Help with triggering 2nd order
2 replies
ssdex
9 years ago #113320
Hello,
I’m having trouble working out how to get the next order after a loss to take a different lot size.
IF(buy rules)=True
Then(assign variable) = 1
IF(variable)=1
Then(enter buy)
(assign variable) = 0
The above code works all day long. The problem is in the next piece (I think).
IF(closed p/l 0,0) <0
Then (assign variable) = 2
IF(variable)=2
&& (buy rules) = true
THEN(enter buy w/larger lot)
This seems to never take the larger trade after a loss. Is there something I’m missing?
Thanks for any help with this issue.
James
Mark Fric
9 years ago #128799
if it doesn’t work it looks like the second two rules are never triggered.
It depends also on how exactly it is done, if you’ll post the strategy here I can look at it.
You should be aware that rules are evaluated in order they are created, so your first rule always sets the variable to 1, and your second rule then always make a trade.
Mark
StrategyQuant architect
ssdex
9 years ago #128843
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