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SC Spreadsheet trading help


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SC Spreadsheet trading help

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  #1 (permalink)
Bay Area California
 
Experience: None
Platform: TT T4
Broker: Phillip Capital
Trading: Futures
 
Posts: 802 since Nov 2011
Thanks: 878 given, 883 received

I'm trying to program a strategy to pull some data, but I'm having trouble getting the system to exit positions.

Strategy: Sell every new High, buy every new low

GOAL:
I'm trying to flatten ALL positions when one of two things occurs.
1. Price crosses the midpoint ((H+L)/2)
2. RTH close.

PROBLEM:
Long and short positions accumulate, but only PARTIALLY close on any given signal. This results in some positions being open for days while all trades should be less than 24hrs.

Any advice is appreciated.

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  #2 (permalink)
Nashville TN USA
 
Experience: Advanced
Platform: SierraChart
Broker: Sierra Futures/SC Denali
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addchild View Post
I'm trying to program a strategy to pull some data, but I'm having trouble getting the system to exit positions.

Strategy: Sell every new High, buy every new low

GOAL:
I'm trying to flatten ALL positions when one of two things occurs.
1. Price crosses the midpoint ((H+L)/2)
2. RTH close.

PROBLEM:
Long and short positions accumulate, but only PARTIALLY close on any given signal. This results in some positions being open for days while all trades should be less than 24hrs.

Any advice is appreciated.

One way to flatten all positions is to use cell J29, with something like this:

=OR(J41-INT(J41)>TIMEVALUE("15:59:00"),AND(J8<>0,YourMidpointConditions))

The first half exits at the time between the quotes (edit as needed, leave the quotes), and the second half exits when you have a position and your midpoint conditions are TRUE.

The problem with your partial exits is probably due to the value/formula in J26. This cell controls both entry and exit quantities, and it overrides the Trade Window quantity.

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Last Updated on December 10, 2013


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