How to create a breakout box between 2 hours, Code please?

• 07/12/2018 at 11:52 AM #75863
  robertogozzi

  You shoud add

  AND Not daysForbiddenEntry

  1	AND Not daysForbiddenEntry

  in lines 26 and 29, just before THEN.

  Those days are FORBIDDEN, just remove the ones you want trading to be allowed.

   

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  abacus23

  

  robertogozzi

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  07/12/2018 at 12:47 PM #75867
  abacus23

  robertogozzi,

  All inserted and working wonderfully.;)

  Many thanks for all your help.

  

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  07/23/2018 at 10:49 AM #76499
  abacus23

  I have been using the Auto Trading and it is working great, after all of the help from everybody 😉 but it only ever buys £1 per point, either way.

  I have been into Options>Trading Options > Auto trading, but there is nothing for position size? ( I have seen it on the simplified creation) and on the website link https://www.prorealcode.com/blog/learning/money-management-prorealtime-code/ from Nicholas, but I can’t seem to add it in.

  If I want £3 per point, example, how can I add this please?

  The link above does state how to amend it, but as my code has gotten longer and longer, I keep getting error messages when I try to insert the position size.

  

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  07/23/2018 at 11:03 AM #76501
  Vonasi

  abacus23 wrote:

  I keep getting error messages when I try to insert the position size.

  It would be easier for everyone if you posted the code on here as otherwise we are all just going to be guessing what you might have done wrong.

  

  Vonasi

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  07/23/2018 at 11:34 AM #76502
  abacus23

  defparam flatafter = 210000 daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 2*pipsize endif tcondition = time>080000 and time<200000 if tcondition then if close<yh+os and not alreadybuy then buy 1 contract at yh+os PositionSize 3 stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os PositionSize 3 stop endif endif set stop ploss 30 ONCE TrailStart = 30 //30 Start trailing profits from this point ONCE ProfitPerCent = 0.666 //66.6% Profit to keep IF Not OnMarket THEN y1 = 0 y2 = 0 ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG x1 = (close – tradeprice) / pipsize //convert price to pips IF x1 >= TrailStart THEN //go ahead only if 30+ pips y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit ENDIF IF y1 THEN //Place pending STOP order when y>0 SELL AT Tradeprice + (y1 * pipsize) STOP //convert pips to price ENDIF ELSIF ShortOnMarket AND close < (TradePrice – (y2 * pipsize)) THEN //SHORT x2 = (tradeprice – close) / pipsize //convert price to pips IF x2 >= TrailStart THEN //go ahead only if 30+ pips y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit ENDIF IF y2 THEN //Place pending STOP order when y>0 EXITSHORT AT Tradeprice – (y2 * pipsize) STOP //convert pips to price ENDIF 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

  defparam flatafter = 210000 daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 2*pipsize endif tcondition = time>080000 and time<200000 if tcondition then if close<yh+os and not alreadybuy then buy 1 contract at yh+os PositionSize 3 stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os PositionSize 3 stop endif endif set stop ploss 30 ONCE TrailStart = 30 //30 Start trailing profits from this point ONCE ProfitPerCent = 0.666 //66.6% Profit to keep IF Not OnMarket THEN y1 = 0 y2 = 0 ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG x1 = (close – tradeprice) / pipsize //convert price to pips IF x1 >= TrailStart THEN //go ahead only if 30+ pips y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit ENDIF IF y1 THEN //Place pending STOP order when y>0 SELL AT Tradeprice + (y1 * pipsize) STOP //convert pips to price ENDIF ELSIF ShortOnMarket AND close < (TradePrice – (y2 * pipsize)) THEN //SHORT x2 = (tradeprice – close) / pipsize //convert price to pips IF x2 >= TrailStart THEN //go ahead only if 30+ pips y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit ENDIF IF y2 THEN //Place pending STOP order when y>0 EXITSHORT AT Tradeprice – (y2 * pipsize) STOP //convert pips to price ENDIF ENDIF

  Lastly, I have a slight issue with the breakout box settings,  if the time condition is 8-8, as below:

  tcondition = time>080000 and time<200000.

  Eg: Sell example: If the price has moved out of the breakout box at say 7:30, it seems to buy at 8 regardless, I would like the sell trade to be cancelled if the box has been broken before 8.  The buy remains active, but the same conditions as the above.

  Hopefully this makes sense.

  

  abacus23

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  07/23/2018 at 11:49 AM #76503
  GraHal

  abacus23 wrote:

  Hopefully this makes sense.

  I don’t know what else might be wring as I am just about to run it, but surely Lines 25 to 32 need to read as below (without PositionSize 3) ??

  Also DaysForbiddenEntry in Line 3 is not used in the code??

  Attached is what I get on DJI at 10 min TF (what TF and Market is it supposed to run on?). Ignore the Win %, it is low due to the PRT Even Trades Glitch some of us are experiencing.

   

  if tcondition then if close<yh+os and not alreadybuy then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os stop endif

  1 2 3 4 5 6 7

  if tcondition then if close<yh+os and not alreadybuy then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os stop endif

   

   

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  07/23/2018 at 12:28 PM #76510
  abacus23

  GraHal,

  Many thanks, 5 min chart, I am on.

  defparam flatafter = 210000 daysForbiddenEntry = OpenDayOfWeek = 2 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 1*pipsize endif tcondition = time>080000 and time<200000 if tcondition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy AND Not daysForbiddenEntry then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell AND Not daysForbiddenEntry then sellshort 1 contract at yl-os stop endif endif set stop ploss 15 ONCE TrailStart =130 //30 Start trailing profits from this point ONCE ProfitPerCent = 0.8 //66.6% Profit to keep IF Not OnMarket THEN y1 = 0 y2 = 0 ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG x1 = (close - tradeprice) / pipsize //convert price to pips IF x1 >= TrailStart THEN //go ahead only if 30+ pips y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit ENDIF IF y1 THEN //Place pending STOP order when y>0 SELL AT Tradeprice + (y1 * pipsize) STOP //convert pips to price ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT x2 = (tradeprice - close) / pipsize //convert price to pips IF x2 >= TrailStart THEN //go ahead only if 30+ pips y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit ENDIF IF y2 THEN //Place pending STOP order when y>0 EXITSHORT AT Tradeprice - (y2 * pipsize) STOP //convert pips to price ENDIF 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

  defparam flatafter = 210000   daysForbiddenEntry = OpenDayOfWeek = 2   if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 1*pipsize endif tcondition = time>080000 and time<200000 if tcondition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy AND Not daysForbiddenEntry then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell AND Not daysForbiddenEntry then sellshort 1 contract at yl-os stop endif endif set stop ploss 15 ONCE TrailStart    =130       //30     Start trailing profits from this point ONCE ProfitPerCent = 0.8    //66.6%  Profit to keep IF Not OnMarket THEN y1 = 0 y2 = 0 ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN                         //LONG x1 = (close - tradeprice) / pipsize           //convert price to pips IF x1 >= TrailStart THEN                      //go ahead only if 30+ pips y1 = max(x1 * ProfitPerCent, y1)           //y = % of max profit ENDIF IF y1 THEN                                       //Place pending STOP order when y>0 SELL AT Tradeprice + (y1 * pipsize) STOP      //convert pips to price ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN                        //SHORT x2 = (tradeprice - close) / pipsize           //convert price to pips IF x2 >= TrailStart THEN                      //go ahead only if 30+ pips y2 = max(x2 * ProfitPerCent, y2)           //y = % of max profit ENDIF IF y2 THEN                                       //Place pending STOP order when y>0 EXITSHORT AT Tradeprice - (y2 * pipsize) STOP //convert pips to price ENDIF ENDIF

  I have added the forbidden code in.

  Removing the position size works on a back test, but how do I code in, the position size, (i.e £3 per point instead of the standard £1 per point)

  Also, eg DJI, 5 min chart,  2/7/18. Breakout box was broken at 6:05, the system bought at 08:50, not sure why?

  I would like to code in, if the price has broken out already before 8, the sell trade gets cancelled. (same conditions for the buy)

  

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  07/23/2018 at 2:23 PM #76513
  abacus23

  It’s ok, forget my ramblings, I have made it all work. 😉

   

  

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  07/26/2018 at 11:29 AM #76791
  abacus23

  Is it possible to add a non trade condition to the pro auto trading?

  I would like to add a condition, in that, if the breakout box is over 300 pips, the trades, buy and sell are not allowed to happen.

  I have tried to code it in, but for some reason it won’t work.

  Please could somebody have a look and see where I have gone wrong.

  defparam flatafter = 210000 daysForbiddenEntry = OpenDayOfWeek = 2 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 1*pipsize endif if yh-yL >=300*pipsize THEN result=0 else result=1 endif tcondition = time>080000 and time<200000 if tcondition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy AND Not daysForbiddenEntry then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell AND Not daysForbiddenEntry then sellshort 1 contract at yl-os stop endif endif set stop ploss 15 ONCE TrailStart =30 //30 Start trailing profits from this point ONCE ProfitPerCent = 0.6666 //66.6% Profit to keep IF Not OnMarket THEN y1 = 0 y2 = 0 ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG x1 = (close - tradeprice) / pipsize //convert price to pips IF x1 >= TrailStart THEN //go ahead only if 30+ pips y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit ENDIF IF y1 THEN //Place pending STOP order when y>0 SELL AT Tradeprice + (y1 * pipsize) STOP //convert pips to price ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT x2 = (tradeprice - close) / pipsize //convert price to pips IF x2 >= TrailStart THEN //go ahead only if 30+ pips y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit ENDIF IF y2 THEN //Place pending STOP order when y>0 EXITSHORT AT Tradeprice - (y2 * pipsize) STOP //convert pips to price ENDIF 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

  defparam flatafter = 210000 daysForbiddenEntry = OpenDayOfWeek = 2 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif   if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 1*pipsize endif   if yh-yL >=300*pipsize THEN result=0 else result=1 endif   tcondition = time>080000 and time<200000 if tcondition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy AND Not daysForbiddenEntry then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell AND Not daysForbiddenEntry then sellshort 1 contract at yl-os stop endif endif set stop ploss 15 ONCE TrailStart    =30       //30     Start trailing profits from this point ONCE ProfitPerCent = 0.6666    //66.6%  Profit to keep IF Not OnMarket THEN y1 = 0 y2 = 0 ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN                         //LONG x1 = (close - tradeprice) / pipsize           //convert price to pips IF x1 >= TrailStart THEN                      //go ahead only if 30+ pips y1 = max(x1 * ProfitPerCent, y1)           //y = % of max profit ENDIF IF y1 THEN                                       //Place pending STOP order when y>0 SELL AT Tradeprice + (y1 * pipsize) STOP      //convert pips to price ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN                        //SHORT x2 = (tradeprice - close) / pipsize           //convert price to pips IF x2 >= TrailStart THEN                      //go ahead only if 30+ pips y2 = max(x2 * ProfitPerCent, y2)           //y = % of max profit ENDIF IF y2 THEN                                       //Place pending STOP order when y>0 EXITSHORT AT Tradeprice - (y2 * pipsize) STOP //convert pips to price ENDIF ENDIF

   

  

  abacus23

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  07/26/2018 at 12:16 PM #76794
  robertogozzi

  Add

  AND Result

  1	AND Result

  to lines 33 and 37.

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  07/26/2018 at 12:29 PM #76797
  abacus23

  Roberto, top man. 😉

  You guys are great.

  

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  07/27/2018 at 12:03 PM #76881
  abacus23

  I’m hoping this is the last question. 😉 Sorry Roberto.

  I have read lots about selling after n bars, but I would only like to sell after n bars, if the trade is losing.

  I have input the following code, but it sells regardless of profit / loss.

  if onmarket and BARINDEX-TRADEINDEX(1)>30 then SELL AT MARKET EXITSHORT AT MARKET endif

  1 2 3 4

  if onmarket and BARINDEX-TRADEINDEX(1)>30 then SELL AT MARKET EXITSHORT AT MARKET endif

  Is it possible to remain in the trade after 30 bars if winning, but if after 30 bars I am losing, it sells the trade?

  Many thanks again in advance.

  

  abacus23

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  07/27/2018 at 12:39 PM #76882
  GraHal

  You need below or something similar… 🙂

  position perf is a %

  if onmarket and positonperf < - 0.0001 and BARINDEX-TRADEINDEX(1)>30 then SELL AT MARKET EXITSHORT AT MARKET endif

  1 2 3 4

  if onmarket and positonperf < - 0.0001 and BARINDEX-TRADEINDEX(1)>30 then SELL AT MARKET EXITSHORT AT MARKET endif

  OR

  if onmarket and abs(Close - tradeprice < 0) and BARINDEX-TRADEINDEX(1)>30 then SELL AT MARKET EXITSHORT AT MARKET endif

  1 2 3 4

  if onmarket and abs(Close - tradeprice < 0) and BARINDEX-TRADEINDEX(1)>30 then SELL AT MARKET EXITSHORT AT MARKET endif

  syntax might be wrong, I have my grandkids here and they want to watch Horrid Henry! 🙂

  

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  07/27/2018 at 1:10 PM #76884
  robertogozzi

  The code you found lets you close any open trade after N bars, regardless of performance, you ahould add a condition testing whether TRADEPRICE is higher or lower than the current CLOSE  and act accordingly.

  IF Close < TRADEPRICE AND (TradeInex - BarIndex) > 30 THEN SELL AT MARKET ENDIF

  1 2 3

  IF Close < TRADEPRICE AND (TradeInex - BarIndex) > 30 THEN SELL AT MARKET ENDIF

  this will close any long trade after 10 bars if the curent price is below entry price.

  

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  07/27/2018 at 1:17 PM #76885
  Vonasi

  I think it should be (Barindex – TradeIndex) and not (TradeIndex – BarIndex) and it closes after 30 bars not 10.

  I’m guessing you are on your phone Robertogozzi as the code was not inserted correctly – I tidied it up for you 🙂

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