This is what i’am testing. It provided some nice profits before, now it doesn’t look good in a backtest.
Goal is more to have consistent opening-trades from the backtest & live.
I removed a few lines which defined renkomax/min and didn’t expect it would work but it did.
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//------------------------------------------------------------------------- // Hoofd code : Renko dji 5s A3.1 //------------------------------------------------------------------------- defparam cumulateorders = false defparam preloadbars = 1000 defparam flatbefore = 080000 defparam flatafter = 173000 once tradetype = 1 // [1]long&short;[2]long;[3]short boxsizeL=40 boxsizeS=30 // strategy ctime= time>=080000 and time<150000 if close > renkomax + boxsizeL and not (close < renkomin - boxsizeS) then renkomax = renkomax + boxsizeL renkomin = renkomin + boxsizeL endif if close < renkomin - boxsizeS and not (close > renkomax + boxsizeL) then renkomax = renkomax - boxsizeS renkomin = renkomin - boxsizeS endif // conditions condbuy=high > (renkomax + boxsizeL) condbuy=condbuy and open<>close and low<>close and open<>high condsell=low < (renkomin - boxsizeS) condsell=condsell and open<>close and high<>close and open<>low // entry if ctime then If (tradetype=1 or tradetype=2) then if condbuy and not longonmarket then buy 1 contract at market endif endif if (tradetype=1 or tradetype=3) then if condsell and not shortonmarket then sellshort 1 contract at market endif endif endif // trailing atr stop once trailingstoptype = 1 // trailing stop - 0 off, 1 on once steps = 0.1 // set to 0 to ignore steps once minatrdist= 1.0 once atrtrailingperiod = 14 // atr parameter once minstop = 10 // minimum trailing stop distance once sensitivityts = 0 // [0]close;[1]high/low if trailingstoptype then if barindex=tradeindex then trailingstoplong = 3 // trailing stop atr distance trailingstopshort = 3 // trailing stop atr distance else if longonmarket then if newsl>0 then if trailingstoplong>minatrdist then if newsl>newsl[1] then trailingstoplong=trailingstoplong else trailingstoplong=trailingstoplong-steps endif else trailingstoplong=minatrdist endif endif endif if shortonmarket then if newsl>0 then if trailingstopshort>minatrdist then if newsl<newsl[1] then trailingstopshort=trailingstopshort else trailingstopshort=trailingstopshort-steps endif else trailingstopshort=minatrdist endif endif endif endif // atrtrail=averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000 tgl=round(atrtrail*trailingstoplong) tgs=round(atrtrail*trailingstopshort) if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then maxprice=0 minprice=close newsl=0 endif // if sensitivityts then sensitivitytslong=high sensitivitytsshort=low else sensitivitytslong=close sensitivitytsshort=close endif // if longonmarket then maxprice=max(maxprice,sensitivitytslong) if maxprice-tradeprice(1)>=tgl*pointsize then if maxprice-tradeprice(1)>=minstop then newsl=maxprice-tgl*pointsize else newsl=maxprice-minstop*pointsize endif endif endif // if shortonmarket then minprice=min(minprice,sensitivitytsshort) if tradeprice(1)-minprice>=tgs*pointsize then if tradeprice(1)-minprice>=minstop then newsl=minprice+tgs*pointsize else newsl=minprice+minstop*pointsize endif endif endif // if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market //when stop is rejected endif endif endif // if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market //when stop is rejected endif endif endif endif set stop %loss .4 |
