Forums › ProRealTime English forum › ProOrder support › MultiTimeFrame simple conditions › Reply To: MultiTimeFrame simple conditions
01/28/2019 at 10:01 PM
#89867
Hi all,
Here I upload my version…
I like this concept, I called it: MULTI-SIMPLICITY TYPE A
// MULTI-SIMPLICITY TYPE A
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// MULTI-SIMPLICITY TYPE A DEFPARAM CumulateOrders = false // Cumulating positions DEFPARAM PreLoadBars = 1000 //cargar informacion //Parameters to be optimized //Pentry1=6 //Kprofit=1.5 ontime=1 IF hour <= 2 or hour >= 22 then ontime=0 ELSIF DayOfWeek <= 1 and hour <= 4 then ontime=0 ELSIF DayOfWeek >= 5 and hour >= 20 then ontime=0 ENDIF MetaRange=max(pipsize,pipsize*round(average[34](average[21](average[13](average[8](average[5](round(range/pipsize)))))))) /////////// LEO CHANNEL ////////////////// PXentry1=max (2, round(0.6*Pentry1) ) highest1=highest[Pentry1](high) IF highest1 = highest1[PXentry1] then Re1=highest1 ENDIF IF high > Re1 then Re1=high ENDIF lowest1=lowest[Pentry1](low) IF lowest1 = lowest1[PXentry1] then S1=lowest1 ENDIF If low < S1 then S1=low ENDIF ConditionLong00001= close>average[20](close) and average[20](Close[1])>average[20](Close) and lowest[5](low) > average[200](Close) and average[200](Close[1])<average[200](Close) ConditionShort00001= close<average[20](close) and average[20](Close[1])<average[20](Close) and highest[5](high) < average[200](Close) and average[200](Close[1])>average[200](Close) timeframe(15 minutes,updateonclose) ConditionLong00002= close>average[20](close) and average[20](Close[1])>average[20](Close) and lowest[5](low) > average[200](Close) and average[200](Close[1])<average[200](Close) ConditionShort00002= close<average[20](close) and average[20](Close[1])<average[20](Close) and highest[5](high) < average[200](Close) and average[200](Close[1])>average[200](Close) timeframe(30 minutes,updateonclose) ConditionLong00003= close>average[20](close) and average[20](Close[1])>average[20](Close) and lowest[5](low) > average[200](Close) and average[200](Close[1])<average[200](Close) ConditionShort00003= close<average[20](close) and average[20](Close[1])<average[20](Close) and highest[5](high) < average[200](Close) and average[200](Close[1])>average[200](Close) timeframe(60 minutes,updateonclose) ConditionLong00004= close>average[20](close) and average[20](Close[1])>average[20](Close) and lowest[5](low) > average[200](Close) and average[200](Close[1])<average[200](Close) ConditionShort00004= close<average[20](close) and average[20](Close[1])<average[20](Close) and highest[5](high) < average[200](Close) and average[200](Close[1])>average[200](Close) timeframe(120 minutes,updateonclose) ConditionLong00005= close>average[20](close) and average[20](Close[1])>average[20](Close) and lowest[5](low) > average[200](Close) and average[200](Close[1])<average[200](Close) ConditionShort00005= close<average[20](close) and average[20](Close[1])<average[20](Close) and highest[5](high) < average[200](Close) and average[200](Close[1])>average[200](Close) timeframe(240 minutes,updateonclose) ConditionLong00006= close>average[20](close) and average[20](Close[1])>average[20](Close) and lowest[5](low) > average[200](Close) and average[200](Close[1])<average[200](Close) ConditionShort00006= close<average[20](close) and average[20](Close[1])<average[20](Close) and highest[5](high) < average[200](Close) and average[200](Close[1])>average[200](Close) timeframe(default) ConditionLong = ConditionLong00001 + ConditionLong00002 + ConditionLong00003 + ConditionLong00004 + ConditionLong00005 + ConditionLong00006 ConditionShort = ConditionShort00001 +ConditionShort00002+ ConditionShort00003+ConditionShort00004+ConditionShort00005+ConditionShort00006 //---------------------------------------------------------- // >>>>>>>>>>>>>> ENTRY POSITIONS <<<<<<<<<<<<<<<<<< //---------------------------------------------------------- // ---> LONG POSITIONS IF NOT LongOnMarket and ontime=1 THEN IF ConditionLong > 2 THEN stoplosslong= (close-S1)/pipsize+2*MetaRange/pipsize//in pips targetprofitlong=stoplosslong*Kprofit //in pips BUY 1 CONTRACTS AT MARKET SET STOP pLOSS stoplosslong SET TARGET pPROFIT targetprofitlong ENDIF ENDIF // ---> SHORT POSITIONS IF NOT ShortOnMarket and ontime=1 THEN IF ConditionShort > 2 THEN StopLossShort=(Re1-close)/pipsize+2*MetaRange/pipsize // in pips targetprofitshort=StopLossShort*Kprofit // in pips SELLSHORT 1 CONTRACTS AT MARKET SET STOP pLOSS StopLossShort SET TARGET pPROFIT targetprofitshort ENDIF ENDIF //--------------------------------------------------------- //>>>>>>>>>>>>>>>>>> EXIT POSITIONS <<<<<<<<<<<<<<<<<< //--------------------------------------------------------- If LongOnMarket THEN //////////////// UNTIL PARTIAL CLOSURE OF POSITION IS ACTIVE //////////////// //If close > TRADEPRICE+targetprofitlong*pipsize THEN //SELL AT MARKET //ENDIF //IF close < TRADEPRICE-stoplosslong*pipsize THEN //SELL AT MARKET //ENDIF IF highest[BARINDEX-TRADEINDEX+1](high) > TRADEPRICE+0.75*stoplosslong*pipsize and (BARINDEX-TRADEINDEX)>=2 THEN Kexit=((TRADEPRICE+targetprofitlong*pipsize)-highest[BARINDEX-TRADEINDEX+1](high)) / ( (TRADEPRICE+targetprofitlong*pipsize) - (TRADEPRICE+0.75*stoplosslong*pipsize)) IF low < highest[BARINDEX-TRADEINDEX+1](high)-Kexit*0.75*stoplosslong*pipsize and close < typicalprice then SELL AT MARKET ELSIF close < highest[BARINDEX-TRADEINDEX+1](high)-Kexit*0.75*stoplosslong*pipsize THEN SELL AT MARKET ENDIF ENDIF //////////////////////////// IF CLOSE < S1[1] THEN SELL AT MARKET ENDIF IF high > TRADEPRICE + 0.75*stoplosslong*pipsize THEN SET STOP pLOSS 0.01 ENDIF IF TIME > 214500 and DayOfWeek=5 then SELL AT MARKET ENDIF ENDIF // Bedingungen zum Ausstieg aus Short-Positionen IF ShortOnMarket THEN //////////////// UNTIL PARTIAL CLOSURE OF POSITION IS ACTIVE //////////////// //IF close < TRADEPRICE-targetprofitshort*pipsize THEN //EXITSHORT AT MARKET //ENDIF //IF close > TRADEPRICE+stoplossshort*pipsize THEN //EXITSHORT AT MARKET //ENDIF IF lowest[BARINDEX-TRADEINDEX+1](low) < TRADEPRICE-0.75*stoplossshort*pipsize and (BARINDEX-TRADEINDEX)>=2THEN Kexit=(lowest[BARINDEX-TRADEINDEX+1](low)-(TRADEPRICE-TargetProfitShort*pipsize) ) / ( (TRADEPRICE-0.75*stoplossshort*pipsize)-(TRADEPRICE-TargetProfitShort*pipsize)) IF high > lowest[BARINDEX-TRADEINDEX+1](low) + Kexit*0.75*stoplossshort*pipsize and close > typicalprice THEN EXITSHORT AT MARKET ELSIF close > lowest[BARINDEX-TRADEINDEX+1](low) + Kexit*0.75*stoplossshort*pipsize THEN EXITSHORT AT MARKET ENDIF ENDIF //////////////////////////////// IF CLOSE > Re1[1] THEN EXITSHORT AT MARKET ENDIF IF low < TRADEPRICE - 0.75*stoplossshort*pipsize THEN SET STOP pLOSS 0.01 ENDIF IF TIME > 214500 and DayOfWeek=5 then EXITSHORT AT MARKET ENDIF ENDIF |
