Gamestudio Links
Zorro Links
Newest Posts
Access Denied with Zorro S
by German. 06/24/21 14:42
EXITRUN for TRADE
by jcl. 06/24/21 10:09
BarOffset for per-bar oversampling
by Sempervirens. 06/24/21 02:39
Players Health
by rayp. 06/23/21 19:04
Acknex-Configuration
by 3run. 06/21/21 16:39
AUM Magazine
Latest Screens
Hecknex World
Scheherazade's Journey
Paradox Vector
The Space Between
Who's Online Now
8 registered members (3run, Sempervirens, German, RealSerious3D, AndrewAMD, x34v, 2 invisible), 445 guests, and 5 spiders.
Key: Admin, Global Mod, Mod
Newest Members
Bonobo791, damasceno, peterr991, fx2201, adaptivetrader
18657 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
System with more take profit #483229
05/11/21 22:49
05/11/21 22:49
Joined: Apr 2021
Posts: 40
Slovakia
T
tomna1993 Offline OP
Newbie
tomna1993  Offline OP
Newbie
T

Joined: Apr 2021
Posts: 40
Slovakia
Hi,

Is there a solution in Zorro to handle more trades as one trade? To have more profit levels I have to open more trades, but in statistics they will be seen as single trades. The problem with that is the performance report will be completely wrong and the optimization will not show the correct parameters. Do someone have any workaround for this?

Re: System with more take profit [Re: tomna1993] #483231
05/12/21 00:20
05/12/21 00:20
Joined: Feb 2017
Posts: 1,278
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,278
Chicago
So you want to optimize position size? Try virtual hedging. On every run, exit your position and enter long or short your desired position size. At the end of the run, you will be placed at the desired position.
https://manual.zorro-project.com/hedge.htm

Re: System with more take profit [Re: AndrewAMD] #483238
05/12/21 08:46
05/12/21 08:46
Joined: Apr 2021
Posts: 40
Slovakia
T
tomna1993 Offline OP
Newbie
tomna1993  Offline OP
Newbie
T

Joined: Apr 2021
Posts: 40
Slovakia
No, I don't want to optimize position size, I want to optimize different indicator parameters. Because of bar periods, I have to separate the test into each bar period i would like to test and save them into separate log files, so I can't run the optimization on all the bar periods the same time to get a summarized result of optimization. I have to come up with an idea what will be the best and fastest solution to do it on my system.

Re: System with more take profit [Re: tomna1993] #483241
05/12/21 11:50
05/12/21 11:50
Joined: Jul 2000
Posts: 27,536
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,536
Frankfurt
I did not understand the question about the single trades, but for optimizing bar periods use a 1 minute bar period and optimize TimeFrame instead.

Re: System with more take profit [Re: jcl] #483245
05/12/21 13:55
05/12/21 13:55
Joined: Apr 2021
Posts: 40
Slovakia
T
tomna1993 Offline OP
Newbie
tomna1993  Offline OP
Newbie
T

Joined: Apr 2021
Posts: 40
Slovakia
By "single trade" I mean all of the trades what I open will be shown separately in performance report. But I want to open ten position with different take profit levels when I get a signal and after all of this ten position are closed I want to see them as they were just one trade.
For example: I get a signal so I open ten position, first with take profit on the 200 fibo grid level, second on the 300 fibo grid level and so on. When all the trades are closed for this signal I want to see the profit of this ten position merged (what is possible to do) and I want to handle this ten position as one position so I can get correct information (how many trades I opened, win ratio ...) out of performance report.
Let me know if it's still not clear what I mean and I try to explain it somehow else. Thank you!

Re: System with more take profit [Re: tomna1993] #483296
05/17/21 07:16
05/17/21 07:16
Joined: Jul 2000
Posts: 27,536
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,536
Frankfurt
I would then use a single trade with a TMF that closes 1/10 position at any TP level.

Re: System with more take profit [Re: jcl] #483297
05/17/21 07:50
05/17/21 07:50
Joined: Apr 2021
Posts: 40
Slovakia
T
tomna1993 Offline OP
Newbie
tomna1993  Offline OP
Newbie
T

Joined: Apr 2021
Posts: 40
Slovakia
I do that. Downsides, I had to implement logging and use the log file to analyze trades and can't use optimization for parameters with this type of managing. But I have an idea how I will solve that with my system.
Many thanks for help jlc! grin


Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1