Please can someone help me code this Strategy

• 10/10/2016 at 1:50 PM #14579
  Tom Hoo

  Can someone please help me to code this.

  Condition to Buy or Sell. Happening in sequence

  1. ADX to drop to value 13.5
  2. ADX to recover to above Value 20
  3. ADXR to go above Value 20 at this time ADX should be still above 20
  4. When 1 ,2,3 is fulfilled. BUY if EMA 4 >EMA 9 >EMA 20.    SELL if EMA 4 < EMA 9 < EMA 20

   

  Exit

  Exit Long when EMA 4 cross below EMA 9

  Exit Short when EMA 4 Cross above EMA 9

   

  Please it will be greatly appreciated. I know nothing about programing

   

  

  Tom Hoo

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  10/10/2016 at 5:32 PM #14595
  robertogozzi

  This code should do, if I understood what you need:

  DEFPARAM CumulateOrders = False //No more than 1 trade allowed ONCE Adx13 = 0 //Make sure it has an initial value ONCE Adx20 = 0 //Make sure it has an initial value ADXval = ADX[21] //Current ADX value Ema4 = ExponentialAverage[4] //Current value for all EMA's Ema9 = ExponentialAverage[9] Ema20 = ExponentialAverage[20] IF ONMARKET THEN //If a trade is entered, then reset flags to false Adx13 = 0 // to restart the whole sequence for next trades Adx20 = 0 IF LONGONMARKET THEN IF Ema4 CROSSES UNDER Ema9 THEN // Exit LONG trades if needed SELL AT MARKET ENDIF ENDIF IF SHORTONMARKET THEN IF Ema4 CROSSES OVER Ema9 THEN // Exit SHORT trades if needed EXITSHORT AT MARKET ENDIF ENDIF ELSE //otherwise start the sequence... IF Adx13 = 0 THEN //If 13.5 not reached yet, then Adx20 = 0 // reset this flag to 0, just in case and... Adx13 = (ADXval <= 13.5) // set this one to its current value ELSE Adx20 = (ADXval > 20) //If 13.5 already reached, set this flag to its ENDIF // current value (false or true, whichever the case) IF Adx20 THEN //If this flag was set, but ADX drops below 20, then IF ADXval < 20 THEN // it must be reset to false Adx20 = 0 ENDIF ENDIF ENDIF // Conditions to enter a LONG trade c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) IF c1 AND Adx20 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter a SHORT trade c2 = (ema4 < Ema9) AND (Ema9 < Ema20) IF c2 AND Adx20 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stop e target SET TARGET PPROFIT 10 SET STOP PLOSS 10

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53

  DEFPARAM CumulateOrders = False              //No more than 1 trade allowed   ONCE Adx13 = 0                               //Make sure it has an initial value ONCE Adx20 = 0                               //Make sure it has an initial value   ADXval = ADX[21]                             //Current ADX value   Ema4   = ExponentialAverage[4]               //Current value for all EMA's Ema9   = ExponentialAverage[9] Ema20  = ExponentialAverage[20]   IF ONMARKET THEN                             //If a trade is entered, then reset flags to false Adx13 = 0                                 //   to restart the whole sequence for next trades Adx20 = 0 IF LONGONMARKET THEN IF Ema4 CROSSES UNDER Ema9 THEN        //   Exit LONG trades if needed SELL AT MARKET ENDIF ENDIF IF SHORTONMARKET THEN IF Ema4 CROSSES OVER Ema9 THEN         //   Exit SHORT trades if needed EXITSHORT AT MARKET ENDIF ENDIF ELSE                                         //otherwise start the sequence... IF Adx13 = 0 THEN                         //If 13.5 not reached yet, then Adx20 = 0                              //   reset this flag to 0, just in case and... Adx13 = (ADXval <= 13.5)               //   set this one to its current value ELSE Adx20 = (ADXval > 20)                  //If 13.5 already reached, set this flag to its ENDIF                                     //   current value (false or true, whichever the case) IF Adx20 THEN                             //If this flag was set, but ADX drops below 20, then IF ADXval < 20 THEN                    //   it must be reset to false Adx20 = 0 ENDIF ENDIF ENDIF   //               Conditions to enter a LONG trade c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) IF c1 AND Adx20 THEN BUY 1 CONTRACT AT MARKET ENDIF   //               Conditions to enter a SHORT trade c2 = (ema4 < Ema9) AND (Ema9 < Ema20) IF c2 AND Adx20 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   //     Stop e target SET TARGET PPROFIT 10 SET STOP PLOSS 10

  Just try it.

  I hope someone else puts an eye on it just to make sure it is correct, I did not start coding strategies much time ago.

   

  

  robertogozzi

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  10/10/2016 at 5:36 PM #14596
  robertogozzi

  It was automatically so badly indented, I hope this is better:

  DEFPARAM CumulateOrders = False //No more than 1 trade allowed ONCE Adx13 = 0 //Make sure it has an initial value ONCE Adx20 = 0 //Make sure it has an initial value ADXval = ADX[21] //Current ADX value Ema4 = ExponentialAverage[4] //Current value for all EMA's Ema9 = ExponentialAverage[9] Ema20 = ExponentialAverage[20] IF ONMARKET THEN //If a trade is entered, then reset flags to false Adx13 = 0 // to restart the whole sequence for next trades Adx20 = 0 IF LONGONMARKET THEN IF Ema4 CROSSES UNDER Ema9 THEN // Exit LONG trades if needed SELL AT MARKET ENDIF ENDIF IF SHORTONMARKET THEN IF Ema4 CROSSES OVER Ema9 THEN // Exit SHORT trades if needed EXITSHORT AT MARKET ENDIF ENDIF ELSE //otherwise start the sequence... IF Adx13 = 0 THEN //If 13.5 not reached yet, then Adx20 = 0 // reset this flag to 0, just in case and... Adx13 = (ADXval <= 13.5) // set this one to its current value ELSE Adx20 = (ADXval > 20) //If 13.5 already reached, set this flag to its ENDIF // current value (false or true, whichever the case) IF Adx20 THEN //If this flag was set, but ADX drops below 20, then IF ADXval < 20 THEN // it must be reset to false Adx20 = 0 ENDIF ENDIF ENDIF // Conditions to enter a LONG trade c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) IF c1 AND Adx20 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter a SHORT trade c2 = (ema4 < Ema9) AND (Ema9 < Ema20) IF c2 AND Adx20 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stop e target SET TARGET PPROFIT 10 SET STOP PLOSS 10

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53

  DEFPARAM CumulateOrders = False              //No more than 1 trade allowed   ONCE Adx13 = 0                               //Make sure it has an initial value ONCE Adx20 = 0                               //Make sure it has an initial value   ADXval = ADX[21]                             //Current ADX value   Ema4   = ExponentialAverage[4]               //Current value for all EMA's Ema9   = ExponentialAverage[9] Ema20  = ExponentialAverage[20]   IF ONMARKET THEN                             //If a trade is entered, then reset flags to false    Adx13 = 0                                 //   to restart the whole sequence for next trades    Adx20 = 0    IF LONGONMARKET THEN       IF Ema4 CROSSES UNDER Ema9 THEN        //   Exit LONG trades if needed          SELL AT MARKET       ENDIF    ENDIF    IF SHORTONMARKET THEN       IF Ema4 CROSSES OVER Ema9 THEN         //   Exit SHORT trades if needed          EXITSHORT AT MARKET       ENDIF    ENDIF ELSE                                         //otherwise start the sequence...    IF Adx13 = 0 THEN                         //If 13.5 not reached yet, then       Adx20 = 0                              //   reset this flag to 0, just in case and...       Adx13 = (ADXval <= 13.5)               //   set this one to its current value    ELSE       Adx20 = (ADXval > 20)                  //If 13.5 already reached, set this flag to its    ENDIF                                     //   current value (false or true, whichever the case)    IF Adx20 THEN                             //If this flag was set, but ADX drops below 20, then       IF ADXval < 20 THEN                    //   it must be reset to false          Adx20 = 0       ENDIF    ENDIF ENDIF   //               Conditions to enter a LONG trade c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) IF c1 AND Adx20 THEN    BUY 1 CONTRACT AT MARKET ENDIF   //               Conditions to enter a SHORT trade c2 = (ema4 < Ema9) AND (Ema9 < Ema20) IF c2 AND Adx20 THEN    SELLSHORT 1 CONTRACT AT MARKET ENDIF   //     Stop e target SET TARGET PPROFIT 10 SET STOP PLOSS 10

   

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  robertogozzi

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  10/10/2016 at 6:26 PM #14601
  Nicolas

  Thanks a lot Roberto for helping others members. You deserve to be awarded for this 😉

  Code is not indended automatically I’m sorry. This is something I need to work to… All codes you see on website which is indended has been made manually..

  
  @tom Please update your country in your profile. Thanks.

  

  Nicolas

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  10/11/2016 at 5:35 AM #14621
  Tom Hoo

  Thanks Roberto

  Can’t wait to try it out later to night. Many thanks for even trying.

   

  

  Tom Hoo

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  10/13/2016 at 3:32 PM #14855
  Tom Hoo

  Hi Mr Roberto

  The Algo works fine when i Back test it. But i am not sure why when I run it it for the whole of today. It does not seems to follow the same logic.

  As you can see it made a few order when ADX are below 20.

  It should not have since ADX had not went down to 13.5 and was never above 20 as well.

  Did i mess up the code while i was editing ?

   

  DEFPARAM CumulateOrders = False //No more than 1 trade allowed

  ONCE Adx13 = 0 //Make sure it has an initial value
  ONCE Adx20 = 0 //Make sure it has an initial value

  ADXval = ADX[21] //Current ADX value

  Ema4 = ExponentialAverage[9] //Current value for all EMA’s
  Ema9 = ExponentialAverage[13]
  Ema8 = ExponentialAverage[40]
  Ema20 = ExponentialAverage[20]

  IF ONMARKET THEN //If a trade is entered, then reset flags to false
  Adx13 = 0 // to restart the whole sequence for next trades
  Adx20 = 0
  IF LONGONMARKET THEN
  IF Ema4 CROSSES UNDER Ema8 THEN // Exit LONG trades if needed
  SELL AT MARKET
  ENDIF
  ENDIF
  IF SHORTONMARKET THEN
  IF Ema4 CROSSES OVER Ema8 THEN // Exit SHORT trades if needed
  EXITSHORT AT MARKET
  ENDIF
  ENDIF
  ELSE //otherwise start the sequence…
  IF Adx13 = 0 THEN //If 13.5 not reached yet, then
  Adx20 = 0 // reset this flag to 0, just in case and…
  Adx13 = (ADXval <= 13.5) // set this one to its current value
  ELSE
  Adx20 = (ADXval > 20) //If 13.5 already reached, set this flag to its
  ENDIF // current value (false or true, whichever the case)
  IF Adx20 THEN //If this flag was set, but ADX drops below 20, then
  IF ADXval < 20 THEN // it must be reset to false
  Adx20 = 0
  ENDIF
  ENDIF
  ENDIF

  // Conditions to enter a LONG trade
  c1 = (Ema4 > Ema9) AND (Ema9 > Ema20)
  IF c1 AND Adx20 THEN
  BUY 1 CONTRACT AT MARKET
  ENDIF

  // Conditions to enter a SHORT trade
  c2 = (ema4 < Ema9) AND (Ema9 < Ema20)
  IF c2 AND Adx20 THEN
  SELLSHORT 1 CONTRACT AT MARKET
  ENDIF

  // Stop e target
  SET TARGET PPROFIT 5
  SET STOP $LOSS 4

  

  Tom Hoo

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  10/14/2016 at 12:12 PM #14897
  robertogozzi

  Actually ProOrder enters trades which shouldn’t be entered, but the Algo does seem correct.

  I tried to limit trades to Oct. 12th 10-18, just to test fewer trades and I found that ALL trades should not have entered!

  I wonder if the problem is in the instructions ONCE and/or ONMARKET, but I am pretty sure the logic is fine.

  Maybe Nicolas could help us better.

   

  

  robertogozzi

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  10/15/2016 at 4:24 PM #14949
  robertogozzi

  I paste the code, more readable, but without significant changes that make it behave correctly:

  DEFPARAM CumulateOrders = False //No more than 1 trade allowed ONCE Adx13 = 0 //Make sure it has an initial value ONCE Adx20 = 0 //Make sure it has an initial value ADXval = ADX[21] //Current ADX value Ema4 = ExponentialAverage[9] //Current value for all EMA's Ema9 = ExponentialAverage[13] Ema8 = ExponentialAverage[40] Ema20 = ExponentialAverage[20] IF ONMARKET THEN //If a trade is entered, then reset flags to false Adx13 = 0 // to restart the whole sequence for next trades Adx20 = 0 IF LONGONMARKET THEN IF Ema4 CROSSES UNDER Ema8 THEN // Exit LONG trades if needed SELL AT MARKET ENDIF ENDIF IF SHORTONMARKET THEN IF Ema4 CROSSES OVER Ema8 THEN // Exit SHORT trades if needed EXITSHORT AT MARKET ENDIF ENDIF ELSE //otherwise start the sequence... IF Adx13 = 0 THEN // If 13.5 not reached yet, then Adx20 = 0 // reset this flag to 0, just in case and... Adx13 = (ADXval <= 13.5) // set this one to its current value ELSE Adx20 = (ADXval > 20) // If 13.5 already reached, set this flag to its ENDIF // current value (false or true,whichever the case) //IF Adx20 THEN useless // If this flag was set, but ADX drops below 20, then // IF ADXval <= 20 THEN " // it must be reset to false // Adx20 = 0 " // ENDIF " //ENDIF " ENDIF // Conditions to enter a LONG trade //c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) c1 = ((Ema4 > Ema9) AND (Ema9 > Ema20) OR 1) IF c1 AND Adx20 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter a SHORT trade //c2 = (ema4 < Ema9) AND (Ema9 < Ema20) c2 = ((ema4 < Ema9) AND (Ema9 < Ema20) OR 1) IF c2 AND Adx20 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stop & target SET TARGET PPROFIT 5 SET STOP $LOSS 4

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56

  DEFPARAM CumulateOrders = False        //No more than 1 trade allowed   ONCE Adx13 = 0                         //Make sure it has an initial value ONCE Adx20 = 0                         //Make sure it has an initial value   ADXval     = ADX[21]                   //Current ADX value   Ema4       = ExponentialAverage[9]     //Current value for all EMA's Ema9       = ExponentialAverage[13] Ema8       = ExponentialAverage[40] Ema20      = ExponentialAverage[20]   IF ONMARKET THEN                       //If a trade is entered, then reset flags to false    Adx13 = 0                           //  to restart the whole sequence for next trades    Adx20 = 0    IF LONGONMARKET THEN       IF Ema4 CROSSES UNDER Ema8 THEN  //  Exit LONG trades if needed          SELL AT MARKET       ENDIF    ENDIF    IF SHORTONMARKET THEN       IF Ema4 CROSSES OVER Ema8 THEN   //  Exit SHORT trades if needed          EXITSHORT AT MARKET       ENDIF    ENDIF ELSE                                   //otherwise start the sequence...    IF Adx13 = 0 THEN                   //  If 13.5 not reached yet, then       Adx20 = 0                        //    reset this flag to 0, just in case and...       Adx13 = (ADXval <= 13.5)         //    set this one to its current value    ELSE       Adx20 = (ADXval > 20)            //  If 13.5 already reached, set this flag to its    ENDIF                               //    current value (false or true,whichever the case)    //IF Adx20 THEN            useless  //  If this flag was set, but ADX drops below 20, then    //   IF ADXval <= 20 THEN     "     //    it must be reset to false    //      Adx20 = 0             "    //   ENDIF                    "    //ENDIF                       " ENDIF   //             Conditions to enter a LONG trade //c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) c1 = ((Ema4 > Ema9) AND (Ema9 > Ema20) OR 1) IF c1 AND Adx20 THEN    BUY 1 CONTRACT AT MARKET ENDIF   //             Conditions to enter a SHORT trade //c2 = (ema4 < Ema9) AND (Ema9 < Ema20) c2 = ((ema4 < Ema9) AND (Ema9 < Ema20) OR 1) IF c2 AND Adx20 THEN    SELLSHORT 1 CONTRACT AT MARKET ENDIF   //  Stop & target SET TARGET PPROFIT 5 SET STOP $LOSS 4

  I modified lines 42 and 49 so that it only enters trades when ADX > 20 (and should have previously gone at or below 13.5), no matter the ema’s. It appears that Adx20 contains the value 1 (true) as if line 31 had been executed, which shouldn’t have been.

  I even wonder if too many IF…THEN…ELSE’s may confuse ProBackTest/ProOrder.

  I also commented out some useless lines (33-37).

  Any further help is highly appreciated.

  

  robertogozzi

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  11/12/2016 at 2:17 AM #16402
  robertogozzi

  After thinking it over in my spare time I could write the correct code.

  Please try it and check if trades are entered/exited correctly (of course you will have to adjust values for profitable trades):

  DEFPARAM CumulateOrders = False //No more than 1 trade allowed ONCE Adx13 = 0 //Make sure it has an initial value ONCE Adx20 = 0 //Make sure it has an initial value ONCE AdxR20 = 0 //Make sure it has an initial value ADXval = ADX[21] //Current ADX value ADXRval = ADXR[21] //Current ADXR value Ema4 = ExponentialAverage[4] //Current value for all EMA's Ema9 = ExponentialAverage[9] Ema20 = ExponentialAverage[20] IF ONMARKET THEN //If a trade is entered, then reset flags to false Adx13 = 0 // to restart the whole sequence for next trades Adx20 = 0 AdxR20 = 0 IF LONGONMARKET THEN IF Ema4 CROSSES UNDER Ema9 THEN // Exit LONG trades if needed SELL AT MARKET ENDIF ENDIF IF SHORTONMARKET THEN IF Ema4 CROSSES OVER Ema9 THEN // Exit SHORT trades if needed EXITSHORT AT MARKET ENDIF ENDIF ELSE //otherwise start the sequence IF (AdxVal <= 13.5) THEN IF Adx20 THEN Adx13 = 0 ENDIF ENDIF IF Adx13 = 0 THEN // If 13.5 not reached yet, then Adx20 = 0 // reset this flag to 0, just in case and... AdxR20= 0 Adx13 = (ADXval <= 13.5) // ...set this one to its current value ELSE Adx20 = (ADXval > 20) // If 13.5 already reached, set this flag to its AdxR20= (ADXRVal > 20) // current value (false or true,whichever the case) ENDIF ENDIF // Conditions to enter a LONG trade c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) IF c1 AND Adx20 AND AdxR20 THEN Adx13 = 0 Adx20 = 0 AdxR20 = 0 BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter a SHORT trade c2 = (ema4 < Ema9) AND (Ema9 < Ema20) IF c2 AND Adx20 AND AdxR20 THEN Adx13 = 0 Adx20 = 0 AdxR20 = 0 SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stop & target SET TARGET PPROFIT 5 SET STOP $LOSS 4

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64

  DEFPARAM CumulateOrders = False        //No more than 1 trade allowed   ONCE Adx13  = 0                        //Make sure it has an initial value ONCE Adx20  = 0                        //Make sure it has an initial value ONCE AdxR20 = 0                        //Make sure it has an initial value   ADXval     = ADX[21]                   //Current ADX  value ADXRval    = ADXR[21]                  //Current ADXR value   Ema4       = ExponentialAverage[4]     //Current value for all EMA's Ema9       = ExponentialAverage[9] Ema20      = ExponentialAverage[20]   IF ONMARKET THEN                       //If a trade is entered, then reset flags to false Adx13  = 0                          //  to restart the whole sequence for next trades Adx20  = 0 AdxR20 = 0 IF LONGONMARKET THEN IF Ema4 CROSSES UNDER Ema9 THEN  //  Exit LONG trades if needed SELL AT MARKET ENDIF ENDIF IF SHORTONMARKET THEN IF Ema4 CROSSES OVER Ema9 THEN   //  Exit SHORT trades if needed EXITSHORT AT MARKET ENDIF ENDIF ELSE                                   //otherwise start the sequence IF (AdxVal <= 13.5) THEN IF Adx20 THEN Adx13 = 0 ENDIF ENDIF IF Adx13 = 0 THEN                   //  If 13.5 not reached yet, then Adx20 = 0                        //    reset this flag to 0, just in case and... AdxR20= 0 Adx13 = (ADXval <= 13.5)         //    ...set this one to its current value ELSE Adx20 = (ADXval  > 20)           //  If 13.5 already reached, set this flag to its AdxR20= (ADXRVal > 20)           //    current value (false or true,whichever the case) ENDIF ENDIF   //             Conditions to enter a LONG trade c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) IF c1 AND Adx20 AND AdxR20 THEN Adx13  = 0 Adx20  = 0 AdxR20 = 0 BUY 1 CONTRACT AT MARKET ENDIF   //             Conditions to enter a SHORT trade c2 = (ema4 < Ema9) AND (Ema9 < Ema20) IF c2 AND Adx20 AND AdxR20 THEN Adx13  = 0 Adx20  = 0 AdxR20 = 0 SELLSHORT 1 CONTRACT AT MARKET ENDIF   //  Stop & target SET TARGET PPROFIT 5 SET STOP $LOSS 4

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  robertogozzi

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  11/12/2016 at 2:23 AM #16403
  robertogozzi

  Sorry, but indentation still was not appealing, so I used Notepad to amend it:

  DEFPARAM CumulateOrders = False //No more than 1 trade allowed ONCE Adx13 = 0 //Make sure it has an initial value ONCE Adx20 = 0 //Make sure it has an initial value ONCE AdxR20 = 0 //Make sure it has an initial value ADXval = ADX[21] //Current ADX value ADXRval = ADXR[21] //Current ADXR value Ema4 = ExponentialAverage[4] //Current value for all EMA's Ema9 = ExponentialAverage[9] Ema20 = ExponentialAverage[20] IF ONMARKET THEN //If a trade is entered, then reset flags to false Adx13 = 0 // to restart the whole sequence for next trades Adx20 = 0 AdxR20 = 0 IF LONGONMARKET THEN IF Ema4 CROSSES UNDER Ema9 THEN // Exit LONG trades if needed SELL AT MARKET ENDIF ENDIF IF SHORTONMARKET THEN IF Ema4 CROSSES OVER Ema9 THEN // Exit SHORT trades if needed EXITSHORT AT MARKET ENDIF ENDIF ELSE //otherwise start the sequence IF (AdxVal <= 13.5) THEN IF Adx20 THEN Adx13 = 0 ENDIF ENDIF IF Adx13 = 0 THEN // If 13.5 not reached yet, then Adx20 = 0 // reset this flag to 0, just in case and... AdxR20= 0 Adx13 = (ADXval <= 13.5) // ...set this one to its current value ELSE Adx20 = (ADXval > 20) // If 13.5 already reached, set this flag to its AdxR20= (ADXRVal > 20) // current value (false or true,whichever the case) ENDIF ENDIF // Conditions to enter a LONG trade c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) IF c1 AND Adx20 AND AdxR20 THEN Adx13 = 0 Adx20 = 0 AdxR20 = 0 BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter a SHORT trade c2 = (ema4 < Ema9) AND (Ema9 < Ema20) IF c2 AND Adx20 AND AdxR20 THEN Adx13 = 0 Adx20 = 0 AdxR20 = 0 SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stop & target SET TARGET PPROFIT 5 SET STOP $LOSS 4

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64

  DEFPARAM CumulateOrders = False        //No more than 1 trade allowed   ONCE Adx13  = 0                        //Make sure it has an initial value ONCE Adx20  = 0                        //Make sure it has an initial value ONCE AdxR20 = 0                        //Make sure it has an initial value   ADXval     = ADX[21]                   //Current ADX  value ADXRval    = ADXR[21]                  //Current ADXR value   Ema4       = ExponentialAverage[4]     //Current value for all EMA's Ema9       = ExponentialAverage[9] Ema20      = ExponentialAverage[20]   IF ONMARKET THEN                       //If a trade is entered, then reset flags to false    Adx13  = 0                          //  to restart the whole sequence for next trades    Adx20  = 0    AdxR20 = 0    IF LONGONMARKET THEN       IF Ema4 CROSSES UNDER Ema9 THEN  //  Exit LONG trades if needed          SELL AT MARKET       ENDIF    ENDIF    IF SHORTONMARKET THEN       IF Ema4 CROSSES OVER Ema9 THEN   //  Exit SHORT trades if needed          EXITSHORT AT MARKET       ENDIF    ENDIF ELSE                                   //otherwise start the sequence    IF (AdxVal <= 13.5) THEN       IF Adx20 THEN          Adx13 = 0       ENDIF    ENDIF    IF Adx13 = 0 THEN                   //  If 13.5 not reached yet, then       Adx20 = 0                        //    reset this flag to 0, just in case and...       AdxR20= 0       Adx13 = (ADXval <= 13.5)         //    ...set this one to its current value    ELSE       Adx20 = (ADXval  > 20)           //  If 13.5 already reached, set this flag to its       AdxR20= (ADXRVal > 20)           //    current value (false or true,whichever the case)    ENDIF ENDIF   //             Conditions to enter a LONG trade c1 = (Ema4 > Ema9) AND (Ema9 > Ema20) IF c1 AND Adx20 AND AdxR20 THEN    Adx13  = 0    Adx20  = 0    AdxR20 = 0    BUY 1 CONTRACT AT MARKET ENDIF   //             Conditions to enter a SHORT trade c2 = (ema4 < Ema9) AND (Ema9 < Ema20) IF c2 AND Adx20 AND AdxR20 THEN    Adx13  = 0    Adx20  = 0    AdxR20 = 0    SELLSHORT 1 CONTRACT AT MARKET ENDIF   //  Stop & target SET TARGET PPROFIT 5 SET STOP $LOSS 4

   

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