disabling strategy after closed trade

November 6th, 2018, 11:26 PM

I am building a strategy and would like for it to automatically 'disable' after a trade is closed.

essentially, i would like to have it set up where i pick a stock, start the strategy on it (starting the strategy immediately opens a long or short), and then when the parameters are met to close the trade, the trade is closed and the strategy stops.

I have achieved this thus far by having a bool flip on when i exit a long or short that prevents me from automatically entering another trade.

However when testing applying the strategy on a chart, it never stays enabled because the strategy starts on past candles on the chart instead of the current one and closes the trade before the current candle starts. this causes the bool to flip on before my current trade is able to even play out.

Is there a better way to achieve what i am trying to do? Or, is there a way to have the strategy not be applied to any of the prior data in a chart?

November 7th, 2018, 02:37 AM

sra18376

I am building a strategy and would like for it to automatically 'disable' after a trade is closed.

essentially, i would like to have it set up where i pick a stock, start the strategy on it (starting the strategy immediately opens a long or short), and then when the parameters are met to close the trade, the trade is closed and the strategy stops.

I have achieved this thus far by having a bool flip on when i exit a long or short that prevents me from automatically entering another trade.

However when testing applying the strategy on a chart, it never stays enabled because the strategy starts on past candles on the chart instead of the current one and closes the trade before the current candle starts. this causes the bool to flip on before my current trade is able to even play out.

Is there a better way to achieve what i am trying to do? Or, is there a way to have the strategy not be applied to any of the prior data in a chart?

You could add a condition the checks whether the PnL is different from zero.

January 7th, 2019, 10:05 AM

You would want to do something like this.

Code

                            


if(State == State.Historical) return; //It will not continue if bars are historical, only realtime



If(SignalEnter)

{

enter market

}



if(SignalExit)

{

exit market // exit market

foreach (Order o in Orders) // Cancel all pending orders 

{

Cancel(o);

}

CloseStrategy() // Close and exit Strategy

}

disabling strategy after closed trade

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disabling strategy after closed trade