Cancelling pending orders

• 10/27/2020 at 10:29 PM #148736
  kaq52

  Replace line 4 with

  Once C1=1

  After line 264, add line

  C1=0

  What this will do is that for the first candle, C1 being true will place a long order. However, for second candle, C1 being false will not place order but first order should be cancelled automatically. This will explain how the candle loops work.

  You are facing this confusion because you have hardcoded the condition to be ALWAYS TRUE regardless of what happens. Your strategy need to update your conditions to be “true” or “false” based on some criteria (whatever criteria you chose) and it will work like a breeze.

   

  Rgds, kaq

  2 users thanked author for this post.

  Nicolas, Khaled

  

  kaq52

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  10/27/2020 at 10:43 PM #148738
  Khaled

  Thank you very much Kaq. Will try…

  

  Khaled

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  02/28/2023 at 10:59 AM #148803
  Khaled

  @kaq52 @juanj @Nicolas @martentornquist @robertogozzi @Bard

  Dear All, thank you very much for your support. The idea suggested by kaq52 is very much what I was looking for. For what it’s worth, I’m sharing here my code and the result of the backtest. Please bear with me if you find erros or room for improvement.

  I’m not proficient in PRT, but I tired to assemble a few pieces here and there found on this forum. I used ML based on code published by Bard here https://www.prorealcode.com/reply/128486/

  Variables have obviously been over-optimized for DAX 15 minutes 1€ with IG CFDs. WF provides a relatively high result… Not sure how this will work in live trading.

  I’d apprecite if some of you can test it (live if possible) and share their feedback. I’ve doubts about:

  1/ the price distance between certain orders calculated by the system vs what IG accepts.

  2/ the interaction between Stop Loss calculated by this system, Spread and actual execution price… I’ve seen that for orders with nearly breakeven results in backtest I ended losing 1 or 2 euros in actual trading.

  3/ overnight holding cost.

  4 /not sure how these impressive Backtest results will translate in reality over a few weeks

  4/ Last but not least… I tried ML with one and with two variables on a very simple SMA cross Algo and I’ve observed on different TF that ML with only one variable provides better results than ML with two variables… I’m very interested in your thoughts on this.

  Next steps: add conditions/optimize entry points to reduce false signals, try wider SL (?),

  Again, thank you and look forward to hear your feedback.

   

  DAX M15 Test with ML

  // DAX M15 Test with ML DEFPARAM CUMULATEORDERS = FALSE DEFPARAM PRELOADBARS = 10000 N = 1 ONCE C1 = 0 ONCE C2 = 0 iMACD = MACD[12,26,9](close) iRSI = RSI[14](close) StochK = Stochastic[14,3](close) StochD = Average[5](Stochastic[14,3](close)) indicator7, indicator6 = CALL KST1 //Standard KST Indicator c1L = (iMACD > 0) AND (iMACD > iMACD[1]) c2L = (iRSI > iRSI[1]) c3L = (StochK > StochD) c4L = (StochD > StochD[1]) c5L = (indicator6 < indicator7) c1S = (iMACD < 0) AND (iMACD < iMACD[1]) c2S = (iRSI < iRSI[1]) c3S = (StochK < StochD) c4S = (StochD < StochD[1]) c5S = (indicator6 > indicator7) IF c1L AND c2L AND c3L AND c4L AND c5L THEN C1 = 1 ENDIF IF c1S AND c2S AND c3S AND c4S AND c5S THEN C2 = 1 ENDIF // ALOG AND ML heuristicscyclelimit = 7 once heuristicscycle = 0 once heuristicsalgo1 = 1 once heuristicsalgo2 = 0 if heuristicscycle >= heuristicscyclelimit then if heuristicsalgo1 = 1 then heuristicsalgo2 = 1 heuristicsalgo1 = 0 elsif heuristicsalgo2 = 1 then heuristicsalgo1 = 1 heuristicsalgo2 = 0 endif heuristicscycle = 0 else once valuex = startingvalue once valuey = startingvalue2 endif if heuristicsalgo1 = 1 then //heuristics algorithm 1 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise = optimise + 1 endif //Settings 1 & 2 startingvalue = 5 //5 //10 //40 //5, 100, 10 //LONG BOXSIZE ResetPeriod = 1 //3 //1, 0.5 Specify no of months after which to reset optimisation increment = 5 //10 //5 //10 //10 //5, 20, 10 maxincrement = 5 //20 //5, 10 limit of no of increments either up or down reps = 6 //3 //1 number of trades to use for analysis //2 maxvalue = 5 //5 //10 //70 //50 //50, 20, 300, 150 //maximum allowed value minvalue = increment //15, 5, minimum allowed value startingvalue2 = 5 //5 //10 //50 //15 //40 //5, 100, 50 //SHORT BOXSIZE ResetPeriod2 = 3 //1, 0.5 Specify no of months after which to reset optimisation increment2 = 5 //10 //10 //5, 10 maxincrement2 = 5 //20 //1, 30 limit of no of increments either up/down //4 reps2 = 2 //3 //1, 2 nos of trades to use for analysis //3 maxvalue2 = 5 //5 //50, 20, 300, 200 maximum allowed value minvalue2 = increment2 //15, 5, minimum allowed value once monthinit = month once yearinit = year If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then ValueX = StartingValue WinCountB = 0 StratAvgB = 0 BestA = 0 BestB = 0 monthinit = month yearinit = year EndIf once valuex = startingvalue once pincpos = 1 //positive increment position once nincpos = 1 //negative increment position once optimise = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode1 = 1 //switches between negative and positive increments //once wincountb = 3 //initialize best win count //graph wincountb coloured (0,0,0) as "wincountb" //once stratavgb = 4353 //initialize best avg strategy profit //graph stratavgb coloured (0,0,0) as "stratavgb" if optimise = reps then wincounta = 0 //initialize current win count stratavga = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i = 1 to reps do if positionperf(i) > 0 then wincounta = wincounta + 1 //increment current wincount endif stratavga = stratavga + (((positionperf(i)*countofposition[i]*close)*-1)*-1) next stratavga = stratavga/reps //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1" //graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2" //graph stratavga*-1 as "stratavga" //once besta = 300 //graph besta coloured (0,0,0) as "besta" if stratavga >= stratavgb then stratavgb = stratavga //update best strategy profit besta = valuex endif //once bestb = 300 //graph bestb coloured (0,0,0) as "bestb" if wincounta >= wincountb then wincountb = wincounta //update best win count bestb = valuex endif if wincounta > wincountb and stratavga > stratavgb then mode1 = 0 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 1 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 1 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 2 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 2 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 endif if nincpos > maxincrement or pincpos > maxincrement then if besta = bestb then valuex = besta else if reps >= 10 then weightedscore = 10 else weightedscore = round((reps/100)*100) endif valuex = round(((besta*(20-weightedscore)) + (bestb*weightedscore))/20) //lower reps = less weight assigned to win% endif nincpos = 1 pincpos = 1 elsif valuex > maxvalue then valuex = maxvalue elsif valuex < minvalue then valuex = minvalue endif optimise = 0 endif // heuristics algorithm 1 end elsif heuristicsalgo2 = 1 then // heuristics algorithm 2 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise2 = optimise2 + 1 endif //Settings 2 once monthinit2 = month once yearinit2 = year If (year = yearinit2 and month = (monthinit2 + ResetPeriod2)) or (year = (yearinit2 + 1) and ((12 - monthinit2) + month = ResetPeriod2)) Then ValueY = StartingValue2 WinCountB2 = 0 StratAvgB2 = 0 BestA2 = 0 BestB2 = 0 monthinit2 = month yearinit2 = year EndIf once valuey = startingvalue2 once pincpos2 = 1 //positive increment position once nincpos2 = 1 //negative increment position once optimise2 = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode2 = 1 //switches between negative and positive increments if optimise2 = reps2 then wincounta2 = 0 //initialize current win count stratavga2 = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i2 = 1 to reps2 do if positionperf(i2) > 0 then wincounta2 = wincounta2 + 1 //increment current wincount endif stratavga2 = stratavga2 + (((positionperf(i2)*countofposition[i2]*close)*-1)*-1) next stratavga2 = stratavga2/reps2 //calculate current avg strategy profit if stratavga2 >= stratavgb2 then stratavgb2 = stratavga2 //update best strategy profit besta2 = valuey endif if wincounta2 >= wincountb2 then wincountb2 = wincounta2 //update best win count bestb2 = valuey endif if wincounta2 > wincountb2 and stratavga2 > stratavgb2 then mode2 = 0 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 1 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 1 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 2 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 2 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 endif if nincpos2 > maxincrement2 or pincpos2 > maxincrement2 then if besta2 = bestb2 then valuey = besta2 else if reps2 >= 10 then weightedscore2 = 10 else weightedscore2 = round((reps2/100)*100) endif valuey = round(((besta2*(20-weightedscore2)) + (bestb2*weightedscore2))/20) //lower reps = less weight assigned to win% endif nincpos2 = 1 pincpos2 = 1 elsif valuey > maxvalue2 then valuey = maxvalue2 elsif valuey < minvalue2 then valuey = minvalue2 endif optimise2 = 0 endif // heuristics algorithm 2 end endif // boxsizeL = max ( ValueX , (maxvalue+minvalue)/2) boxsizeS = max ( ValueY , (maxvalue2+minvalue2)/2) // renkomaxl = round(close / boxsizel) * boxsizel renkominl = renkomaxl - boxsizel renkomaxs = round(close / boxsizes) * boxsizes renkomins = renkomaxs - boxsizes // if high > renkomaxl + boxsizel then renkomaxl = renkomaxl + boxsizel renkominl = renkominl + boxsizel endif if low < renkomins - boxsizes then renkomaxs = renkomaxs - boxsizes renkomins = renkomins - boxsizes endif IF time>=001500 AND time>060000 then spread = 2 ELSIF (time>=060000 AND time>070000) AND (time>=153000 AND time>200000)then spread = 1 ELSIF time>=070000 AND time>153000 then spread = 0.6 ELSIF time>=200000 AND time>001500 then spread = 2.5 ENDIF IF C1=1 THEN BUY N CONTRACT at (renkoMaxL + boxSizeL + spread) STOP ENDIF IF C2=1 THEN SELLSHORT N CONTRACT at (renkoMinS - boxSizeS - spread) STOP ENDIF C1 = 0 C2 = 0 SET STOP pTRAILING 2 SET TARGET pPROFIT 200

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  // DAX M15 Test with ML DEFPARAM CUMULATEORDERS = FALSE DEFPARAM PRELOADBARS    = 10000   N = 1   ONCE C1 = 0 ONCE C2 = 0   iMACD = MACD[12,26,9](close) iRSI = RSI[14](close) StochK = Stochastic[14,3](close) StochD = Average[5](Stochastic[14,3](close)) indicator7, indicator6 = CALL KST1 //Standard KST Indicator   c1L = (iMACD > 0) AND (iMACD > iMACD[1]) c2L = (iRSI > iRSI[1]) c3L = (StochK > StochD) c4L = (StochD > StochD[1]) c5L = (indicator6 < indicator7)   c1S = (iMACD < 0) AND (iMACD < iMACD[1]) c2S = (iRSI < iRSI[1]) c3S = (StochK < StochD) c4S = (StochD < StochD[1]) c5S = (indicator6 > indicator7)   IF c1L AND c2L AND c3L AND c4L AND c5L THEN C1 = 1 ENDIF   IF c1S AND c2S AND c3S AND c4S AND c5S THEN C2 = 1 ENDIF   // ALOG AND ML heuristicscyclelimit = 7   once heuristicscycle = 0 once heuristicsalgo1 = 1 once heuristicsalgo2 = 0   if heuristicscycle >= heuristicscyclelimit then if heuristicsalgo1 = 1 then heuristicsalgo2 = 1 heuristicsalgo1 = 0 elsif heuristicsalgo2 = 1 then heuristicsalgo1 = 1 heuristicsalgo2 = 0 endif heuristicscycle = 0 else once valuex = startingvalue once valuey = startingvalue2 endif   if heuristicsalgo1 = 1 then   //heuristics algorithm 1 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise = optimise + 1 endif   //Settings 1 & 2   startingvalue   = 5 //5 //10 //40 //5, 100, 10 //LONG BOXSIZE ResetPeriod     = 1 //3 //1, 0.5 Specify no of months after which to reset optimisation increment       = 5 //10 //5 //10 //10 //5, 20, 10 maxincrement    = 5 //20 //5, 10 limit of no of increments either up or down reps            = 6 //3  //1 number of trades to use for analysis //2 maxvalue        = 5 //5 //10 //70 //50 //50, 20, 300, 150 //maximum allowed value minvalue        = increment //15, 5, minimum allowed value   startingvalue2  = 5 //5 //10 //50 //15 //40 //5, 100, 50 //SHORT BOXSIZE ResetPeriod2    = 3 //1, 0.5 Specify no of months after which to reset optimisation increment2      = 5 //10 //10 //5, 10 maxincrement2   = 5 //20 //1, 30 limit of no of increments either up/down //4 reps2           = 2 //3  //1, 2 nos of trades to use for analysis //3 maxvalue2       = 5 //5 //50, 20, 300, 200 maximum allowed value minvalue2       = increment2 //15, 5, minimum allowed value   once monthinit = month once yearinit = year If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then ValueX = StartingValue WinCountB = 0 StratAvgB = 0 BestA = 0 BestB = 0 monthinit = month yearinit = year EndIf   once valuex  = startingvalue once pincpos = 1 //positive increment position once nincpos = 1 //negative increment position once optimise = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode1 = 1 //switches between negative and positive increments //once wincountb = 3 //initialize best win count //graph wincountb coloured (0,0,0) as "wincountb" //once stratavgb = 4353 //initialize best avg strategy profit //graph stratavgb coloured (0,0,0) as "stratavgb" if optimise = reps then wincounta = 0 //initialize current win count stratavga = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i = 1 to reps do if positionperf(i) > 0 then wincounta = wincounta + 1 //increment current wincount endif stratavga = stratavga + (((positionperf(i)*countofposition[i]*close)*-1)*-1) next stratavga = stratavga/reps //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1" //graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2" //graph stratavga*-1 as "stratavga" //once besta = 300 //graph besta coloured (0,0,0) as "besta" if stratavga >= stratavgb then stratavgb = stratavga //update best strategy profit besta = valuex endif //once bestb = 300 //graph bestb coloured (0,0,0) as "bestb" if wincounta >= wincountb then wincountb = wincounta //update best win count bestb = valuex endif if wincounta > wincountb and stratavga > stratavgb then mode1 = 0 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 1 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 1 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 2 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 2 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 endif if nincpos > maxincrement or pincpos > maxincrement then if besta = bestb then valuex = besta else if reps >= 10 then weightedscore = 10 else weightedscore = round((reps/100)*100) endif valuex = round(((besta*(20-weightedscore)) + (bestb*weightedscore))/20) //lower reps = less weight assigned to win% endif nincpos = 1 pincpos = 1 elsif valuex > maxvalue then valuex = maxvalue elsif valuex < minvalue then valuex = minvalue endif optimise = 0 endif // heuristics algorithm 1 end   elsif heuristicsalgo2 = 1 then   // heuristics algorithm 2 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise2 = optimise2 + 1 endif   //Settings 2 once monthinit2 = month once yearinit2 = year If (year = yearinit2 and month = (monthinit2 + ResetPeriod2)) or (year = (yearinit2 + 1) and ((12 - monthinit2) + month = ResetPeriod2)) Then ValueY = StartingValue2 WinCountB2 = 0 StratAvgB2 = 0 BestA2 = 0 BestB2 = 0 monthinit2 = month yearinit2 = year EndIf once valuey = startingvalue2 once pincpos2 = 1 //positive increment position once nincpos2 = 1 //negative increment position once optimise2 = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode2 = 1 //switches between negative and positive increments if optimise2 = reps2 then wincounta2 = 0 //initialize current win count stratavga2 = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i2 = 1 to reps2 do if positionperf(i2) > 0 then wincounta2 = wincounta2 + 1 //increment current wincount endif stratavga2 = stratavga2 + (((positionperf(i2)*countofposition[i2]*close)*-1)*-1) next stratavga2 = stratavga2/reps2 //calculate current avg strategy profit   if stratavga2 >= stratavgb2 then stratavgb2 = stratavga2 //update best strategy profit besta2 = valuey endif   if wincounta2 >= wincountb2 then wincountb2 = wincounta2 //update best win count bestb2 = valuey endif if wincounta2 > wincountb2 and stratavga2 > stratavgb2 then mode2 = 0 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 1 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 1 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 2 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 2 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 endif if nincpos2 > maxincrement2 or pincpos2 > maxincrement2 then if besta2 = bestb2 then valuey = besta2 else if reps2 >= 10 then weightedscore2 = 10 else weightedscore2 = round((reps2/100)*100) endif valuey = round(((besta2*(20-weightedscore2)) + (bestb2*weightedscore2))/20) //lower reps = less weight assigned to win% endif nincpos2 = 1 pincpos2 = 1 elsif valuey > maxvalue2 then valuey = maxvalue2 elsif valuey < minvalue2 then valuey = minvalue2 endif optimise2 = 0 endif // heuristics algorithm 2 end endif   // boxsizeL = max ( ValueX , (maxvalue+minvalue)/2) boxsizeS = max ( ValueY , (maxvalue2+minvalue2)/2) // renkomaxl = round(close / boxsizel) * boxsizel renkominl = renkomaxl - boxsizel   renkomaxs = round(close / boxsizes) * boxsizes renkomins = renkomaxs - boxsizes // if high > renkomaxl + boxsizel then renkomaxl = renkomaxl + boxsizel renkominl = renkominl + boxsizel endif if low < renkomins - boxsizes then renkomaxs = renkomaxs - boxsizes renkomins = renkomins - boxsizes endif   IF time>=001500 AND time>060000 then spread = 2 ELSIF (time>=060000 AND time>070000) AND (time>=153000 AND time>200000)then spread = 1 ELSIF time>=070000 AND time>153000 then spread = 0.6 ELSIF time>=200000 AND time>001500 then spread = 2.5 ENDIF   IF C1=1 THEN BUY N CONTRACT at (renkoMaxL + boxSizeL + spread) STOP ENDIF   IF C2=1 THEN SELLSHORT N CONTRACT at (renkoMinS - boxSizeS - spread) STOP ENDIF   C1 = 0 C2 = 0   SET STOP pTRAILING 2 SET TARGET pPROFIT 200

   

  

  Khaled

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  02/28/2023 at 8:01 PM #210671
  GraHal

  I’d love to try it, but where is KST1 Indicator?

  KST1 is not the standard Indicator as Line 14 (copied below) needs 2 values and the standard KST returns only 1 value.

  indicator7, indicator6 = CALL KST1 //Standard KST Indicator

  

  GraHal

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