// BUND - IG MARKETS
// TIME FRAME 2H
// SPREAD 0.5 PIPS
DEFPARAM CumulateOrders = False
DEFPARAM PreloadBars = 200
DEFPARAM Flatafter = 200000
once optimization = 1
once mgmt = 1
// -- Optimizations selection
if optimization = 1 then
artperiod = 6
wintarget = 60
sl = 30
stopandtargetMode = 2 // 1 = fixed stop and target 2 = dynamic stop and target
slATRmultiple = 1
winATRmultiple = 4
Starttime = 080000
EndTime = 200000
atrmultiplelong = 1
atrmultipleshort = 1
//mashortperiod = 2
//malongperiod = 220
//adxlevel = 30
//adxperiod = 22
elsif optimization = 2 then
artperiod = 6
wintarget = 60
sl = 30
stopandtargetMode = 2 // 1 = fixed stop and target 2 = dynamic stop and target
slATRmultiple = 1
winATRmultiple = 3
Starttime = 080000
EndTime = 200000
atrmultiplelong = 1
atrmultipleshort = 1
//mashortperiod = 2
//malongperiod = 220
endif
if mgmt = 1 then
PositionSize = 1
elsif mgmt = 2 then
REM Money Management
Capital = 4000
Risk = 0.01
StopLoss = sl // Could be our variable X
REM Calculate contracts
equity = Capital + StrategyProfit
maxrisk = round(equity*Risk)
PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize)
endif
// -- Indicaors
atr = AverageTrueRange[artperiod]
//malong = average[malongperiod]
//mashort = average[mashortperiod]
//adxfilter = adx[adxperiod]
// ENTRY CONDITION LONG
b1 = (abs(open-close) > (atr*atrmultiplelong))
b2 = (close > open)
b3 = currenttime > StartTime and currenttime < EndTime
//b4 = (mashort > malong)
//b5 = (adxlevel > adxfilter)
cb = b1 and b2 and b3 //and b5 // and b4
IF cb THEN
BUY PositionSize CONTRACTS AT MARKET
ENDIF
// ENTRY CONDITION SHORT
s1 = (abs(open-close) > (atr*atrmultipleshort))
s2 = (close < open)
s3 = currenttime > StartTime and currenttime < EndTime
//s4 = (mashort < malong)
cs = s1 and s2 and s3 //and b5 //and s4
IF cs THEN
SELLSHORT PositionSize CONTRACTS AT MARKET
ENDIF
// STOP AND TARGET
IF stopandtargetMode = 1 THEN
SET STOP pLOSS sl
SET TARGET pPROFIT wintarget
ENDIF
IF stopandtargetMode = 2 THEN
SET STOP pLOSS (atr * slATRmultiple)/pointsize
SET TARGET pPROFIT (atr * winATRmultiple)/pointsize
ENDIF
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