Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

How do I code a strategy which restricts a trade

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    How do I code a strategy which restricts a trade

    for one entry per signal and that entry is good for 5 bars?

    This is how I've coded it so far but I've encountered situations where trades have occured even after 10 bars!

    Code:
    [FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]
    [SIZE=2][FONT=Courier New][COLOR=#0000ff]if[/COLOR][/FONT][/SIZE][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2][COLOR=#000000] (Position.MarketPosition == MarketPosition.Flat)[/COLOR][/SIZE][/FONT]
    [SIZE=2][FONT=Courier New]{[/FONT][/SIZE]
    [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff] if[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] (tdbuyextendedsetup().buysetupmoveiscompleted)[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New] {[/FONT][/SIZE]
    [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]  int[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] myLongCount = CurrentBar;[/SIZE][/FONT]
    [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]  int[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] myLongDiff = (CurrentBar - myLongCount);[/SIZE][/FONT]
    [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]  if[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] (myLongDiff <= [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]5[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2])[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New]  {[/FONT][/SIZE]
     
    [SIZE=2][FONT=Courier New]   EnterLongLimit([/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]100000[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2], (tdbuyextendedsetup().llbs+([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0.25[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]*(tdbuyextendedsetup().bssetuprange))));[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New]   Print([/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000]"LongLimit"[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + (tdbuyextendedsetup().llbs + ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0.25[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]*tdbuyextendedsetup().bssetuprange)).ToString());[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New]   SetStopLoss(CalculationMode.Price, tdbuyextendedsetup().bssl);[/FONT][/SIZE]
    [SIZE=2][FONT=Courier New]   Print([/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000]"stoploss"[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + tdbuyextendedsetup().bssl.ToString());[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New]  }[/FONT][/SIZE]
    [SIZE=2][FONT=Courier New]}[/FONT][/SIZE]
    [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff] if[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] (tdsellextendedsetup().sellsetupmoveiscompleted)[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New] {[/FONT][/SIZE]
    [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]  int[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] myShortCount = CurrentBar;[/SIZE][/FONT]
    [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]  int[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] myShortDiff = (CurrentBar - myShortCount);[/SIZE][/FONT]
    [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]  if[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] (myShortDiff <= [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]5[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2])[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New]  {[/FONT][/SIZE]
     
    [SIZE=2][FONT=Courier New]   EnterShortLimit([/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]100000[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2], (tdsellextendedsetup().hhss-([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0.25[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]*(tdsellextendedsetup().sssetuprange))));[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New]   Print([/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000]"ShortLimit"[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + (tdsellextendedsetup().hhss + ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0.25[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]*tdsellextendedsetup().sssetuprange)).ToString());[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New]   SetStopLoss(CalculationMode.Price, tdsellextendedsetup().sssl);[/FONT][/SIZE]
    [SIZE=2][FONT=Courier New]   Print([/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000]"stoploss"[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + tdsellextendedsetup().sssl.ToString());[/SIZE][/FONT]
    [SIZE=2][FONT=Courier New]  }[/FONT][/SIZE]
    [SIZE=2][FONT=Courier New] }[/FONT][/SIZE]
     
    [SIZE=2][FONT=Courier New]}[/FONT][/SIZE]
    [/SIZE][/FONT]

    #2
    Kay, you would need to debug your code and prints the variables affecting your order placement triggers here - mainly the bar counting variables here and then analyze why they would not work in the limiting way you expect. Perhaps you need to reset each side's variables as another side's counts starts / completes?

    Comment


      #3
      i think you're right bertrand...it's getting messier!!!!

      Comment


        #4
        In your code...

        Code:
          int myLongCount = CurrentBar;
          int myLongDiff = (CurrentBar - myLongCount);
          if (myLongDiff <= 5)
        ...the condition will always evaluate to be true, since the result of your subtraction will always be zero.

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by charlesugo_1, 05-26-2026, 05:03 PM
        0 responses
        56 views
        0 likes
        Last Post charlesugo_1  
        Started by DannyP96, 05-18-2026, 02:38 PM
        1 response
        143 views
        0 likes
        Last Post NinjaTrader_ChelseaB  
        Started by CarlTrading, 05-11-2026, 05:56 AM
        0 responses
        160 views
        0 likes
        Last Post CarlTrading  
        Started by CarlTrading, 05-10-2026, 08:12 PM
        0 responses
        96 views
        0 likes
        Last Post CarlTrading  
        Started by Hwop38, 05-04-2026, 07:02 PM
        0 responses
        276 views
        0 likes
        Last Post Hwop38
        by Hwop38
         
        Working...
        X