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Strategy Question

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Hello

 

I'm exploring backtesting but I am a real beginner in strategy

 

I can program a long or short entry with a stop

 

Now I try to add more contracts to a position

 

like this

 

// if c > entryprice + 50 point then

// Buy ( "Long2") 10 contracts this bar ;

 

or like that

 

// Buy ( "Long2") 10 contracts next bar at entryprice + 100 point stop ;

 

 

w/o success

 

All suggestion are welcome

 

Have a nice day

 

aaa

 

-----------------------------------------------------------------------------------

 

Here is a long entry example

 

{---------------- Long Side ----------------}

 

 

if marketposition <> 1 then

 

if c > AverageFC( c, 10 ) then

Buy ( "LongEntry" ) 100 contracts this bar ;

 

if marketposition = 1 then

begin

 

if c < AverageFC( c, 50 ) then

Sell ( "LongStop" ) this bar ;

 

Sell ("LongExit") next Bar at LowestFC(low, 10) + 0 point stop ;

 

end;

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Now I try to add more contracts to a position

 

like this

 

// if c > entryprice + 50 point then

// Buy ( "Long2") 10 contracts this bar ;

 

or like that

 

// Buy ( "Long2") 10 contracts next bar at entryprice + 100 point stop ;

 

 

without success

 

Hello Charlton

 

ThanX for your gentle help

 

// means that the code after doesn't work

 

// or to give information

 

// so we don't have to take them off

 

It could also be this way

 

{

Example 1

if c > entryprice + 50 point then

Buy ( "Long2") 10 contracts this bar ;

 

Example 2

Buy ( "Long2") 10 contracts next bar at entryprice + 100 point stop ;

}

 

---------------------------------------------

 

My question is

 

Is this code the way to add more contracts ?

 

If not

 

Can you suggest me an other way ?

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Hello Charlton

 

ThanX for your gentle help

 

// means that the code after doesn't work

 

// or to give information

 

// so we don't have to take them off

 

It could also be this way

 

{

Example 1

if c > entryprice + 50 point then

Buy ( "Long2") 10 contracts this bar ;

 

Example 2

Buy ( "Long2") 10 contracts next bar at entryprice + 100 point stop ;

}

 

---------------------------------------------

 

My question is

 

Is this code the way to add more contracts ?

 

If not

 

Can you suggest me an other way ?

 

When you say it doesn't work, does it not buy anything? What if you change it to 1 contract? Does it buy it then?

 

I am still using TS 2000i and I know you can set the maximum number of contracts and if pyramiding is allowed for the the strategy under the strategy properties in "Format Strategy". Maybe it is the same in the newer versions of TS. The default maximum number of contracts is 1 and pyramiding not allowed. So if yours are still default settings, this might explain why it is not working.

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Hello Sevensa

 

You are always helpfull with the others and your advices are very good

 

I'm confused because I open oftenly strategy properties and I 've never seen the Position Limits

 

So I allowed up to x entry orders in the same direction and it works fine.

 

Also this is important to put in the beginning of the script

 

[intrabarOrderGeneration = false]

 

Have a nice evening

 

aaa

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