Rendere possibile un trade long e uno short nella stessa giornata

• 02/07/2019 at 10:10 PM #90786
  volpiemanuele

  Ho creato una strategia basata su dei livelli. Funziona correttamente ma non riesco a fargli fare due entrate nella stessa giornata. Mi spiego meglio. Supponiamo si attivi la condizione long. Questa puo’ andare a TP o prendere SL o raggiungere altro livello (quello per lo short). Io vorrei che se va long e va a TP e una volta flat se si attiva nella stessa giornata la condizione short entra anche su quella e viceversa. Ovviamente non si deve attivare nella stessa giornata una stessa posizione due volte (due long o due short no). Inoltre se la posizione è long e non raggiune ne TP ne SL ma si attiva la condizione short va in stop and reverse (questa dovrebbe già funzionare cosi). Spero di essermi spiegato.

  Entrata a rottura livelli

  //------------------------------------------------------------------------- // Main code : Lunch //------------------------------------------------------------------------- // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000 if IntradayBarIndex = 0 then lx=0 sx=0 endif once upper=0 once lower=0 //starttime = 080000 endtime = 120000 finaltime= 220000 If Time = endtime then upper=highest[48](high) lower=lowest[48](low) dif=round(abs((lower-upper)*pipsize*pointvalue)) dif3=round(dif/3) Rialzo= upper-dif3 Ribasso=lower+dif3 endif // positionsize and stops positionsize = 1 sl = 0.2 // % Stoploss pt = 0.3// % Profit Target ts = 0.35 // % MFETrailing ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimeFriday=173000 tt1 = time >= endtime tt2 = time <= finaltime tradetime = tt1 and tt2 DayForbidden = 0 // 0=sunday df = dayofweek <> dayforbidden // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 Tradecounter=0 endif // general criteria GeneralCriteria = tradetime and df // trade criteria tcLong = countoflongshares < 1 and longtradecounter < 1 and tradecounter <1 tcShort = countofshortshares < 1 and shorttradecounter < 1 and tradecounter <1 if close > rialzo then lx=1 else lx=0 endif if close < ribasso then sx=1 else sx=0 endif // long entry If GeneralCriteria then if lx and tcLong then buy positionsize contract at market longtradecounter=longtradecounter + 1 tradecounter=tradecounter+1 endif endif // short entry If GeneralCriteria then if sx and tcShort then sellshort positionsize contract at market shorttradecounter=shorttradecounter + 1 tradecounter=tradecounter+1 endif endif MFETrailing=1 WTrailing=1 // MFETrailing if MFETrailing then trailingstop = (tradeprice/100)*ts if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=trailingstop*pipsize then priceexit = MAXPRICE-trailingstop*pipsize endif endif if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=trailingstop*pipsize then priceexit = MINPRICE+trailingstop*pipsize endif endif If onmarket and WTrailing=0 and priceexit>0 then sell at market exitshort at market endif endif // exit larry williams If WTrailing and MFETrailing then count=1 i=0 j=i+1 tot=0 while count<4 do tot=tot+1 if (low[j]>=low[i]) and (high[j]<=high[i]) then //inside bar j=j+1 else count=count+1 i=i+1 J=i+1 endif wend basso=lowest[tot](low) alto=highest[tot](high) if close>alto[1] then ref=basso endif if close<basso[1] then ref=alto endif if onmarket and priceexit>0 then if high<ref then sell at market endif If low>ref then exitshort at market endif endif endif // exit at closetime If onmarket then if time >= closetime then sell at market exitshort at market endif endif // exit friday at set closetime if onmarket then if (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif // build-in exit SET TARGET %PROFIT pt SET STOP %LOSS sl

  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 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179

  //------------------------------------------------------------------------- // Main code : Lunch //-------------------------------------------------------------------------   // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000   if IntradayBarIndex = 0 then lx=0 sx=0 endif   once upper=0 once lower=0 //starttime = 080000 endtime =   120000 finaltime= 220000   If Time = endtime then upper=highest[48](high) lower=lowest[48](low) dif=round(abs((lower-upper)*pipsize*pointvalue)) dif3=round(dif/3) Rialzo= upper-dif3 Ribasso=lower+dif3 endif   // positionsize and stops positionsize = 1 sl = 0.2  // % Stoploss pt = 0.3// % Profit Target ts = 0.35  // % MFETrailing     ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimeFriday=173000   tt1 = time >= endtime tt2 = time <= finaltime tradetime = tt1 and tt2   DayForbidden = 0 // 0=sunday df = dayofweek <> dayforbidden   // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 Tradecounter=0 endif   // general criteria GeneralCriteria =  tradetime and df   // trade criteria tcLong =   countoflongshares < 1 and longtradecounter < 1 and tradecounter <1 tcShort =  countofshortshares < 1 and shorttradecounter < 1 and tradecounter <1     if close > rialzo then lx=1 else lx=0 endif   if close < ribasso then sx=1 else sx=0 endif     // long entry If GeneralCriteria then if lx and tcLong then buy positionsize contract at market longtradecounter=longtradecounter + 1 tradecounter=tradecounter+1 endif endif   // short entry If GeneralCriteria then if sx and tcShort then sellshort positionsize contract at market shorttradecounter=shorttradecounter + 1 tradecounter=tradecounter+1 endif endif   MFETrailing=1   WTrailing=1   // MFETrailing if MFETrailing then trailingstop = (tradeprice/100)*ts if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=trailingstop*pipsize then priceexit = MAXPRICE-trailingstop*pipsize endif endif if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=trailingstop*pipsize then priceexit = MINPRICE+trailingstop*pipsize endif endif If onmarket and WTrailing=0 and priceexit>0 then sell at market exitshort at market endif endif // exit larry williams If WTrailing and MFETrailing then count=1 i=0 j=i+1 tot=0 while count<4 do tot=tot+1 if (low[j]>=low[i]) and (high[j]<=high[i]) then //inside bar j=j+1 else count=count+1 i=i+1 J=i+1 endif wend basso=lowest[tot](low) alto=highest[tot](high) if close>alto[1] then ref=basso endif if close<basso[1] then ref=alto endif if onmarket and priceexit>0 then if   high<ref then sell at market endif If  low>ref then exitshort at market endif endif endif   // exit at closetime If onmarket then if time >= closetime then sell at market exitshort at market endif endif   // exit friday at set closetime if onmarket then if (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif   // build-in exit SET TARGET %PROFIT pt SET STOP %LOSS sl

   

  

  volpiemanuele

  Participant

  Topics: 35

  Replies: 189

  Been thanked: 49 times
  02/08/2019 at 12:58 AM #90806
  robertogozzi

  Per evitare che possa entrare più volte nella stessa direzione ho aggiunto le variabili GoLong e GoShort che se avranno valore 1 consentiranno di entrare a mercato, altrimenti no. Ad inizio giornata si resettano al valore di default 1 per riprendere la normale operatività.

  La linea 24, oppure la 29 della mia versione, devi variarla così (divisione al posto della moltiplicazione per trasformare il prezzo in pips, mentre si usa la moltiplicazione per trasformare i pips in prezzo, come nel trailing stop):

  dif=round(abs((lower-upper)/pipsize*pointvalue))

  1	dif=round(abs((lower-upper)/pipsize*pointvalue))

  Ad ogni modo adesso mi sembra funzioni (l’ho provato sul mini EurUsd a 30 minuti), provalo:

  //------------------------------------------------------------------------- // Main code : Lunch //------------------------------------------------------------------------- // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000 ONCE GoLong = 1 ONCE GoShort = 1 if IntradayBarIndex = 0 then lx=0 sx=0 GoLong = 1 GoShort = 1 endif once upper=0 once lower=0 //starttime = 080000 endtime = 120000 finaltime= 220000 If Time = endtime then upper=highest[48](high) lower=lowest[48](low) dif=round(abs((lower-upper)/pipsize*pointvalue)) dif3=round(dif/3) Rialzo= upper-dif3 Ribasso=lower+dif3 endif // positionsize and stops positionsize = 1 sl = 0.2 // % Stoploss pt = 0.3// % Profit Target ts = 0.35 // % MFETrailing ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimeFriday=173000 tt1 = time >= endtime tt2 = time <= finaltime tradetime = tt1 and tt2 DayForbidden = 0 // 0=sunday df = dayofweek <> dayforbidden // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 Tradecounter=0 endif // general criteria GeneralCriteria = tradetime and df // trade criteria tcLong = countoflongshares < 1 and longtradecounter < 1 and tradecounter <1 tcShort = countofshortshares < 1 and shorttradecounter < 1 and tradecounter <1 if close > rialzo then lx=1 else lx=0 endif if close < ribasso then sx=1 else sx=0 endif // long entry If GeneralCriteria then if lx and tcLong and GoLong then buy positionsize contract at market GoLong = 0 longtradecounter=longtradecounter + 1 tradecounter=tradecounter+1 endif endif // short entry If GeneralCriteria then if sx and tcShort and GoShort then sellshort positionsize contract at market GoShort = 0 shorttradecounter=shorttradecounter + 1 tradecounter=tradecounter+1 endif endif MFETrailing=1 WTrailing=1 // MFETrailing if MFETrailing then trailingstop = (tradeprice/100)*ts if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=trailingstop*pipsize then priceexit = MAXPRICE-trailingstop*pipsize endif endif if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=trailingstop*pipsize then priceexit = MINPRICE+trailingstop*pipsize endif endif If onmarket and WTrailing=0 and priceexit>0 then sell at market exitshort at market endif endif // exit larry williams If WTrailing and MFETrailing then count=1 i=0 j=i+1 tot=0 while count<4 do tot=tot+1 if (low[j]>=low[i]) and (high[j]<=high[i]) then //inside bar j=j+1 else count=count+1 i=i+1 J=i+1 endif wend basso=lowest[tot](low) alto=highest[tot](high) if close>alto[1] then ref=basso endif if close<basso[1] then ref=alto endif if onmarket and priceexit>0 then if high<ref then sell at market endif If low>ref then exitshort at market endif endif endif // exit at closetime If onmarket then if time >= closetime then sell at market exitshort at market endif endif // exit friday at set closetime if onmarket then if (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif // build-in exit SET TARGET %PROFIT pt SET STOP %LOSS sl

  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 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186

  //------------------------------------------------------------------------- // Main code : Lunch //------------------------------------------------------------------------- // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000   ONCE GoLong  = 1 ONCE GoShort = 1   if IntradayBarIndex = 0 then lx=0 sx=0 GoLong  = 1 GoShort = 1 endif once upper=0 once lower=0 //starttime = 080000 endtime =   120000 finaltime= 220000 If Time = endtime then upper=highest[48](high) lower=lowest[48](low) dif=round(abs((lower-upper)/pipsize*pointvalue)) dif3=round(dif/3) Rialzo= upper-dif3 Ribasso=lower+dif3 endif // positionsize and stops positionsize = 1 sl = 0.2  // % Stoploss pt = 0.3// % Profit Target ts = 0.35  // % MFETrailing ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimeFriday=173000 tt1 = time >= endtime tt2 = time <= finaltime tradetime = tt1 and tt2 DayForbidden = 0 // 0=sunday df = dayofweek <> dayforbidden // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 Tradecounter=0 endif // general criteria GeneralCriteria =  tradetime and df // trade criteria tcLong =   countoflongshares < 1 and longtradecounter < 1 and tradecounter <1 tcShort =  countofshortshares < 1 and shorttradecounter < 1 and tradecounter <1 if close > rialzo then lx=1 else lx=0 endif if close < ribasso then sx=1 else sx=0 endif // long entry If GeneralCriteria then if lx and tcLong and GoLong then buy positionsize contract at market GoLong = 0 longtradecounter=longtradecounter + 1 tradecounter=tradecounter+1 endif endif // short entry If GeneralCriteria then if sx and tcShort and GoShort then sellshort positionsize contract at market GoShort = 0 shorttradecounter=shorttradecounter + 1 tradecounter=tradecounter+1 endif endif MFETrailing=1 WTrailing=1 // MFETrailing if MFETrailing then trailingstop = (tradeprice/100)*ts if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=trailingstop*pipsize then priceexit = MAXPRICE-trailingstop*pipsize endif endif if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=trailingstop*pipsize then priceexit = MINPRICE+trailingstop*pipsize endif endif If onmarket and WTrailing=0 and priceexit>0 then sell at market exitshort at market endif endif // exit larry williams If WTrailing and MFETrailing then count=1 i=0 j=i+1 tot=0 while count<4 do tot=tot+1 if (low[j]>=low[i]) and (high[j]<=high[i]) then //inside bar j=j+1 else count=count+1 i=i+1 J=i+1 endif wend basso=lowest[tot](low) alto=highest[tot](high) if close>alto[1] then ref=basso endif if close<basso[1] then ref=alto endif if onmarket and priceexit>0 then if   high<ref then sell at market endif If  low>ref then exitshort at market endif endif endif // exit at closetime If onmarket then if time >= closetime then sell at market exitshort at market endif endif // exit friday at set closetime if onmarket then if (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif // build-in exit SET TARGET %PROFIT pt SET STOP %LOSS sl

   

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17151

  Been thanked: 4040 times
  02/08/2019 at 6:36 AM #90809
  volpiemanuele

  Grazie…ho inserito l’impostazione della variabile golong/goshort all’interno della routine IntradayBarIndex cosi si resetta ogni giorno..altrimenti nei giorni successivi non entrava piu’ (la strategia l’ho testata germany cash 1 euro time frame 5 minuti)

  Poi ho fatto altra versione che nello stesso giorno puo’ entrare sia long che short ma solo una volta per ciascuna direzione.

  //------------------------------------------------------------------------- // Main code : Lunch //------------------------------------------------------------------------- // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000 if IntradayBarIndex = 0 then GoLong = 1 GoShort = 1 lx=0 sx=0 endif once upper=0 once lower=0 //starttime = 080000 endtime = 120000 finaltime= 220000 If Time = endtime then upper=highest[48](high) lower=lowest[48](low) dif=round(abs((lower-upper)/pipsize*pointvalue)) dif3=round(dif/3) Rialzo= upper-dif3 Ribasso=lower+dif3 endif // positionsize and stops positionsize = 1 sl = 0.2 // % Stoploss pt = 0.3// % Profit Target ts = 0.35 // % MFETrailing ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimeFriday=173000 tt1 = time >= endtime tt2 = time <= finaltime tradetime = tt1 and tt2 DayForbidden = 0 // 0=sunday df = dayofweek <> dayforbidden // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 Tradecounter=0 endif // general criteria GeneralCriteria = tradetime and df // trade criteria tcLong = countoflongshares < 1 and longtradecounter < 1 and tradecounter <1 tcShort = countofshortshares < 1 and shorttradecounter < 1 and tradecounter <1 if close > rialzo then lx=1 else lx=0 endif if close < ribasso then sx=1 else sx=0 endif // long entry If GeneralCriteria then if lx and tcLong and GoLong then buy positionsize contract at market GoLong = 0 longtradecounter=longtradecounter + 1 tradecounter=tradecounter+1 endif endif // short entry If GeneralCriteria then if sx and tcShort and GoShort then sellshort positionsize contract at market GoShort = 0 shorttradecounter=shorttradecounter + 1 tradecounter=tradecounter+1 endif endif MFETrailing=1 WTrailing=1 // MFETrailing if MFETrailing then trailingstop = (tradeprice/100)*ts if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=trailingstop*pipsize then priceexit = MAXPRICE-trailingstop*pipsize endif endif if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=trailingstop*pipsize then priceexit = MINPRICE+trailingstop*pipsize endif endif If onmarket and WTrailing=0 and priceexit>0 then sell at market exitshort at market endif endif // exit larry williams If WTrailing and MFETrailing then count=1 i=0 j=i+1 tot=0 while count<4 do tot=tot+1 if (low[j]>=low[i]) and (high[j]<=high[i]) then //inside bar j=j+1 else count=count+1 i=i+1 J=i+1 endif wend basso=lowest[tot](low) alto=highest[tot](high) if close>alto[1] then ref=basso endif if close<basso[1] then ref=alto endif if onmarket and priceexit>0 then if high<ref then sell at market endif If low>ref then exitshort at market endif endif endif // exit at closetime If onmarket then if time >= closetime then sell at market exitshort at market endif endif // exit friday at set closetime if onmarket then if (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif // build-in exit SET TARGET %PROFIT pt SET STOP %LOSS sl

  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 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185

  //------------------------------------------------------------------------- // Main code : Lunch //-------------------------------------------------------------------------   // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000       if IntradayBarIndex = 0 then GoLong  = 1 GoShort = 1 lx=0 sx=0 endif   once upper=0 once lower=0 //starttime = 080000 endtime =   120000 finaltime= 220000   If Time = endtime then upper=highest[48](high) lower=lowest[48](low) dif=round(abs((lower-upper)/pipsize*pointvalue)) dif3=round(dif/3) Rialzo= upper-dif3 Ribasso=lower+dif3 endif   // positionsize and stops positionsize = 1 sl = 0.2  // % Stoploss pt = 0.3// % Profit Target ts = 0.35  // % MFETrailing     ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimeFriday=173000   tt1 = time >= endtime tt2 = time <= finaltime tradetime = tt1 and tt2   DayForbidden = 0 // 0=sunday df = dayofweek <> dayforbidden   // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 Tradecounter=0 endif   // general criteria GeneralCriteria =  tradetime and df   // trade criteria tcLong =   countoflongshares < 1 and longtradecounter < 1 and tradecounter <1 tcShort =  countofshortshares < 1 and shorttradecounter < 1 and tradecounter <1     if close > rialzo then lx=1 else lx=0 endif   if close < ribasso then sx=1 else sx=0 endif     // long entry If GeneralCriteria then if lx and tcLong and GoLong then buy positionsize contract at market GoLong = 0 longtradecounter=longtradecounter + 1 tradecounter=tradecounter+1 endif endif   // short entry If GeneralCriteria then if sx and tcShort and GoShort then sellshort positionsize contract at market GoShort = 0 shorttradecounter=shorttradecounter + 1 tradecounter=tradecounter+1 endif endif   MFETrailing=1   WTrailing=1   // MFETrailing if MFETrailing then trailingstop = (tradeprice/100)*ts if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=trailingstop*pipsize then priceexit = MAXPRICE-trailingstop*pipsize endif endif if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=trailingstop*pipsize then priceexit = MINPRICE+trailingstop*pipsize endif endif If onmarket and WTrailing=0 and priceexit>0 then sell at market exitshort at market endif endif // exit larry williams If WTrailing and MFETrailing then count=1 i=0 j=i+1 tot=0 while count<4 do tot=tot+1 if (low[j]>=low[i]) and (high[j]<=high[i]) then //inside bar j=j+1 else count=count+1 i=i+1 J=i+1 endif wend basso=lowest[tot](low) alto=highest[tot](high) if close>alto[1] then ref=basso endif if close<basso[1] then ref=alto endif if onmarket and priceexit>0 then if   high<ref then sell at market endif If  low>ref then exitshort at market endif endif endif   // exit at closetime If onmarket then if time >= closetime then sell at market exitshort at market endif endif   // exit friday at set closetime if onmarket then if (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif   // build-in exit SET TARGET %PROFIT pt SET STOP %LOSS sl

  //------------------------------------------------------------------------- // Main code : Lunch //------------------------------------------------------------------------- // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000 if IntradayBarIndex = 0 then GoLong = 1 GoShort = 1 lx=0 sx=0 endif once upper=0 once lower=0 //starttime = 080000 endtime = 120000 finaltime= 220000 If Time = endtime then upper=highest[48](high) lower=lowest[48](low) dif=round(abs((lower-upper)/pipsize*pointvalue)) dif3=round(dif/3) Rialzo= upper-dif3 Ribasso=lower+dif3 endif // positionsize and stops positionsize = 1 sl = 0.2 // % Stoploss pt = 0.3// % Profit Target ts = 0.35 // % MFETrailing ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimeFriday=173000 tt1 = time >= endtime tt2 = time <= finaltime tradetime = tt1 and tt2 DayForbidden = 0 // 0=sunday df = dayofweek <> dayforbidden // setup number of trades intraday // general criteria GeneralCriteria = tradetime and df // trade criteria if close > rialzo then lx=1 else lx=0 endif if close < ribasso then sx=1 else sx=0 endif // long entry If GeneralCriteria then if lx and GoLong then buy positionsize contract at market GoLong = 0 endif endif // short entry If GeneralCriteria then if sx and GoShort then sellshort positionsize contract at market GoShort = 0 endif endif MFETrailing=1 WTrailing=1 // MFETrailing if MFETrailing then trailingstop = (tradeprice/100)*ts if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=trailingstop*pipsize then priceexit = MAXPRICE-trailingstop*pipsize endif endif if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=trailingstop*pipsize then priceexit = MINPRICE+trailingstop*pipsize endif endif If onmarket and WTrailing=0 and priceexit>0 then sell at market exitshort at market endif endif // exit larry williams If WTrailing and MFETrailing then count=1 i=0 j=i+1 tot=0 while count<4 do tot=tot+1 if (low[j]>=low[i]) and (high[j]<=high[i]) then //inside bar j=j+1 else count=count+1 i=i+1 J=i+1 endif wend basso=lowest[tot](low) alto=highest[tot](high) if close>alto[1] then ref=basso endif if close<basso[1] then ref=alto endif if onmarket and priceexit>0 then if high<ref then sell at market endif If low>ref then exitshort at market endif endif endif // exit at closetime If onmarket then if time >= closetime then sell at market exitshort at market endif endif // exit friday at set closetime if onmarket then if (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif // build-in exit SET TARGET %PROFIT pt SET STOP %LOSS sl

  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 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178

  //------------------------------------------------------------------------- // Main code : Lunch //-------------------------------------------------------------------------   // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000       if IntradayBarIndex = 0 then GoLong  = 1 GoShort = 1 lx=0 sx=0 endif   once upper=0 once lower=0 //starttime = 080000 endtime =   120000 finaltime= 220000   If Time = endtime then upper=highest[48](high) lower=lowest[48](low) dif=round(abs((lower-upper)/pipsize*pointvalue)) dif3=round(dif/3) Rialzo= upper-dif3 Ribasso=lower+dif3 endif   // positionsize and stops positionsize = 1 sl = 0.2  // % Stoploss pt = 0.3// % Profit Target ts = 0.35  // % MFETrailing     ONCE closetime = 240000 // greater then 23.59 means it continues position overnight ONCE closetimeFriday=173000   tt1 = time >= endtime tt2 = time <= finaltime tradetime = tt1 and tt2   DayForbidden = 0 // 0=sunday df = dayofweek <> dayforbidden   // setup number of trades intraday     // general criteria GeneralCriteria =  tradetime and df   // trade criteria       if close > rialzo then lx=1 else lx=0 endif   if close < ribasso then sx=1 else sx=0 endif     // long entry If GeneralCriteria then if lx  and GoLong then buy positionsize contract at market GoLong = 0   endif endif   // short entry If GeneralCriteria then if sx  and GoShort then sellshort positionsize contract at market GoShort = 0   endif endif   MFETrailing=1   WTrailing=1   // MFETrailing if MFETrailing then trailingstop = (tradeprice/100)*ts if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=trailingstop*pipsize then priceexit = MAXPRICE-trailingstop*pipsize endif endif if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=trailingstop*pipsize then priceexit = MINPRICE+trailingstop*pipsize endif endif If onmarket and WTrailing=0 and priceexit>0 then sell at market exitshort at market endif endif // exit larry williams If WTrailing and MFETrailing then count=1 i=0 j=i+1 tot=0 while count<4 do tot=tot+1 if (low[j]>=low[i]) and (high[j]<=high[i]) then //inside bar j=j+1 else count=count+1 i=i+1 J=i+1 endif wend basso=lowest[tot](low) alto=highest[tot](high) if close>alto[1] then ref=basso endif if close<basso[1] then ref=alto endif if onmarket and priceexit>0 then if   high<ref then sell at market endif If  low>ref then exitshort at market endif endif endif   // exit at closetime If onmarket then if time >= closetime then sell at market exitshort at market endif endif   // exit friday at set closetime if onmarket then if (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif   // build-in exit SET TARGET %PROFIT pt SET STOP %LOSS sl

   

  

  volpiemanuele

  Participant

  Topics: 35

  Replies: 189

  Been thanked: 49 times
• Author
  Posts