Graded Green Ups - IR

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jimibt
Posts: 4194
Joined: Mon Nov 30, 2015 6:42 pm

A real little niggle this one. I have a set of 3 *graded* green ups that each handle a range of greening values, i.e.

green up 1: where >10 and <20
green up 2: where >20 and <25
green up 3: where >25 to infinity and beyond!! ;)

The issue really is that on the odd occasion, prices can move so fast that more than one green up condition can get called, leaving me with a net loss of a few pounds, rather than a decent gain. I've played around with setting the greening tracking to a signal etc, but am unable to reliably mitigate the double trigger via this route either. I even used the signal value changed condition to try and capture separate *between* times for the greening value changing (the idea being that the lower value greening would happen before the higher value etc).

Anyway, I may have to settle for a less fine grained approach, but just wondered if there was a wee trick I could employ to disallow two concurrent calls that have simply crossed over each others' threshold.

Hope I explained this clearly... :shock:
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Dallas
Posts: 23492
Joined: Sun Aug 09, 2015 10:57 pm

jimibt wrote:I've played around with setting the greening tracking to a signal etc, but am unable to reliably mitigate the double trigger via this route either.
Do you mean you have tried setting the same signal name for the market with each green up rule and also have a condition for all three that the 'Signal name' is NOT set with a value?

That would be about the best way of doing it as all other conditions are going to run into the 1 sec delay issue.

A final option would be to slow your refresh rate down but depending on other components within your rule that may not be practical.
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jimibt
Posts: 4194
Joined: Mon Nov 30, 2015 6:42 pm

Dallas wrote:
jimibt wrote:I've played around with setting the greening tracking to a signal etc, but am unable to reliably mitigate the double trigger via this route either.
Do you mean you have tried setting the same signal name for the market with each green up rule and also have a condition for all three that the 'Signal name' is NOT set with a value?

That would be about the best way of doing it as all other conditions are going to run into the 1 sec delay issue.

A final option would be to slow your refresh rate down but depending on other components within your rule that may not be practical.
yes, this is exactly what I tried. I've taken a rather less fine grained approach since the initial message and omitted the #2 greening until I come up with a rockfast plan. At the end of the day, the extra greening was making me potentially £4-5 more on the trade versus reversing the profit down to a £2-3 loss. So I can live with missing the middle squeeze (for now).

Will revisit when time permits tho and update with my solution.
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