Eur/usd 4 hours good backtest alone i cannot import it.

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    dearnodearno
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    Eur/usd 4 hours good backtest alone i cannot import it. Could someone help me?

    DEFPARAM CumulateOrders = False
    DEFPARAM PRELOADBARS = 10000
    
    daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
    
    Horaire = time >= 000000 and time <= 200000
    
    CloturePartielle = 1
    PositionsizeA = 1
    PositionsizeV = 1
    
    IF CloturePartielle THEN
    PositionsizeA = 4
    PositionsizeV = 3
    ENDIF
    
    MM = Average[63,3](totalprice)
    
    Newhighest=0
    FOR a = 0 TO 1 DO
    IF DHigh(a)>Newhighest or Newhighest=0 THEN
    Newhighest = DHigh(a)
    ENDIF
    NEXT
    
    Newlowest=0
    FOR b = 0 TO 1 DO
    IF DLow(b)<Newlowest or Newlowest=0 THEN
    Newlowest = DLow(b)
    ENDIF
    NEXT
    
    Milieu = (Newhighest+Newlowest)/2
    Surachat = average[13,7]((Newhighest+Milieu)/2)
    Survente = average[13,7]((Newlowest+Milieu)/2)
    
    CA = (MM > Surachat) and (close crosses over Milieu)
    CV = (MM < Survente) and (close crosses under Milieu)
    
    // Long Entries
    IF Horaire AND CA AND not daysForbiddenEntry AND NOT SHORTONMARKET THEN
    BUY PositionsizeA CONTRACTS AT MARKET
    ENDIF
    
    IF CloturePartielle THEN
    IF LONGONMARKET THEN
    SELL 1 CONTRACTS AT TRADEPRICE + 63*pointsize LIMIT
    ENDIF
    
    IF LONGONMARKET THEN
    SELL 1 CONTRACTS AT TRADEPRICE + 27*pointsize LIMIT
    ENDIF
    
    IF LONGONMARKET THEN
    SELL 1 CONTRACTS AT TRADEPRICE + 24*pointsize LIMIT
    ENDIF
    ENDIF
    
    // Short Entries
    IF Horaire AND CV AND not daysForbiddenEntry AND NOT LONGONMARKET THEN
    SELLSHORT PositionsizeV CONTRACTS AT MARKET
    ENDIF
    
    IF CloturePartielle THEN
    IF SHORTONMARKET THEN
    EXITSHORT 1 CONTRACTS AT TRADEPRICE - 22*pointsize LIMIT
    ENDIF
    
    IF SHORTONMARKET THEN
    EXITSHORT 1 CONTRACTS AT TRADEPRICE - 70*pointsize LIMIT
    ENDIF
    ENDIF
    
    //MFE
    //trailing stop
    trailingstop = 21
    
    //resetting variables when no trades are on market
    if not onmarket then
    MAXPRICE = 0
    MINPRICE = close
    priceexit = 0
    endif
    
    //case SHORT order
    if shortonmarket then
    MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
    if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
    priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
    endif
    endif
    
    //case LONG order
    if longonmarket then
    MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
    if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
    priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level
    endif
    endif
    
    //exit on trailing stop price levels
    if onmarket and priceexit>0 then
    EXITSHORT AT priceexit STOP
    SELL AT priceexit STOP
    endif
    
    //SET TARGET pPROFIT 46
    SET STOP pLOSS 150
    prorealtime-1579464305pcl84.jpg prorealtime-1579464305pcl84.jpg
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Eur/usd 4 hours good backtest alone i cannot import it.


ProOrder: Automated Strategies & Backtesting

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dearno @dearno Participant
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Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/21/2020
Status: Active
Attachments: No files
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