Delay between two triggers

Number of candles to wait before considering a new trigger signal so you can increase or decrease your position once more.

Ex: [Increase order size by 10%] [Delay between two triggers: 2] [candles of timeframe 1h]

-> Current position is long 10 000$. An 'increase long signal' is triggered at 1:00 PM. Position is increased to 11 000$ at 1:00 PM.

-> Another 'increase long signal' is triggered, 10 minutes later, at 1:10 PM. The increase order is rejected, because the strategy must wait a minimum of 2 hours (2 x 1h) since the last increase order. Current position is still 11 000$.

-> Next 'increase long signal' is triggered at 4.00 PM. Since there was no 'increase long order' in the past 2 hours, the order is confirmed. Long position is now 12 100$ (11 000$ + 11 000$ * 10%)

Last updated