BB Trading one Long one Short on DAX 9-17,30

• 08/14/2024 at 6:35 AM #236385
  Lambo

  Hello,

  i have build a programm which poorly didn’t work. Can someone help me?

  It didn’t accept the filters from day before

  It do more than one Trade in one direction

   

   

  I use the Dax Future 9-1730

  a) for the Filter of day candle

  b) for creat the 5 minut BB

  c) for Backtesting i take the one minute Chart and 1.000.000 candles

  Here is the code with the explain of filter, stop etc.

  Thank you very much

  defparam preloadbars=5000
  defparam cumulateorders=false
  size=(100000+strategyprofit)/(close)*3

   

  //Trading Time for start
  if time=>090000 and Time<124000 THEN
  t=1
  ELSE
  t=0
  ENDIF
  //Parameter from Yesterday for Starting Conditions
  Timeframe(daily)
  //Range >0,6%
  c101=(high-low)/close*100>0.6

  //Strong Cande with body of a minimum of 50%
  if open>close then
  c102=(open-close)/(high-low)>0.5
  else
  c102=(close-open)/(high-low)>0.5
  endif

  //Use BB of 5 Min Chart
  timeframe(5 minutes,updateonclose)
  Bolld=ExponentialAverage[21](open)-2*std[21](open)
  Bollu=ExponentialAverage[21](open)+2*std[21](open)

  // Only on Long Trade and one Short Trade a day
  timeframe (5 minute)

  c1=(high[0]> BOLLU)
  c2=(low[0]< BOLLD)
  MaxTrades = 1
  IF IntraDayBarIndex = 0 THEN
  LongTally = 0
  ShortTally = 0
  Endif

  if not SHORTONMARKET and c1 and t=1 and ShortTally<Maxtrades then
  SELLSHORT size contracts at market
  ShortTally = ShortTally + 1
  ENDIF

  //Close Position on 1730 when not SL or TP
  if SHORTONMARKET and close<Average[21] or time>173000 THEN
  EXITSHORT at market
  ENDIF

  //Stop Conditions
  if shortonmarket THEN
  SET STOP LOSS AverageTrueRange[5](close)*2.0
  ENDIF

  if not longONMARKET and c2 and t=1 and LongTally<MaxTrades THEN
  buy size contracts roundedup AT MARKET
  LongTally = LongTally + 1
  ENDIF

   

  if longonmarket THEN
  SET STOP LOSS -AverageTrueRange[5](close)*2.0
  ENDIF

  if LONGONMARKET and close>Average[21] or time>173000 THEN
  sell AT MARKET
  ENDIF

  

  Lambo

  Participant

  Topics: 7

  Replies: 16

  Been thanked: 0 times
  08/14/2024 at 6:59 AM #236386
  Lambo

  Code 9-1730 Dax Future one Minute BB Trading

  defparam preloadbars=5000 defparam cumulateorders=false size=(100000+strategyprofit)/(close)*3 //Trading Time for start if time=>090000 and Time<124000 THEN t=1 ELSE t=0 ENDIF //Parameter from Yesterday for Starting Conditions Timeframe(daily) //Range >0,6% c101=(high-low)/close*100>0.6 //Strong Cande with body of a minimum of 50% if open>close then c102=(open-close)/(high-low)>0.5 else c102=(close-open)/(high-low)>0.5 endif //Use BB of 5 Min Chart timeframe(5 minutes,updateonclose) Bolld=ExponentialAverage[21](open)-2*std[21](open) Bollu=ExponentialAverage[21](open)+2*std[21](open) // Only on Long Trade and one Short Trade a day timeframe (5 minute) c1=(high[0]> BOLLU) c2=(low[0]< BOLLD) MaxTrades = 1 IF IntraDayBarIndex = 0 THEN LongTally = 0 ShortTally = 0 Endif if not SHORTONMARKET and c1 and t=1 and ShortTally<Maxtrades then SELLSHORT size contracts at market ShortTally = ShortTally + 1 ENDIF //Close Position on 1730 when not SL or TP if SHORTONMARKET and close<Average[21] or time>173000 THEN EXITSHORT at market ENDIF //Stop Conditions if shortonmarket THEN SET STOP LOSS AverageTrueRange[5](close)*2.0 ENDIF if not longONMARKET and c2 and t=1 and LongTally<MaxTrades THEN buy size contracts roundedup AT MARKET LongTally = LongTally + 1 ENDIF if longonmarket THEN SET STOP LOSS -AverageTrueRange[5](close)*2.0 ENDIF if LONGONMARKET and close>Average[21] or time>173000 THEN sell AT MARKET ENDIF

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  defparam preloadbars=5000 defparam cumulateorders=false size=(100000+strategyprofit)/(close)*3     //Trading Time for start if time=>090000 and Time<124000 THEN t=1 ELSE t=0 ENDIF //Parameter from Yesterday for Starting Conditions Timeframe(daily) //Range >0,6% c101=(high-low)/close*100>0.6   //Strong Cande with body of a minimum of 50% if open>close then c102=(open-close)/(high-low)>0.5 else c102=(close-open)/(high-low)>0.5 endif   //Use BB of 5 Min Chart timeframe(5 minutes,updateonclose) Bolld=ExponentialAverage[21](open)-2*std[21](open) Bollu=ExponentialAverage[21](open)+2*std[21](open)   // Only on Long Trade and one Short Trade a day timeframe (5 minute)   c1=(high[0]> BOLLU) c2=(low[0]< BOLLD) MaxTrades = 1 IF IntraDayBarIndex = 0 THEN LongTally = 0 ShortTally = 0 Endif   if not SHORTONMARKET and c1 and t=1 and ShortTally<Maxtrades then SELLSHORT size contracts at market ShortTally = ShortTally + 1 ENDIF   //Close Position on 1730 when not SL or TP if SHORTONMARKET and close<Average[21] or time>173000 THEN EXITSHORT at market ENDIF   //Stop Conditions if shortonmarket THEN SET STOP LOSS AverageTrueRange[5](close)*2.0 ENDIF   if not longONMARKET and c2 and t=1 and LongTally<MaxTrades THEN buy size contracts roundedup AT MARKET LongTally = LongTally + 1 ENDIF     if longonmarket THEN SET STOP LOSS -AverageTrueRange[5](close)*2.0 ENDIF   if LONGONMARKET and close>Average[21] or time>173000 THEN sell AT MARKET ENDIF

  

  Lambo

  Participant

  Topics: 7

  Replies: 16

  Been thanked: 0 times
  08/14/2024 at 12:43 PM #236397
  Iván

  Hello!
  I’ve slightly modified the code while keeping most of your original proposal. Now the system only makes one trade in each direction per day at most. Here is the code:

  defparam preloadbars=5000 defparam cumulateorders=false size=(100000+strategyprofit)/(close)*3 //Trading Time for start if time=>090000 and Time<124000 THEN t=1 ELSE t=0 ENDIF //Parameter from Yesterday for Starting Conditions Timeframe(daily) //Range >0,6% c101=(high-low)/close*100>0.6 //Strong Cande with body of a minimum of 50% if open>close then c102=(open-close)/(high-low)>0.5 else c102=(close-open)/(high-low)>0.5 endif dailyfilter=c101 and c102 //Use BB of 5 Min Chart timeframe(5 minutes,updateonclose) Bolld=ExponentialAverage[21](open)-2*std[21](open) Bollu=ExponentialAverage[21](open)+2*std[21](open) // Only on Long Trade and one Short Trade a day timeframe (5 minute) c1=(high[0]> BOLLU) c2=(low[0]< BOLLD) timeframe(default) MaxTrades = 1 IF IntraDayBarIndex = 0 THEN LongTally = 0 ShortTally = 0 Endif if not SHORTONMARKET and c1 and dailyfilter and t=1 and ShortTally<Maxtrades then SELLSHORT size contracts at market ShortTally = ShortTally + 1 ENDIF if SHORTONMARKET then //Stop Conditions SET STOP LOSS AverageTrueRange[5](close)*2.0 //Close Position on 1730 when not SL or TP if close<Average[21] or time>173000 THEN EXITSHORT at market ENDIF endif if not longONMARKET and c2 and dailyfilter and t=1 and LongTally<MaxTrades THEN buy size contracts roundedup AT MARKET LongTally = LongTally + 1 ENDIF if longonmarket THEN SET STOP LOSS -AverageTrueRange[5](close)*2.0 if close>Average[21] or time>173000 THEN sell AT MARKET ENDIF ENDIF //graph LongTally coloured("green") //graph ShortTally coloured("red")

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  defparam preloadbars=5000 defparam cumulateorders=false size=(100000+strategyprofit)/(close)*3   //Trading Time for start if time=>090000 and Time<124000 THEN t=1 ELSE t=0 ENDIF //Parameter from Yesterday for Starting Conditions Timeframe(daily) //Range >0,6% c101=(high-low)/close*100>0.6 //Strong Cande with body of a minimum of 50% if open>close then c102=(open-close)/(high-low)>0.5 else c102=(close-open)/(high-low)>0.5 endif dailyfilter=c101 and c102 //Use BB of 5 Min Chart timeframe(5 minutes,updateonclose) Bolld=ExponentialAverage[21](open)-2*std[21](open) Bollu=ExponentialAverage[21](open)+2*std[21](open) // Only on Long Trade and one Short Trade a day timeframe (5 minute) c1=(high[0]> BOLLU) c2=(low[0]< BOLLD)   timeframe(default) MaxTrades = 1 IF IntraDayBarIndex = 0 THEN LongTally = 0 ShortTally = 0 Endif   if not SHORTONMARKET and c1 and dailyfilter and t=1 and ShortTally<Maxtrades then SELLSHORT size contracts at market ShortTally = ShortTally + 1 ENDIF   if SHORTONMARKET then //Stop Conditions SET STOP LOSS AverageTrueRange[5](close)*2.0 //Close Position on 1730 when not SL or TP if close<Average[21] or time>173000 THEN EXITSHORT at market ENDIF endif   if not longONMARKET and c2 and dailyfilter and t=1 and LongTally<MaxTrades THEN buy size contracts roundedup AT MARKET LongTally = LongTally + 1 ENDIF   if longonmarket THEN SET STOP LOSS -AverageTrueRange[5](close)*2.0 if close>Average[21] or time>173000 THEN sell AT MARKET ENDIF ENDIF   //graph LongTally coloured("green") //graph ShortTally coloured("red")

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  Lambo

  

  Iván

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