ProOrder no permite el uso de stops combinados

• 10/02/2022 at 7:21 PM #201792
  sb0300

   

  Hola, alguien sabria decirme como pongo el trailing stop y el stop loss para que me deje hacer el proorder automatico, o es imposible???

  // quitado filtro horario: AND Time > 143000 AND Time < 220000

  periodos = 50

  // Condiciones para entrada de posiciones largas
  IF NOT LongOnMarket AND Open < ExponentialAverage[periodos](Close) AND Close > ExponentialAverage[periodos](Close) THEN
  BUY lotes CONTRACTS AT MARKET
  SET STOP LOSS sl pTRAILING tl
  SET TARGET pPROFIT tp
  ENDIF

  // Condiciones de entrada de posiciones cortas
  IF NOT ShortOnMarket AND Open > ExponentialAverage[periodos](Close) AND Close < ExponentialAverage[periodos](Close) THEN
  SELLSHORT lotes CONTRACTS AT MARKET
  SET STOP LOSS sl pTRAILING tl
  SET TARGET pPROFIT tp
  ENDIF

  

  sb0300

  Participant

  Topics: 1

  Replies: 2

  Been thanked: 0 times
  10/03/2022 at 12:58 AM #201795
  robertogozzi

  El manual dice que puedes usar:

  SET STOP LOSS sl pTRAILING tl

  1	SET STOP LOSS sl pTRAILING tl

  pero en realidad solo puede hacerlo en backtests, NO en autotrading, ya que no puede escribir dos tipos diferentes de stop loss en la misma línea.

  Necesitas usar uno de estos dos:

  SET STOP pLOSS sl //or SET STOP LOSS sl SET STOP pTRAILING tl //or SET STOP TRAILING tl

  1 2	SET STOP pLOSS sl      //or SET STOP LOSS sl SET STOP pTRAILING tl  //or SET STOP TRAILING tl

  si usa ambos, la segunda línea anulará la primera, ya que el código se lee secuencialmente de arriba a abajo.

   

   

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17135

  Been thanked: 4031 times
  10/03/2022 at 9:30 AM #201817
  sb0300

  Muchas gracias por contestar,Mila verdad que yo soy de letras y esto me cuesta mucho, entonces le agradezco si me puede ayudar…

  lo que quiero es si por ejemplo entro en NQ al precio de 11000, poner un stop los de 50 puntos y un profit de 150, cuando el precio se haya ido a 11020, que el stop pase a breakeven +2, si el precio llega a 11025 que el stop pase a 11020 y ya vaya persiguiendo al precio a 5 puntos de distancia.  Esto sería posible??
  muchas gracias

  Susana Arias

  

  sb0300

  Participant

  Topics: 1

  Replies: 2

  Been thanked: 0 times
  10/03/2022 at 6:04 PM #201860
  robertogozzi

  Agregue, al final de su código, este escrito por Nicolás (lo modifiqué ligeramente para que los puntos se guardaran en el punto de breakeven).

  Solo tienes que poner los valores que prefieras a los tres parámetros:

  • trailingstart
  • trailingstep
  • PointsToKeep

  //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // //trailing stop function trailingstart = 20 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" PointsToKeep = 2 //keep rhese points when it is first triggered //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)+PointsToKeep*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)-PointsToKeep*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

  //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // //trailing stop function trailingstart = 20   //trailing will start @trailinstart points profit trailingstep  = 5    //trailing step to move the "stoploss" PointsToKeep  = 2    //keep rhese points when it is first triggered //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)+PointsToKeep*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)-PointsToKeep*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 //*********************************************************************************

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17135

  Been thanked: 4031 times
  10/04/2022 at 3:43 PM #201912
  sb0300

  Hola, pego tu código después del mío pero me da error, algo tengo que estar haciendo mal…puedes ayudarme por favor, lo que quiero es que haga la entrada tanto en corto como en largo al cierre de vela por encima (largo) o por debajo (corto) de la EMA 20, y si por ejemplo entro en NQ al precio de 11000, poner un stop loss de 50 puntos y un profit de 150, cuando el precio se haya ido a 11020, que el stop pase a breakeven +2, si el precio llega a 11025 que el stop pase a 11020 y ya vaya persiguiendo al precio a 5 puntos de distancia. cuando hago el backtesting me da error y no se porque, ya he cambiado mil cosas y nada…

  saludos

  Susana

  // quitado filtro horario: AND Time > 143000 AND Time < 220000

  periodos = 50

  // Condiciones para entrada de posiciones largas
  IF NOT LongOnMarket AND Open < ExponentialAverage[periodos](Close) AND Close > ExponentialAverage[periodos](Close) THEN
  BUY lotes CONTRACTS AT MARKET
  SET STOP LOSS sl pTRAILING tl
  SET TARGET pPROFIT tp
  ENDIF

  // Condiciones de entrada de posiciones cortas
  IF NOT ShortOnMarket AND Open > ExponentialAverage[periodos](Close) AND Close < ExponentialAverage[periodos](Close) THEN
  SELLSHORT lotes CONTRACTS AT MARKET
  SET STOP LOSS sl pTRAILING tl
  SET TARGET pPROFIT tp
  ENDIF

  <span class=”crayon-c”>//*********************************************************************************</span>

  <span class=”crayon-c”>// https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/</span&gt;

  <span class=”crayon-c”>// (lines 17- 56)</span>

  <span class=”crayon-c”>//</span>

  <span class=”crayon-c”>//trailing stop function</span>

  trailingstart <span class=”crayon-o”>=</span> <span class=”crayon-cn”>20</span><span class=”crayon-h”>   </span><span class=”crayon-c”>//trailing will start @trailinstart points profit</span>

  trailingstep<span class=”crayon-h”>  </span><span class=”crayon-o”>=</span> <span class=”crayon-cn”>5</span><span class=”crayon-h”>    </span><span class=”crayon-c”>//trailing step to move the “stoploss”</span>

  PointsToKeep<span class=”crayon-h”>  </span><span class=”crayon-o”>=</span> <span class=”crayon-cn”>2</span><span class=”crayon-h”>    </span><span class=”crayon-c”>//keep rhese points when it is first triggered</span>

  <span class=”crayon-c”>//reset the stoploss value</span>

  <span class=”crayon-st”>IF</span> <span class=”crayon-st”>NOT</span> <span class=”crayon-st”>ONMARKET</span> <span class=”crayon-st”>THEN</span>

  newSL<span class=”crayon-o”>=</span><span class=”crayon-cn”>0</span>

  <span class=”crayon-st”>ENDIF</span>

  <span class=”crayon-c”>//manage long positions</span>

  <span class=”crayon-st”>IF</span> <span class=”crayon-st”>LONGONMARKET</span> <span class=”crayon-st”>THEN</span>

  <span class=”crayon-c”>//first move (breakeven)</span>

  <span class=”crayon-st”>IF</span> newSL<span class=”crayon-o”>=</span><span class=”crayon-cn”>0</span> <span class=”crayon-st”>AND</span> (<span class=”crayon-st”>close</span><span class=”crayon-o”>-</span><span class=”crayon-st”>tradeprice</span>(<span class=”crayon-cn”>1</span>)) <span class=”crayon-o”>>=</span> trailingstart<span class=”crayon-o”>*</span><span class=”crayon-st”>pipsize</span> <span class=”crayon-st”>THEN</span>

  <span class=”crayon-h”>  </span>newSL <span class=”crayon-o”>=</span> <span class=”crayon-st”>tradeprice</span>(<span class=”crayon-cn”>1</span>)<span class=”crayon-o”>+</span>PointsToKeep<span class=”crayon-o”>*</span><span class=”crayon-st”>pipsize</span>

  <span class=”crayon-st”>ENDIF</span>

  <span class=”crayon-c”>//next moves</span>

  <span class=”crayon-st”>IF</span> newSL<span class=”crayon-o”>></span><span class=”crayon-cn”>0</span> <span class=”crayon-st”>AND</span> <span class=”crayon-st”>close</span><span class=”crayon-o”>-</span>newSL<span class=”crayon-o”>>=</span>trailingstep<span class=”crayon-o”>*</span><span class=”crayon-st”>pipsize</span> <span class=”crayon-st”>THEN</span>

  <span class=”crayon-h”>  </span>newSL <span class=”crayon-o”>=</span> newSL<span class=”crayon-o”>+</span>trailingstep<span class=”crayon-o”>*</span><span class=”crayon-st”>pipsize</span>

  <span class=”crayon-st”>ENDIF</span>

  <span class=”crayon-st”>ENDIF</span>

  <span class=”crayon-c”>//manage short positions</span>

  <span class=”crayon-st”>IF</span> <span class=”crayon-st”>SHORTONMARKET</span> <span class=”crayon-st”>THEN</span>

  <span class=”crayon-c”>//first move (breakeven)</span>

  <span class=”crayon-st”>IF</span> newSL<span class=”crayon-o”>=</span><span class=”crayon-cn”>0</span> <span class=”crayon-st”>AND</span> <span class=”crayon-st”>tradeprice</span>(<span class=”crayon-cn”>1</span>)<span class=”crayon-o”>-</span><span class=”crayon-st”>close</span><span class=”crayon-o”>>=</span>trailingstart<span class=”crayon-o”>*</span><span class=”crayon-st”>pipsize</span> <span class=”crayon-st”>THEN</span>

  <span class=”crayon-h”>  </span>newSL <span class=”crayon-o”>=</span> <span class=”crayon-st”>tradeprice</span>(<span class=”crayon-cn”>1</span>)<span class=”crayon-o”>-</span>PointsToKeep<span class=”crayon-o”>*</span><span class=”crayon-st”>pipsize</span>

  <span class=”crayon-st”>ENDIF</span>

  <span class=”crayon-c”>//next moves</span>

  <span class=”crayon-st”>IF</span> newSL<span class=”crayon-o”>></span><span class=”crayon-cn”>0</span> <span class=”crayon-st”>AND</span> newSL<span class=”crayon-o”>-</span><span class=”crayon-st”>close</span><span class=”crayon-o”>>=</span>trailingstep<span class=”crayon-o”>*</span><span class=”crayon-st”>pipsize</span> <span class=”crayon-st”>THEN</span>

  <span class=”crayon-h”>  </span>newSL <span class=”crayon-o”>=</span> newSL<span class=”crayon-o”>-</span>trailingstep<span class=”crayon-o”>*</span><span class=”crayon-st”>pipsize</span>

  <span class=”crayon-st”>ENDIF</span>

  <span class=”crayon-st”>ENDIF</span>

  <span class=”crayon-c”>//stop order to exit the positions</span>

  <span class=”crayon-st”>IF</span> newSL<span class=”crayon-o”>></span><span class=”crayon-cn”>0</span> <span class=”crayon-st”>THEN</span>

  <span class=”crayon-st”>SELL</span> <span class=”crayon-st”>AT</span> newSL <span class=”crayon-st”>STOP</span>

  <span class=”crayon-st”>EXITSHORT</span> <span class=”crayon-st”>AT</span> newSL <span class=”crayon-st”>STOP</span>

  <span class=”crayon-st”>ENDIF</span>

  <span class=”crayon-c”>//*********************************************************************************</span>

  

  sb0300

  Participant

  Topics: 1

  Replies: 2

  Been thanked: 0 times
  10/04/2022 at 7:15 PM #201927
  robertogozzi

  Te invito a releer el post  https://www.prorealcode.com/topic/proorder-no-permite-el-uso-de-stops-combinados/#post-201795.

  Esto funciona:

  DEFPARAM CumulateOrders = False // quitado filtro horario: AND Time > 143000 AND Time < 220000 periodos = 100 lotes = 1 sl = 50 tp = 150 // Condiciones para entrada de posiciones largas IF NOT LongOnMarket AND Open < ExponentialAverage[periodos](Close) AND Close > ExponentialAverage[periodos](Close) THEN BUY lotes CONTRACTS AT MARKET SET STOP LOSS sl SET TARGET pPROFIT tp ENDIF // Condiciones de entrada de posiciones cortas IF NOT ShortOnMarket AND Open > ExponentialAverage[periodos](Close) AND Close < ExponentialAverage[periodos](Close) THEN SELLSHORT lotes CONTRACTS AT MARKET SET STOP LOSS sl SET TARGET pPROFIT tp ENDIF // //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // //trailing stop function trailingstart = 20 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" PointsToKeep = 2 //keep rhese points when it is first triggered //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)+PointsToKeep*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)-PointsToKeep*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 //********************************************************************************* graphonprice TradePrice graphonprice NewSL coloured(255,0,0,255)

  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

  DEFPARAM CumulateOrders = False   // quitado filtro horario: AND Time > 143000 AND Time < 220000   periodos = 100 lotes    = 1 sl       = 50 tp       = 150   // Condiciones para entrada de posiciones largas IF NOT LongOnMarket AND Open < ExponentialAverage[periodos](Close) AND Close > ExponentialAverage[periodos](Close) THEN BUY lotes CONTRACTS AT MARKET SET STOP LOSS sl SET TARGET pPROFIT tp ENDIF   // Condiciones de entrada de posiciones cortas IF NOT ShortOnMarket AND Open > ExponentialAverage[periodos](Close) AND Close < ExponentialAverage[periodos](Close) THEN SELLSHORT lotes CONTRACTS AT MARKET SET STOP LOSS sl SET TARGET pPROFIT tp ENDIF // //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // //trailing stop function trailingstart = 20   //trailing will start @trailinstart points profit trailingstep  = 5    //trailing step to move the "stoploss" PointsToKeep  = 2    //keep rhese points when it is first triggered //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)+PointsToKeep*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)-PointsToKeep*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 //********************************************************************************* graphonprice TradePrice graphonprice NewSL      coloured(255,0,0,255)

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17135

  Been thanked: 4031 times
• Author
  Posts