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HelderAraujo
May 8, 2017 1:49 PM

HiLo 

US Dollar FuturesB3

描述

Hi Everyone,

Do you guys know how can I add an exit strategy to this hilo.
I would like it to exit either with hilo invertion (already does) or with profit/loss (it doesn't work)

Thank you
评论
AlAlawiAlawi
I had better results eliminating the if conditions prior to entry. Assuming you want to have no pyramiding, so only 1 trade open.

try to use a boolean in the below manner excluding the if statements triggering the entry.

strategy.entry("long", when=longCondition and testPeriod())

After removing the if , then try removing the // comments prior to the exit to see if it works.

I dunno if I'm correct (I could be wrong) but i'm assuming that the profit / loss is a float that wouldn't be search if untill your if statement is fullfilled while in between the movements are not calculated while your if is false.

It fixed up a mess of 2 weeks for me ... try it ...
neuwert89
@AlAlawiAlawi, Hello! That's a great idea. It's better one trade. But I'm not able to fix the script. Can you help me AlAlawiAlawi? What do I need to do?

This is my script:

length = input(9, minval=0)
displace = input(0, minval=0)
highsma = sma(high, length)
lowsma = sma(low, length)

if testPeriod()
longCondition = close > highsma[displace] and strategy.position_size <= 0
if (longCondition)
strategy.entry("long", true, comment="compra")
strategy.exit("exit", "long", profit=31, loss=10, comment="saida compra")


shortCondition = close < lowsma[displace] and strategy.position_size >= 0
if (shortCondition)
strategy.entry("short", false, comment="venda")
strategy.exit("exit", "short", profit=30, loss=10, comment="saida venda")
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