@roar Ahh, that makes sense. Not as difficult as I was making it to be. Thank you!

Ok all, I imagine most of us grapple with a similar issue when building our algos: keeping it out of market when conditions aren’t right. Also for most of us, I suspect the ideal condition is trend, range is bad but end of trend is devastating. You may not make any money in ranges, but they can be survivable. Ends of trends are violent though and by the time your algo recognizes the trend change, it’s already been crushed numerous times and so quickly that a trailing or BE stop never had a chance to limit the damage.

So without giving away our secrets on the algos we’ve worked so hard on, anyone have thoughts on dealing with this? For example, I’m looking at two ways right now that I’m not sure yet how to code. First is to have some sort of distance rule so when price gets too far from my MA, trades don’t open. The thinking is when the trend has that blow off top before the end, it gets real far from the MA and the danger of a fast reversion to the mean increases.

The second idea is some sort of way to define when price leaves an area and enters a new equilibrium above recent high or below recent low. For example, in Renko, this could be defined as the price where brick color change happens. Since price has to move 1x to form a new brick in direction of trend but 2x in the opposite direction, a color change signifies a substantial price movement. So when price breaks that reversal level, I can define that price is indeed corresponding with the trend my indicators are showing. If it doesn’t, then trades halt.

Anyone have any other thoughts? I personally like the first idea better than the second because it seems simpler but one or both could be missing the mark completely and I won’t know until I code it. Of course for every rule that goes in, the downside is it will filter out winning trades too.

Thanks @l-andorrà , that's kind of what I thought. I haven't dove into loops yet.

@l-andorrà , yes that is correct. 2 pips for every 1 pip of movement.

I'm trying to figure out how to move my stop 2 pips for every 1 pip that price travels in the direction of my trade. For example, if my stop loss and profit target are each 100 pips, once the trade goes 1 pip in my direction, then the stop loss moves 2 pips. That way, as the trade goes positive, my stop loss and profit target are equidistant from the price. It's basically a trailing stop except stop loss moves 2x faster than the price.

Anyone ever done this?

@roar Oh I see. That makes sense. Thanks for the help, saved me a lot of time with that loop!

@roar Ahh, that makes sense. Not as difficult as I was making it to be. Thank you!

@l-andorrà Can't be sure of anything. I'm not worried about that part. If it doesn't and hits my stop loss, that's fine. I'm just trying to figure out how to make the MTD asymmetrical. Need it to drop below MA as defined by MTA, but not apply to the move back up. Since it isn't a crossover then, I think I'm using the wrong condition.

Note: I wasn't sure how to phrase the subject. I think I can do what I want but could use some assistance on the logic:

My EA relies on price crossing above or below an MA, utilizing the minimum turnover distance (MTD). So for example, if price moves below MA20 by 100 pips, then crosses back up, EA triggers a buy order.

What I want to do is get into the trade earlier. In the above example, I would still want price to move below the MA20 by 100 pips, but trade to trigger when it moves back up 80 pips, so it would still be 20 pips below the MA20.

Anyone have any advice on how to program this?