//TDI OIL 2H elsborgtrading
// based on Trend Surfer DAX-Reiner/Nicholas-TMS
//http://www.prorealcode.com/prorealtime-trading-strategies/trend-surfer-dax/
//http://www.prorealcode.com/topic/trading-made-simple-tms-system/
//http://www.forexmt4.com/_MT4_Systems/Traders%20Dynamics/TDI_1.pdf
// code-Parameter
DEFPARAM CumulateOrders = true
//DEFPARAM FlatAfter = 230000
//DEFPARAM Flatbefore = 030000
//MONEY MGT//
Equity = (Strategyprofit+20000)
Risk = round(Equity/100000)
Losses = positionperf(1)<0 and positionperf(2)<0 and positionperf(3)<0
streak = positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0
if losses then
PositionSize = max(abs(round(max(3+risk-2,risk-2))),2)
elsif not losses then
PositionSize = max(abs(round(max(3+risk,risk))),2)
endif
if streak then
PositionSize = max(abs(round(max(5+risk,risk))),2)
endif
//TDI indicator
//parameters :
lengthrsi=13
lengthrsipl=2
lengthtradesl=7
//overbought and oversold values of the TDI indicator
upperzone = 68
lowerzone = 32
//heiken ashi
xClose = (Open+High+Low+Close)/4
if(barindex>2) then
xOpen = (xOpen[1] + xClose[1])/2
xHigh = Max(xOpen, xClose)
xLow = Min(xOpen, xClose)
endif
//indicators
r = rsi[lengthrsi](close)
mab = average[lengthrsipl](r)
mbb = average[lengthtradesl](r)
yellowMA = average[5](TypicalPrice)
yellowMAshifted = yellowMA[2]
//trade conditions
longCondition = mab crosses over mbb AND mab<50 AND xHigh>yellowMAshifted
shortCondition = mab crosses under mbb AND mab>50 AND xLow<yellowMAshifted
Longsell=mab crosses under mbb AND mab<upperzone and mab>50 AND xlow>yellowMAshifted
Shortexit= mab crosses over mbb AND mab>lowerzone and mab<50 AND xhigh>yellowMAshifted
//***************************
// open position
// long
IF Not LONGONMARKET AND longcondition THEN
BUY PositionSize CONTRACT AT MARKET
ENDIF
// short
IF Not SHORTONMARKET AND shortCondition THEN
SELLSHORT PositionSize CONTRACT AT MARKET
ENDIF
// close position
//Longsell
IF LONGONMARKET and Longsell THEN
SELL AT MARKET
ENDIF
//Shortexit
IF SHORTONMARKET and Shortexit THEN
EXITSHORT AT MARKET
ENDIF
// stop and profit
//SET STOP pLOSS sl
//SET TARGET pPROFIT tp
.
