ATRターゲットに達した後にポジションの一部を決済することは可能ですか?
9件の返信
ATRターゲットに達した後にポジションの一部を決済することは可能ですか?
0
yes, it is possible, but you have to define such rule by yourself. Partial exits are not supported by standard order management,
but there’s nothing preventing you from making a rule where you’ll check for the order profit, and close a part of the position when reaches some level.
EA Wizard contains functions for checking for order profit as well as partial close.
マーク
StrategyQuantアーキテクト
0
Hm, I am having trouble defining the rules for it. For take profit it is very simple to define.
For Partial close it is very different.
I was thinking like-
もし
Market Position is long
& Price= Entry+ ATR*1.5
それから
Close position Partially
もし
Market Position is short
& Price= Entry – ATR*1.5
それから
Close position Partially
Maybe you can simplify this one for me Mark. Having some difficulty.
0
the code you wrote is exactly how it could work, what difficulty do you have with that?
Could you post your strategy here (.sqw)? I’ll then check it and correct it.
マーク
StrategyQuantアーキテクト
0
Ah ok I’ve found it. I didnt know we had “OpenPrice”. I was looking for “Enrty” or something and thought maybe I was not able to do this function. Here is what I got so far. It still isn’t complete.
0
Ok I got it working but maybe you can enlighten me on how the % partial close works with my ATR settings.
I separated the rules in the above post into 2 rule sets.
New problem I am having: Repeating partial closes for the same order.
Example-
40% partial close after ATR(10)[1]*1+ OpenPrice
Position size = 0.1Lot
Partial Close= 0.04
But during MT4 backtesting it keeps repeating partial close.
Position size is 0.1
So it partially closes 0.04
Position size now is 0.06
Now it partially closes 0.02
Then 0.01
0.01…
Is there a way I can set this so it only partially closes 1 time per order?
0
Threshold,
Yes, there is a simple fix for only doing it once.
1. Create a new variable in the parameter. I call mine ‘PartialOrder’ – make it int type and put the value of 0
2. Go to partial order rule tab
3. Add in the THEN statement another action to assign a value to the variable PartialOrder. Asign it 1.
4. Add a rule to the IF statement of the Parial Order rule tab. Add the condition that the varialbe PartialOrder must = 0 for the partial order rule to run
5. On your order entry rule(s), add another action to the THEN statement. Assign the varialbe PartialOrder to 0.
So this way when you enter an order, it flip the partial order switch to 0. PartialOrder must equal 0 before it will take a partialorder from your order. Then once it does it flips the variablle switch to 1, so that way it will not run that rule again until you enter another trade.
You will need this exact setup for each order you enter (so if you have Long Entry 1, 2, and 3. You will need to do this three times).
ステアルノ
0
From a recent backtest of the system on 14 year sample on just 1 pair (works on many.) 😉
Thx again.
0
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