I'm trying to write a simple strategy which starts to trail only after the trade is profitable. I'm using a TMF with TradeStopLimit and TradeTrailLimit, but it is not behaving as I would expect:

Code:
#include <profile.c>

int TrailWhenProfitable()
{
	static bool TrailInitiated;
	
 	if(NumOpenLong > 0 )
	{
	
			if (priceClose() > TradePriceOpen + (2 * ATR(100)) && TrailInitiated == false)
				{
					TradeStopLimit = TradePriceOpen;
					TradeTrailLimit =  TradePriceOpen + ATR(100);
					TrailInitiated = true;
					printf("  TradeStopLimit = %.3f,  TradeTrailLimit = %.3f", TradeStopLimit, TradeTrailLimit);
					printf("  ATR = %.3f,  priceClose = %.3f", ATR(100), priceClose());
					printf("  TradePriceOpen = %.3f,  TradePriceClose = %.3f", TradePriceOpen, TradePriceClose);
					
				}
	}
	else 
		TrailInitiated = false;
   	
   	
   return 0;
   		
}

function run()
{
	StartDate = 2009;
	EndDate = 2016; 	
	LookBack = 500;
	set(LOGFILE); // log all trades
	set(TICKS);  // normally needed for TMF

	vars Price = series(price());
	vars Trend = series(LowPass(Price,500));
	

  	
	if(valley(Trend) && NumOpenLong == 0) 
	{
		enterLong(TrailWhenProfitable);
	}
	
  
}


The values being written to the log for TradeStopLimit and TradeTrailLimit via printf also don't seem right. What am I doing wrong?

Thanks!

Last edited by Cstyle; 07/01/16 22:31.