Do LossStreakLong/Short reset for phantom wins?

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Do LossStreakLong/Short reset for phantom wins? #438146 03/08/14 15:41 03/08/14 15:41
Joined: Jul 2013 Posts: 522 D dusktrader OP User
dusktrader OP User D Joined: Jul 2013 Posts: 522	The manual for LossStreakLong and LossStreakShort says: Quote: Current number of losses in a row, or 0 if the last trade was a winner. It seems like this reset to 0 does not work for phantom trades, but does work for real trades (ie Lots=1). Can you please confirm? In my logic, I want to switch to phantom mode if the recent string of trades are a loss, but then switch back to real trading once there is at least 1 phantom win. I am trying to turn off trading during the chop period but restart when trending resumes. For example, in this code I can see that the streak counter is getting reset to 0 periodically, but only if I never switch to phantom mode. Once I enable the phantom trades, the counter stops resetting. Code: if (Price[0]>LowPass200 && trend==1) { //if (LossStreakLong>3) Lots=-1; //phantom //else { Lots=1; reverseLong(1,tmf); } } else if (Price[0]<LowPass200 && trend==0) { //if (LossStreakShort>3) Lots=-1; //phantom //else { Lots=1; reverseShort(1,tmf); } } THANKS

Re: Do LossStreakLong/Short reset for phantom wins? [Re: dusktrader] #438179 03/09/14 07:55 03/09/14 07:55
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	No. According to the manual, all statistics variables ending with "Long" or "Short" include phantom trades. If a trade wins, the loss streak is 0. Otherwise it whould be equal to the number of losses, which is obviously not the case. So your problem has maybe a different reason. Maybe some code in your script treats phantom trades differently? For testing phantom trade behavior, begin with a very simple script that just opens phantom trades at random, and plot the loss streak variables in the chart. This way you can check step by step which part of your code may affect them. If the problem still persists, please post the full code here and I'll look through it.

Re: Do LossStreakLong/Short reset for phantom wins? [Re: jcl] #438214
03/10/14 10:20 03/10/14 10:20

Joined: Jul 2013
Posts: 522

dusktrader Offline

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dusktrader Offline

OP
User

Joined: Jul 2013
Posts: 522

Seems like I'm doing something wrong because the simple example works, from what I can tell. I'll take a closer look at my original script then.

Code:

function run()
{
	BarPeriod = 1;
	printf("\nLots=%.0f; LSLong=%i; LSShort=%i",Lots,LossStreakLong,LossStreakShort);
	plot("LossStreakLong",LossStreakLong,1,BLUE);
	plot("LossStreakShort",LossStreakShort,0,RED);
	plot("Lots",Lots,1,BLACK);

	static int iteration;
	if(is(INITRUN)) iteration=0;

	Stop = TakeProfit = 5*PIP;

	if(random() > 0) 
	{
		if(LossStreakLong>3) Lots=-1; else Lots=1;
		enterLong();
	}
	else 
	{
		if(LossStreakShort>3) Lots=-1; else Lots=1;
		enterShort();
	}

	if (iteration++ > (LookBack+150)) quit();
}

Thanks jcl

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