Ayuda para saber como poner y mover stop profit y poner y mover stop loss.Gracia

• 05/13/2022 at 11:16 AM #193145
  wally

  // based on Balmora74 vectorial dax
  // based on Nonetheless 3m dow

  defparam cumulateorders = false
  defparam preloadbars = 2000

  once tradetype = 1 // [1]long/short [2]long [3]short

  once stochasticrsi = 1

  once sll = 2 // stoploss long
  once sls = 2 // stoploss short

  once ptl = undefined // profit target long
  once pts = undefined // profit target short

  once overnightposition = 1
  once weekendposition = 1

  once positionsize=1

  once starttime = 044500
  once endtime1 = 223000 //no overnight/weekend
  once endtime2 = 230000 //normal tradingtime

  once closetime = 215400 //no overnight/weekend

  if overnightposition and weekendposition then
  ctime = (time>=starttime and time<endtime2)
  elsif not overnightposition then
  ctime = (time>=starttime and time<endtime1)
  elsif overnightposition and not weekendposition then
  ctime = ((dayofweek<5 and time>=starttime and time<endtime2) or (dayofweek=5 and time>=starttime and time<endtime1))
  endif

  //
  once periodea = 2 //2
  once nbchandeliera = 30 //30
  once periodeb = 29 //29
  once nbchandelierb = 41 //41

  mma = exponentialaverage[periodea](close)
  adjasuroppo = (mma-mma[nbchandeliera]*pipsize) / nbchandeliera
  angle = (atan(adjasuroppo))

  mmb = exponentialaverage[periodeb](close)
  pente = (mmb-mmb[nbchandelierb]*pipsize) / nbchandelierb
  trigger = exponentialaverage[periodeb](pente)

  cb1 = angle >= 41 //41
  cs1 = angle <= -35 //34->35

  cb2 = (pente crosses over trigger) and (pente >-2 and pente < 4)
  cs2 = (pente crosses under trigger) and (pente >-4 and pente < 2)

  //
  condbuy = cb1 and cb2
  condsell = cs1 and cs2

  // stochastic rsi indicator
  if stochasticrsi then
  lengthrsi = 2 // rsi period
  lengthstoch = 6 // stochastic period
  smoothk = 4// 4smooth signal of stochastic a
  smoothd = 8 // 8smooth signal of smoothed stochastic rsi
  myrsi = rsi[lengthrsi](totalprice)
  minrsi = lowest[lengthstoch](myrsi)
  maxrsi = highest[lengthstoch](myrsi)
  stochrsi = (myrsi-minrsi) / (maxrsi-minrsi)
  k = average[smoothk](stochrsi)*100
  d = average[smoothd](k)
  c13 = k>d
  c14 = k<d
  condbuy = condbuy and c13
  condsell= condsell and c14
  else
  c13=c13
  c14=c14
  endif

  // entry criteria
  if ctime then
  if (tradetype=1 or tradetype=2) then
  if not longonmarket and condbuy then
  buy positionsize contract at market
  set stop %loss sll
  set target %profit ptl
  endif
  endif
  if (tradetype=1 or tradetype=3) then
  if not shortonmarket and condsell then
  sellshort positionsize contract at market
  set stop %loss sls
  set target %profit pts
  endif
  endif
  else
  if longonmarket and condsell then
  sell at market
  endif
  if shortonmarket and condbuy then
  exitshort at market
  endif
  endif

  once trailingstop=1
  once useDonchian =0 // if breakeven is not triggered

  if trailingstop then

  if ts2sensitivity=1 then
  ts2sensitivitylong=close
  ts2sensitivityshort=close
  elsif ts2sensitivity=2 then
  ts2sensitivitylong=high
  ts2sensitivityshort=low
  endif

  once hdp1=close
  once ldp1=close
  once hdp2=close
  once ldp2=close
  once hdp3=close
  once ldp3=close

  // below; 0 = disable minimumdistance critera
  mdist=((tradeprice(1)/100)*1)
  mdist2=((tradeprice(1)/100)*1)

  if longonmarket and (shortonmarket[1] or not onmarket[1]) or shortonmarket and (longonmarket[1] or not onmarket[1]) then
  once flag=0
  zz1=10
  zz2=zz1*3
  zz3=zz1*6
  hdp1=highest[zz1](high)[1]
  ldp1=lowest[zz1](low)[1]
  hdp2=highest[zz2](high)[1]
  ldp2=lowest[zz2](low)[1]
  hdp3=highest[zz3](high)[1]
  ldp3=lowest[zz3](low)[1]
  maxrun=max(hdp1,hdp2)
  maxrun2=max(maxrun,hdp3)
  minrun=min(ldp1,ldp2)
  minrun2=min(minrun,ldp3)
  endif

  if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
  trailstart2L = 0.6 //% start trailing profits from this point
  trailstart2S = 0.3 //% start trailing profits from this point
  basepercentL = 1.8 //20.0% profit percentage to keep when setting berakeven
  basepercentS = 1.5
  stepsize = 2 //10 pip chunks to increase percentage
  percentinc = 0.4 //10.0% percent increment after each stepsize chunk
  barnumber = 10 //10 add further % so trades don’t keep running too long
  barpercent = 0.2 //10% add this additional percentage every barnumber bars
  roundto = 0 //-0.5 rounds lower, +0.4 higher, 0 defaults prt behaviour
  pricedistance = 10 * pipsize //7 minimun distance from current price
  y1 = 0 //reset to 0
  y2 = 0 //reset to 0
  profitpercentL = basepercentL //reset to desired default value
  profitpercentS = basepercentS
  tradebar = barindex
  trailstartL = ((close/100)*trailstart2L)
  trailstartS = ((close/100)*trailstart2S)
  ts2sensitivity= 1
  elsif longonmarket then
  if ts2sensitivitylong > (tradeprice(1) + (y1 * pipsize)) then
  x1 = (ts2sensitivitylong – tradeprice(1)) / pipsize
  if x1 >= trailstartL then
  diff1 = abs(trailstartL – x1)
  chunks1 = max(0,round((diff1 / stepsize) + roundto))
  profitpercentL = basepercentL + (basepercentL * (chunks1 * percentinc))
  barcount = barindex – tradebar
  if barcount mod barnumber = 0 then
  profitpercentL = profitpercentL + barpercent
  endif
  profitpercentL = max(profitpercentL[1],min(100,profitpercentL))
  y1 = max(x1 * profitpercentL, y1)
  endif
  else
  if useDonchian then
  if (tradeprice(1)-ldp1)>mdist and close crosses under ldp1 then
  sell at market
  endif
  if (tradeprice(1)-ldp2)>mdist and close crosses under ldp2 then
  sell at market
  endif
  if (tradeprice(1)-ldp3)>mdist and close crosses under ldp3 then
  sell at market
  endif

  if high crosses over maxrun2 then
  flag=1
  endif
  if flag=1 and low crosses under minrun2 and maxrun2-minrun2>mdist2 then
  sell at market
  endif
  endif
  endif
  elsif shortonmarket then
  if ts2sensitivityshort < (tradeprice(1) – (y2 * pipsize)) then
  x2 = (tradeprice(1) – ts2sensitivityshort) / pipsize
  if x2 >= trailstartS then
  diff2 = abs(trailstartS – x2)
  chunks2 = max(0,round((diff2 / stepsize) + roundto))
  profitpercentS = basepercentS + (basepercentS * (chunks2 * percentinc))
  barcount = barindex – tradebar
  if barcount mod barnumber = 0 then
  profitpercentS = profitpercentS + barpercent
  endif
  profitpercentS = max(profitpercentS[1],min(100,profitpercentS))
  y2 = max(x2 * profitpercentS, y2)
  endif
  else
  if useDonchian then
  if hdp1-tradeprice(1)>mdist and close crosses over hdp1 then
  exitshort at market
  endif
  if hdp2-tradeprice(1)>mdist and close crosses over hdp2 then
  exitshort at market
  endif
  if hdp3-tradeprice(1)>mdist and close crosses over hdp3 then
  exitshort at market
  endif

  if low crosses under minrun2 then
  flag=1
  endif
  if flag=1 and high crosses over maxrun2 and maxrun2-minrun2>mdist2 then
  exitshort at market
  endif
  endif
  endif
  endif
  if y1 then
  sellprice = tradeprice(1) + (y1 * pipsize)
  if abs(ts2sensitivitylong – sellprice) > pricedistance then
  if ts2sensitivitylong >= sellprice then
  sell at sellprice stop
  else
  sell at sellprice limit
  endif
  else
  sell at market
  endif
  endif
  if y2 then
  exitprice = tradeprice(1) – (y2 * pipsize)
  if abs(ts2sensitivityshort – exitprice) > pricedistance then
  if ts2sensitivityshort <= exitprice then
  exitshort at exitprice stop
  else
  exitshort at exitprice limit
  endif
  else
  exitshort at market
  endif
  endif
  endif

  if not overnightposition then
  if time>=closetime then
  sell at market
  exitshort at market
  endif
  endif

  if not weekendposition then
  if (dayofweek=5 and time>=closetime) then
  exitshort at market
  sell at market
  endif
  endif

  //graphonprice hdp1
  //graphonprice ldp1

  //graphonprice hdp2
  //graphonprice ldp2

  //graphonprice hdp3
  //graphonprice ldp3

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  GraHal

  

  wally

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