bool flowCondition = flowStats.Score[0] > avgFlowstats.UpperbandScore[0]; // SELL if ( flowCondition && !upcandleCondition) { Print("$SELL signal "); Print(flowStats.Score[0] + " score > " + avgFlowstats.LowerbandScore[0]); Print(Volume[0] + " VOl > " + avgFlowstats.UpperbandVolume[0]); Print(flowStats.NumTrades[0] + " # > " + avgFlowstats.UpperbandNumTrades[0]); string entryName = ""; if (Position.MarketPosition != MarketPosition.Long) { entryName = "short" + (Position.Quantity + 1).ToString(); PrintA("issuing " + entryName); IOrder order = EnterShort(DefaultQuantity, entryName); if (order != null) { Print("SELL:" + order.ToString()); ht.Add(entryName, DefaultQuantity); } else Print(Time[0].ToString() + "--EnterShort: NULL Order"); Print("setting stop and target for " + entryName); SetStopLoss(entryName, CalculationMode.Percent, 0.45, false); SetProfitTarget(entryName, CalculationMode.Percent, 0.70); } else // long { entryName = "long" + Position.Quantity.ToString(); if (ht.ContainsKey(entryName)) { PrintA("issuing " + "exit-" + entryName); IOrder order = ExitLong(DefaultQuantity, "exit-" + entryName, entryName); if (order != null) { //PrintA(order.ToString()); ht.Add("exit-" + entryName, DefaultQuantity); } else PrintA(Time[0].ToString() + "--ExitLong: NULL Order"); } else Print(entryName + " doesn't exist"); } } flowCondition = flowStats.Score[0] < avgFlowstats.LowerbandScore[0]; // BUY if ( flowCondition && upcandleCondition) { Print("$BUY signal "); Print(flowStats.Score[0] + " score < " + avgFlowstats.LowerbandScore[0]); Print(Volume[0] + " VOl > " + avgFlowstats.UpperbandVolume[0]); Print(flowStats.NumTrades[0] + " # > " + avgFlowstats.UpperbandNumTrades[0]); string entryName = ""; if (Position.MarketPosition != MarketPosition.Short) { entryName = "long" + (Position.Quantity + 1).ToString(); Print("issuing " + entryName); IOrder order = EnterLong(DefaultQuantity, entryName); if (order != null) { Print("BUY:" + order.ToString()); ht.Add(entryName, DefaultQuantity); } else Print(Time[0].ToString() + "--EnterLong: NULL Order"); Print("setting stop and target for " + entryName); SetStopLoss(entryName, CalculationMode.Percent, 0.45, false); SetProfitTarget(entryName, CalculationMode.Percent, 0.70); } else // short { entryName = "short" + Position.Quantity.ToString(); if (ht.ContainsKey(entryName)) { PrintA("issuing " + "exit-" + entryName); IOrder order = ExitShort(DefaultQuantity, "exit-" + entryName, entryName); if (order != null) { Print("Adding exit-" + entryName); ht.Add("exit-" + entryName, DefaultQuantity); } else PrintA(Time[0].ToString() + "--ExitShort: NULL Order"); } else Print(entryName + " doesn't exist"); }
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SetStopLoss/SetProfitTarget
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SetStopLoss/SetProfitTarget
I am using these 2 calls in the code below, where I take a position using an explicit name in the appropriate overload of EnterLong and on occasions exit that position using the corresponding overload of Exitlong. Somehow the Stop and ProfitTaget calls are not activating. For example, for the below code, my stop is 045% and profit is 0.70%. This is yielding traces that have a PnL > 2% and in MFE > ProfitTarget and MAE > StopLoss, that should not happen right?
Code:Tags: None
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I am looking for 0.45% stop loss and 0.7% profit target.
Please sen me an example of how exactly I can specify the various calculation modes, the help section and documentation is insufficient. I appreciate your effort.Last edited by newworldguy; 05-29-2014, 03:55 AM.
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