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| Specific amount of trades in certain time span |
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artur
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| Post subject: Specific amount of trades in certain time span |
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Posted: Mon 17 Mar, 2014, 11:02
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Joined: Wed 25 Sep, 2013, 17:33
Posts: 28
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Hey Guys,
when working with the time element, how would you implement a logic that would allow the strategy to only open lets say a max of 2 trades every hour, or a max of a trade every 15m. The idea is to stop the strategy from opening lots of trades at one point (or a very short time span) without limiting the max allowance for opened trades...
thanks in advance!
Artur
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dirk_r1
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| Post subject: Re: Specific amount of trades in certain time span |
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Posted: Mon 17 Mar, 2014, 12:23
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| Visual JForex expert at Dukascopy |  |
User rating: 27
Joined: Fri 03 May, 2013, 18:25
Posts: 366
Location: GermanyGermany
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Greetings Artur,
I think you want to use or calculate something based on tick, so please find attached the easiest way of limiting trades on a certain period.
| Attachments: |
limit_trades_tick.vfs [26.43 KiB]
Downloaded 144 times
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artur
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| Post subject: Re: Specific amount of trades in certain time span |
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Posted: Mon 17 Mar, 2014, 13:45
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Joined: Wed 25 Sep, 2013, 17:33
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great thanks, works and much easier than i thought it would be!
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artur
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| Post subject: Re: Specific amount of trades in certain time span |
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Posted: Tue 18 Mar, 2014, 09:00
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Joined: Wed 25 Sep, 2013, 17:33
Posts: 28
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Hi Dirk, it's me again...
sorry for bothering you so much but you're such a great help and I appreciate it soooo much!!!
In back testing my strategy did alright, now I started forward testing and realized it sometimes opens multiple trades at the same moment even though it is supposed to restrict the trades to not more than a trade in within every 30M.
I tried changing a few things, though the problem is still there.
You'll find the strategy attached.
Thanks!!!
| Attachments: |
Scalping_Stochastic5_1.vfs [44.07 KiB]
Downloaded 122 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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dirk_r1
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| Post subject: Re: Specific amount of trades in certain time span |
Post rating: 0
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Posted: Tue 18 Mar, 2014, 12:51
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| Visual JForex expert at Dukascopy | |
User rating: 27
Joined: Fri 03 May, 2013, 18:25
Posts: 366
Location: GermanyGermany
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Greetings!
Please have try with this one:
I have just add two blocks so it could be that there is still an error. I hope it works - I did not check it.
| Attachments: |
Scalping_Stochastic5_1_mod.vfs [46.74 KiB]
Downloaded 178 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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artur
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| Post subject: Re: Specific amount of trades in certain time span |
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Posted: Tue 18 Mar, 2014, 12:57
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Joined: Wed 25 Sep, 2013, 17:33
Posts: 28
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i've tried running the strategy only over on candle and so far it seems not opening multiple positions anymore... not sure if it fixed the issue.
i added a multiple action block right after on candle and connected the strategy as well as the 30M count to it. hope that fixed it...
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artur
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| Post subject: Re: Specific amount of trades in certain time span |
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Posted: Tue 18 Mar, 2014, 13:01
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Joined: Wed 25 Sep, 2013, 17:33
Posts: 28
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i see what you did, do you think it has to run on the on tick block or is it possible to just switch everything to the on candle block?
i'll check both, thank you.
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dirk_r1
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| Post subject: Re: Specific amount of trades in certain time span |
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Posted: Tue 18 Mar, 2014, 16:50
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| Visual JForex expert at Dukascopy | |
User rating: 27
Joined: Fri 03 May, 2013, 18:25
Posts: 366
Location: GermanyGermany
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Cool, it worked  Quote: do you think it has to run on the on tick block or is it possible to just switch everything to the on candle block?
I am not sure what you exactly mean, but if you are referring to set the counter to 0 after certain amount of minutes or seconds or hours it is also possible to build it on tick, but it more complex. If you like I can show you as well
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artur
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| Post subject: Re: Specific amount of trades in certain time span |
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Posted: Tue 18 Mar, 2014, 19:56
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Joined: Wed 25 Sep, 2013, 17:33
Posts: 28
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for now it seems to work, i'll keep you updated if new issues arise...
thank you
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