULLb[2] c6 = HULLb < HULLb[1]and HULLb[1]>HULLb[2] // Conditions to enter long positions IF c1 AND C3 AND C5 and c7 and c9 and c11 and c13 THEN BUY PositionSizeLong CONTRACT AT MARKET SET STOP %LOSS 1.9 SET TARGET %PROFIT 1 ENDIF // Conditions to enter short positions IF c2 AND C4 AND C6 and c8 and c10 and c12 and c14 THEN SELLSHORT PositionSizeShort CONTRACT AT MARKET SET STOP %LOSS 1.5 SET TARGET %PROFIT 1 ENDIF //trailing stop function trailingstart = 81 //trailing will start @trailinstart points profit trailingstep = 3 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP 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 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000       Capital = 10000 MinSize = 1                 //The minimum position size allowed for the instrument. MM1stType = 0               //Starting type of moneymanagement. Set to 0 for level stakes. Set to 1 for increasing stake size as profits increase and decreasing stake size as profits decrease. Set to 2 for increasing stake size as profits increase with stake size never being decreased. MM2ndType = 0               //Type of money management to switch to after TradesQtyForSwitch number of trades and ProfitNeededForSwitch profit has occurred TradesQtyForSwitch = 8    //Quantity of trades required before switching to second money management choice. ProfitNeededForSwitch = 2  //% profit needed before allowing a money management type change to MM2ndType. DrawdownNeededToSwitch = 8 //% draw down from max equity needed before money management type is changed back to MM1stType. DrawdownNeededToQuit = 25   //% draw down from max equity needed to stop strategy Once MoneyManagement = MM1stType Equity = Capital + StrategyProfit maxequity = max(equity,maxequity) if equity < maxequity * (1 - (DrawdownNeededToSwitch/100)) then enoughtrades = 0 tradecount = 0 moneymanagement = MM1stType endif if equity < maxequity * (1 - (DrawdownNeededToQuit/100)) then quit endif if not EnoughTrades then if abs(countofposition) > abs(countofposition[1]) then tradecount = tradecount + 1 endif if tradecount > TradesQtyForSwitch and maxequity >= Capital * (1 + (ProfitNeededForSwitch/100)) then EnoughTrades = 1 MoneyManagement = MM2ndType endif endif IF MoneyManagement = 1 THEN PositionSize = Max(MinSize, Equity * (MinSize/Capital)) ENDIF IF MoneyManagement = 2 THEN PositionSize = Max(LastSize, Equity * (MinSize/Capital)) LastSize = PositionSize ENDIF IF MoneyManagement <> 1 and MoneyManagement <> 2 THEN PositionSize = MinSize ENDIF PositionSize = Round(PositionSize*100) PositionSize = PositionSize/100 // Size of POSITIONS PositionSizeLong = 1 * positionsize PositionSizeShort = 1 * positionsize       TIMEFRAME(120 minutes)   Period= 480 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice) HULLa = weightedaverage[round(sqrt(Period))](inner) c1 = HULLa > HULLa[1] c2 = HULLa < HULLa[1]   indicator1 = SuperTrend[5,21] c3 = (close > indicator1) c4 = (close < indicator1)   indicator4 = CALL "Moving Average Slope"[75,1](close) c11 = (indicator4 > 0) c12 = (indicator4 < 0)   Sinewave, ignored, ignored, ignored = CALL "Ehlers Even Better Sinewave"[100,.8, -.8] c13 = (Sinewave > -8) c14 = (Sinewave < .8)   TIMEFRAME(15 minutes)   indicator2 = Average[6](typicalPrice) indicator3 = Average[11](typicalPrice) c7 = (indicator2 > indicator3) c8 = (indicator2 < indicator3)   Periodc= 17 innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice) HULLc = weightedaverage[round(sqrt(Periodc))](innerc) c9 = HULLc > HULLc[1] c10 = HULLc < HULLc[1]     TIMEFRAME(5 minutes)   Periodb= 22 innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice) HULLb = weightedaverage[round(sqrt(Periodb))](innerb) c5 = HULLb > HULLb[1]and HULLb[1]<HULLb[2] c6 = HULLb < HULLb[1]and HULLb[1]>HULLb[2]   // Conditions to enter long positions IF c1 AND C3 AND C5 and c7 and c9 and c11 and c13 THEN BUY PositionSizeLong CONTRACT AT MARKET SET STOP %LOSS 1.9 SET TARGET %PROFIT 1 ENDIF // Conditions to enter short positions IF c2 AND C4 AND C6 and c8 and c10 and c12 and c14 THEN SELLSHORT PositionSizeShort CONTRACT AT MARKET SET STOP %LOSS 1.5 SET TARGET %PROFIT 1 ENDIF       //trailing stop function trailingstart = 81 //trailing will start @trailinstart points profit trailingstep = 3 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************

   

  

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  02/10/2020 at 6:50 PM #119224
  Vonasi

  nonetheless wrote:

  I tried to break it into separate long and short but the result is worse; your version works better as one code going both ways

  For me that would start ringing an alarm bell. If an entry condition and exit condition are good then they should be good whether you have opposite direction trades in the strategy or not.

  

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  02/10/2020 at 7:11 PM #119228
  nonetheless

  There wasn’t much in it – less than 10% difference, but better as one code doing both long and short. (I’m talking about Fifi’s version, posted above as v2_MOD – my original worked better as separate long and short).

  

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