Can someone help me with my liquidate order signal..specifically my highvector lowvector values. based on my overlay plot, it shows i'm going long or short several times , and then liquidating once.
i only want it to enter 1 trade at a time then if invested , liquidate trade based on the conditions.\
but when i look at the trade history tab it shows that i'm going long or short 1 at a time correctly, then getting stopped out a lot. so i think my highvector and lowvector percentages are too..conservative..should i use pips?
Jing Wu
For you buy and liquidate condition:
place market sell order if (self.fast.Current.Value * 0.9995) < self.slow.Current.Value
With long position and if (self.fast.Current.Value * 0.9994) < self.slow.Current.Value: Liquidate()
With short position and if (self.fast.Current.Value * 1.005) > self.slow.Current.Value: Liquidate()
Most of your StopMakretOrders are cancelled. Lots of short open positions left. At the same time step, the probability that " fast*0.9995 < slow < fast*1.005 " is high. If you set a higher range for example [0.9, 1.1]. It's even more likely to satisfy the condition
" fast*0.9 < slow < fast*1.1 ". You'll get more trades with buy order fill followed by a liquidate order fill immediately. You should think about if your liquidation condition is logical.
Apollos Hill
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