//-------------------------------------------------------------------------
// Définition des paramètres du code
Defparam CumulateOrders = False
Defparam Preloadbars = 8640
Defparam FlatBefore = 090000
Defparam FlatAfter = 153000
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
//daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
//************************************************************************
//Pivot (H + L + C + O)/4
If OpenDayOfWeek = 1 Then
Ht = DHigh(2)
Bs = DLow(2)
C = DClose(2)
O = DOpen(0)
Endif
If OpenDayOfWeek => 2 and dayofweek < 6 Then
Ht = DHigh(1)
Bs = DLow(1)
C = DClose(1)
O = DOpen(0)
Endif
Pivot = (Ht + Bs + C + O)/4
Res4 = Ht + (3*(Pivot - BS))
Res3 = Ht + (2*(Pivot - Bs))
Res2 = Pivot + (Ht - Bs)
Res1 = (2*Pivot) - Bs
Sup1 = (2*Pivot) - Ht
Sup2 = Pivot-(Ht - Bs)
Sup3 = Bs - (2*(Ht - Pivot))
Sup4 = Bs - (3*(Ht - Pivot))
//Heikin-Hachi
Once UpDown = 0
IF BarIndex = 0 Then
xClose = TotalPrice
xOpen = Range
xHigh = High
xLow = Low
Else
xClose = TotalPrice
xOpen = (xOpen[1] + xClose[1])/2
xHigh = Max(max(high, xOpen), xClose)
xLow = Min(min(Low, xOpen), xClose)
endif
If XClose >= XOpen then
if UpDown <> 1 then
UpDown = 1
endif
Else
If UpDown <> -1 then
UpDown = -1
endif
endif
HHSize = 0.6
Distance = 8
LookBack = 8640
Coeff = 0.8
P = 10 // Slope, R², RSI, Sochastic
R2LimE = 0.52 // Coefficient de correlation R² d'entrée
R2LimS = 0.77 // Coefficient de correlation R² de sortie
Q = P // Stochastic
// --- icihmoku support and resistance
kijun = (highest[26](high)+lowest[26](low))/2
SSB = (highest[52](high[26])+lowest[52](low[26]))/2
If Kijun = Kijun[1] then
KijunPrice = Kijun
endif
If SSB = SSB[1] then
SSBPrice = SSB
endif
if KijunPrice = SSBPrice then
SRLevel = KijunPrice
if SRLevel > Close then
ResLevel = SRlevel
//elsif SRLevel < Close then
//SupLevel = SRlevel
//endif
endif
endif
MyStoch = Average[5](Stochastic[14,3](close))
ind = SQUARE(MyStoch)
ind1 = Average[Q](MyStoch)
ind2 = Average[Q](ind)
variance = ind2 - SQUARE(ind1)
ecart = SQRT(variance)
UpBand = ind1 + coeff*ecart
//DownBand = ind1 - coeff*ecart
EMA50 = ExponentialAverage[50](Close)
EMA200 = ExponentialAverage[200](Close)
Slope = EndpointAverage[P](LinearRegressionSlope[P](Close))
MyR2 = R2[P](WeightedClose)
//************************************************************************
levier = 2
capital = 500 + (strategyprofit*2/5)
z = (capital / (close/20)) * levier
//************************************************************************
//Position acheteuse
BuyConditionA = (xClose - xOpen)*pipsize => HHSize
BuyConditionB = EMA50 > EMA200 and EMA50 < Close and EMA200 < Close
SLUp = Slope > Slope[1]
iSL = 0
While SLUp[iSL] and iSL < 20 do
iSLSup = iSLSup + 1
if SLUp - SLUp[1] = 0 then
break
endif
if MyStoch > UpBand then
if MyR2 crosses over R2LimE then
while MyR2 > MyR2[1]
if MyR2 - MyR2[1] = 0 or MyR2 < MyR2[1] then
Break
endif
wend
endif
allowtrading = 1
for iSRB = 0 to lookback -1
dist = (Reslevel[iSRB] - Close) < distance*pipsize
if dist then
allowtrading = 0 //no trading is allowed we are near a SR!
break //break the loop, no need to continue, trading is not allowed anymore!
endif
next
if close > pivot then
//above Pivot
iPivt = 1
while iPivt =< 4 do
if iPivt = 1 then
Floor = Pivot
Ceil = Res1
if close > Floor and close < Ceil then
break
endif
elsif iPivt = 2 then
Floor = Res1
Ceil = Res2
if close > Floor and close < Ceil then
break
endif
elsif iPivt = 3 then
Floor = Res2
Ceil = Res3
if close > Floor and close < Ceil then
break
endif
elsif iPivt = 4 then
Floor = Res3
Ceil = Res4
if close > Floor and close < Ceil then
break
endif
endif
iPivt = iPivt + 1
wend
elsif close < Pivot then
//below Pivot
iPivt = 1
while iPivt <= 4 do
if iPivt = 1 then
Floor = Sup1
Ceil = Pivot
if close > Floor and close < Ceil then
break
endif
elsif iPivt = 2 then
Floor = Sup2
Ceil = Sup1
if close > Floor and close < Ceil then
break
endif
elsif iPivt = 3 then
Floor = Sup3
Ceil = Sup2
if close > Floor and close < Ceil then
break
endif
elsif iPivt = 4 then
Floor = Sup4
Ceil = Sup3
if close > Floor and close < Ceil then
break
endif
endif
iPivt = iPivt + 1
wend
endif
For IPivt = 1 to 8 do
dist = (Ceil - Close) < distance*pipsize
If Dist then
allowtrading = 0
Break
endif
iPivt = iPivt + 1
next
If BuyConditionA and BuyConditionB and not daysForbiddenEntry then
if allowtrading then
buy z shares at market
endif
endif
endif
wend
If Longonmarket and MyR2 crosses under R2LimS then
Sell at Market
elsif Longonmarket and MyR2 crosses under R2LimE then
Sell at Market
Endif
//************************************************************************
//Stop Loss & Trailing function
//Set stop $loss capital*levier*2/100
Set Target $Profit capital*levier*3/100
trailingstart = 5
trailingstep = 3
//reset the stoploss value
If not onmarket then
newSL = 0
Endif
//manage long positions
If Longonmarket Then
If newSL = 0 and xLow-tradeprice(1) > trailingstart*pipsize then
newSL = tradeprice(1) + trailingstep*pipsize
Endif
If newSL <> 0 and xLow-newSL > trailingstep*pipsize then
newSL = newSL + trailingstep*pipsize
Endif
Endif
//manage short positions
If ShortonMarket then
If newSL = 0 and tradeprice(1)-xHigh > trailingstart*pipsize Then
newSL = tradeprice(1) - trailingstep*pipsize
Endif
If newSL <> 0 and newSL-xHigh > trailingstep*pipsize Then
newSL = newSL - trailingstep*pipsize
Endif
Endif
//stop order to exit the positions
If newSL <> 0 Then
Sell at newSL Stop
Exitshort at newSL Stop
Endif
//************************************************************************
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