// Définition des paramètres du code
DEFPARAM CumulateOrders = False // Cumul des positions désactivé
//DEFPARAM FLATBEFORE = 091500
//DEFPARAM FLATAFTER = 154500
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
//Indicateurs de tendance
Pivot = (DHigh(1) + DLow(1) + DClose(1) + DOpen(0))/4
//Indicateurs de prise de positions
//Position acheteuse
//declare the strategy on the 15 minutes timeframe
timeframe(15 minute, updateonclose)
MMA100M15 = (ExponentialAverage[100](close))
MMA300M15 = (ExponentialAverage[300](close))
MMA600M15 = (ExponentialAverage[600](close))
MMA1000M15 = (ExponentialAverage[1000](close))
IndM15 = RSI[7](Close)
xM15 = 0.1 * (IndM15 - 50)
yM15 = (EXP (2 * xM15) - 1) / (EXP (2 * xM15) + 1)
zM15 = 50 * (yM15 + 1)
TimeM15aa = Close > MMA100M15
TimeM15ab = Close > MMA300M15
TimeM15ac = Close > MMA600M15
TimeM15ad = Close > MMA1000M15
TimeM15ae = zM15 < 38.2
buyconditionM15 = (TimeM15aa and TimeM15ab and TimeM15ac and TimeM15ad and TimeM15ae)
//declare the strategy on the 5 minutes timeframe
timeframe(5 minute, updateonclose)
MMA100M5 = (ExponentialAverage[100](close))
MMA300M5 = (ExponentialAverage[300](close))
MMA600M5 = (ExponentialAverage[600](close))
MMA1000M5 = (ExponentialAverage[1000](close))
IndM5 = RSI[7](Close)
xM5 = 0.1 * (IndM5 - 50)
yM5 = (EXP (2 * xM5) - 1) / (EXP (2 * xM5) + 1)
zM5 = 50 * (yM5 + 1)
TimeM5aa = Close > MMA100M5
TimeM5ab = Close > MMA300M5
TimeM5ac = Close > MMA600M5
TimeM5ad = Close > MMA1000M5
TimeM5ae = zM5 < 38.2
buyconditionM5 = (TimeM5aa and TimeM5ab and TimeM5ac and TimeM5ad and TimeM5ae)
//declare the strategy on the 1 minutes Default
timeframe(1 minute, Default)
MMA100Dft = (ExponentialAverage[100](close))
MMA300Dft = (ExponentialAverage[300](close))
MMA600Dft = (ExponentialAverage[600](close))
MMA1000Dft = (ExponentialAverage[1000](close))
IndDft = RSI[7](Close)
xDft = 0.1 * (IndDft - 50)
yDft = (EXP (2 * xDft) - 1) / (EXP (2 * xDft) + 1)
zDft = 50 * (yDft + 1)
TimeM1aa = Close > Pivot
TimeM1ab = Close > MMA100Dft
TimeM1ac = Close > MMA300Dft
TimeM1ad = Close > MMA600Dft
TimeM1ae = Close > MMA1000Dft
TimeM1af = zDft < 38.2
buyconditiondft = (TimeM1aa and TimeM1ab and TimeM1ac and TimeM1ad and TimeM1ae and TimeM1af)
if (buyconditionM15 and buyconditionM5 and buyconditionDft) and not daysForbiddenEntry then
buy 0.3 share at market
endif
//Position Vendeuse
//declare the strategy on the 15 minutes timeframe
timeframe(15 minute, updateonclose)
TimeM15va = Close < MMA100M15
TimeM15vb = Close < MMA300M15
TimeM15vc = Close < MMA600M15
TimeM15vd = Close < MMA1000M15
TimeM15ve = zM15 > 61.8
sellconditionM15 = (TimeM15va and TimeM15vb and TimeM15vc and TimeM15vd and TimeM15ve)
//declare the strategy on the 5 minutes timeframe
timeframe(5 minute, updateonclose)
TimeM5va = Close < MMA100M5
TimeM5vb = Close < MMA300M5
TimeM5vc = Close < MMA600M5
TimeM5vd = Close < MMA1000M5
TimeM5ve = zM5 > 61.8
sellconditionM5 = (TimeM5va and TimeM5vb and TimeM5vc and TimeM5vd and TimeM5ve)
//declare the strategy on the 1 minutes Default
timeframe(1 minute, Default)
TimeM1va = Close < Pivot
TimeM1vb = Close < MMA100Dft
TimeM1vc = Close < MMA300Dft
TimeM1vd = Close < MMA600Dft
TimeM1ve = Close < MMA1000Dft
TimeM1vf = zDft > 61.8
sellconditionDft = (TimeM1va and TimeM1vb and TimeM1vc and TimeM1vd and TimeM1ve and TimeM1vf)
if (sellconditionM15 and sellconditionM5 and sellconditionDft) and not daysForbiddenEntry then
sellshort 0.3 share at market
endif
//************************************************************************
//Stop Loss & Trailing function
SET STOP LOSS 27
trailingstart = 27 //trailing will start @trailinstart points profit
trailingstep = 9 //trailing step to move the "stoploss"
//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
Graphonprice pivot
Graphonprice MMA100M15
Graphonprice MMA300M15
Graphonprice MMA600M15
Graphonprice MMA1000M15
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