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Ptt5566

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  • First Name
    ptt
  • Last Name
    FiveFiveSixSix
  • Country
    Taiwan

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  1. Zulutrade? Is it a very good system?
  2. Hello, I am a newer trying to develop trading strategy , but the result is no good. My coding is as follows:- inputs: High_Length( 20),Low_Length( 20 ),add1(150),add2(300),add3(450),add4(600),stopProfit(50); variables: var0( 0 ),var1( 0 ) ; variables: kb(0),eb(0),es(0),kbarb(0),ks(0),kbars(0) ; var0 = AverageFC( high, High_Length ) ; var1 = AverageFC( low, Low_Length) ; //============Condition======================================= if high[1]>var0 and high>var0 and high[2]>var0 and high[1]>high and high[1]>high[2] then value1=highest(high,3); if low[1]<var1 and low<var1 and low[2]<var1 and low[1]<low and low[1]<low[2] then value2=lowest(low,3); //=============Entry/Exit======================================= if close crosses over value1 and high>var0 and eb=0 then begin buy next bar at market; kb=close; eb=1; es=0; kbarb=BarNumber; end; if close crosses under value2 and low<var1 and es=0 then begin sellshort next bar at market; ks=close; es=1; eb=0; kbars=BarNumber; end; //=============Add Shares===================================== //====buy if marketposition*currentcontracts=1 then buy("Add_Buy1") 1 shares next bar at kb+add1 stop; if marketposition*currentcontracts=2 then buy("Add_Buy2") 1 shares next bar at kb+add2 stop; if marketposition*currentcontracts=3 then buy("Add_Buy3") 1 shares next bar at kb+add3 stop; if marketposition*currentcontracts=4 then buy("Add_Buy4") 1 shares next bar at kb+add4 stop; //====sell if marketposition*currentcontracts=-1 then sellshort("Add_Sell1") 1 shares next bar at ks-add1 stop; if marketposition*currentcontracts=-2 then sellshort("Add_Sell2") 1 shares next bar at ks-add2 stop; if marketposition*currentcontracts=-3 then sellshort("Add_Sell3") 1 shares next bar at ks-add3 stop; if marketposition*currentcontracts=-4 then sellshort("Add_Sell4") 1 shares next bar at ks-add4 stop; //==============Exit Add======================== value11=BarNumber-kbarb; value12=BarNumber-kbars; value3=highest(high,barssinceentry )-stopProfit; value4=lowest(low,barssinceentry)+stopProfit; //print(kbarb,kbars); if marketposition*currentcontracts>=2 then sell from entry("add_buy1") next bar at value3 Stop; if marketposition*currentcontracts>=2 then sell from entry("add_buy2") next bar at value3 Stop; if marketposition*currentcontracts>=2 then sell from entry("add_buy3") next bar at value3 Stop; if marketposition*currentcontracts>=2 then sell from entry("add_buy4") next bar at value3 Stop; if marketposition*currentcontracts<=-2 then buytocover from entry("Add_Sell1")next bar at value4 stop; if marketposition*currentcontracts<=-2 then buytocover from entry("Add_Sell2")next bar at value4 stop; if marketposition*currentcontracts<=-2 then buytocover from entry("Add_Sell3")next bar at value4 stop; if marketposition*currentcontracts<=-2 then buytocover from entry("Add_Sell4")next bar at value4 stop; When I exit add , there should be only one position(First entry/exit) in the market ,others all clear. But the Add Shares Instruction is actioning again and again. This bug how to fix ? please help me. Thanks everyone in advance.
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