Ichimoku + stochastic strategy, help needed

• 05/17/2020 at 3:18 PM #131982
  Franro

  Hi,

  Im trying to build an tradebot and I´m trying to learn.

  This is what I´m working with:

  // --- settings KPeriod = 25 Slowing = 3 DPeriod = 3 ATRperiod = 20 maPeriod = 20 maMethod = 0 overBought = 80 overSold = 20 // --- end of settings myRSI = RSI[14](close) //Smoothing the RSI value on 10 periods SmoothRSI = Average[10](myRSI) RETURN myRSI, SmoothRSI coloured(121,45,180) // --- Property settings DefParam DrawOnLastBarOnly = true // Price = 1 // (1=true/0=false) // Kijun = 1 // ------ // Cloud = 1 // ------ // Lagging = 1 // ------ // Label = 1 // ------ // --- end Tenkansen = (highest[9](High)+lowest[9](Low))/2 Kijunsen = (highest[26](High)+lowest[26](Low))/2 //Chikou = Close[26] SenkouSA = (Tenkansen[26]+Kijunsen[26])/2 SenkouSB = (highest[52](High[26])+lowest[52](Low[26]))/2 // short stochSellSignal = stochFast > stochSellSignalInput and crossunder(stochFast, stochSlow) rsiSignal = change(rsi) < 0 ichiSellSignal = chikou < sourceInput[chikouDisplacement-1] sellSignal = stochSellSignal and rsiSignal and ichiSellSignal shortProfitPerc = input(title="Short Take Profit (%)", minval=0.0, step=0.1, defval=0.6) / 100 shortLossPerc = input(title="Short Stop Loss (%)", minval=0.0, step=0.1, defval=0.5) / 100

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  // --- settings KPeriod = 25 Slowing = 3 DPeriod = 3 ATRperiod = 20 maPeriod = 20 maMethod = 0 overBought = 80 overSold = 20 // --- end of settings   myRSI = RSI[14](close)   //Smoothing the RSI value on 10 periods SmoothRSI = Average[10](myRSI)   RETURN myRSI, SmoothRSI coloured(121,45,180)   // --- Property settings DefParam DrawOnLastBarOnly = true // Price = 1 // (1=true/0=false) // Kijun = 1 // ------ // Cloud = 1 // ------ // Lagging = 1 // ------ // Label = 1 // ------ // --- end   Tenkansen = (highest[9](High)+lowest[9](Low))/2 Kijunsen = (highest[26](High)+lowest[26](Low))/2 //Chikou = Close[26] SenkouSA = (Tenkansen[26]+Kijunsen[26])/2 SenkouSB = (highest[52](High[26])+lowest[52](Low[26]))/2   // short stochSellSignal = stochFast > stochSellSignalInput and crossunder(stochFast, stochSlow) rsiSignal = change(rsi) < 0 ichiSellSignal = chikou < sourceInput[chikouDisplacement-1]   sellSignal = stochSellSignal and rsiSignal and ichiSellSignal   shortProfitPerc = input(title="Short Take Profit (%)", minval=0.0, step=0.1, defval=0.6) / 100 shortLossPerc = input(title="Short Stop Loss (%)", minval=0.0, step=0.1, defval=0.5) / 100

  I know its not working and I would need some guidelines from you guys here how to keep going on. Much thanks!

  ,,Franro

  

  Franro

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  05/17/2020 at 3:50 PM #131988
  robertogozzi

  Stick to highlighted basic rules, among which:

  Always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read.

  it doesn’t work because it’s not written in ProRealTime language, at least the last two lines (provided the first ones have been correctly converted).

  Maybe someone knowing that language might help.

  

  robertogozzi

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  05/17/2020 at 4:11 PM #131992
  Vonasi

  Plus you have a DEFPARAM in the middle of the code and it should always be at the beginning and you have a RETURN in the middle of the code when it should always be at the end.

  You say you are building a ‘tradebot’ but this is an indicator that you are working on and not an auto strategy.

  

  Vonasi

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  05/22/2020 at 9:02 AM #132759
  Franro

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 //Money Management Dax MM = 0 // = 0 for optimization if MM = 0 then positionsize=2 ENDIF if MM = 1 then ONCE startpositionsize = 1 ONCE factor = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc ONCE factor2 = 20 // tier 2 factor ONCE margin = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE margin2 = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE tier1 = 105 // DAX €1 IG first tier margin limit ONCE maxpositionsize = 1050 // DAX €1 IG tier 2 margin limit ONCE minpositionsize = 1 // enter minimum position allowed IF Not OnMarket THEN positionsize = startpositionsize + Strategyprofit/(factor*margin) ENDIF IF Not OnMarket THEN IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 //incorporating tier 2 margin ENDIF IF Not OnMarket THEN if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN positionsize = minpositionsize //keeps positionsize from going below allowed minimum ENDIF IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 > maxpositionsize then positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit ENDIF ENDIF ENDIF ENDIF Ctime = time >= 090000 and time < 173000 // --- stochastic mySMI = SmoothedStochastic[14,3](close) // --- rsi myRSI = RSI[14](close) // --- ichimoku cloud Tenkansen = (highest[9](High)+lowest[9](Low))/2 Kijunsen = (highest[26](High)+lowest[26](Low))/2 //Chikou = Close[26] SenkouSA = (Tenkansen[26]+Kijunsen[26])/2 SenkouSB = (highest[52](High[26])+lowest[52](Low[26]))/2

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  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 //Money Management Dax MM = 0 // = 0 for optimization if MM = 0 then positionsize=2 ENDIF if MM = 1 then ONCE startpositionsize = 1 ONCE factor = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc ONCE factor2 = 20 // tier 2 factor ONCE margin = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE margin2 = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE tier1 = 105 // DAX €1 IG first tier margin limit ONCE maxpositionsize = 1050 // DAX €1 IG tier 2 margin limit ONCE minpositionsize = 1 // enter minimum position allowed IF Not OnMarket THEN positionsize = startpositionsize + Strategyprofit/(factor*margin) ENDIF IF Not OnMarket THEN IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 //incorporating tier 2 margin ENDIF IF Not OnMarket THEN if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN positionsize = minpositionsize //keeps positionsize from going below allowed minimum ENDIF IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 > maxpositionsize then positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit ENDIF ENDIF ENDIF ENDIF   Ctime = time >= 090000 and time < 173000 // --- stochastic mySMI = SmoothedStochastic[14,3](close)   // --- rsi myRSI = RSI[14](close)   // --- ichimoku cloud   Tenkansen = (highest[9](High)+lowest[9](Low))/2 Kijunsen = (highest[26](High)+lowest[26](Low))/2 //Chikou = Close[26] SenkouSA = (Tenkansen[26]+Kijunsen[26])/2 SenkouSB = (highest[52](High[26])+lowest[52](Low[26]))/2

   

  

  Franro

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  05/22/2020 at 9:05 AM #132760
  Franro

  Thanks for the help guys. I hope I´m learing in the right direction.

  Can someone help me set up the short condition:

  // short

  stochSellSignal = stochFast > stochSellSignalInput and crossunder(stochFast, stochSlow)

  rsiSignal = change(rsi) < 0

  ichiSellSignal = chikou < sourceInput[chikouDisplacement–1]

  sellSignal = stochSellSignal and rsiSignal and ichiSellSignal

  This easily means short when
  stochasticfast  > 80 and cross under (stochFast, stochSlow)

  rsi is moving down

  close is less than chikou (lagging span)

  And all of them together to short.

   

   

  

  Franro

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  05/22/2020 at 9:10 AM #132764
  robertogozzi

  As it is coded it will work on v11, since it has Ichimoku keywords that are missing in v10.3 (but can be easily replaced).

  Now you only need to write the code to enter and exit trades.

   

  1 user thanked author for this post.

  Franro

  

  robertogozzi

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  05/22/2020 at 10:39 AM #132788
  Franro

  Oh I have v10.3 this is the condition for enter short trade

  // short

  stochSellSignal = stochFast > stochSellSignalInput and crossunder(stochFast, stochSlow)

  rsiSignal = change(rsi) < 0

  ichiSellSignal = chikou < sourceInput[chikouDisplacement–1]

  sellSignal = stochSellSignal and rsiSignal and ichiSellSignal

  This easily means short when
  stochasticfast  > 80 and cross under (stochFast, stochSlow)

  rsi is moving down

  close is less than chikou (lagging span)

  Im just unsure how to write them in prt and I would like some help with that from someone here at the forum 😀

  

  Franro

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  05/23/2020 at 12:44 PM #132939
  robertogozzi

  There you go. I commented unused Ichimoku definitions and added TP & SL to make it work for testing purposes:

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 ONCE startpositionsize = 1 ONCE factor = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc ONCE factor2 = 20 // tier 2 factor ONCE margin = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE margin2 = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE tier1 = 105 // DAX €1 IG first tier margin limit ONCE maxpositionsize = 1050 // DAX €1 IG tier 2 margin limit ONCE minpositionsize = 1 // enter minimum position allowed //Money Management Dax MM = 0 // = 0 for optimization if MM = 0 then positionsize=2 ELSE IF Not OnMarket THEN positionsize = startpositionsize + Strategyprofit/(factor*margin) IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 //incorporating tier 2 margin if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN positionsize = minpositionsize //keeps positionsize from going below allowed minimum ENDIF IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 > maxpositionsize then positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit ENDIF ENDIF ENDIF ENDIF Ctime = time >= 090000 and time < 173000 // --- stochastic mySMIk = SmoothedStochastic[14,3](close) mySMId = average[5](mySMIk) // --- rsi myRSI = RSI[14](close) // --- ichimoku cloud // //Tenkansen = (highest[9](high) + lowest[9](low)) / 2 //Fast MA //Kijunsen = (highest[26](high) + lowest[26](low)) / 2 //Slow MA //SenkouSA = (tenkansen[26] + kijunsen[26]) / 2 //Span A //SenkouSB = (highest[52](high[26]) + lowest[52](low[26])) / 2 //Span B Chikou = close[26] //Chikou // c1 = mySMIk > 80 c2 = mySMIk CROSSES UNDER mySMId c3 = myRSI < myRSI[1] c4 = close < Chikou IF c1 AND c2 AND c3 AND c4 AND Not Onmarket AND cTime THEN SELLSHORT PositionSize contract at Market Set Target pProfit 100 Set Stop pLoss 50 ENDIF

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  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 ONCE startpositionsize = 1 ONCE factor            = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc ONCE factor2           = 20 // tier 2 factor ONCE margin            = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE margin2           = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage ONCE tier1             = 105 // DAX €1 IG first tier margin limit ONCE maxpositionsize   = 1050 // DAX €1 IG tier 2 margin limit ONCE minpositionsize   = 1 // enter minimum position allowed //Money Management Dax MM = 0    // = 0 for optimization if MM = 0 then    positionsize=2 ELSE    IF Not OnMarket THEN       positionsize = startpositionsize + Strategyprofit/(factor*margin)       IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then          positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 //incorporating tier 2 margin          if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN             positionsize = minpositionsize //keeps positionsize from going below allowed minimum          ENDIF          IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 > maxpositionsize then             positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit          ENDIF       ENDIF    ENDIF ENDIF Ctime = time >= 090000 and time < 173000 // --- stochastic mySMIk = SmoothedStochastic[14,3](close) mySMId = average[5](mySMIk) // --- rsi myRSI = RSI[14](close) // --- ichimoku cloud // //Tenkansen = (highest[9](high)  + lowest[9](low))  / 2          //Fast MA //Kijunsen  = (highest[26](high) + lowest[26](low)) / 2          //Slow MA //SenkouSA  = (tenkansen[26] + kijunsen[26]) / 2                 //Span A //SenkouSB  = (highest[52](high[26]) + lowest[52](low[26])) / 2  //Span B Chikou      = close[26]                                          //Chikou // c1 = mySMIk > 80 c2 = mySMIk CROSSES UNDER mySMId c3 = myRSI < myRSI[1] c4 = close < Chikou IF c1 AND c2 AND c3 AND c4 AND Not Onmarket AND cTime THEN    SELLSHORT PositionSize contract at Market    Set Target pProfit 100    Set Stop   pLoss   50 ENDIF

   

  

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