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Counting Orders
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Counting Orders

  #1 (permalink)
Porto Portugal
 
 
Posts: 8 since May 2018
Thanks: 0 given, 0 received

Counting Orders

I would like to set a simple code to place up to 5 orders sequencially, not in the same bar but the number of orders would be a changeable input, that is, a range of maximum orders could be defined.
I designed the code below but it doesnt work nor does any counting...Can someone help me on this?
Thanks

Inputs:
Price( Close ), PositionBasis( False ),Entrysize (1000),
Ci(12),
ptsROC(0.5), MaxROC(3) ;

variables:
EntryCondition1(false),

CountROC (0);

EntryCondition1= Close > Ci ;

if MarketPosition = 0 then begin
CountROC = 0 ;
end ;

if CurrentBar > 1 then begin


if EntryCondition1 then
Switch( CurrentContracts )
begin
Case 0:
Buy ("MACDLE1") this bar at Close;
if CountROC < MaxROC then
begin
CountROC += 1 ;
end;
Buy ("MACDLE2") this bar at Close;
if CountROC < MaxROC then
begin
CountROC += 1 ;
end;
Case EntrySize*2:
Buy ("MACDLE3") this bar at Close;
if CountROC < MaxROC then
begin
CountROC += 1 ;
end;
Case EntrySize*3:
Buy ("MACDLE4") this bar at Close;
if CountROC < MaxROC then
begin
CountROC += 1 ;
end;
Case EntrySize*4:
Buy ("MACDLE5") this bar at Close;
end;
end;


sell ("MACDLX1") from entry ("MACDLE1") next bar AT$ Close + PTSroc Limit ;
sell ("MACDLX2") from entry ("MACDLE2") next bar AT$ Close + PTSroc Limit ;
sell ("MACDLX3") from entry ("MACDLE3") next bar AT$ Close + PTSroc Limit ;
sell ("MACDLX4") from entry ("MACDLE4") next bar AT$ Close + PTSroc Limit ;
sell ("MACDLX5") from entry ("MACDLE5") next bar AT$ Close + PTSroc Limit ;

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  #2 (permalink)
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  #3 (permalink)
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Trading Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 2,099 since Apr 2013
Thanks: 377 given, 1,344 received


tradestation18,

I would suggest using the Print statements to find out if certain parts are executed. Check if the entry conditions are fulfilled at all.
When you say "doesn't work" what does the code do versus what do you want it to do?

Regards,

ABCTG

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  #4 (permalink)
Porto Portugal
 
 
Posts: 8 since May 2018
Thanks: 0 given, 0 received

Thanks. The code doesnt work because the supposed counting of entry orders simply doesnt work. There is no counting. I would like to limit the number of entries for each EntryCondition, but this routine doesnt seem to count anyway...

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  #5 (permalink)
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Trading Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 2,099 since Apr 2013
Thanks: 377 given, 1,344 received

tradestation18,

what do the print statements show, does the code cycle through all parts?

Regards,

ABCTG

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