Defparam cumulateorders = false
// TAILLE DES POSITIONS
n = 1
// PARAMETRES
// high ratio = few positions
// AUD/JPY : ratio = 0.5 / SL = 0.8 / TP = 1.2 / Period = 12
// EUR/JPY : ratio = 0.6 / SL = 1 / TP = 0.8 / Period = 8
// GBP/JPY : ratio = 0.5 / SL = 0.6 / TP = 1 / Period = 8
// USD/JPY : ratio = 0.5 / SL = 1 / TP = 0.8 / Period = 12
ratio = 0.6
period = 8
// HORAIRES
startTime = 210000
endTime = 231500
exitLongTime = 210000
exitShortTime = 80000
// BOUGIE REFERENCE à StartTime
if time = startTime THEN
amplitude = highest[Period](high) - lowest[Period](low)
ouverture = close
endif
// LONGS & SHORTS : every day except Fridays
// entre StartTime et EndTime
if time >= startTime and time <= endTime and dayOfWeek <> 5 then
buy n shares at ouverture - amplitude*ratio limit
sellshort n shares at ouverture + amplitude*ratio limit
endif
// Stop Loss & Take Profit
// Stop e target
//SET STOP PLOSS 25
//SET TARGET PPROFIT 13 //395
//////////////////////////////////////////////////////////////////////////////////////////////////////////
// Trailing Stop
//------------------------------------------------------------------------------------
IF Not OnMarket THEN
TrailStart = 10 //10 Start trailing profits from this point
BasePerCent = 0.100 //10.0% Profit to keep
StepSize = 6 //6 Pips chunks to increase Percentage
PerCentInc = 0.100 //10.0% PerCent increment after each StepSize chunk
RoundTO = -0.5 //-0.5 rounds to Lower integer, +0.4 rounds to Higher integer
PriceDistance = 7 * pipsize//8.9 minimun distance from current price
y1 = 0
y2 = 0
ProfitPerCent = BasePerCent
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG
x1 = (close - tradeprice) / pipsize //convert price to pips
IF x1 >= TrailStart THEN //go ahead only if N+ pips
Diff1 = abs(TrailStart - x1)
Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO))
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc))
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))
y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN//SHORT
x2 = (tradeprice - close) / pipsize //convert price to pips
IF x2 >= TrailStart THEN //go ahead only if N+ pips
Diff2 = abs(TrailStart - x2)
Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO))
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc))
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))
y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit
ENDIF
ENDIF
IF y1 THEN //Place pending STOP order when y>0
SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price
IF abs(close - SellPrice) > PriceDistance THEN
IF close >= SellPrice THEN
SELL AT SellPrice STOP
ELSE
SELL AT SellPrice LIMIT
ENDIF
ELSE
SELL AT Market
ENDIF
ENDIF
IF y2 THEN //Place pending STOP order when y>0
ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price
IF abs(close - ExitPrice) > PriceDistance THEN
IF close <= ExitPrice THEN
EXITSHORT AT ExitPrice STOP
ELSE
EXITSHORT AT ExitPrice LIMIT
ENDIF
ELSE
EXITSHORT AT Market
ENDIF
ENDIF
set stop ploss 30
.
