NAS 2m HULL-SAR trading system

• 03/29/2021 at 6:44 PM #165666
  nonetheless

  I’ve been experimenting with a different way to control the cumulation of orders.

  What I want is after it makes 2 entries, it can’t buy any more unless it averages down, ie can only buy below the existing positionprice, to a max of 5 in total.

  This seemed to work, but today I had a situation where one position hit its target and closed, leaving 2 positions open. Then it opened 2 more positions (total of 4) even though it was well above the positionprice.

  This is the code:

  MaxPos = 2*positionsize MaxPos2 = 5*positionsize IF not longonmarket and CB THEN BUY positionsize CONTRACT AT MARKET elsif Ctime and longonmarket and CB2 and COUNTOFLONGSHARES < MaxPos then BUY positionsize CONTRACT AT MARKET elsif longonmarket and CB2 and close <positionprice and COUNTOFLONGSHARES < MaxPos2 then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp ENDIF ENDIF

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  MaxPos = 2*positionsize MaxPos2 = 5*positionsize   IF not longonmarket and CB THEN BUY positionsize CONTRACT AT MARKET elsif Ctime and longonmarket and CB2 and COUNTOFLONGSHARES < MaxPos then BUY positionsize CONTRACT AT MARKET elsif longonmarket and CB2 and close <positionprice and COUNTOFLONGSHARES < MaxPos2 then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp ENDIF ENDIF

  Should line 8 be

  elsif longonmarket and CB2 and tradeprice <positionprice and COUNTOFLONGSHARES < MaxPos2 then

  1	elsif longonmarket and CB2 and tradeprice <positionprice and COUNTOFLONGSHARES < MaxPos2 then

  or is there a better way to do it ???

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  Midlanddave

  

  nonetheless

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  03/29/2021 at 7:31 PM #165670
  Monochrome

  Shouldnt it be =< maxpos ?

  < maxpos if maxpos is 2 has to be 1 right? Im probably missing something

  

  Monochrome

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  03/29/2021 at 7:37 PM #165672
  nonetheless

  If it opens 1 position, then that is still < 2, so it buys another. If it were <= then it would buy a 3rd position.

  That part seems to be ok, it’s the maxpos2 (only buy if averaging down) that isn’t doing what it should.

  

  nonetheless

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  03/29/2021 at 7:43 PM #165673
  Monochrome

  I realised my mistake above, please ignore.

  Also why not use positionperf instead of positionprice, maybe it works differently in cumulating orders

  elsif longonmarket and CB2 and positionperf < 0 and COUNTOFLONGSHARES < MaxPos2 then

  1	elsif longonmarket and CB2 and positionperf < 0 and COUNTOFLONGSHARES < MaxPos2 then

   

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  nonetheless

  

  Monochrome

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  03/29/2021 at 7:47 PM #165675
  nonetheless

  Yeah that could work – def worth trying.

  

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  03/29/2021 at 8:03 PM #165676
  nonetheless

  Hmm, actually in backtest it makes no difference – exactly the same result as “close <positionprice” – also continues to open new positions above the the existing positionprice

  

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  03/29/2021 at 8:18 PM #165678
  Monochrome

  Sorry I would test myself but im using work laptop.

  Another idea is –

  elsif longonmarket and CB2 and (close<positionprice[1] or close<positionprice[2]) and COUNTOFLONGSHARES < MaxPos2 then

  1	elsif longonmarket and CB2 and (close<positionprice[1] or close<positionprice[2]) and COUNTOFLONGSHARES < MaxPos2 then

  Im thinking once first position closes, the position price resets.

  Im really interested in the solution too. Hope someone helps

  

  Monochrome

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  03/29/2021 at 8:50 PM #165679
  nonetheless

  Nice idea, but that also gives exactly the same result 🤔

  Maybe has to be done using a Flag … ?

  

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  03/30/2021 at 7:32 PM #165771
  nonetheless

  This seems to work, for anyone who’s interested:

  MaxPos = 2*positionsize MaxPos2 = 5*positionsize IF Not OnMarket THEN Flag = 1 Flag1 = 1 Flag2 = 1 Flag3 = 1 ENDIF // Conditions to enter long positions if tradetype=1 or tradetype=2 then IF not longonmarket and CB and Flag THEN BUY positionsize CONTRACT AT MARKET elsif Ctime and longonmarket and CB2 and COUNTOFLONGSHARES < MaxPos and Flag then BUY positionsize CONTRACT AT MARKET Flag = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag1 then BUY positionsize CONTRACT AT MARKET Flag1 = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag2 then BUY positionsize CONTRACT AT MARKET Flag2 = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag3 then BUY positionsize CONTRACT AT MARKET Flag3 = 0 SET STOP %LOSS sl SET TARGET %PROFIT tp ENDIF ENDIF

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  MaxPos = 2*positionsize MaxPos2 = 5*positionsize   IF Not OnMarket THEN Flag = 1 Flag1 = 1 Flag2 = 1 Flag3 = 1 ENDIF   // Conditions to enter long positions if tradetype=1 or tradetype=2 then IF not longonmarket and CB and Flag THEN BUY positionsize CONTRACT AT MARKET elsif Ctime and longonmarket and CB2 and COUNTOFLONGSHARES < MaxPos and Flag then BUY positionsize CONTRACT AT MARKET Flag = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag1 then BUY positionsize CONTRACT AT MARKET Flag1 = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag2 then BUY positionsize CONTRACT AT MARKET Flag2 = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag3 then BUY positionsize CONTRACT AT MARKET Flag3 = 0 SET STOP %LOSS sl SET TARGET %PROFIT tp ENDIF ENDIF

   

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  03/30/2021 at 8:23 PM #165774
  Maik2404

  Wo muss ich den Eintrag in den Code einfügen bzw. gegen was ersetzen?Where do I have to insert the entry in the code or replace it with what?

  

  Maik2404

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  03/30/2021 at 8:56 PM #165776
  robertogozzi

  @Maik2404
  Only post in the language of the forumthat you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.

   

  

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  03/30/2021 at 9:24 PM #165777
  Maik2404

  Where do I have to add the entry in the code or replace it with something?

  

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  03/31/2021 at 8:59 AM #165796
  nonetheless

  Here’s the itf

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  vcharlesc, LaurentBZH35, boonet, Midlanddave, GraHal, Fabien6658, Ryugin

  

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  04/01/2021 at 7:41 AM #165905
  Ryugin

  Thank you very much for your effort @nonetheless, this robot is actually amazing. By the way, I’ve been testing it on demo and real accounts since version 5.3 and yesterday the robot entered 5 long positions. Usually, when the price reaches the trailing SL triggering point, the positions are covered and the trailing starts to work. Nevertheless, yesterday after the entry of the 5 long positions, the price reached the SL triggering point but it did not trigger neither in real acc nor in demo acc, so I decided to close the positions manually before night for security as long as they were not covered by the trailing SL. Did somebody have the same problem?

   

  In the backtests the positions opened yesterday seem to be still open, so it would be interesting if other users that have this robot working could check if the positions opened yesterday are properly covered by the trailing SL.

  

  Ryugin

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  04/01/2021 at 7:49 AM #165906
  nonetheless

  Which version are you referring to?

  

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