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Why is this happening?

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    Why is this happening?

    Hello,
    I noticed a strange thing!
    If I apply the same strategy on the same chart daily stock, but changing only the setting in the properties, change the trades.
    In the first attached file (file number 1), I put in the Order properties (by strategy).
    In the second attached file (file number 2), I put in the Order propeties (account size € 3000)
    Why ?
    Thank you.
    Roberto
    Attached Files

    #2
    Hello Roberto,

    This is due to how your strategy is programmed.

    I would expect changes in your strategy's parameters to cause your strategy have different results.

    Judging by your image I believe you may have your profit targets/stop loss orders set by a currency value most likely I am correct?

    If so then by changing the Order Properties you are changing the number of contracts being traded thus changing your orders.

    Otherwise, let me know how you are placing your Exit orders and I would be glad to assist you further.
    JCNinjaTrader Customer Service

    Comment


      #3
      I'm sorry but I can not understand. To read and write use Google Translation. Try to explain it more simply.
      In Annex I put the code.


      Thank you.
      Roberto
      Attached Files

      Comment


        #4
        Hi Roberto, what we would need to see is how do you exit the market then?

        If you for example say I want to exit if I make x euros of profit on the position, then the exit will come sooner if you go by account size since that would use a higher position size to begin the trade with.

        So you see the same entry, just with different size. However the exit would change as it would depend on this very entry size you started the trade with.

        Hope that makes sense.

        Comment


          #5
          Hello Bertrand,
          for the exits my code is very complex because it uses the values ​​of MAE ETD MFE (combined together) more volatility. Anyway, I think I have figured it out. Okay so.
          Thank you.
          Hello.
          Roberto

          Comment


            #6
            Thanks for the update, glad to hear you could get to the bottom of it. All the best.

            Comment

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