Pregunta para robertogozzi sobre su codigo trailing stop

• 03/07/2024 at 2:40 PM #229394
  gustavobp

  Buenos dias @robertogozzi y compañeros del foro,

  Vereis, he unido mi estrategia Long (en modo backtesting) y el codigo de gestion de trailing stop de Roberto Gozzi, funciona bastante bien pero tengo algunas dudas para optimizar el codigo y comprender algunas variables del mismo para poder optimizarlo por ejemplo para Mini SP500 y para Mini Nasdaq100, sabemos que ambios se mueven de manera muy diferente y cada punto no vale lo mismo.

   

  Ayer hice un backtestinh del codigo de robertogozzi con mi estrategia de entrada y me surgen las siguientes dudas:

  Instrumento utilizado: Mini sp500

  Marco temporal: 10 segundos

  Rango de tiempo probado dia 6-03-204 dsde las 0:41 hasta las 21:45h

  Problemas que me he encontrado:

  1. Al abrir una operacion, el sitema automatico me abre un STOP a un valor igual al precio y no en valor de puntos cmo a mi me gustaria.
  2. En el backtesting de ayer hay un Drawdown de – 1.163,40 dolares, algo imposible de soportar por mi cartera ni por mi psicologia, me gustaria poder configurarle un drawDown maximo de por ejemplo 150 dolares (no se en que variable se configura esto)
  3. Ayer me ha abierto una operacion en la cual iba ganando 75 dolares, y el trailing stop no se ha movido, me gustaria poder definirle que cada por ejemplo 37 dolares (o 75pt) el trailing stop me vaya protegiendo la posicion por si se da vuelta o se gira el mercado al menos me voy con algo (que variable controla esto?)

  Aqui os dejo el codigo, y muchas gracias nuevamente a @robertogozzi por compartir este genial codigo, espero pueda ayudarme en esta optimizacion que necesito para adaptarlo al SP500 con esta explicacion del DrwDown y el trailing stop.

  Aqui va el codigo, muchas gracias!!!

  Timeframe(10 second,UpdateOnClose) IF NOT longonmarket then HacerTrading = 0 Alcista = 0 endif //// VARIABLES DE SISTEMA ////// EMA9 = Average[9](Close) EMA20 = Average[20](Close) EMA50 = Average[50](Close) VolumenAnterior = Volume[1] RangoVelaAnterior1 = Range[1] RangoVelaAnterior2 = Range[2] IF close[1] > open[1] THEN Alcista = 1 ENDIF IF close[1] < open[1] THEN Alcista = 0 ENDIF NumeroEstrategia = 0 //REDUNDANCIA DE TAKEPROFIT Y DE STOP LOSS POR SI HAY ALGUNA COMBINACION QUE NO SE HAGA EN LAS SIGUIENTES MiProfit = 0.25 MiStop = 0.50 IF NOT LONGONMARKET THEN IF RangoVelaAnterior1 < 0.50 THEN HacerTrading = 0 ENDIF IF RangoVelaAnterior1 >= 0.50 AND RangoVelaAnterior1 <= 0.75 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.50 MiStop = 0.50 ENDIF IF RangoVelaAnterior1 > 0.75 AND RangoVelaAnterior1 <= 1.25 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.50 MiStop = 0.50 ENDIF IF RangoVelaAnterior1 >= 1.50 AND RangoVelaAnterior2 > 2 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.75 MiStop = 0.50 ENDIF ENDIF ////////////////////// FIN DE CONDICIONES DE RANGO Y DEFINICION DE TAKE PROFIT Y STOPS EN BASE A RANGOS DE VELA EN LA ENTRADA /////////////////// IF HacerTrading = 1 THEN IF NOT longonmarket AND NumeroEstrategia = 0 THEN C1 = summation[2](close>open) < 3 C2 = summation[2](close>open) > 1 C3 = EMA9 > EMA20 AND EMA20 > EMA50 C4 = Average[50](Close) < low[1] C5 = Average[50](Close) < open[1] C6 = Average[20](Close) < low[1] C7 = Average[20](Close) < open[1] C8 = Average[9](Close) < low[1] C9 = Average[9](Close) < open[1] C10 = Average[50](Close) < low C11 = Average[50](Close) < open C12 = Average[20](Close) < low C13 = Average[20](Close) < open C14 = Average[9](Close) < low C15 = Average[9](Close) < open if C1 AND C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C14 AND C15 then BUY 1 CONTRACT at open LIMIT SET TARGET pPROFIT MiProfit SL = close / 100 * 2 //2% SL SET STOP LOSS SL NumeroEstrategia = 10 ENDIF ENDIF ENDIF // // incremental Trailing Stop (based on Percentages) // NewTrade = (OnMarket AND Not OnMarket[1]) OR (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) // IF Not OnMarket OR NewTrade THEN //reset to default values when a new trade has been opened PerCentTP = 2.0 //2.0% is TP PerCentStart = 0.2 //0.2% is the Trailing Stop trigger level PerCentStep = 0.2 //0.2% is each subsequent step PerCentSaved = 0.1 //0.1% is how much profit has to be saved when trailing starts and every step Multiplier = 1.5 //1.5 is how much PerCentSaved is incremented each trailing step // 1.5 is a 50% increment, so that: // 0.1% becomes 0.15%, then // 0.15% becomes 0.225%, then // 0.225% becomes 0.3375%, etc... Distance = 6 //6 pip distance from current price (if required by the broker) MySL = 0 ProfitPerCent = 0 ENDIF IF OnMarket THEN IF MySL = 0 THEN PCent = PositionPrice * PerCentTP / 100 PStart = PositionPrice * PerCentStart / 100 PStep = PositionPrice * PerCentStep / 100 PSaved = PositionPrice * PerCentSaved / 100 ENDIF // // check if Trailing Stop has to be triggered // IF MySL = 0 THEN IF LongOnMarket THEN IF (close - PositionPrice) >= PStart THEN MySL = min(close,PositionPrice + PSaved) PSaved = PSaved * Multiplier ENDIF ELSIF ShortOnMarket THEN IF (PositionPrice - close) >= PStart THEN MySL = max(close,PositionPrice - PSaved) PSaved = PSaved * Multiplier ENDIF ENDIF ELSE // // check if another Step has been triggered // IF LongOnMarket THEN IF (close - MySL) >= PStep THEN MySL = min(close,MySL + PSaved) PSaved = PSaved * Multiplier ENDIF ELSIF ShortOnMarket THEN IF (MySL - close) >= PStep THEN MySL = max(close,MySL - PSaved) PSaved = PSaved * Multiplier ENDIF ENDIF ENDIF // // place Pending STOP orders // IF MySL > 0 THEN IF (MySL = close) OR (abs(MySL - close) < Distance) THEN //exit immediately in case MySL has reached // the current price or there's not enough DISTANCE SELL AT MARKET EXITSHORT AT MARKET ELSE SELL AT MySL STOP EXITSHORT AT MySL STOP ENDIF ENDIF ENDIF // //graphonprice PositionPrice coloured(0,0,0,255) AS "Entry" //graphonprice MySL coloured(0,128,0,155) AS "Trailing Stop" //IF LongOnMarket THEN //graphonprice PositionPrice - SL coloured(255,0,0,255) AS "Stop Loss" //ELSE //graphonprice PositionPrice + SL coloured(255,0,0,255) AS "Stop Loss" //ENDIF //graph PCent coloured(0,0,0,255) //graph PStart coloured(0,0,255,255) //graph PStep coloured(0,128,0,155) //graph PSaved coloured(255,0,0,255) //graph positionperf * positionprice / pipsize AS "Gain"

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  Timeframe(10 second,UpdateOnClose)       IF NOT longonmarket then HacerTrading = 0 Alcista = 0 endif   //// VARIABLES DE SISTEMA ////// EMA9 = Average[9](Close) EMA20 = Average[20](Close) EMA50 = Average[50](Close)   VolumenAnterior = Volume[1] RangoVelaAnterior1 = Range[1] RangoVelaAnterior2 = Range[2] IF close[1] > open[1] THEN Alcista = 1 ENDIF IF close[1] < open[1] THEN Alcista = 0 ENDIF NumeroEstrategia = 0     //REDUNDANCIA DE TAKEPROFIT Y DE STOP LOSS POR SI HAY ALGUNA COMBINACION QUE NO SE HAGA EN LAS SIGUIENTES MiProfit = 0.25 MiStop = 0.50   IF NOT LONGONMARKET THEN IF RangoVelaAnterior1 < 0.50 THEN HacerTrading = 0 ENDIF   IF RangoVelaAnterior1 >= 0.50 AND RangoVelaAnterior1 <= 0.75 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.50 MiStop = 0.50 ENDIF IF RangoVelaAnterior1 > 0.75 AND RangoVelaAnterior1 <= 1.25 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.50 MiStop = 0.50 ENDIF IF RangoVelaAnterior1 >= 1.50 AND RangoVelaAnterior2 > 2 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.75 MiStop = 0.50 ENDIF ENDIF   ////////////////////// FIN DE CONDICIONES DE RANGO Y DEFINICION DE TAKE PROFIT Y STOPS EN BASE A RANGOS DE VELA EN LA ENTRADA   ///////////////////     IF HacerTrading = 1 THEN   IF NOT  longonmarket AND NumeroEstrategia = 0 THEN C1 = summation[2](close>open) < 3 C2 = summation[2](close>open) > 1 C3 = EMA9 > EMA20 AND EMA20 > EMA50 C4 = Average[50](Close) < low[1] C5 = Average[50](Close) < open[1] C6 = Average[20](Close) < low[1] C7 = Average[20](Close) < open[1] C8 = Average[9](Close) < low[1] C9 = Average[9](Close) < open[1]   C10 = Average[50](Close) < low C11 = Average[50](Close) < open C12 = Average[20](Close) < low C13 = Average[20](Close) < open C14 = Average[9](Close) < low C15 = Average[9](Close) < open         if C1 AND C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C14  AND C15 then BUY 1 CONTRACT at open LIMIT SET TARGET pPROFIT MiProfit SL = close / 100 * 2      //2% SL SET STOP LOSS SL NumeroEstrategia = 10 ENDIF ENDIF   ENDIF                 // // incremental Trailing Stop (based on Percentages) // NewTrade         = (OnMarket AND Not OnMarket[1]) OR (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) // IF Not OnMarket OR NewTrade THEN //reset to default values when a new trade has been opened PerCentTP     = 2.0           //2.0%  is TP PerCentStart  = 0.2           //0.2%  is the Trailing Stop trigger level PerCentStep   = 0.2           //0.2%  is each subsequent step PerCentSaved  = 0.1           //0.1%  is how much profit has to be saved when trailing starts and every step Multiplier    = 1.5           //1.5   is how much PerCentSaved is incremented each trailing step //                                    1.5 is a 50% increment, so that: //                                         0.1%   becomes 0.15%,   then //                                         0.15%  becomes 0.225%,  then //                                         0.225% becomes 0.3375%, etc... Distance      = 6             //6     pip distance from current price (if required by the broker) MySL          = 0 ProfitPerCent = 0 ENDIF IF OnMarket THEN IF MySL = 0 THEN PCent      = PositionPrice * PerCentTP    / 100 PStart     = PositionPrice * PerCentStart / 100 PStep      = PositionPrice * PerCentStep  / 100 PSaved     = PositionPrice * PerCentSaved / 100 ENDIF // // check if Trailing Stop has to be triggered // IF MySL = 0 THEN IF LongOnMarket THEN IF (close - PositionPrice) >= PStart THEN MySL   = min(close,PositionPrice + PSaved) PSaved = PSaved * Multiplier ENDIF ELSIF ShortOnMarket THEN IF (PositionPrice - close) >= PStart THEN MySL   = max(close,PositionPrice - PSaved) PSaved = PSaved * Multiplier ENDIF ENDIF ELSE // // check if another Step has been triggered // IF LongOnMarket THEN IF (close - MySL) >= PStep THEN MySL   = min(close,MySL + PSaved) PSaved = PSaved * Multiplier ENDIF ELSIF ShortOnMarket THEN IF (MySL - close) >= PStep THEN MySL   = max(close,MySL - PSaved) PSaved = PSaved * Multiplier ENDIF ENDIF ENDIF // // place Pending STOP orders // IF MySL > 0 THEN IF (MySL = close) OR (abs(MySL - close) < Distance) THEN //exit immediately in case MySL has reached //                                                      the current price or there's not enough DISTANCE SELL      AT MARKET EXITSHORT AT MARKET ELSE SELL      AT MySL STOP EXITSHORT AT MySL STOP ENDIF ENDIF ENDIF // //graphonprice PositionPrice       coloured(0,0,0,255)      AS "Entry" //graphonprice MySL                coloured(0,128,0,155)    AS "Trailing Stop" //IF LongOnMarket THEN //graphonprice PositionPrice - SL  coloured(255,0,0,255) AS "Stop Loss" //ELSE //graphonprice PositionPrice + SL  coloured(255,0,0,255) AS "Stop Loss" //ENDIF //graph PCent  coloured(0,0,0,255) //graph PStart coloured(0,0,255,255) //graph PStep  coloured(0,128,0,155) //graph PSaved coloured(255,0,0,255) //graph positionperf * positionprice / pipsize              AS "Gain"

  

  gustavobp

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  03/09/2024 at 4:05 PM #229532
  robertogozzi

  1. Has hecho el cálculo como porcentaje del precio:

  SL = close / 100 * 2 //2% SL SET STOP LOSS SL

  1 2	SL = close / 100 * 2      //2% SL SET STOP LOSS SL

  Cámbialo a puntos si lo prefieres:

  SL = 50 //50 puntos, por ejemplo SET STOP pLOSS SL

  1 2	SL = 50    //50 puntos, por ejemplo SET STOP pLOSS SL

  2. Agregué el cálculo DrawDown. Utilice la variable MaxDD para decidir qué hacer cuando supere el límite que desea. Pongo SALIR, para que la estrategia se detenga.
  Utilice GRAPH MaxDD para ver el valor que tiene.

  3. Puedes indicar un porcentaje diferente, en lugar del 0,2%. O necesita transformar los porcentajes y el código de trailing stop en puntos (pips).

  Timeframe(10 second,UpdateOnClose) DrawDownLimit = 15000 // Cálculos de DrawDown // ONCE MaxPoint = 0 ONCE MaxDD = 0 //------------------------------------------ // EQUITY Equity = StrategyProfit TempProfit = PositionPerf * PositionPrice / PipSize * PipValue TempEquity = Equity + TempProfit //------------------------------------------ // DrawDown MaxPoint = max(MaxPoint,TempEquity) DD = MaxPoint - TempEquity MaxDD = max(MaxDD,DD) // IF MaxDD >= DrawDownLimit THEN Quit ENDIF // //------------------------------------------ IF NOT longonmarket then HacerTrading = 0 Alcista = 0 endif //// VARIABLES DE SISTEMA ////// EMA9 = Average[9](Close) EMA20 = Average[20](Close) EMA50 = Average[50](Close) VolumenAnterior = Volume[1] RangoVelaAnterior1 = Range[1] RangoVelaAnterior2 = Range[2] IF close[1] > open[1] THEN Alcista = 1 ENDIF IF close[1] < open[1] THEN Alcista = 0 ENDIF NumeroEstrategia = 0 //REDUNDANCIA DE TAKEPROFIT Y DE STOP LOSS POR SI HAY ALGUNA COMBINACION QUE NO SE HAGA EN LAS SIGUIENTES MiProfit = 0.25 MiStop = 0.50 IF NOT LONGONMARKET THEN IF RangoVelaAnterior1 < 0.50 THEN HacerTrading = 0 ENDIF IF RangoVelaAnterior1 >= 0.50 AND RangoVelaAnterior1 <= 0.75 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.50 MiStop = 0.50 ENDIF IF RangoVelaAnterior1 > 0.75 AND RangoVelaAnterior1 <= 1.25 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.50 MiStop = 0.50 ENDIF IF RangoVelaAnterior1 >= 1.50 AND RangoVelaAnterior2 > 2 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.75 MiStop = 0.50 ENDIF ENDIF ////////////////////// FIN DE CONDICIONES DE RANGO Y DEFINICION DE TAKE PROFIT Y STOPS EN BASE A RANGOS DE VELA EN LA ENTRADA /////////////////// IF HacerTrading = 1 THEN IF NOT longonmarket AND NumeroEstrategia = 0 THEN C1 = summation[2](close>open) < 3 C2 = summation[2](close>open) > 1 C3 = EMA9 > EMA20 AND EMA20 > EMA50 C4 = Average[50](Close) < low[1] C5 = Average[50](Close) < open[1] C6 = Average[20](Close) < low[1] C7 = Average[20](Close) < open[1] C8 = Average[9](Close) < low[1] C9 = Average[9](Close) < open[1] C10 = Average[50](Close) < low C11 = Average[50](Close) < open C12 = Average[20](Close) < low C13 = Average[20](Close) < open C14 = Average[9](Close) < low C15 = Average[9](Close) < open if C1 AND C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C14 AND C15 then BUY 1 CONTRACT at open LIMIT SET TARGET pPROFIT MiProfit SL = close / 100 * 2 //2% SL SET STOP LOSS SL NumeroEstrategia = 10 ENDIF ENDIF ENDIF // // incremental Trailing Stop (based on Percentages) // NewTrade = (OnMarket AND Not OnMarket[1]) OR (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) // IF Not OnMarket OR NewTrade THEN //reset to default values when a new trade has been opened PerCentTP = 2.0 //2.0% is TP PerCentStart = 0.2 //0.2% is the Trailing Stop trigger level PerCentStep = 0.2 //0.2% is each subsequent step PerCentSaved = 0.1 //0.1% is how much profit has to be saved when trailing starts and every step Multiplier = 1.5 //1.5 is how much PerCentSaved is incremented each trailing step // 1.5 is a 50% increment, so that: // 0.1% becomes 0.15%, then // 0.15% becomes 0.225%, then // 0.225% becomes 0.3375%, etc... Distance = 6 //6 pip distance from current price (if required by the broker) MySL = 0 ProfitPerCent = 0 ENDIF IF OnMarket THEN IF MySL = 0 THEN PCent = PositionPrice * PerCentTP / 100 PStart = PositionPrice * PerCentStart / 100 PStep = PositionPrice * PerCentStep / 100 PSaved = PositionPrice * PerCentSaved / 100 ENDIF // // check if Trailing Stop has to be triggered // IF MySL = 0 THEN IF LongOnMarket THEN IF (close - PositionPrice) >= PStart THEN MySL = min(close,PositionPrice + PSaved) PSaved = PSaved * Multiplier ENDIF ELSIF ShortOnMarket THEN IF (PositionPrice - close) >= PStart THEN MySL = max(close,PositionPrice - PSaved) PSaved = PSaved * Multiplier ENDIF ENDIF ELSE // // check if another Step has been triggered // IF LongOnMarket THEN IF (close - MySL) >= PStep THEN MySL = min(close,MySL + PSaved) PSaved = PSaved * Multiplier ENDIF ELSIF ShortOnMarket THEN IF (MySL - close) >= PStep THEN MySL = max(close,MySL - PSaved) PSaved = PSaved * Multiplier ENDIF ENDIF ENDIF // // place Pending STOP orders // IF MySL > 0 THEN IF (MySL = close) OR (abs(MySL - close) < Distance) THEN //exit immediately in case MySL has reached // the current price or there's not enough DISTANCE SELL AT MARKET EXITSHORT AT MARKET ELSE SELL AT MySL STOP EXITSHORT AT MySL STOP ENDIF ENDIF ENDIF // //graphonprice PositionPrice coloured(0,0,0,255) AS "Entry" //graphonprice MySL coloured(0,128,0,155) AS "Trailing Stop" //IF LongOnMarket THEN //graphonprice PositionPrice - SL coloured(255,0,0,255) AS "Stop Loss" //ELSE //graphonprice PositionPrice + SL coloured(255,0,0,255) AS "Stop Loss" //ENDIF //graph PCent coloured(0,0,0,255) //graph PStart coloured(0,0,255,255) //graph PStep coloured(0,128,0,155) //graph PSaved coloured(255,0,0,255) //graph positionperf * positionprice / pipsize AS "Gain" //graph SL graph MaxDD

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  Timeframe(10 second,UpdateOnClose)   DrawDownLimit = 15000 // Cálculos de DrawDown // ONCE MaxPoint = 0 ONCE MaxDD    = 0 //------------------------------------------ //       EQUITY Equity        = StrategyProfit TempProfit    = PositionPerf * PositionPrice / PipSize * PipValue TempEquity    = Equity + TempProfit //------------------------------------------ //       DrawDown MaxPoint      = max(MaxPoint,TempEquity) DD            = MaxPoint - TempEquity MaxDD         = max(MaxDD,DD) // IF MaxDD >= DrawDownLimit THEN Quit ENDIF // //------------------------------------------   IF NOT longonmarket then HacerTrading = 0 Alcista = 0 endif   //// VARIABLES DE SISTEMA ////// EMA9 = Average[9](Close) EMA20 = Average[20](Close) EMA50 = Average[50](Close)   VolumenAnterior = Volume[1] RangoVelaAnterior1 = Range[1] RangoVelaAnterior2 = Range[2] IF close[1] > open[1] THEN Alcista = 1 ENDIF IF close[1] < open[1] THEN Alcista = 0 ENDIF NumeroEstrategia = 0     //REDUNDANCIA DE TAKEPROFIT Y DE STOP LOSS POR SI HAY ALGUNA COMBINACION QUE NO SE HAGA EN LAS SIGUIENTES MiProfit = 0.25 MiStop = 0.50   IF NOT LONGONMARKET THEN IF RangoVelaAnterior1 < 0.50 THEN HacerTrading = 0 ENDIF   IF RangoVelaAnterior1 >= 0.50 AND RangoVelaAnterior1 <= 0.75 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.50 MiStop = 0.50 ENDIF IF RangoVelaAnterior1 > 0.75 AND RangoVelaAnterior1 <= 1.25 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.50 MiStop = 0.50 ENDIF IF RangoVelaAnterior1 >= 1.50 AND RangoVelaAnterior2 > 2 AND Alcista = 1 THEN HacerTrading = 1 MiProfit = 0.75 MiStop = 0.50 ENDIF ENDIF   ////////////////////// FIN DE CONDICIONES DE RANGO Y DEFINICION DE TAKE PROFIT Y STOPS EN BASE A RANGOS DE VELA EN LA ENTRADA   ///////////////////   IF HacerTrading = 1 THEN   IF NOT  longonmarket AND NumeroEstrategia = 0 THEN C1 = summation[2](close>open) < 3 C2 = summation[2](close>open) > 1 C3 = EMA9 > EMA20 AND EMA20 > EMA50 C4 = Average[50](Close) < low[1] C5 = Average[50](Close) < open[1] C6 = Average[20](Close) < low[1] C7 = Average[20](Close) < open[1] C8 = Average[9](Close) < low[1] C9 = Average[9](Close) < open[1]   C10 = Average[50](Close) < low C11 = Average[50](Close) < open C12 = Average[20](Close) < low C13 = Average[20](Close) < open C14 = Average[9](Close) < low C15 = Average[9](Close) < open   if C1 AND C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8 AND C9 AND C10 AND C11 AND C12 AND C13 AND C14  AND C15 then BUY 1 CONTRACT at open LIMIT SET TARGET pPROFIT MiProfit SL = close / 100 * 2      //2% SL SET STOP LOSS SL NumeroEstrategia = 10 ENDIF ENDIF   ENDIF   // // incremental Trailing Stop (based on Percentages) // NewTrade         = (OnMarket AND Not OnMarket[1]) OR (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) // IF Not OnMarket OR NewTrade THEN //reset to default values when a new trade has been opened PerCentTP     = 2.0           //2.0%  is TP PerCentStart  = 0.2           //0.2%  is the Trailing Stop trigger level PerCentStep   = 0.2           //0.2%  is each subsequent step PerCentSaved  = 0.1           //0.1%  is how much profit has to be saved when trailing starts and every step Multiplier    = 1.5           //1.5   is how much PerCentSaved is incremented each trailing step //                                    1.5 is a 50% increment, so that: //                                         0.1%   becomes 0.15%,   then //                                         0.15%  becomes 0.225%,  then //                                         0.225% becomes 0.3375%, etc... Distance      = 6             //6     pip distance from current price (if required by the broker) MySL          = 0 ProfitPerCent = 0 ENDIF IF OnMarket THEN IF MySL = 0 THEN PCent      = PositionPrice * PerCentTP    / 100 PStart     = PositionPrice * PerCentStart / 100 PStep      = PositionPrice * PerCentStep  / 100 PSaved     = PositionPrice * PerCentSaved / 100 ENDIF // // check if Trailing Stop has to be triggered // IF MySL = 0 THEN IF LongOnMarket THEN IF (close - PositionPrice) >= PStart THEN MySL   = min(close,PositionPrice + PSaved) PSaved = PSaved * Multiplier ENDIF ELSIF ShortOnMarket THEN IF (PositionPrice - close) >= PStart THEN MySL   = max(close,PositionPrice - PSaved) PSaved = PSaved * Multiplier ENDIF ENDIF ELSE // // check if another Step has been triggered // IF LongOnMarket THEN IF (close - MySL) >= PStep THEN MySL   = min(close,MySL + PSaved) PSaved = PSaved * Multiplier ENDIF ELSIF ShortOnMarket THEN IF (MySL - close) >= PStep THEN MySL   = max(close,MySL - PSaved) PSaved = PSaved * Multiplier ENDIF ENDIF ENDIF // // place Pending STOP orders // IF MySL > 0 THEN IF (MySL = close) OR (abs(MySL - close) < Distance) THEN //exit immediately in case MySL has reached //                                                      the current price or there's not enough DISTANCE SELL      AT MARKET EXITSHORT AT MARKET ELSE SELL      AT MySL STOP EXITSHORT AT MySL STOP ENDIF ENDIF ENDIF // //graphonprice PositionPrice       coloured(0,0,0,255)      AS "Entry" //graphonprice MySL                coloured(0,128,0,155)    AS "Trailing Stop" //IF LongOnMarket THEN //graphonprice PositionPrice - SL  coloured(255,0,0,255) AS "Stop Loss" //ELSE //graphonprice PositionPrice + SL  coloured(255,0,0,255) AS "Stop Loss" //ENDIF //graph PCent  coloured(0,0,0,255) //graph PStart coloured(0,0,255,255) //graph PStep  coloured(0,128,0,155) //graph PSaved coloured(255,0,0,255) //graph positionperf * positionprice / pipsize              AS "Gain" //graph SL graph MaxDD

   

   

   

   

   

  

  robertogozzi

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