Strategyprofit on fixed tp

• 01/07/2023 at 2:50 PM #207000
  JohnScher

  Strategyprofit again

  Maybe the question is already answered and someone can answer me with a link to it?

  Question is.

  Every trade I win should increase my capital in 1%.
  If I lose a trade, the next trade should increase my capital by a total of 2%. If I lose the next trade, the next trade should increase my capital by a total of 3%, and so on until I win a trade. If this is the 4th trade that wins, I then have 104% capital and this should then be set to 100% capital and game starts again.
  So far so good and for the cracks here certainly no problem.

  But now, how does it look if I work with a fixed TakeProfit from trade with 1.5% and only with a time stop?
  Here now the quite simple strategy in which the Strategy-Proft problem could be integrated.

  late noon trade

  //------------------------------------------------------- // late noon trade // instrument dax40 // timezone europe, berlin // timeframe 30m // created and coded by JohnScher //------------------------------------------------------- defparam cumulateorders = false defparam flatafter = 213000 once ordersize = 1 td = opendayofweek >= 1 and opendayofweek <= 6 tt = time = 133000 c = close > exponentialaverage [6] (close) if td and tt and c then buy ordersize contracts at market endif set target %profit 1.5

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  //------------------------------------------------------- // late noon trade // instrument dax40 // timezone europe, berlin // timeframe 30m // created and coded by JohnScher //-------------------------------------------------------     defparam cumulateorders = false defparam flatafter = 213000   once ordersize = 1   td = opendayofweek >=  1 and opendayofweek <= 6 tt = time = 133000   c = close > exponentialaverage [6] (close)   if  td and tt and c then buy ordersize contracts at market endif   set target %profit 1.5

  pls can anyone help?
  see attached the itf-file

  

  JohnScher

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  01/09/2023 at 7:14 AM #207093
  robertogozzi

  What is the starting Capital you want to use for 1 lot?

   

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  robertogozzi

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  01/14/2023 at 1:11 PM #207438
  JohnScher

  Well, hi, Roberto.

  Currently, unfortunately, I do not have so much time for PRT. I am sorry that I can only answer today. So here let´s go.

  Starting Capital = 10.000

  One addition/change perhaps still.

  Since the TakeProfit is not reached every time because of the TimeStop, this would have to be taken into account.

  Means therefore

  If a trade is won with 50 points after time stop ,
  New Startcapital= 10.050 = 100.5%
  This NewCapital is then set to 100% for the further calculations
  NewStartcapital = 10,050 = 100%
  (Starting Capital = 10.000 = 100%
  Gain after TimeStop = +50 pointsize
  New Startcapital = 10.050 = 100%)

  If a trade is lost, the next trade should reach the target of 1.5% calculated from the all-time high of the starting capital.
  Therefore, the correct stake size must be calculated in order to achieve the take profit of the StartingCapital of 1.5% + all-time high from Starting Capital when the take profit of the trade is reached.

  Example
  oldStartCapital = 10.000
  Profit trade = +50 points
  newStartCapital = 10.050
  next Trade = Losstrade =-100 points
  newStartCapital= 9.950

  Calculate the postionsize if reach the TakeProfit of the trade = 1.5% of the price = reach the TakeProfit of the all time high of the starting capital (= 10,050 ) +1% of the starting capital.
  the target new starting capital would be 10.050 + 10.050*0,01 = 10.150,5

  It is complicated. Do you understand what I mean?

  

  JohnScher

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  01/14/2023 at 1:17 PM #207439
  JohnScher

  If it’s unclear, please write back, we can do it piece by piece

  

  JohnScher

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  01/20/2023 at 5:57 PM #207785
  robertogozzi

  There you go:

  //------------------------------------------------------- // late noon trade // instrument dax40 // timezone europe, berlin // timeframe 30m // created and coded by JohnScher //------------------------------------------------------- defparam cumulateorders = false //defparam flatafter = 213000 once Capital = 10000 once Equity = Capital once SizeRatio = 1 once MinSize = 1 //minimum lot size allowed (it can be lower, if the broker allows decimals) once PipGain = 50 * PipSize once CapitalInc = Capital / 200 //0.5% increase once ordersize = Equity * SizeRatio / Capital once TradeLost = 0 IF TradeLost = 0 THEN IF Time >= 213000 THEN SELL AT Market ENDIF ENDIF td = opendayofweek >= 1 and opendayofweek <= 6 tt = time = 133000 c = close > exponentialaverage[6](close) myProfit = (StrategyProfit - StrategyProfit[1]) / PipValue IF myProfit > 0 THEN TradeLost = 0 ENDIF IF myProfit >= PipGain THEN Equity = Equity + CapitalInc ordersize = Equity * SizeRatio / Capital ELSIF myProfit < 0 THEN TradeLost = 1 Equity = Equity + (myProfit * PipValue) ENDIF MaxEquity = max(MaxEquity,Equity) //not sure about the ALL-time highest Equity and 1.5% if td and tt and c then LotSize = max(MinSize,floor(ordersize,2)) buy LotSize contracts at market endif set target %profit 1.5 //graph TradeLost //graph myProfit >= PipGain coloured("Red") //graph OrderSize

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  //------------------------------------------------------- // late noon trade // instrument dax40 // timezone europe, berlin // timeframe 30m // created and coded by JohnScher //------------------------------------------------------- defparam cumulateorders = false //defparam flatafter    = 213000   once Capital    = 10000 once Equity     = Capital once SizeRatio  = 1 once MinSize    = 1                //minimum lot size allowed (it can be lower, if the broker allows decimals) once PipGain    = 50 * PipSize once CapitalInc = Capital / 200    //0.5% increase once ordersize  = Equity * SizeRatio / Capital once TradeLost  = 0   IF TradeLost = 0 THEN    IF Time >= 213000 THEN       SELL AT Market    ENDIF ENDIF td = opendayofweek >=  1 and opendayofweek <= 6 tt = time = 133000   c = close > exponentialaverage[6](close)   myProfit  = (StrategyProfit - StrategyProfit[1]) / PipValue IF myProfit > 0 THEN    TradeLost = 0 ENDIF IF myProfit >= PipGain THEN    Equity    = Equity + CapitalInc    ordersize = Equity * SizeRatio / Capital ELSIF myProfit < 0 THEN    TradeLost = 1    Equity    = Equity + (myProfit * PipValue) ENDIF   MaxEquity = max(MaxEquity,Equity)   //not sure about the ALL-time highest Equity and 1.5%   if  td and tt and c  then    LotSize = max(MinSize,floor(ordersize,2))    buy LotSize contracts at market endif   set target %profit 1.5 //graph TradeLost //graph myProfit >= PipGain coloured("Red") //graph OrderSize

  I couldn’t fully understand the 1.5% and the all-time highest capital requirements, so I did not add them. Can you explain better with some examples?

   

   

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  01/21/2023 at 1:44 PM #207824
  JohnScher

  Hello Roberto.

  Thank you very much for your work.
  I would also like to take this opportunity to say a big thank you for standing by me and helping me so many times. Thank you!

  Once again for understanding. I try to express myself better.

  It should apply in general to all strategies and be examined on the example of the late-noon-trade.

  We have a time-based stop. This means we do not always reach the specified StopLoss and TargetProfit.
  Nevertheless, we have SL and TP.

  Let’s program the FinanceMangement, piece by piece.

  We start from the initial capital of 10,000 euros.

  Step 1
  We win a trade.
  Now the (new) starting capital should be = 10.000 Euro + the profit from the last trade.

  Simple?
  Send it back as a code.

  oki?

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  01/29/2023 at 3:15 PM #208673
  robertogozzi

  I am attaching the new version according to yourlast request.

   

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  02/05/2023 at 5:20 PM #209148
  JohnScher

   

  <span class="Y2IQFc" lang="en">Thank you very much for your work. I didn't get around to looking at it sooner, I was on the way on other battlefields. I'm sorry, I should appreciate your work even more. If you want to answer that, please take your time. The strategy is important for all my systems to check. There is no rush, it does not depend on one day or the other. Better let's talk so we don't talk past each other. What I saw above doesn't quite match what I want. I probably didn't express myself correctly (the sender is responsible for the receiver understanding the signals) So, I want to try again, using the late noon trade as an example. Starting capital = 10.000 = 100% We start a 1st trade. The goal is a 1% profit from the starting capital - if the TakeProfits of the trade (!) (=1.5% of the index level) is reached. Because of the TimeStop, the trade will not always end in the SL or TP, of course. Therefore we act as follows. If the new starting capital is greater than the old (first) starting capital after the first trade, the (new) starting capital becomes the old starting capital. If after the 2nd trade the new starting capital is greater than the previous starting capital, the new starting capital becomes the old starting capital and so one .... so far, so clear. And now the problem, it's going a bit in the direction of Martingale. If the new starting capital is smaller than the old starting capital after the 1st trade, we want to calculate how large our positons (possibiliy in fractions) is so that we receive this 1% profit from the (old) starting capital As long as the following trades are lost, I would like to keep recalculating how many positions (possibly in fractions) I have to trade in order to reach this 1% of the (first - later from the old) starting capital. We do this everry until the new starting capital has finally reached 101% of the old starting capital after (many) lost trades. Difficult Birth. I hope you understand... im sorry, ask me</span>

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  <span class="Y2IQFc" lang="en">Thank you very much for your work.   I didn't get around to looking at it sooner, I was on the way on other battlefields. I'm sorry, I should appreciate your work even more. If you want to answer that, please take your time. The strategy is important for all my systems to check. There is no rush, it does not depend on one day or the other. Better let's talk so we don't talk past each other.   What I saw above doesn't quite match what I want. I probably didn't express myself correctly (the sender is responsible for the receiver understanding the signals) So, I want to try again, using the late noon trade as an example.     Starting capital = 10.000 = 100% We start a 1st trade. The goal is a 1% profit from the starting capital - if the TakeProfits of the trade (!) (=1.5% of the index level) is reached. Because of the TimeStop, the trade will not always end in the SL or TP, of course.   Therefore we act as follows. If the new starting capital is greater than the old (first) starting capital after the first trade, the (new) starting capital becomes the old starting capital. If after the 2nd trade the new starting capital is greater than the previous starting capital, the new starting capital becomes the old starting capital and so one .... so far, so clear.   And now the problem, it's going a bit in the direction of Martingale. If the new starting capital is smaller than the old starting capital after the 1st trade, we want to calculate how large our positons (possibiliy in fractions)  is so that we receive this 1% profit from the (old) starting capital As long as the following trades are lost, I would like to keep recalculating how many positions (possibly in fractions) I have to trade in order to reach this 1% of the (first - later from the old) starting capital. We do this everry until the new starting capital has finally reached 101% of the old starting capital after (many) lost trades.   Difficult Birth. I hope you understand... im sorry, ask me</span>

   

  

  JohnScher

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  02/07/2023 at 4:14 PM #209311
  Chrisinobi

  I put your algo live. One trade so far, one winner but unfortunately no further trades although one appears every day in the backtest ??? It makes me doubt that there are live problems ??

  

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  02/11/2023 at 3:24 PM #209536
  JohnScher

  I could not yet deal with Roberto’s changes, so many things are also to do. A big thanks to Roberto who works tirelessly like a machine.

  The original trade approach runs live with me. ordersize halfpoint for control purposes. No problems. The same almost like in demo.

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  02/19/2023 at 1:07 PM #209952
  JohnScher

  Hello Roberto
  or maybe someone else can help.

  I have simplified the code and changed onetime. Because it is not about maximization. He looks like this now.

  //------------------------------------------------------- // late noon trade // instrument dax40 // timezone europe, berlin // timeframe 30m // created and coded by JohnScher //------------------------------------------------------- defparam cumulateorders = false defparam flatafter = 213000 once Capital = 10000 once Equity = Capital once CapitalInc = Equitiy / 200 //0.5% increase once ordersize = 1 once TradeLost = 0 td = opendayofweek >= 1 and opendayofweek <= 6 tt = time = 133000 c = close > exponentialaverage[6](close) myProfit = (StrategyProfit - StrategyProfit[1]) / PipValue IF myProfit > 0 THEN TradeLost = 0 Equity = Equity + myProfit ELSIF myProfit < 0 THEN TradeLost = 1 ENDIF if td and tt and c then If tradelost = 0 then lotsize = ordersize Elsif tradelost = 1 then Lotsize = ??????????????? // here is the problem buy LotSize contracts at market Endif Endif set target %profit 1.5

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  //------------------------------------------------------- // late noon trade // instrument dax40 // timezone europe, berlin // timeframe 30m // created and coded by JohnScher //-------------------------------------------------------   defparam cumulateorders = false defparam flatafter      = 213000   once Capital    = 10000 once Equity     = Capital once CapitalInc = Equitiy / 200    //0.5% increase once ordersize  = 1 once TradeLost  = 0     td = opendayofweek >= 1 and opendayofweek <= 6 tt = time  = 133000 c  = close > exponentialaverage[6](close)     myProfit  = (StrategyProfit - StrategyProfit[1]) / PipValue   IF myProfit  > 0 THEN TradeLost = 0 Equity    = Equity + myProfit   ELSIF myProfit < 0 THEN TradeLost = 1 ENDIF     if  td and tt and c  then   If tradelost = 0 then lotsize = ordersize   Elsif tradelost = 1 then Lotsize = ???????????????  // here is the problem   buy LotSize contracts at market Endif Endif   set target %profit 1.5

  The intended calculation of the order size seems clearer now.

  If the last trade was won, the order size = 1.

  If the last trade was lost, the order size should be calculated in such a way,
  that the TakeProfit of the trade = 1.5% and when this TakeProfit is reached, the new Eqitity should be Equitiy[1] + Capitalincr*pipsize.

  Can the code be created for this?

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  02/22/2023 at 5:26 PM #210157
  Chrisinobi

  hello Roberto
  do you already have a plan for John’s problem, would also be very interested to find out how it works????

  

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  02/23/2023 at 3:23 PM #210282
  robertogozzi

  Actually I don’t know what to do, I can’t find any calculation method when a trade is lost. How can 1.5% TP be reached if the trade was lost?

   

   

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  02/23/2023 at 4:21 PM #210298
  PeterSt

  robertogozzi wrote:

  How can 1.5% TP be reached if the trade was lost?

  For the next trade to come.

  

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  02/23/2023 at 4:41 PM #210306
  Chrisinobi

  My problem was that there was only one trade and nothing happened for weeks (several trades were displayed in the backtest for the period), I closed it yesterday at PRT and immediately restarted it and today there was another trade that was still there is running, I’m curious what happens and if it starts trading again ??

  

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