Free profitable strategies

• 08/20/2021 at 12:29 PM #175778
  deletedaccount051022

  Hi,

  This is the combination of the 5 different strategies for the DAX which vschmitt Artificall has previously openly shared.  I have simply combined them into one strategy, with some additional code kindly provided by robertogozzi

  The majority of the performance comes from the Momentum strategy however, the others smooth out the equity curve through their smaller contributions to the overall performance.

  //================================================ // Code: _PRD DAX Combi // Source: https://artificall.com // Author: Vivien Schmitt // Version 2 // Index: DAX // TF: 10 min // Notes: v1.1 Momentum only // Notes: v2 Portfolio of multi strategies // robertogozzi provided position mgt logic // v2.1 Added Trend Following // v2.2 Added Double Bottom // v2.3 Added Green Hammer // v2.4 Added Counter Trend // v2.5 Tested Day of Week - ignore // v2.5 Optimised position size logic //================================================ DEFPARAM CUMULATEORDERS = TRUE // only one trade in the same time DEFPARAM FLATBEFORE = 090000 // avoide entry opening before this hour DEFPARAM FLATAFTER = 213000 // close entry at this hour IF NOT OnMarket THEN //Make sure you reset these variables to ZERO when not trading P1 = 0 P2 = 0 P3 = 0 P4 = 0 P5 = 0 ENDIF //RISK MANAGEMENT PositionSize=1 //===================================== MOMENTUM STRATEGY ================================================ //MOMENTUM STRATEGY // MARKET TREND USING LINEAR REGRESSION // Set of technical indicators to test IF P1 < 1 THEN m10 = momentum[10](close) m20 = momentum[20](close) m50 = momentum[50](close) m100 = momentum[100](close) m300 = momentum[300](close) m800 = momentum[800](close) cM1 = (m10[0]-m10[1]) > 0 cM2 = (m20[0]-m20[1]) > 0 cM3 = (m50[0]-m50[1]) > 0 cM4 = (m100[0]-m100[1]) > 0 cM5 = (m300[0]-m300[1]) > 0 cM6 = (m800[0]-m800[1]) > 0 //-------------------------------------------------------------------------- // ENTRY POINT //#13 conditionMomentumM = cM1 AND cM2 AND cM3 AND NOT cM4 AND cM5 AND NOT cM6 //-------------------------------------------------------------------------- // MARKET VOLATILITY USING STANDARD DEVIATION volatility100MaxM = 50 volatility100MinM = 1 volatility100M = STD[100] (close) conditionMarketVolatilityM = volatility100M < volatility100MaxM AND volatility100M > volatility100MinM //conditionMarketVolatility=1 //-------------------------------------------------------------------------- // OPEN A LONG ENTRY IF conditionMomentumM AND conditionMarketVolatilityM THEN PSTOPLOSSMO = 100 PTARGETMO = PSTOPLOSSMO * 2 SET STOP pLOSS PSTOPLOSSMO SET TARGET pPROFIT PTARGETMO BUY PositionSize CONTRACT AT MARKET P1 = 1 ENDIF //SHORT ENTRY CONDITIONS s1 = (m10[0]-m10[1]) < 0 s2 = (m20[0]-m20[1]) < 0 s3 = (m50[0]-m50[1]) < 0 s4 = (m100[0]-m100[1]) < 0 s5 = (m300[0]-m300[1]) < 0 s6 = (m800[0]-m800[1]) < 0 conditionSellMomentum = s1 AND s2 AND s3 AND NOT s4 AND s5 AND NOT s6 // OPEN A SHORT ENTRY IF conditionSellMomentum AND conditionMarketVolatilityM THEN PSTOPLOSS = 100 PTARGET = PSTOPLOSS * 2 SET STOP pLOSS PSTOPLOSS SET TARGET pPROFIT PTARGET SELLSHORT PositionSize CONTRACT AT MARKET P1 = 1 ENDIF ENDIF //===================================== TREND FOLLOWING ================================================ //TREND FOLLOWING // MARKET TREND USING LINEAR REGRESSION IF P2 < 1 THEN DRL100 = average[10](LinearRegression[100]) slope100 = DRL100[0] - DRL100[1] DRL300 = average[10](LinearRegression[300]) slope300 = DRL300[0] - DRL300[1] DRL600 = average[10](LinearRegression[600]) slope600 = DRL600[0] - DRL600[1] conditionMarketTrend = slope100 > 0 OR slope300 > 0 OR slope600 > 0 //-------------------------------------------------------------------------- // MARKET VOLATILITY USING STANDARD DEVIATION volatility100Max = 11 volatility100Min = 1 volatility100 = STD[100] (close) conditionMarketVolatility = volatility100 < volatility100Max AND volatility100 > volatility100Min //-------------------------------------------------------------------------- // ENTRY POINT rsi14 = RSI[14] > 30 macd12 = MACD [12,26,9] > 0 stocha10 = Stochastic[10,3](close) > 0 conditionEntryPoint = rsi14 AND macd12 AND stocha10 //-------------------------------------------------------------------------- // OPEN A LONG ENTRY //IF NOT LongOnMarket AND conditionMarketTrend AND conditionMarketVolatility AND conditionEntryPoint THEN IF conditionMarketTrend AND conditionMarketVolatility AND conditionEntryPoint THEN PSTOPLOSSMT = 100 PTARGETMT = PSTOPLOSSMT * 2 SET STOP pLOSS PSTOPLOSSMT SET TARGET pPROFIT PTARGETMT BUY PositionSize CONTRACT AT MARKET P2 = 1 ENDIF ENDIF //===================================== DOUBLE BOTTOM RECOGNITION ================================================ // DOUBLE BOTTOM RECOGNITION IF P3 < 1 THEN ONCE period = 10 ONCE correlation = 0.8 R = 0 x1 = 10 x2 = 9 x3 = 8 x4 = 9 x5 = 10 x6 = 10 x7 = 9 x8 = 8 x9 = 9 x10 = 10 xBar=(x1+x2+x3+x4+x5+x6+x7+x8+x9+x10)/period varianceX=(SQUARE(x1-xBar)+SQUARE(x2-xBar)+SQUARE(x3-xBar)+SQUARE(x4-xBar)+SQUARE(x5-xBar)+SQUARE(x6-xBar)+SQUARE(x7-xBar)+SQUARE(x8-xBar)+SQUARE(x9-xBar)+SQUARE(x10-xBar))/(period-1) ecarTypeX=SQRT(varianceX) y1 = MAX(Open[9], Close[9]) y2 = MAX(Open[8], Close[8]) y3 = MAX(Open[7], Close[7]) y4 = MAX(Open[6], Close[6]) y5 = MAX(Open[5], Close[5]) y6 = MAX(Open[4], Close[4]) y7 = MAX(Open[3], Close[3]) y8 = MAX(Open[2], Close[2]) y9 = MAX(Open[1], Close[1]) y10 = MAX(Open[0], Close[0]) yBar=Average[period](Close) ecarTypeY=STD[period](Close) covarianceXY=((x1-xBar)*(y1-yBar)+(x2-xBar)*(y2-yBar)+(x3-xBar)*(y3-yBar)+(x4-xBar)*(y4-yBar)+(x5-xBar)*(y5-yBar)+(x6-xBar)*(y6-yBar)+(x7-xBar)*(y7-yBar)+(x8-xBar)*(y8-yBar)+(x9-xBar)*(y9-yBar)+(x10-xBar)*(y10-yBar))/(period-1) R=covarianceXY/(ecarTypeX*ecarTypeY) IF R < correlation THEN R = 0 ENDIF //RETURN R AS "R" closeY1 = Close[9] highY5 = high[5] closeY10 = Close[0] neckLine = closeY10 => closeY1 AND closeY10 => highY5 conditionDoubleBottom = R AND neckLine //-------------------------------------------------------------------------- // OPEN A LONG ENTRY //IF NOT LongOnMarket AND conditionDoubleBottom THEN IF conditionDoubleBottom THEN PSTOPLOSSDB = 100 PTARGETDB = PSTOPLOSSDB * 2 SET STOP pLOSS PSTOPLOSSDB SET TARGET pPROFIT PTARGETDB BUY PositionSize CONTRACT AT MARKET P3 = 1 ENDIF ENDIF //===================================== GREEN HAMMER ================================================ //GREEN HAMMER // MARKET VOLATILITY USING STANDARD DEVIATION IF P4 < 1 THEN volatility100MaxGH = 20 volatility100MinGH = 1 volatility100GH = STD[100] (close) conditionMarketVolatilityGH = volatility100GH < volatility100MaxGH AND volatility100GH > volatility100MinGH //conditionMarketVolatility=1 //-------------------------------------------------------------------------- // ENTRY POINT // Strategy of the Doji Hammer hammerBody = high = close AND open < close hammerTail = low < open AND (open - low) > ((high - open) * 1.5) dojiHammer = hammerBody AND hammerTail //-------------------------------------------------------------------------- // OPEN A LONG ENTRY //IF NOT LongOnMarket AND conditionMarketVolatility AND dojiHammer THEN IF conditionMarketVolatilityGH AND dojiHammer THEN PSTOPLOSSGH = 80 PTARGETGH = PSTOPLOSSGH * 2 SET STOP pLOSS PSTOPLOSSGH SET TARGET pPROFIT PTARGETGH BUY PositionSize CONTRACT AT MARKET P4 = 1 ENDIF ENDIF //===================================== COUNTERTREND ================================================ //COUNTERTREND // MARKET TREND USING LINEAR REGRESSION // Set of technical indicators to test IF P5 < 1 THEN c1 = LinearRegressionSlope[10](close) > 0 c2 = LinearRegressionSlope[20](close) > 0 c3 = LinearRegressionSlope[50](close) > 0 c4 = LinearRegressionSlope[100](close) > 0 c5 = LinearRegressionSlope[300](close) > 0 c6 = LinearRegressionSlope[800](close) > 0 //-------------------------------------------------------------------------- // ENTRY POINT //#13 conditionCounterTrend1 = NOT c1 AND NOT c2 AND c3 AND c4 AND NOT c5 AND NOT c6 conditionCounterTrend = conditionCounterTrend1 //-------------------------------------------------------------------------- // MARKET VOLATILITY USING STANDARD DEVIATION volatility100MaxCT = 50 volatility100MinCT = 1 volatility100CT = STD[100] (close) conditionMarketVolatilityCT = volatility100CT < volatility100MaxCT AND volatility100CT > volatility100MinCT //conditionMarketVolatility=1 //-------------------------------------------------------------------------- // OPEN A LONG ENTRY //IF NOT LongOnMarket AND conditionCounterTrend AND conditionMarketVolatility THEN IF conditionCounterTrend AND conditionMarketVolatilityCT THEN PSTOPLOSS = 100 PTARGET = PSTOPLOSS * 2 SET STOP pLOSS PSTOPLOSS SET TARGET pPROFIT PTARGET BUY PositionSize CONTRACT AT MARKET P5 = 1 ENDIF ENDIF ONCE P1 = 0 ONCE P2 = 0 ONCE P3 = 0 ONCE P4 = 0 ONCE P5 = 0

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  //================================================ //   Code:    _PRD DAX Combi //   Source:  https://artificall.com //   Author:  Vivien Schmitt //   Version  2 //   Index:   DAX //   TF:      10 min //   Notes:   v1.1 Momentum only //   Notes:   v2   Portfolio of multi strategies //                 robertogozzi provided position mgt logic //            v2.1 Added Trend Following //            v2.2 Added Double Bottom //            v2.3 Added Green Hammer //            v2.4 Added Counter Trend //            v2.5 Tested Day of Week - ignore //            v2.5 Optimised position size logic //================================================     DEFPARAM CUMULATEORDERS = TRUE   // only one trade in the same time DEFPARAM FLATBEFORE = 090000     // avoide entry opening before this hour DEFPARAM FLATAFTER = 213000      // close entry at this hour   IF NOT OnMarket THEN             //Make sure you reset these variables to ZERO when not trading P1 = 0 P2 = 0 P3 = 0 P4 = 0 P5 = 0 ENDIF   //RISK MANAGEMENT PositionSize=1   //=====================================   MOMENTUM STRATEGY  ================================================ //MOMENTUM STRATEGY // MARKET TREND USING LINEAR REGRESSION // Set of technical indicators to test IF P1 < 1 THEN m10 = momentum[10](close) m20 = momentum[20](close) m50 = momentum[50](close) m100 = momentum[100](close) m300 = momentum[300](close) m800 = momentum[800](close)   cM1 = (m10[0]-m10[1]) > 0 cM2 = (m20[0]-m20[1]) > 0 cM3 = (m50[0]-m50[1]) > 0 cM4 = (m100[0]-m100[1]) > 0 cM5 = (m300[0]-m300[1]) > 0 cM6 = (m800[0]-m800[1]) > 0 //-------------------------------------------------------------------------- // ENTRY POINT //#13 conditionMomentumM = cM1 AND cM2 AND cM3 AND NOT cM4 AND cM5 AND NOT cM6   //-------------------------------------------------------------------------- // MARKET VOLATILITY USING STANDARD DEVIATION volatility100MaxM = 50 volatility100MinM = 1   volatility100M = STD[100] (close)   conditionMarketVolatilityM = volatility100M < volatility100MaxM AND volatility100M > volatility100MinM //conditionMarketVolatility=1     //-------------------------------------------------------------------------- // OPEN A LONG ENTRY   IF conditionMomentumM AND conditionMarketVolatilityM THEN   PSTOPLOSSMO = 100 PTARGETMO = PSTOPLOSSMO * 2   SET STOP pLOSS PSTOPLOSSMO SET TARGET pPROFIT PTARGETMO   BUY PositionSize CONTRACT AT MARKET P1 = 1   ENDIF     //SHORT ENTRY CONDITIONS s1 = (m10[0]-m10[1]) < 0 s2 = (m20[0]-m20[1]) < 0 s3 = (m50[0]-m50[1]) < 0 s4 = (m100[0]-m100[1]) < 0 s5 = (m300[0]-m300[1]) < 0 s6 = (m800[0]-m800[1]) < 0   conditionSellMomentum = s1 AND s2 AND s3 AND NOT s4 AND s5 AND NOT s6   // OPEN A SHORT ENTRY IF conditionSellMomentum AND conditionMarketVolatilityM THEN   PSTOPLOSS = 100 PTARGET = PSTOPLOSS * 2   SET STOP pLOSS PSTOPLOSS SET TARGET pPROFIT PTARGET   SELLSHORT PositionSize CONTRACT AT MARKET P1 = 1 ENDIF ENDIF       //=====================================   TREND FOLLOWING  ================================================ //TREND FOLLOWING // MARKET TREND USING LINEAR REGRESSION IF P2 < 1 THEN DRL100 = average[10](LinearRegression[100]) slope100 = DRL100[0] - DRL100[1]   DRL300 = average[10](LinearRegression[300]) slope300 = DRL300[0] - DRL300[1]   DRL600 = average[10](LinearRegression[600]) slope600 = DRL600[0] - DRL600[1]   conditionMarketTrend = slope100 > 0 OR slope300 > 0 OR slope600 > 0   //-------------------------------------------------------------------------- // MARKET VOLATILITY USING STANDARD DEVIATION volatility100Max = 11 volatility100Min = 1   volatility100 = STD[100] (close)   conditionMarketVolatility = volatility100 < volatility100Max AND volatility100 > volatility100Min   //-------------------------------------------------------------------------- // ENTRY POINT rsi14 = RSI[14] > 30 macd12 = MACD [12,26,9] > 0 stocha10 = Stochastic[10,3](close) > 0   conditionEntryPoint = rsi14 AND macd12 AND stocha10   //-------------------------------------------------------------------------- // OPEN A LONG ENTRY //IF NOT LongOnMarket AND conditionMarketTrend AND conditionMarketVolatility AND conditionEntryPoint THEN IF conditionMarketTrend AND conditionMarketVolatility AND conditionEntryPoint THEN   PSTOPLOSSMT = 100 PTARGETMT = PSTOPLOSSMT * 2   SET STOP pLOSS PSTOPLOSSMT SET TARGET pPROFIT PTARGETMT   BUY PositionSize CONTRACT AT MARKET P2 = 1 ENDIF ENDIF   //=====================================   DOUBLE BOTTOM RECOGNITION  ================================================ // DOUBLE BOTTOM RECOGNITION IF P3 < 1 THEN ONCE period = 10 ONCE correlation = 0.8 R = 0   x1 = 10 x2 = 9 x3 = 8 x4 = 9 x5 = 10 x6 = 10 x7 = 9 x8 = 8 x9 = 9 x10 = 10   xBar=(x1+x2+x3+x4+x5+x6+x7+x8+x9+x10)/period varianceX=(SQUARE(x1-xBar)+SQUARE(x2-xBar)+SQUARE(x3-xBar)+SQUARE(x4-xBar)+SQUARE(x5-xBar)+SQUARE(x6-xBar)+SQUARE(x7-xBar)+SQUARE(x8-xBar)+SQUARE(x9-xBar)+SQUARE(x10-xBar))/(period-1) ecarTypeX=SQRT(varianceX)   y1 = MAX(Open[9], Close[9]) y2 = MAX(Open[8], Close[8]) y3 = MAX(Open[7], Close[7]) y4 = MAX(Open[6], Close[6]) y5 = MAX(Open[5], Close[5]) y6 = MAX(Open[4], Close[4]) y7 = MAX(Open[3], Close[3]) y8 = MAX(Open[2], Close[2]) y9 = MAX(Open[1], Close[1]) y10 = MAX(Open[0], Close[0])     yBar=Average[period](Close) ecarTypeY=STD[period](Close) covarianceXY=((x1-xBar)*(y1-yBar)+(x2-xBar)*(y2-yBar)+(x3-xBar)*(y3-yBar)+(x4-xBar)*(y4-yBar)+(x5-xBar)*(y5-yBar)+(x6-xBar)*(y6-yBar)+(x7-xBar)*(y7-yBar)+(x8-xBar)*(y8-yBar)+(x9-xBar)*(y9-yBar)+(x10-xBar)*(y10-yBar))/(period-1) R=covarianceXY/(ecarTypeX*ecarTypeY)   IF R < correlation THEN R = 0 ENDIF   //RETURN R AS "R" closeY1 = Close[9] highY5 = high[5] closeY10 = Close[0]   neckLine = closeY10 => closeY1 AND closeY10 => highY5     conditionDoubleBottom = R AND neckLine   //-------------------------------------------------------------------------- // OPEN A LONG ENTRY //IF NOT LongOnMarket AND conditionDoubleBottom THEN IF conditionDoubleBottom THEN   PSTOPLOSSDB = 100 PTARGETDB = PSTOPLOSSDB * 2   SET STOP pLOSS PSTOPLOSSDB SET TARGET pPROFIT PTARGETDB   BUY PositionSize CONTRACT AT MARKET P3 = 1 ENDIF ENDIF   //=====================================   GREEN HAMMER  ================================================ //GREEN HAMMER // MARKET VOLATILITY USING STANDARD DEVIATION IF P4 < 1 THEN volatility100MaxGH = 20 volatility100MinGH = 1 volatility100GH = STD[100] (close) conditionMarketVolatilityGH = volatility100GH < volatility100MaxGH AND volatility100GH > volatility100MinGH //conditionMarketVolatility=1   //-------------------------------------------------------------------------- // ENTRY POINT // Strategy of the Doji Hammer hammerBody = high = close AND open < close hammerTail = low < open AND (open - low) > ((high - open) * 1.5) dojiHammer = hammerBody AND hammerTail   //-------------------------------------------------------------------------- // OPEN A LONG ENTRY //IF NOT LongOnMarket AND conditionMarketVolatility AND dojiHammer THEN IF conditionMarketVolatilityGH AND dojiHammer THEN   PSTOPLOSSGH = 80 PTARGETGH = PSTOPLOSSGH * 2   SET STOP pLOSS PSTOPLOSSGH SET TARGET pPROFIT PTARGETGH   BUY PositionSize CONTRACT AT MARKET P4 = 1 ENDIF ENDIF   //=====================================   COUNTERTREND  ================================================ //COUNTERTREND // MARKET TREND USING LINEAR REGRESSION // Set of technical indicators to test IF P5 < 1 THEN c1 = LinearRegressionSlope[10](close) > 0 c2 = LinearRegressionSlope[20](close) > 0 c3 = LinearRegressionSlope[50](close) > 0 c4 = LinearRegressionSlope[100](close) > 0 c5 = LinearRegressionSlope[300](close) > 0 c6 = LinearRegressionSlope[800](close) > 0 //-------------------------------------------------------------------------- // ENTRY POINT //#13 conditionCounterTrend1 = NOT c1 AND NOT c2 AND c3 AND c4 AND NOT c5 AND NOT c6   conditionCounterTrend = conditionCounterTrend1   //-------------------------------------------------------------------------- // MARKET VOLATILITY USING STANDARD DEVIATION volatility100MaxCT = 50 volatility100MinCT = 1   volatility100CT = STD[100] (close)   conditionMarketVolatilityCT = volatility100CT < volatility100MaxCT AND volatility100CT > volatility100MinCT //conditionMarketVolatility=1     //-------------------------------------------------------------------------- // OPEN A LONG ENTRY //IF NOT LongOnMarket AND conditionCounterTrend AND conditionMarketVolatility THEN IF conditionCounterTrend AND conditionMarketVolatilityCT THEN   PSTOPLOSS = 100 PTARGET = PSTOPLOSS * 2   SET STOP pLOSS PSTOPLOSS SET TARGET pPROFIT PTARGET   BUY PositionSize CONTRACT AT MARKET P5 = 1 ENDIF ENDIF   ONCE P1 = 0 ONCE P2 = 0 ONCE P3 = 0 ONCE P4 = 0 ONCE P5 = 0

  5 users thanked author for this post.

  vschmitt, paisantrader, eckaw, GraHal, Midlanddave

  

  deletedaccount051022

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  08/20/2021 at 1:59 PM #175797
  murre87

  Thanks for ur contribution.  Where is the original thread?

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  paisantrader

  

  murre87

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  08/22/2021 at 12:55 AM #175885
  phoentzs

  I have been using this in a modified form since 08/20. But even the original system still works flawlessly today.

   

  https://www.prorealcode.com/prorealtime-trading-strategies/long-only-strategy-with-the-tma-channel/

  

  phoentzs

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  08/22/2021 at 7:13 AM #175889
  murre87

  Thanks phoentzs.

  Something is wrong with ur link.

  Whats the different between the orginal and ur modified version? Would be great if u post ur modified version in the linked thread.

  

  murre87

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  08/22/2021 at 8:54 AM #175893
  JC_Bywan

  Looks like the word “only” dropped from the URL and doesn’t get copied with a straight copy paste from the page, we’ll look at it

  

  JC_Bywan

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  08/22/2021 at 8:54 AM #175894
  phoentzs

  Sorry, here is a new link. The link points to the original version, which works fine. I’ll keep my version to myself for now. 😉

  https://www.prorealcode.com/prorealtime-trading-strategies/long-only-strategy-with-the-tma-channel/

  

  phoentzs

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  08/22/2021 at 8:56 AM #175895
  phoentzs

  The link doesn’t work either. Why?

  

  phoentzs

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  08/22/2021 at 9:03 AM #175896
  JC_Bywan

  Ok, it’s a known website bug on a very small number of old links apparently, but a tough one to understand why as previous investigations didn’t solve it. Sorry.

  As a workaround please click on the faulty link anyway, and in the address box at top of the page, add with keyboard the word “only” in the middle of … long- -strategy … to make it the normal text: … long-only-strategy …

  

  JC_Bywan

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  08/22/2021 at 9:09 AM #175900
  murre87

  In my opinion should all strategys have their own thread.  A better way of discussion and improvements. Maybe coder JohnScher or phoentzs can start one. If not i will tonight.

  

  murre87

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  08/22/2021 at 9:10 AM #175901
  GraHal

  Or copy the link above and paste direct into browser address bar.

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  JC_Bywan

  

  GraHal

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  08/22/2021 at 9:14 AM #175902
  GraHal

  JC_bywan wrote:

  tough one to understand

  Links to Topics that don’t work may be due to the Title / Subject of the Topic having been changed after the original link was created (i.e. before the Topic title was changed).

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  JC_Bywan

  

  GraHal

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  08/22/2021 at 9:38 AM #175903
  JC_Bywan

  In this particular case it’s a library topic and title wasn’t changed, but I don’t know much more about the subject, it’s in Nicolas’ hands. Also, yes your copy-paste of the “texted” link in the address bar rather than clicking on it would work too.

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  GraHal

  

  JC_Bywan

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  08/22/2021 at 12:14 PM #175908
  eckaw

  @samsanpop – regarding _PRD DAX Combi strategy:

  Removing or commenting out the sellshort function, essentially making it a long only strategy, creates slightly better results. Thanks for sharing!

  Remove this:

  //SHORT ENTRY CONDITIONS

  s1 = (m10[0]–m10[1]) < 0

  s2 = (m20[0]–m20[1]) < 0

  s3 = (m50[0]–m50[1]) < 0

  s4 = (m100[0]–m100[1]) < 0

  s5 = (m300[0]–m300[1]) < 0

  s6 = (m800[0]–m800[1]) < 0

  conditionSellMomentum = s1 AND s2 AND s3 AND NOT s4 AND s5 AND NOT s6

  // OPEN A SHORT ENTRY

  IF conditionSellMomentum AND conditionMarketVolatilityM THEN

  PSTOPLOSS = 100

  PTARGET = PSTOPLOSS * 2

  SET STOP pLOSS PSTOPLOSS

  SET TARGET pPROFIT PTARGET

  SELLSHORT PositionSize CONTRACT AT MARKET

  P1 = 1

  ENDIF

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  eckaw

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  08/23/2021 at 9:50 AM #175976
  Fabiano

  Time Frame M2

  

  Fabiano

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  08/31/2021 at 2:54 PM #176541
  Petras

  Hi, Anyone can convert “GBPJPY MINI M15” code itf file in Metatrader 4 file Expert Advisor?

  GBPJPY MINI M15

  Defparam cumulateorders = false // TAILLE DES POSITIONS n = 1 // PARAMETRES // high ratio = few positions // AUD/JPY : ratio = 0.5 / SL = 0.8 / TP = 1.2 / Period = 12 // EUR/JPY : ratio = 0.6 / SL = 1 / TP = 0.8 / Period = 8 // GBP/JPY : ratio = 0.5 / SL = 0.6 / TP = 1 / Period = 8 // USD/JPY : ratio = 0.5 / SL = 1 / TP = 0.8 / Period = 12 ratio = 0.6 period = 8 // HORAIRES startTime = 210000 endTime = 231500 exitLongTime = 210000 exitShortTime = 80000 // BOUGIE REFERENCE à StartTime if time = startTime THEN amplitude = highest[Period](high) - lowest[Period](low) ouverture = close endif // LONGS & SHORTS : every day except Fridays // entre StartTime et EndTime if time >= startTime and time <= endTime and dayOfWeek <> 5 then buy n shares at ouverture - amplitude*ratio limit sellshort n shares at ouverture + amplitude*ratio limit endif // Stop Loss & Take Profit // Stop e target SET STOP PLOSS 25 SET TARGET PPROFIT 13 //395 // //trailing stop function //************************************************************************ // trailing stop function trailingstart = 19 //10 trailing will start @trailinstart points profit trailingstep = 24 //5 trailing step to move the "stoploss" // //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND HIGH-tradeprice(1)>=trailingstart*pipsize THEN //close --> HIGH newSL = tradeprice(1)+trailingstep*pipsize // new coding IF newSL > close THEN //if current closing price is < new SL then exit IMMEDIATELY! SELL AT newSL LIMIT ENDIF // end new coding ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize // new coding IF newSL > close THEN //if current closing price is < new SL then exit IMMEDIATELY! SELL AT newSL LIMIT ENDIF // end new coding ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-LOW>=trailingstart*pipsize THEN //close --> LOW newSL = tradeprice(1)-trailingstep*pipsize // new coding IF newSL < close THEN //if current closing price is > new SL then exit IMMEDIATELY! EXITSHORT AT newSL LIMIT ENDIF // end new coding ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize // new coding IF newSL < close THEN //if current closing price is > new SL then exit IMMEDIATELY EXITSHORT AT MARKET ENDIF // end new coding ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT MARKET ENDIF // Exit Time if time = exitLongTime then sell at market endif if time = exitShortTime then exitshort at market endif

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  Defparam cumulateorders = false // TAILLE DES POSITIONS n = 1 // PARAMETRES // high ratio = few positions // AUD/JPY : ratio = 0.5 / SL = 0.8 / TP = 1.2 / Period = 12 // EUR/JPY : ratio = 0.6 / SL = 1 / TP = 0.8 / Period = 8 // GBP/JPY : ratio = 0.5 / SL = 0.6 / TP = 1 / Period = 8 // USD/JPY : ratio = 0.5 / SL = 1 / TP = 0.8 / Period = 12 ratio = 0.6 period = 8 // HORAIRES startTime = 210000 endTime = 231500 exitLongTime = 210000 exitShortTime = 80000 // BOUGIE REFERENCE à StartTime if time = startTime THEN amplitude = highest[Period](high) - lowest[Period](low) ouverture = close endif // LONGS & SHORTS : every day except Fridays // entre StartTime et EndTime if time >= startTime and time <= endTime and dayOfWeek <> 5 then buy n shares at ouverture - amplitude*ratio limit sellshort n shares at ouverture + amplitude*ratio limit endif // Stop Loss & Take Profit // Stop e target SET STOP PLOSS 25 SET TARGET PPROFIT 13 //395 // //trailing stop function //************************************************************************ //     trailing stop function trailingstart = 19  //10   trailing will start @trailinstart points profit trailingstep  = 24   //5    trailing step to move the "stoploss" // //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND HIGH-tradeprice(1)>=trailingstart*pipsize THEN                 //close --> HIGH newSL = tradeprice(1)+trailingstep*pipsize //  new coding IF newSL > close THEN                                                  //if current closing price is < new SL then exit IMMEDIATELY! SELL AT newSL LIMIT ENDIF //  end new coding ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize //  new coding IF newSL > close THEN                                                  //if current closing price is < new SL then exit IMMEDIATELY! SELL AT newSL LIMIT ENDIF //  end new coding ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-LOW>=trailingstart*pipsize THEN                 //close --> LOW newSL = tradeprice(1)-trailingstep*pipsize //  new coding IF newSL < close THEN                                                     //if current closing price is > new SL then exit IMMEDIATELY! EXITSHORT AT newSL LIMIT ENDIF //  end new coding ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize //  new coding IF newSL < close THEN                                                    //if current closing price is > new SL then exit IMMEDIATELY EXITSHORT AT MARKET ENDIF //  end new coding ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL      AT newSL STOP EXITSHORT AT MARKET ENDIF // Exit Time if time = exitLongTime then sell at market endif if time = exitShortTime then exitshort at market endif

   

  

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