Pathfinder Trading System

• 07/09/2018 at 11:06 AM #75631
  guitarrocker

  Your own code did a BC trade or do you mean the PF (it did)?

  

  guitarrocker

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  07/09/2018 at 11:09 AM #75632
  Gianluca

  guitarrocker wrote:

  Your own code did a BC trade or do you mean the PF (it did)?

  hahahaha it was a misunderstood sry

  

  Gianluca

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  08/23/2018 at 1:49 PM #78847
  Jaykay

  Hola hola,

  the dax Pathfinder 1H and 4H but also the Pathfinder Hangseng didn’t t take any trade for over a month in demo but when backtesting it did take a few trades. not sure why.

  The dax systems takes half and quarter positions in backtest. could that be one of the reasons?

  

  Jaykay

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  08/23/2018 at 3:18 PM #78852
  dajvop

  I changed HS to 0.5 and 2 from 0.25 and 1. That works live for me.

  Best regards, David

  1 user thanked author for this post.

  Jaykay

  

  dajvop

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  08/23/2018 at 3:24 PM #78854
  Jaykay

  thanks,

  lets see if it will take a trade

   

   

  

  Jaykay

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  08/24/2018 at 7:32 AM #78887
  Gianluca

  Jaykay wrote:

  Hola hola,

  the dax Pathfinder 1H and 4H but also the Pathfinder Hangseng didn’t t take any trade for over a month in demo but when backtesting it did take a few trades. not sure why.

  The dax systems takes half and quarter positions in backtest. could that be one of the reasons?

  the dax 4h took 2 trade for me in the last 2 weeks so i don’t know why for you, i’m running live.

  1 user thanked author for this post.

  Jaykay

  

  Gianluca

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  09/26/2018 at 9:41 AM #81322
  Gianluca

  Here is a version  DAX 4H with some MF filter function and a different trailing sistem, i hope you guys will find usefull.

  The @reiner pathfinder is an Huge system and i found it awesome 🙂

   

  // ProOrder code parameter DEFPARAM CUMULATEORDERS = true // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000 // define intraday trading window ONCE startTime = 90000 // start time of trading window in CET ONCE endTime = 210000 // end time of trading window in CET // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 // 5 is center of gravity, do not change ONCE periodSecondMA = 10 // 10 is center of gravity, do not change ONCE periodThirdMA = 3 // heartbeat of the instrument // define filter parameter ONCE periodLongMA = 400 // period lenght of the long moving average that works as filter ONCE periodShortMA = 50 // period lenght of the short moving average that works as filter // define money and position management parameter // dynamic scaling of the chance/risk profile depending on account size ONCE startRisk = 2.5 // start risk level e.g 0.25 - 25%, 0.5 - 50%, 0.75 - 75%, 1 - 100% and so on ONCE maxRisk = 20 // max risk level e.g 1.5 - 150% ONCE increaseRiskLevel = 500 // amount of profit from which the risk is to be increased ONCE increaseRiskStep = 0.5 // step by which the risk should be increased // size calculation: size = positionSize * trendMultiplier * saisonalPatternMultiplier * scaleFactor ONCE positionSize = 1 // default start size ONCE trendMultiplier = 2 // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade = 6 // maximum size per trade ONCE maxPositionSizeLong = 10 // maximum size for long positions ONCE maxPositionSizeShort = 10 // maximum size for short positions ONCE stopLossLong = 3 // in % ONCE stopLossShort = 3.5 // in % ONCE takeProfitLong = 6 // in % ONCE takeProfitShort = 2.5 ONCE maxCandlesLongWithProfit = 16 // take long profit latest after x candles ONCE maxCandlesShortWithProfit = 13 // take short profit latest after x candles ONCE maxCandlesLongWithoutProfit = 30 // limit long loss latest after x candles ONCE maxCandlesShortWithoutProfit = 30 // limit short loss latest after x candles *changed from 25 ////////////// // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) ONCE January1 = 2 //0 risk(2) *changed from 3 ONCE January2 = 0 //3 ok ONCE February1 = 3 //3 ok ONCE February2 = 3 //0 risk(3) ONCE March1 = 3 //0 risk(3) ONCE March2 = 2 //3 ok ONCE April1 = 2 //3 ok *changed from 1 ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 2 //0 risk(2) ONCE June1 = 1 //1 ok ONCE June2 = 2 //3 ok ONCE July1 = 3 //1 chance ONCE July2 = 2 //3 ok ONCE August1 = 2 //1 ok ONCE August2 = 1 //3 ok chance 1 *changed from 3 ONCE September1 = 3 //0 risk(3) ONCE September2 = 0 //0 ok ONCE October1 = 3 //0 risk(3) ONCE October2 = 3 //3 ok *changed from 2 ONCE November1 = 2 //1 chance *changed from 1 ONCE November2 = 3 //3 ok ONCE December1 = 3 //1 chance ONCE December2 = 2 //3 ok /////////////////////// timeframe (1h) //1//////////////////////////////////////////////////////// once trailinstop= 1 //1 on - 0 off trailingstart = 100 //trailing will start @trailinstart points profit trailingstep = 20 //trailing step to move the "stoploss" ////////////// once breakeaven = 1 //1 on - 0 off startBreakeven = 100 //how much pips/points in gain to activate the breakeven function? PointsToKeep = 120 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) ////////////////////////////////////////////////////////// ///2/////////////////////////////////////////////// //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF timeframe(default) ////////FILTRI////////////////// //condizioni FILTROLONG = (C02 < 0.15) and (c02 > -0.9) and (adxweigh < 63) and (i1 < 0.7)and (i1 > 0.1) and (m01<0.2)and (MT>CLOSE) FILTROSHORT = (c02 < -0.28) and (c02 > -0.9) and (adxweigh > 25) and (i1 < 0.9) and (i1 > 0) and (m01>0.03)//and (cc > 280) timeframe (1H) MT = CALL "Main Trend" timeframe (default) //filtro TILS/R2 ONCE P = 5 ONCE COEFF = 0.7 ONCE MM = 50 once PERIODO = 30 //provare con 50 POI 30 MME3 = ExponentialAverage[P](ExponentialAverage[P](ExponentialAverage[P](close))) MME4 = ExponentialAverage[P](MME3) MME5 = ExponentialAverage[P](MME4) MME6 = ExponentialAverage[P](MME5) REM Calcolo dei coefficienti ONCE c1 = SQUARE(coeff)*coeff ONCE c1 = -c1 ONCE c2 = 3*SQUARE(coeff)-3*c1 ONCE c3 = -2*c2 -3*c1 -3*coeff ONCE c4 = 1 + 3*coeff + c2 +2*c1 Tilson = c1*MME6 + c2*MME5 + c3*MME4 + c4*MME3 c02=R2[mm](Tilson)-r2[mm](average[mm]) ////filtro2 adxweigh, ignored, ignored, ignored = CALL "ADX Weighted RSI"[14, 14, 50](close) ignored, ignored, ignored, M01, ignored, ignored = CALL "Filtro Elasticita'" //filtro3 i1 = R2[PERIODO](close) //cc=CCI[20] // calculate the scaling factor based on the parameter scaleFactor = MIN(maxRisk, MAX(startRisk, ROUND(StrategyProfit / increaseRiskLevel) * increaseRiskStep)) // dynamic position sizing based on weekly performance ONCE profitLastWeek = 0 IF DayOfWeek <> DayOfWeek[1] AND DayOfWeek = 1 THEN IF StrategyProfit > profitLastWeek + 1 THEN positionSize = MIN(trendMultiplier, positionSize + 1) // increase risk ELSE positionSize = MAX(1, positionSize - 1) // decrease risk ENDIF profitLastWeek = strategyProfit ENDIF // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1) previousDailyHigh = DHigh(2) // calculate weekly high, weekly low is a poor signal If DayOfWeek < DayOfWeek[1] AND lastweekbarindex = 0 THEN lastWeekBarIndex = BarIndex ELSE IF DayOfWeek < DayOfWeek[1] THEN weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF ENDIF // calculate monthly high/low IF Month <> Month[1] AND lastMonthBarIndex=0 THEN lastMonthBarIndex=barindex ELSIF Month <> Month[1] THEN monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF // calculate instrument signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA) // save position before trading window is open If Time < startTime THEN startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES ENDIF // trade only in defined trading window IF Time >= startTime AND Time <= endTime THEN // set saisonal multiplier currentDayOfTheMonth = OpenDay midOfMonth = 15 IF CurrentMonth = 1 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = January1 ELSE saisonalPatternMultiplier = January2 ENDIF ELSIF CurrentMonth = 2 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = February1 ELSE saisonalPatternMultiplier = February2 ENDIF ELSIF CurrentMonth = 3 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = March1 ELSE saisonalPatternMultiplier = March2 ENDIF ELSIF CurrentMonth = 4 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = April1 ELSE saisonalPatternMultiplier = April2 ENDIF ELSIF CurrentMonth = 5 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = May1 ELSE saisonalPatternMultiplier = May2 ENDIF ELSIF CurrentMonth = 6 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = June1 ELSE saisonalPatternMultiplier = June2 ENDIF ELSIF CurrentMonth = 7 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = July1 ELSE saisonalPatternMultiplier = July2 ENDIF ELSIF CurrentMonth = 8 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = August1 ELSE saisonalPatternMultiplier = August2 ENDIF ELSIF CurrentMonth = 9 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = September1 ELSE saisonalPatternMultiplier = September2 ENDIF ELSIF CurrentMonth = 10 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = October1 ELSE saisonalPatternMultiplier = October2 ENDIF ELSIF CurrentMonth = 11 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = November1 ELSE saisonalPatternMultiplier = November2 ENDIF ELSIF CurrentMonth = 12 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = December1 ELSE saisonalPatternMultiplier = December2 ENDIF ENDIF // define trading filters // 1. use fast and slow averages as filter because not every breakout is profitable f1 = close > Average[periodLongMA](close) f2 = close < Average[periodLongMA](close) f3 = close > Average[periodShortMA](close) // 2. check if position already reduced in trading window as additonal filter criteria alreadyReducedLongPosition = COUNTOFLONGSHARES < startPositionLong alreadyReducedShortPosition = COUNTOFSHORTSHARES < startPositionShort // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s2 = signalline CROSSES UNDER dailyLow s3 = signalline CROSSES UNDER previousDailyHigh // long entry with order cumulation IF ( l1 OR l4 OR l2 OR (l3 AND f2) ) AND NOT alreadyReducedLongPosition THEN // check saisonal booster setup and max position size IF saisonalPatternMultiplier > 0 THEN numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize * saisonalPatternMultiplier) * scaleFactor) IF (COUNTOFPOSITION + numberContracts) <= maxPositionSizeLong * scaleFactor THEN IF SHORTONMARKET THEN EXITSHORT AT MARKET ENDIF if filtrolong then BUY numberContracts CONTRACT AT MARKET ENDIF endif ELSIF saisonalPatternMultiplier <> 0 THEN numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize) * scaleFactor) IF (COUNTOFPOSITION + numberContracts) <= maxPositionSizeLong * scaleFactor THEN IF SHORTONMARKET THEN EXITSHORT AT MARKET ENDIF if filtrolong then BUY numberContracts CONTRACT AT MARKET ENDIF endif ENDIF stopLoss = stopLossLong takeProfit = takeProfitLong ENDIF // short entry with order cumulation IF ( (s1 AND f3) OR (s2 AND f1) OR (s3 AND f3) ) AND NOT alreadyReducedShortPosition THEN // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize * ABS(saisonalPatternMultiplier)) * scaleFactor) IF (ABS(COUNTOFPOSITION) + numberContracts) <= maxPositionSizeShort * scaleFactor THEN IF LONGONMARKET THEN SELL AT MARKET ENDIF if filtroshort then SELLSHORT numberContracts CONTRACT AT MARKET ENDIF endif ELSIF saisonalPatternMultiplier <> 0 THEN numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize) * scaleFactor) IF (ABS(COUNTOFPOSITION) + numberContracts) <= maxPositionSizeShort * scaleFactor THEN IF LONGONMARKET THEN SELL AT MARKET ENDIF if filtroshort then SELLSHORT numberContracts CONTRACT AT MARKET ENDIF endif ENDIF stopLoss = stopLossShort takeProfit = takeProfitShort ENDIF // stop and profit management posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize numberCandles = (BarIndex - TradeIndex) m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= maxCandlesShortWithoutProfit // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit ENDIF timeframe(1h) //3//////////////////////////// //test if the price have moved favourably of "startBreakeven" points already if breakeaven>0 then IF onmarket AND 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 endif //************************************************************************ //trailing stop function if trailinstop>0 then //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF endif timeframe (default)

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  // ProOrder code parameter DEFPARAM CUMULATEORDERS            = true   // cumulate orders if not turned off DEFPARAM PRELOADBARS               = 10000   // define intraday trading window ONCE startTime                     = 90000  // start time of trading window in CET ONCE endTime                       = 210000 // end time of trading window in CET   // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA                 = 5      // 5 is center of gravity, do not change ONCE periodSecondMA                = 10     // 10 is center of gravity, do not change ONCE periodThirdMA                 = 3      // heartbeat of the instrument   // define filter parameter ONCE periodLongMA                  = 400    // period lenght of the long moving average that works as filter ONCE periodShortMA                 = 50     // period lenght of the short moving average that works as filter   // define money and position management parameter   // dynamic scaling of the chance/risk profile depending on account size ONCE startRisk                     = 2.5   // start risk level e.g 0.25 - 25%, 0.5 - 50%, 0.75 - 75%, 1 - 100% and so on ONCE maxRisk                       = 20  // max risk level e.g  1.5 - 150% ONCE increaseRiskLevel             = 500    // amount of profit from which the risk is to be increased ONCE increaseRiskStep              = 0.5   // step by which the risk should be increased   // size calculation: size = positionSize * trendMultiplier * saisonalPatternMultiplier * scaleFactor ONCE positionSize                  = 1    // default start size ONCE trendMultiplier               = 2      // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade       = 6      // maximum size per trade ONCE maxPositionSizeLong           = 10     // maximum size for long positions ONCE maxPositionSizeShort          = 10     // maximum size for short positions   ONCE stopLossLong                  = 3    // in % ONCE stopLossShort                 = 3.5   // in % ONCE takeProfitLong                = 6   // in % ONCE takeProfitShort               = 2.5     ONCE maxCandlesLongWithProfit      = 16     // take long profit latest after x candles ONCE maxCandlesShortWithProfit     = 13     // take short profit latest after x candles ONCE maxCandlesLongWithoutProfit   = 30     // limit long loss latest after x candles ONCE maxCandlesShortWithoutProfit  = 30     // limit short loss latest after x candles *changed from 25 //////////////   // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) ONCE January1                      = 2      //0 risk(2) *changed from 3 ONCE January2                      = 0      //3 ok ONCE February1                     = 3      //3 ok ONCE February2                     = 3      //0 risk(3) ONCE March1                        = 3      //0 risk(3) ONCE March2                        = 2      //3 ok ONCE April1                        = 2      //3 ok *changed from 1 ONCE April2                        = 3      //3 ok ONCE May1                          = 1      //0 risk(1) ONCE May2                          = 2      //0 risk(2) ONCE June1                         = 1      //1 ok ONCE June2                         = 2      //3 ok ONCE July1                         = 3      //1 chance ONCE July2                         = 2      //3 ok ONCE August1                       = 2      //1 ok ONCE August2                       = 1      //3 ok chance 1 *changed from 3 ONCE September1                    = 3      //0 risk(3) ONCE September2                    = 0      //0 ok ONCE October1                      = 3      //0 risk(3) ONCE October2                      = 3      //3 ok *changed from 2 ONCE November1                     = 2      //1 chance *changed from 1 ONCE November2                     = 3      //3 ok ONCE December1                     = 3      //1 chance ONCE December2                     = 2      //3 ok /////////////////////// timeframe (1h) //1//////////////////////////////////////////////////////// once trailinstop= 1   //1 on - 0 off trailingstart = 100 //trailing will start @trailinstart points profit trailingstep = 20 //trailing step to move the "stoploss" ////////////// once breakeaven = 1    //1 on - 0 off startBreakeven = 100 //how much pips/points in gain to activate the breakeven function? PointsToKeep = 120 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) ////////////////////////////////////////////////////////// ///2/////////////////////////////////////////////// //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF timeframe(default)   ////////FILTRI////////////////// //condizioni FILTROLONG = (C02 < 0.15) and (c02 > -0.9) and (adxweigh < 63) and (i1 < 0.7)and (i1 > 0.1) and (m01<0.2)and (MT>CLOSE) FILTROSHORT = (c02 < -0.28) and (c02 > -0.9) and (adxweigh > 25) and (i1 < 0.9) and (i1 > 0) and (m01>0.03)//and (cc > 280) timeframe (1H) MT = CALL "Main Trend" timeframe (default)   //filtro TILS/R2 ONCE P            = 5 ONCE COEFF        = 0.7 ONCE MM           = 50 once  PERIODO  =  30 //provare con 50 POI 30 MME3 = ExponentialAverage[P](ExponentialAverage[P](ExponentialAverage[P](close))) MME4 = ExponentialAverage[P](MME3) MME5 = ExponentialAverage[P](MME4) MME6 = ExponentialAverage[P](MME5) REM Calcolo dei coefficienti ONCE c1 = SQUARE(coeff)*coeff ONCE c1 = -c1 ONCE c2 = 3*SQUARE(coeff)-3*c1 ONCE c3 = -2*c2 -3*c1 -3*coeff ONCE c4 = 1 + 3*coeff + c2 +2*c1 Tilson = c1*MME6 + c2*MME5 + c3*MME4 + c4*MME3 c02=R2[mm](Tilson)-r2[mm](average[mm]) ////filtro2 adxweigh, ignored, ignored, ignored = CALL "ADX Weighted RSI"[14, 14, 50](close) ignored, ignored, ignored, M01, ignored, ignored = CALL "Filtro Elasticita'" //filtro3 i1 = R2[PERIODO](close) //cc=CCI[20]         // calculate the scaling factor based on the parameter scaleFactor = MIN(maxRisk, MAX(startRisk, ROUND(StrategyProfit / increaseRiskLevel) * increaseRiskStep))   // dynamic position sizing based on weekly performance ONCE profitLastWeek = 0 IF DayOfWeek <> DayOfWeek[1] AND DayOfWeek = 1 THEN IF StrategyProfit > profitLastWeek + 1  THEN positionSize = MIN(trendMultiplier, positionSize + 1) // increase risk ELSE positionSize = MAX(1, positionSize - 1) // decrease risk ENDIF profitLastWeek = strategyProfit ENDIF   // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1) previousDailyHigh = DHigh(2)   // calculate weekly high, weekly low is a poor signal If DayOfWeek < DayOfWeek[1] AND lastweekbarindex = 0 THEN lastWeekBarIndex = BarIndex ELSE IF DayOfWeek < DayOfWeek[1] THEN weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF ENDIF   // calculate monthly high/low IF Month <> Month[1] AND lastMonthBarIndex=0 THEN lastMonthBarIndex=barindex ELSIF Month <> Month[1] THEN monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF   // calculate instrument signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA)   // save position before trading window is open If Time < startTime THEN startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES ENDIF   // trade only in defined trading window IF Time >= startTime AND Time <= endTime THEN   // set saisonal multiplier currentDayOfTheMonth = OpenDay midOfMonth = 15 IF CurrentMonth = 1 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = January1 ELSE saisonalPatternMultiplier = January2 ENDIF ELSIF CurrentMonth = 2 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = February1 ELSE saisonalPatternMultiplier = February2 ENDIF ELSIF CurrentMonth = 3 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = March1 ELSE saisonalPatternMultiplier = March2 ENDIF ELSIF CurrentMonth = 4 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = April1 ELSE saisonalPatternMultiplier = April2 ENDIF ELSIF CurrentMonth = 5 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = May1 ELSE saisonalPatternMultiplier = May2 ENDIF ELSIF CurrentMonth = 6 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = June1 ELSE saisonalPatternMultiplier = June2 ENDIF ELSIF CurrentMonth = 7 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = July1 ELSE saisonalPatternMultiplier = July2 ENDIF ELSIF CurrentMonth = 8 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = August1 ELSE saisonalPatternMultiplier = August2 ENDIF ELSIF CurrentMonth = 9 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = September1 ELSE saisonalPatternMultiplier = September2 ENDIF ELSIF CurrentMonth = 10 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = October1 ELSE saisonalPatternMultiplier = October2 ENDIF ELSIF CurrentMonth = 11 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = November1 ELSE saisonalPatternMultiplier = November2 ENDIF ELSIF CurrentMonth = 12 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = December1 ELSE saisonalPatternMultiplier = December2 ENDIF ENDIF   // define trading filters // 1. use fast and slow averages as filter because not every breakout is profitable f1 = close > Average[periodLongMA](close) f2 = close < Average[periodLongMA](close) f3 = close > Average[periodShortMA](close)   // 2. check if position already reduced in trading window as additonal filter criteria alreadyReducedLongPosition = COUNTOFLONGSHARES  < startPositionLong alreadyReducedShortPosition = COUNTOFSHORTSHARES < startPositionShort   // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow   // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s2 = signalline CROSSES UNDER dailyLow s3 = signalline CROSSES UNDER previousDailyHigh   // long entry with order cumulation IF ( l1 OR l4 OR l2 OR (l3 AND f2) ) AND NOT alreadyReducedLongPosition THEN   // check saisonal booster setup and max position size IF saisonalPatternMultiplier > 0 THEN numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize * saisonalPatternMultiplier) * scaleFactor) IF (COUNTOFPOSITION + numberContracts) <= maxPositionSizeLong * scaleFactor THEN IF SHORTONMARKET THEN EXITSHORT AT MARKET ENDIF if filtrolong then BUY numberContracts CONTRACT AT MARKET ENDIF endif ELSIF saisonalPatternMultiplier <> 0 THEN numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize) * scaleFactor) IF (COUNTOFPOSITION + numberContracts) <= maxPositionSizeLong * scaleFactor THEN IF SHORTONMARKET THEN EXITSHORT AT MARKET ENDIF if filtrolong then BUY numberContracts CONTRACT AT MARKET ENDIF endif ENDIF   stopLoss = stopLossLong takeProfit = takeProfitLong   ENDIF   // short entry with order cumulation IF ( (s1 AND f3) OR (s2 AND f1) OR (s3 AND f3) ) AND NOT alreadyReducedShortPosition THEN   // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize * ABS(saisonalPatternMultiplier)) * scaleFactor) IF (ABS(COUNTOFPOSITION) + numberContracts) <= maxPositionSizeShort * scaleFactor THEN IF LONGONMARKET THEN SELL AT MARKET ENDIF if filtroshort then SELLSHORT numberContracts CONTRACT AT MARKET ENDIF endif ELSIF saisonalPatternMultiplier <> 0 THEN numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize) * scaleFactor) IF (ABS(COUNTOFPOSITION) + numberContracts) <= maxPositionSizeShort * scaleFactor THEN IF LONGONMARKET THEN SELL AT MARKET ENDIF if filtroshort then SELLSHORT numberContracts CONTRACT AT MARKET ENDIF endif ENDIF   stopLoss = stopLossShort takeProfit = takeProfitShort   ENDIF   // stop and profit management posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize numberCandles = (BarIndex - TradeIndex)   m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= maxCandlesShortWithoutProfit   // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit   ENDIF   timeframe(1h) //3//////////////////////////// //test if the price have moved favourably of "startBreakeven" points already if breakeaven>0 then IF onmarket AND 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 endif   //************************************************************************ //trailing stop function if trailinstop>0 then //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF endif timeframe (default)

   

  

  Gianluca

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  09/26/2018 at 10:07 AM #81324
  wp01

  Hi Gianluca,

  Thanks for your posting.

  Unfortunatley it keeps saying “Main trend does not exist”.

  Any idea what i’m missing? Or maybe you can post the itf. file instead.

  Thanks.

  

  wp01

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  09/26/2018 at 10:17 AM #81327
  dajvop

  Yup, there is an indicator or such missing that the new code is calling.

  

  dajvop

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  09/26/2018 at 10:19 AM #81328
  Gianluca

  oH YES Sorry i paid for this but i am happy to share it

  

  Gianluca

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  09/26/2018 at 10:19 AM #81330
  wp01

  How are things going David?

  

  wp01

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  09/26/2018 at 10:27 AM #81331
  Gianluca

  guys for the other indicator “filtro elasticita'” i am unable to share due is cripted 🙁
  but try to delete the filter of that part, the sistem works good aniway

  

  Gianluca

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  09/26/2018 at 10:33 AM #81332
  wp01

  Thanks Gianluca.

  Now i get another error. ADX weighted RSI?

  Can not find it back in the code.

  

  wp01

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  09/26/2018 at 10:33 AM #81333
  Gianluca

  that is in de PRC database

  

  Gianluca

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  09/26/2018 at 10:37 AM #81334
  wp01

  Yes found it.

  https://www.prorealcode.com/prorealtime-indicators/adx-weighted-rsi/

  Thanks.

  

  wp01

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