Set Maximum Trades

May 4th, 2017, 03:33 AM

Hello,

How do I set max open trades to 100?

I have set the signal "Allow up to 100 entry orders in the same direction..... but it's not working.

I am trying to backtest a strategy with multiple open trades but it only ever opens one trade at a time. Can I program this setting into the signal?

Any ideas?

Thank you

ABCTG · May 4th, 2017, 03:56 AM

Qw3rty,

does the strategy code maybe prevent additional entries?

Regards,

ABCTG

May 4th, 2017, 05:03 AM

ABCTG

Qw3rty,

does the strategy code maybe prevent additional entries?

Regards,

ABCTG

This is my entry criteria for entering a buy trade.

//Buy Average
if (close<low_signal and close[1] > high_signal and close[2]>high_signal then buy next bar at market;
setprofittarget(AvgEntryPrice_at_Broker_for_The_Strategy+20);

I have tried using barssinceentry>=0 and also maxentries<100 but no luck.

Any ideas?

ABCTG · May 4th, 2017, 05:08 AM

Qw3rty,

from this code snippet it's hard to tell. You can check with print statements if your entry conditions are valid while you are in a trade. This should tell you if your code is the problem.

What radio button position did you use for the Position limits under the strategy properties? Is it set to "regardless of the entry that generated the order"?

Regards,

ABCTG

May 4th, 2017, 06:13 AM

ABCTG

Qw3rty,

from this code snippet it's hard to tell. You can check with print statements if your entry conditions are valid while you are in a trade. This should tell you if your code is the problem.

What radio button position did you use for the Position limits under the strategy properties? Is it set to "regardless of the entry that generated the order"?

Regards,

ABCTG

I have tried a simple SMA cross strategy which I can now backtest and see the trade differences between the 2 different radio buttons. Something must be off with my code.

SMA CODE Example:

INPUTS: PRICE(CLOSE), FASTAVG(9), SLOWAVG(50);
VARS: FASTMA(0), SLOWMA(0), FILTER(0);

FASTMA = AVERAGE(PRICE, FASTAVG);

SLOWMA = AVERAGE(PRICE, SLOWAVG);

IF FASTMA > SLOWMA THEN

BUY THIS BAR ON CLOSE;

IF FASTMA < SLOWMA THEN

SELL THIS BAR ON CLOSE;

Not sure why my code doesn't work unless entering at market is different.

If I use any radio button I always get the same result on the charts. I only see one trade per criteria met? Why is that?

See attached

I should be seeing multiple entries but I only see one per cross

ABCTG · May 4th, 2017, 08:02 AM

Qw3rty,

without seeing your full code one could only guess what is causing it.

As I previously wrote, I'd suggest to use print statements to evaluate what is going within your code.

Regards,

ABCTG

Set Maximum Trades

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Set Maximum Trades