One order each day?

• 08/29/2016 at 6:06 AM #12358
  dajvop

  Hello!

  I have been trying to limit my system to only 1 order each day but I haven’t figured out how to do it.

  Can someone please help me or point me in the right direction?

   

  Best regards,

  Dvid

  

  dajvop

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  08/29/2016 at 6:13 AM #12361
  grizzly

  Clarify this:

  Is it , 1 order & 1 execution ? or, 1 trade (buy and sell order executed) ? or even,

  1 order & 1 non-execution ?

   

   

  

  grizzly

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  08/29/2016 at 6:20 AM #12362
  dajvop

  Sorry.

  I mean 1 entry/day, not necessarily exit the same day, that depends on the market.

  But, if exit the same day, then the system should not try to enter the market again.

  I guess what I am looking for is some sort of counter.

  If no entry today, then buy. If 1 entry today already, then no buy. I just don’t know how to put it into code.

  

  dajvop

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  08/29/2016 at 6:59 AM #12364
  grizzly

   

  What time frame are you coding it for ? Ill reply with the code

  

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  08/29/2016 at 7:10 AM #12365
  dajvop

  Presently I am looking at 15 minutes.

  Thank you! That would be great!

  

  dajvop

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  08/29/2016 at 1:45 PM #12387
  grizzly

  Try this as an example :

  DEFPARAM CumulateOrders = False starttime = 090000 closetime = 170000 Rule1 = time > starttime and time < closetime and not onmarket[0] Rule1b = (barindex-tradeindex>=(4*15)) //4 x 15mins = 24hours Rule2 = close>ExponentialAverage[200](close) Rule3 = close<ExponentialAverage[200](close) if Rule1 and Rule1b and Rule2 then buy 2 contract at market endif if Rule1 and Rule1b and Rule3 then sellshort 2 contract at market endif set stop ptrailing 100

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  DEFPARAM CumulateOrders = False   starttime = 090000 closetime = 170000   Rule1 = time > starttime and time < closetime and not onmarket[0] Rule1b = (barindex-tradeindex>=(4*15)) //4 x 15mins = 24hours Rule2 = close>ExponentialAverage[200](close) Rule3 = close<ExponentialAverage[200](close)   if Rule1 and Rule1b and Rule2 then buy 2 contract at market endif   if Rule1 and Rule1b and Rule3 then sellshort 2 contract at market endif   set stop ptrailing 100

   

  

  grizzly

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  08/29/2016 at 1:54 PM #12388
  dajvop

  Thank you very much! That works like a charm! 🙂

  

  dajvop

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  08/30/2016 at 11:05 AM #12459
  dajvop

  Well, it worked in backtests, but PRT won’t let me start the system in automatic trading: strategy.request.program.parsing.error.

  I don’t know where the fault may be.

  

  dajvop

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  08/31/2016 at 8:35 AM #12511
  dajvop

  Exchanging TIME for CURRENTTIME worked instead:

  Rule1 = currenttime > 090000 and currenttime < 170000 and not onmarket[0]
  Rule1b = (barindex-tradeindex>=(4*15)) //4 x 15mins = 24hours

  if rule1 and rule1b and … then

  buy 1 contract at market

  endif

  

  dajvop

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  08/31/2016 at 9:00 AM #12512
  chris

  hi

  could you explain what rule 1b does or how it works?  Is it the number of bars since the last trade >= 60?

  thanks

  Chris

  

  chris

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  08/31/2016 at 10:11 AM #12517
  dajvop

  Hi Chris,

  Yes, I believe so.

  

  dajvop

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  08/31/2016 at 11:26 AM #12520
  grizzly

  Correction  it should be 4lots x 15mins x 24hours :

   

  Rule1b = (barindex-tradeindex>=(4*24)) //4 x 15mins = 1 hour x 24hours = 1 day

  1	Rule1b = (barindex-tradeindex>=(4*24)) //4 x 15mins = 1 hour x 24hours = 1 day

   

  

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