A SMA-Signal Trading Robot with Dynamic Sizing and Grid Adds
Summary
This ProOrder system takes long and short positions from an external Delphic-TP Combo indicator, with fast and slow simple moving averages used as reference lines. The author gives one daily-chart starting configuration and says the averages need retuning for other timeframes. Optional exits use a moving-average cross, percentage stop loss, and profit target; the code also describes a trailing-stop setting, though its trailing-stop command is commented out in the supplied version.
Position size can be calculated from equity, leverage, and price, subject to minimum and maximum limits. Optional grid management adds to losing positions on later bars, multiplying the add size while enforcing a cap on exposure and the number of additions. The code also simulates periodic equity withdrawals. The post says its tested parameters are for gold but provides no performance figures or test methodology here. It does not establish profitability, and its many configurable thresholds require validation for the instrument and timeframe used.
Key ideas
- Entries depend on signals from an external indicator, with moving averages used as references.
- A moving-average cross can optionally close an open position.
- Position size can scale with equity and leverage, subject to configured caps.
- Optional grid logic adds to losing positions on later bars and limits the added exposure.
- The shared description provides no performance results or validation method.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.