defparam cumulateorders = false
// --- parameters
ActivatePattern1 = 1//activate or not the 1st pattern (0=false) -> PINBAR PATTERN
ActivatePattern2 = 0//activate or not the 2nd pattern (0=false) -> SECOND PATTERN
ActivatePattern3 = 1 //activate or not the 3rd pattern (0=false) -> THIRD PATTERN
MAtype = 1 //0=SMA ; 1=EMA
MAperiod = 100 //Moving average period
MAprice = close //MA price (close,high,low,open)
MAdifference = 0 //points difference from moving average and the pinbar (0=disable)
CandleCount = 5//candles count above/below Moving Average
MinimoMassimoDecrescente = 0 //minimum candles to increase or decrease before pattern 1,2 or 3
MaxStop = 30//maximum stoploss value in points15
MinStop = 5//minimum stoploss value in points
TimeStart = 080000 //time to start the strategy
TimeEnd = 170000 //time to end the strategy
MaxTradesPerDay = 5 //max quantity of trades each day
BarsExpiration = 1 //how much bars to wait to expire pending orders
PointsToKeep = 1 //how much points to keep above or below the openprice when breakeven (50% profit reached)
// ---
once buylevel=0
once selllevel=0
if longonmarket or barindex-tradeindex(1)<BarsExpiration then
// set buy level @ 0 to avoid new pending order
buylevel = 0
endif
if shortonmarket or barindex-tradeindex(1)<BarsExpiration then
// set sell level @ 0 to avoid new pending order
selllevel = 0
endif
if intradaybarindex = 0 then
tradecount = 0
endif
tcondition = time>=TimeStart and time<TimeEnd
if MAtype=1 then
ma = exponentialaverage[MAperiod](MAprice)
else
ma = average[MAperiod](MAprice)
endif
//Trade count
if onmarket and tradeprice<>savedprice then
tradecount = tradecount+1
savedprice = tradeprice
endif
//Candles count
if close>ma then
above = above+1
below = 0
endif
if close<ma then
above = 0
below = below+1
endif
//Increase/Decrease count
if MinimoMassimoDecrescente>0 then
lowincrease = summation[MinimoMassimoDecrescente+1](low>low[1])
highdecrease = summation[MinimoMassimoDecrescente+1](high<high[1])
else
lowincrease = 1
highdecrease = 1
endif
//Pin Bar
body = abs(open-close)>=1*pointsize
if close>open then
bullishtail = (open-low>=0.33*range)
bullishnose = (high-close<0.18*range)
bearishtail = (high-close>=0.33*range)
bearishnose = (open-low<0.18*range)
else
bullishtail = (close-low>=0.33*range)
bullishnose = (high-open<0.18*range)
bearishtail = (high-open>=0.33*range)
bearishnose = (close-low<0.18*range)
endif
if ActivatePattern1 then
buypattern1 = body and bullishtail and bullishnose and highdecrease>=MinimoMassimoDecrescente and low<low[1] and close>open//and low>ma and low[1]>(high+low)/2 //+50%
sellpattern1 = body and bearishtail and bearishnose and lowincrease>=MinimoMassimoDecrescente and high>high[1] and close<open//and high<ma and high[1]<(high+low)/2 //+50%
else
buypattern1 = 0
sellpattern1 = 0
endif
//Max Above / Below patterns
if ActivatePattern2 then
buypattern2 = close>open and summation[2](close[1]<open[1])=2 and high>high[1] and low<low[1] and highdecrease>=MinimoMassimoDecrescente
sellpattern2 = close<open and summation[2](close[1]>open[1])=2 and high>high[1] and low<low[1] and lowincrease>=MinimoMassimoDecrescente
else
buypattern2 = 0
sellpattern2 = 0
endif
//Pattern 3
if ActivatePattern3 then
buypattern3 = close>open and summation[2](close[1]<open[1])=2 and high>high[1] and low<low[1] and highdecrease>=MinimoMassimoDecrescente
sellpattern3 = close<open and summation[2](close[1]>open[1])>=1 and high>high[1] and low>low[1] and lowincrease>=MinimoMassimoDecrescente
else
buypattern3 = 0
sellpattern3 = 0
endif
//MA difference activate or not
if MAdifference=0 then
buydiff = 1
selldiff = 1
else
buydiff = low-ma>=MAdifference*pointsize
selldiff = ma-high>=MAdifference*pointsize
endif
//long conditions tested
if not longonmarket and (buypattern1 or buypattern2 or buypattern3) and tcondition and tradecount<MaxTradesPerDay and above>=candlecount and buydiff then
savedbarindex = barindex
buylevel = high
stoplossvalue = range
//buySL = low
endif
while not longonmarket and buylevel>0 and barindex<=savedbarindex+BarsExpiration and stoplossvalue<MaxStop*pointsize and stoplossvalue>MinStop*pointsize and not onmarket[1] and barindex>tradeindex(1)+BarsExpiration and tcondition do
buy 1 share at buylevel stop
wend
//short conditions tested
if not shortonmarket and (sellpattern1 or sellpattern2 or sellpattern3) and tcondition and tradecount<MaxTradesPerDay and below>=candlecount and selldiff then
savedbarindex = barindex
selllevel = low
stoplossvalue = range
//sellSL = high
endif
while not shortonmarket and selllevel>0 and barindex<=savedbarindex+BarsExpiration and stoplossvalue<MaxStop*pointsize and stoplossvalue>MinStop*pointsize and not onmarket[1] and barindex>tradeindex(1)+BarsExpiration and tcondition do
sellshort 1 share at selllevel stop
wend
set target profit stoplossvalue
set stop loss stoplossvalue
//BREAKEVEN
if PointsToKeep>0 then
//set the breakeven level
startBreakeven = (stoplossvalue/2)/pipsize
//reset the breakevenLevel when no trade are on market
IF NOT ONMARKET THEN
breakevenLevel=0
ENDIF
// --- BUY SIDE ---
//test if the price have moved favourably of "startBreakeven" points already
if longonmarket then
IF close-tradeprice(1)>=startBreakeven*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = tradeprice(1)+PointsToKeep*pipsize
ENDIF
//place the new stop orders on market at breakevenLevel
IF breakevenLevel>0 THEN
SELL AT breakevenLevel STOP
ENDIF
//place the stop for the first time
//if breakevenlevel=0 then
//sell at buySL stop
//endif
endif
// --- end of BUY SIDE ---
// --- SELL SIDE ---
//test if the price have moved favourably of "startBreakeven" points already
if shortonmarket then
IF tradeprice(1)-close>=startBreakeven*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = tradeprice(1)-PointsToKeep*pipsize
ENDIF
//place the new stop orders on market at breakevenLevel
IF breakevenLevel>0 THEN
SELLSHORT AT breakevenLevel STOP
ENDIF
//place the stop for the first time
//if breakevenlevel=0 then
//sellshort at sellSL limit
//endif
endif
// --- end of BUY SIDE ---
endif // end of breakeven
//graph above coloured(0,200,0) as "above"
//graph below coloured(200,0,0) as "below"
//graph bullishpinbar coloured(0,200,0) as "bull pinbar"
//graph bearishpinbar coloured(200,0,0) as "bear pinbar"
//graph buylevel coloured(0,200,0) as "buy level"
//graph selllevel coloured(200,0,0) as "sell level"
//graph buySL coloured(0,10,0) as "buy SL"
//graph sellSL coloured(10,0,0) as "sell SL"
//graph stoplossvalue
//graph startbreakeven
//graph breakevenLevel
//graph buypattern2 coloured(0,200,0)
//graph sellpattern2 coloured(200,0,0)
//grafico buypattern3 colorato (0,200,0)
//grafico sellpattern3 colorato (200,0,0)
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