How to make MC doesn't reverse my trade if needed?

1st Question : How to stop MC reversing my position?
2nd Question: How can I stop trading at lastHour of friday?

actually they are the same question I think.

Here is the thing. MC will automatically reverse my entry signals.
For example the simplest trading strategy may looks like this:

---------------------code start --------------
MA1 = MA(10);
MA2 = MA(20);

if MA1 crossover MA2 then
buy 1 contract next bar at open;
if MA2 crossover MA1 then
sellshort 1 contract next bar at open;
------------------code end----------------------

u don't need a exit signal. Usually, it works fine. but in some circumstances, I don't want to let MC close my open position and establish a reversal position at the same time. for example, I just want the system stop trading at the lasthour of friday.
here is my code to do this, which is not work actually.

--------------- code start -----------------------------
MP = MarketPosition;

if dayofweek(date) = friday and LastHour then begin
if MP = 1 then
sell currentcontracts contracts this bar at close;
if MP = -1 then
buytocover currentcontracts contracts this bar at close;

end else begin
// we start to trading from here.

end;
--------------code end ----------------------------------

I just want to know whether there is any good solution for this?

it is easier to go the other way...

it is easier to go the other way...

Code: Select all

if time < lasthour then
begin

// put your trading logic here

end
else

// liquidate your positions


The problem is how to liquidate my positions without getting reversed by MC automatically?

The problem is how to liquidate my positions without getting reversed by MC automatically?

your liquidation code should be able to do that without error.

Can you draw a flow chart to illustrate your logic?

The problem is how to liquidate my positions without getting reversed by MC automatically?

your liquidation code should be able to do that without error.

Can you draw a flow chart to illustrate your logic?

I find out the problem myself. thx any way. pal

The problem is how to liquidate my positions without getting reversed by MC automatically?

your liquidation code should be able to do that without error.

Can you draw a flow chart to illustrate your logic?

I find out the problem myself. thx any way. pal

As a mutual beneficial community,
you should share your findings.

As a mutual beneficial community,
you should share your findings.

Yes. The problem is not the code. It's the rule of enter and exit.

The rule I use will always reverse itself in nature.
They are something looking like this. each time a long enter will cause a short position get flatten, and vice versa.
That's the problem. hahaha...

BTW, thx your advice about sharing my findings.