Breakout Strategy

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Re: Breakout Strategy

Postby surfandturf » Fri Feb 06, 2015 11:07 am

Dear Developer,
the problem with the BO Stratgey is that the order will be executed way too late and therefore one experiences usually a quite large slippage. I suspect that in the code there is a market order programmed instead of an entry order. An entry order would not lead to such large slippage. Since ticks are not allowed, there is also no way around this problem.

- Could you change the code in a way that there will be entry orders created at the end of the specified periode. (Max. and Min. of the range). Ideally ask prices for the long trade and bid prices for the short trade.
- Could you also add the option OCO order.
- It would be great, if the max. and min. value of the range could be visible on the chart and the number of pips (dynamically). As for the stop and limit, it would be great to specify the stop and limit as a percentage of the range, e.g. 50% for the stop and 100% for the limit, which would be a RR Ratio of 1:2.
- It would be great, if you could add a money management feature which allows to enter the percentage of the account which should be invested in that specific trade.

Thanks
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Re: Breakout Strategy

Postby Alexander.Gettinger » Fri Jun 12, 2015 1:53 pm

A slightly modified version of the strategy.

1. If position is [ProfitLevel] pips in profit, move Stop to open price,
2. For long position, initial Stop at lower end of range
3. For short position, initial Stop at higher end of range.

Download strategy:
Breakout_Strategy2.lua
(16.1 KiB) Downloaded 803 times
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Re: Breakout Strategy

Postby paololuigi » Thu Jun 25, 2015 6:20 am

Alexander.Gettinger wrote:A slightly modified version of the strategy.

1. If position is [ProfitLevel] pips in profit, move Stop to open price,
2. For long position, initial Stop at lower end of range
3. For short position, initial Stop at higher end of range.

Download strategy:
Breakout_Strategy2.lua


Hi Alexander,
in your Strategy Breakout 2 there are a field called "minChange", that is not defined from any formula or calculation... could you define it please
many thanks
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Re: Breakout Strategy

Postby Alexander.Gettinger » Thu Jun 25, 2015 11:47 am

paololuigi wrote:
Alexander.Gettinger wrote:Hi Alexander,
in your Strategy Breakout 2 there are a field called "minChange", that is not defined from any formula or calculation... could you define it please
many thanks


It was an error. Now it is fixed.
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Re: Breakout Strategy

Postby agentpipen » Mon Jul 06, 2015 5:13 pm

Can Daily Open be added on this strategy please?

Example: As a filter, when upper box channel breaks upward, it has to be above the daily open or if the daily open is slightly above the upper breakout box wait until the price passes past the daily open line before opening a buy order.

Same for Sell orders.

By the way, I have FIFO and the Stop order is not being adjusted to the otherside of the box and I cannot set a stop order, although there's a field to do so, by setting a stop, it does nothing.
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Re: Breakout Strategy

Postby quant007 » Wed Jul 08, 2015 3:54 am

Hi Alexander.


Alexander.Gettinger wrote:A slightly modified version of the strategy.

1. If position is [ProfitLevel] pips in profit, move Stop to open price,
2. For long position, initial Stop at lower end of range
3. For short position, initial Stop at higher end of range.

Download strategy:
Breakout_Strategy2.lua

#


Used it a couple of days. Worked quite well (with some minor problems - more on this in a later post).

BUT: Now I ran in some strange problems.

I have configured two (live) accounts in TS. Using the second one for the local strategies (only Breakout_Strategy2 - enabled for multiple instruments - at this time). The strategies are configured to trade on this account.

The main account for longer term positions and FXCM Mirror Trader.

Now - with open positions in the main account - the strategy started mangling with the stops in this account on every tick/second. On _every_ instrument - not only on the ones with the strategy enabled in the other account. The TS gets slow or freezes, the logfile grows to insane amounts.

First thought of a somehow corrupted setup. But the same problem after a clean install on a new machine.

Any ideas.

/quant007
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Re: Breakout Strategy

Postby fjasonfx » Fri Aug 28, 2015 8:25 am

Hi,
I agree with AgentPipen. I have a FIFO account and the stops and limits are not being set when a trade is made with the Breakout strategy 2. Just wondering if this could be looked into? Thanks.
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Re: Breakout Strategy

Postby agentpipen » Mon Nov 02, 2015 2:15 am

please add reverse function
thanks
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Re: Breakout Strategy

Postby Apprentice » Wed Nov 04, 2015 8:42 am

Your request is added to the development list.
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Re: Breakout Strategy

Postby toscapane » Mon Dec 28, 2015 8:16 am

Immagine.png
Apprentice please can you help me?
when i set strategy and push "ok" i have this message on attached image.
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