Rank: Newbie
Groups: Registered, Registered Users, Subscribers
Joined: 9/5/2011(UTC)
Posts: 5
|
Hello guys.
Firstly - sorry if similar question was already here. I am newbie. I searched forum and could not find answer so I hope I do not double that problem. Anyway...
I am testing simple forex system - fixed trade size. I do it in "default" way so I see only line of points as equity line.
I would like system to trade 3 lots as "default" and when transaction is lost(losing trade, no profit) I would like NEXT trade to be only 2 lots...when it is losing trade, next trade should be 1 lot.....We get back to 3 lots after one winning trade.
Any idea how to do it? As far as I can see there is no such option in MS. Should it be done "in the formula" itself? Can I use "Simulation.CurrentPositionPerformance" function here?
|
|
|
|
|
|
Rank: Advanced Member
Groups: Moderators, Registered, Registered Users, Subscribers
Joined: 10/8/2010(UTC)
Posts: 1,960
Thanks: 92 times
Was thanked: 155 time(s) in 150 post(s)
|
This one is a bit complicated. You would set this in the formulas of the system test. On the Buy and Sell Short tabs there is a place to set the position size. in there you would put the formula
The formula would have to track the trades. something like:
el := enter long condition;
xl:= exit long condition;
es:= enter short condition;
xs:= exit short condition;
trade:= if( el, 1, if(es, -1, if((prev=1 and xl) OR (prev=-1 and xs), 0, prev)));
Then use Valuewhen to compare the entry and exit prices of the last two trades to see if they were profitable. Based on that comparision, you would set the entry size. however, doing it this way, you would not actually trade the first two trades because the trade size formula would not be defined till the start of the third trade.
some other logic may allow you to take those first two trades, but this should at least get you started
|
|
|
|
|
|
| Users browsing this topic |
|
Guest (Hidden)
|
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.
