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How to handle profit in a TMF during training #478756
12/09/19 20:09
12/09/19 20:09
Joined: Jul 2019
Posts: 29
Köln
S
StefanCGN Offline OP
Newbie
StefanCGN  Offline OP
Newbie
S

Joined: Jul 2019
Posts: 29
Köln
Hi,

I am using profit in a TMF to adapt stops in dependency of actual profit of a trade. For this I want to optimize the thresholds using the optimize-function. As it buys always only one lot only, the profit during training is different than in real trading.

How can I handle profit to overcome this issue?

Current part of TMF looks like this:

Code
 if(TradeIsOpen && TradeProfit > level) {
		TradeTrailLock = 0.3; 
    if(TradeIsShort)
      TradeTrailLimit = max(TradeTrailLimit,TradePriceClose);
    else
 TradeTrailLimit = min(TradeTrailLimit,TradePriceClose);}

Last edited by StefanCGN; 12/09/19 20:19.
Re: How to handle profit in a TMF during training [Re: StefanCGN] #478791
12/19/19 13:43
12/19/19 13:43
Joined: Jul 2000
Posts: 27,095
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,095
Frankfurt
There is a TrainMode flag for training with the lot size set by the script. Training is then slightly slower and the used money management will affect the parameters.


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