Strategy Yazımında TrailingStopLoss

Merhaba TralingStopLoss noktasında BackTest yaptığımda anlamadığım bazı noktalar var. Konu hakkında yardımlarınızı rica ederim.

Aşağıdaki stratejide TrailingStopLoss(Symbol1, SyntheticOrderPriceType.Percent, StopLevel1, includeAfterSession:false)'i tek tek kullandığımda aynı sonuçları veriyor ama iki yerde de kullandığım zaman farklı sonuçlar veriyor arasında ki fark nedir?

public override void OnDataUpdate(BarDataEventArgs barData)

{

if (mov.Value[0][mov.CurrentIndex] > mov2.Value[0][mov2.CurrentIndex] && ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex])

{

SendMarketOrder(Symbol1, OrderQuantity1, OrderSide.Buy, includeAfterSession:false);

//TrailingStopLoss(Symbol1, SyntheticOrderPriceType.Percent, StopLevel1, includeAfterSession:false);

}

if (mov.Value[0][mov.CurrentIndex] < mov2.Value[0][mov2.CurrentIndex] && ott.Value[1][ott.CurrentIndex] < ott.Value[0][ott.CurrentIndex])

{

SendMarketOrder(Symbol1, OrderQuantity1, OrderSide.Sell, includeAfterSession:false);

TrailingStopLoss(Symbol1, SyntheticOrderPriceType.Percent, StopLevel1, includeAfterSession:false);

}

}

public override void OnDataUpdate(BarDataEventArgs barData)

{

if (mov.Value[0][mov.CurrentIndex] > mov2.Value[0][mov2.CurrentIndex] && ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex])

{

SendMarketOrder(Symbol1, OrderQuantity1, OrderSide.Buy, includeAfterSession:false);

TrailingStopLoss(Symbol1, SyntheticOrderPriceType.Percent, StopLevel1, includeAfterSession:false);

}

if (mov.Value[0][mov.CurrentIndex] < mov2.Value[0][mov2.CurrentIndex] && ott.Value[1][ott.CurrentIndex] < ott.Value[0][ott.CurrentIndex])

{

SendMarketOrder(Symbol1, OrderQuantity1, OrderSide.Sell, includeAfterSession:false);

TrailingStopLoss(Symbol1, SyntheticOrderPriceType.Percent, StopLevel1, includeAfterSession:false);

}

}

using System;

using System.Collections.Generic;

using System.Linq;

using Matriks;

using Matriks.Data.Symbol;

using Matriks.Data.Tick;

using Matriks.Engines;

using Matriks.Indicators;

using Matriks.Symbols;

using Matriks.Trader.Core;

using Matriks.Trader.Core.Fields;

using Matriks.Lean.Algotrader.AlgoBase;

using Matriks.Lean.Algotrader.Models;

using Matriks.Lean.Algotrader.Trading;

using Matriks.AI;

using Matriks.AI.AiParameters;

using Matriks.AI.Data;

using Matriks.Trader.Core.TraderModels;

using Matriks.Enumeration;

using Matriks.IntermediaryInstitutionAnalysis.Enums;

using Newtonsoft.Json;

 

namespace Matriks.Lean.Algotrader

{

public class emaott : MatriksAlgo

{

[SymbolParameter("GARAN")]

public string Symbol1;

 

[Parameter(SymbolPeriod.Min)]

public SymbolPeriod SymbolPeriod1;

 

[Parameter(Side.Buy)]

public Side orderSide;

 

[Parameter(5)]

public int MovPeriod1;

 

[Parameter(MovMethod.E)]

public MovMethod MovMovMethod1;

 

[Parameter(55)]

public int MovPeriod2;

 

[Parameter(MovMethod.E)]

public MovMethod MovMovMethod2;

 

[Parameter(2)]

public int OttPeriod1;

 

[Parameter(1.4)]

public decimal OttOpt1;

 

[Parameter(MovMethod.VAR)]

public MovMethod OttMovMethod1;

 

[Parameter(true)]

public bool OttSupportLine1;

 

[Parameter(1)]

public decimal OrderQuantity1;

 

[Parameter(1)]

public decimal OrderQuantity2;

 

[Parameter(1)]

public decimal StopLevel1;

 

MOV mov;

MOV mov2;

OTT ott;

public override void OnInit()

{

mov = MOVIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, MovPeriod1, MovMovMethod1);

mov2 = MOVIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, MovPeriod2, MovMovMethod2);

ott = OTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, OttPeriod1, OttOpt1, OttMovMethod1, OttSupportLine1);

SendOrderSequential(true, orderSide);

WorkWithPermanentSignal(true);

}

 

public override void OnDataUpdate(BarDataEventArgs barData)

{

if (mov.Value[0][mov.CurrentIndex] > mov2.Value[0][mov2.CurrentIndex] && ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex])

{

SendMarketOrder(Symbol1, OrderQuantity1, OrderSide.Buy, includeAfterSession:false);

//TrailingStopLoss(Symbol1, SyntheticOrderPriceType.Percent, StopLevel1, includeAfterSession:false);

}

if (mov.Value[0][mov.CurrentIndex] < mov2.Value[0][mov2.CurrentIndex] && ott.Value[1][ott.CurrentIndex] < ott.Value[0][ott.CurrentIndex])

{

SendMarketOrder(Symbol1, OrderQuantity1, OrderSide.Sell, includeAfterSession:false);

TrailingStopLoss(Symbol1, SyntheticOrderPriceType.Percent, StopLevel1, includeAfterSession:false);

}

}

public override void OnOrderUpdate(IOrder order){}

public override void OnStopped(){}

public override void OnInitCompleted(){}

public override void OnTimer(){ }

public override void OnNewsReceived(int newsId, List<string> relatedSymbols){}

}

}