fxcodebase-backup
SimpleStrategy.csshine
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=67168
Forum: 31 · Topic 67168 · 3 post(s)
SimpleStrategy.csshine
Apprentice · Fri Dec 14, 2018 1:14 pm
Based on request. viewtopic.php?f=27&t=67052
Re: SimpleStrategy.csshine
csshine · Tue Dec 18, 2018 11:35 pm
– enter into the specified direction function MarketOrder(BuySell) valuemap = core.valuemap();
valuemap.Command = “CreateOrder”; valuemap.OrderType = “OM”; valuemap.OfferID = OfferID; valuemap.AcctID = Account; valuemap.Quantity = Amount * BaseSize; valuemap.BuySell = BuySell; valuemap.CustomID = CustomID;
– add stop/limit valuemap.PegTypeStop = “O”; if SetStop then if BuySell == “B” then valuemap.RateStop = Offer.Ask - Offer.PointSize * Stop; else valuemap.RateStop = Offer.Bid + Offer.PointSize * Stop; end end
if IsNeedTrailing then valuemap.TrailStepStop = (IsNeedDynamicTrailing and 1 or TrailingStop); end
–valuemap.PegTypeLimit = “O”; if SetLimit then if BuySell == “B” then valuemap.RateLimit = Offer.Ask + Offer.PointSize * Limit; else valuemap.RateLimit = Offer.Bid - Offer.PointSize * Limit; end end
if (not CanClose) and (instance.parameters.SetStop or instance.parameters.SetLimit) then valuemap.EntryLimitStop = ‘Y’ end
success, msg = terminal:execute(200, valuemap);
if not(success) then terminal:alertMessage(instance.bid:instrument(), instance.bid[instance.bid:size() - 1], “Open order failed” .. msg, instance.bid:date(instance.bid:size() - 1)); return false, msg; end
return true, msg; end
Dear, I found a issue when running the strategy. If there is already a buy trade, during the cycle of buy trade, new generated sell order will force the buy trade to be close and new sell order will be closed too. I think the correct situation is that these two trades will be run separately. Could you help to debug why this situation happened?
Re: SimpleStrategy.csshine
Apprentice · Thu Dec 20, 2018 1:58 pm
We think it depends on the type of account. we assume you have an account without hedging? See attach test using sim mode with hedging.