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Hello everybody,
Cause programming is not my strongest point I hope someone can help
me out with my problem. I have developed a 5-minute system. I have a
static stoploss and stopprofit. But at this point I am testing it
with realtime data I see often that a profit of for example 10 points
on the Dow future disappears totally if the trend is turning, till my
stop is hit. I would like to test if its not better to increase the
stop, with for instance a trailingstop so that I will never lose such
a profit anymore. When I put a trailingstop into my code it is
backward looking cause it picks the high of the 5 minute bar. So this
doesn't help me out. I will give a piece of my system so you can see
how it is build up. I probably have to use the different timeframe
function, but what of my code do I need to expand? I tried a lot but
it didn't work.
So I hope one can help me out!
BTStartTime = ParamTime("Backtesting SOD","15:30:00");
BTEndTime = ParamTime("Backtesting EOD","21:40:00");
InSession = TimeNum() >= BTStartTime AND TimeNum() <= BTEndTime;
//My system here with several conditions like://
Cond2 = ADX(18) > 20 AND ADX(18) < 40;
//and a lot of reasons://
reason2 = Cross(StochK(4),50) AND cond1 AND NOT Cond7;
Buysig = reason2 OR reason3 OR reason4 OR reason5 OR reason6 OR
reason7 OR reason8 ;
Sellsig = reason10 OR reason11 OR reason12 OR reason13 OR reason14 OR
reason15 OR reason16 ;
Buy = Sum(buysig,2) > Sum(Sellsig,2) AND insession;
Short = Sum(buysig,2) < Sum(Sellsig,2) AND insession;
Sell = Sum(buysig,2) < Sum(Sellsig,2) OR TimeNum() >= BTEndTime;
Cover = Sum(buysig,2) > Sum(Sellsig,2) OR TimeNum() >= BTEndTime;
Stop = ApplyStop(stopTypeLoss,stopModePoint,Optimize("max. loss
stop level",1.0,1.0,1.0,1.0),True,True,1 );
Profit = ApplyStop(stopTypeTrailing,stopModePoint,Optimize("max.
profit stop level",1,1,10,1),True,True,1 );
SetTradeDelays(0,0,0,0);
PositionSize = 100 * 1;
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