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Robots Unleashed - a beginners algotrading journey
Yeah, no thanks on the BTC futures, and bless those who trade them. For those margins I might as well trade spot BTC and take on the risk myself. I'll just hold the BTC and other crypto I have and let everyone do the hard work to drive the price.
There are many hidden gems in some of the SF club bounties and awards, hidden in comments or functions (I have a whole set of patterns I found in one of the functions).
Like you.... only so much time.
@FastNCurious .... you can have your journal back now.
~vmodus
Enjoy everything!
Can you help answer these questions from other members on NexusFi?
I asked this question of @ABCTG but I though it would benefit others to have it in my journal as well. Also, it help me keep a log of all my inquiries on here.
I am trying to create a trailing stop that moves my stoploss up to a specific positive value after the trade reaches the first target. I do not want it to be a percentage because as the first target is hit my next target is 2x first target and I want the difference to be the same value
from entry to original stoploss as the 1st profit threshold to 2nd stoploss.
I know I am asking a very simple question but for the life of me I can't figure it out.
I thought about moving the stoploss to a negative value since it is on the opposite side of a negative loss compared to the entry price. I don't think this will work but I will give it a try.
I have also had this idea come up before because I wanted to set a breakeven stop to breakeven plus a few ticks in the positive direction so I will more than likely not eat any slippage and commissions on a breakeven trade. I was unable to figure this out before but I imagine once I have the answer for one the other would be quite easy.
What a simple answer! Just solve my own equation for stoploss2. But instead of using the reserved word setstoploss just use a stop order that is triggered by profit threshold 1
Thanks for sharing, as I had the same problem several weeks ago. I solved it by referencing the code from the ATR Trailing LX (and SX for short) strategies that are in TS. That is a great little piece of code for setting up a trailing stop and one I've used successfully.
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,049 since Dec 2013
Thanks Given: 4,386
Thanks Received: 10,206
If your using continuous futures contracts you can not use percentages, returns, ratios, or anything that involves division or multiplication of the continuous contract price. Every roll-over the back adjusted history changes, so the percentages, returns, ratios all change as well, meaning any backtest is inaccurate.
So I have had this idea for a long time and I would like to figure it out finally! What I am seeking is a way to send to an excel file daily/weekly settled account equity to keep track of portfolio performance. If anyone knows of an easy solution for this I would really be interested in the help. I'm not sure if I need to write a strategy to keep track of this or maybe a function exists already.
Feel free to add to my journal any ideas.
I wonder if Portfolio Maestro would be good for this. I will investigate.
This is where I would start. Then write to a file using FileAppend , FastFileAppend, or Print(File(, separating each value with a ",", so it writes in a CSV format. I would write a single header row, then write to the file once per day (based on time of day) to the file with whatever details are useful.
I tried to add an example of FileAppend, but my code is too messy. Let me know if you would like an example.
Settled account equity means checking RTaccount equity at a certain time of day each day; maybe after settlement around 3:16 central time and printing that data to file. But after reading your question I realized that these are the reserved words I was looking for.
Do you keep track of daily/weekly account equity yourself? Do you know of some other way that is easier to visualize account equity over time other than printing to excel.
