Hi Ninjas
I'm still trying to work out the best way to implement my automated strategy.
Yes, I have a strategy that enters ATMs automatically (based on SampleAtmStrategy), but one of the drawbacks I hadn't considered, is that there's no way of adjusting variables in an ATM as one can in a strategy. This means I'll have to produce a large number of ATMs for every possible time period or Renko length. This can be confusing and lead to mistakes.
Moreover, I won't be using trailing stops.
I'm considering reverting to a traditional strategy using SetTrailStop, SetProfitTarget, etc.
I wish to incorporate into this strategy, though, an essential element of ATMs: the break even aspect. I've worked out some code that I'm hoping will do the trick:
The problem I have is this: I wish the part of the strategy that enters tthe trades to operate with CoBC = True. The problem is, the break even part should really work on a CoBC = False basis.
Two questions:
1) Does the above code look like it might successfully operate as a break even?
2) Although I think I'm asking for the impossible, is there any wonderfully erudite way of making different parts of a strategy operate with CoBC = True and others CoBC = False? Or at least fooling the strategy into making part of it act differently?
Any advice as regards these points will be greatly appreciated.
I'm still trying to work out the best way to implement my automated strategy.
Yes, I have a strategy that enters ATMs automatically (based on SampleAtmStrategy), but one of the drawbacks I hadn't considered, is that there's no way of adjusting variables in an ATM as one can in a strategy. This means I'll have to produce a large number of ATMs for every possible time period or Renko length. This can be confusing and lead to mistakes.
Moreover, I won't be using trailing stops.
I'm considering reverting to a traditional strategy using SetTrailStop, SetProfitTarget, etc.
I wish to incorporate into this strategy, though, an essential element of ATMs: the break even aspect. I've worked out some code that I'm hoping will do the trick:
Code:
int a = 0;
int i = 1;
while (i <= BarsSinceEntry())
{
if( Position.GetProfitLoss(Close[i], PerformanceUnit.Points) < ProfitTrigger1 )
{
i++;
continue;
}
else
a = 1;
break;
}
if (
Position.MarketPosition == MarketPosition.Long
&& Position.GetProfitLoss(Close[0], PerformanceUnit.Points) <= BreakEvenPlus1
&& a == 1
)
{
ExitLong("Long1"); // LongQuantity1,
}
Two questions:
1) Does the above code look like it might successfully operate as a break even?
2) Although I think I'm asking for the impossible, is there any wonderfully erudite way of making different parts of a strategy operate with CoBC = True and others CoBC = False? Or at least fooling the strategy into making part of it act differently?
Any advice as regards these points will be greatly appreciated.
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