Scalping EURUSD

• 04/11/2017 at 11:56 AM #31707
  victormork

  I have been reading about mean reverting strategies for intra days and in one article I red the author claimed that it’s actually easier to do it in the second half of the day when the movements are a bit smoother. To test this I made a simple bollinger band strategy and the result looks nice, but does anyone know if this is actually can perform on a longer period of time? I have only optimised the stop loss. Everything else is untouched.

  Defparam Cumulateorders = false n = 1 Starttime = 100000 Endtime = 220000 // Indicators blow = Bollingerdown[20] bhigh = Bollingerup[20] MA1 = Average[8] MA2 = Average[200] // LONG cb1 = (low < blow and close < blow) cb2 = (MA1 > MA2) cb3 = (currenttime > Starttime and currenttime < Endtime) IF NOT Longonmarket and cb1 and cb2 and cb3 THEN BUY n SHARES AT MARKET ENDIF cb4 = high > bhigh and close > bhigh IF cb4 Then sell n shares at market endif // SHORT cs1 = (high > bhigh and close > bhigh) cs2 = (MA1 < MA2) cs3 = (currenttime > Starttime and currenttime < Endtime) IF NOT Shortonmarket and cs1 and cs2 and cs3 THEN SELLSHORT n SHARES AT MARKET ENDIF cs4 = low < blow and close < blow IF cs4 Then Exitshort n shares at market endif SET STOP pLOSS 50

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  Defparam Cumulateorders = false   n = 1   Starttime = 100000 Endtime = 220000   // Indicators blow = Bollingerdown[20] bhigh = Bollingerup[20] MA1 = Average[8] MA2 = Average[200]   // LONG cb1 = (low < blow and close < blow) cb2 = (MA1 > MA2) cb3 = (currenttime > Starttime  and currenttime < Endtime)   IF NOT Longonmarket and cb1 and cb2 and cb3 THEN BUY n SHARES AT MARKET ENDIF   cb4 = high > bhigh and close > bhigh   IF cb4 Then sell n shares at market endif   // SHORT cs1 = (high > bhigh and close > bhigh) cs2 = (MA1 < MA2) cs3 = (currenttime > Starttime  and currenttime < Endtime)   IF NOT Shortonmarket and cs1 and cs2 and cs3 THEN SELLSHORT n SHARES AT MARKET ENDIF   cs4 = low < blow and close < blow   IF cs4 Then Exitshort n shares at market endif   SET STOP pLOSS 50

   

  

  victormork

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  04/11/2017 at 12:22 PM #31715
  victormork

  BTW – I have backtested with 0.6 pip spread.

  

  victormork

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  04/11/2017 at 1:50 PM #31719
  Eric

  Hi

  Looking good, i put it on demo

  i changed line 26 to only “sell at market”

  and line 41 to “exitshort at market”

   

   

  

  Eric

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  04/11/2017 at 1:55 PM #31722
  victormork

  Hi Eric!

  I’ve done the same. You can also change the exit conditions to only include the “close”. Including the other command makes no difference to the result.

  

  victormork

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  04/24/2017 at 11:00 AM #33156
  victormork

  Here is a quick version for USDJPY (5min) spread 0.8. I have not worked on optimisation yet. I hav added the ADX indicator.

  Defparam Cumulateorders = false Starttime = 100000 Endtime = 240000 // Indicators blow = Bollingerdown[20] bhigh = Bollingerup[20] MA1 = Average[8] MA2 = Average[200] ad = adx[21] adlevel = 23 // LONG cb1 = (low < blow and close < blow) cb2 = (MA1 > MA2) cb3 = (currenttime > Starttime and currenttime < Endtime) cb4 = (ad > adlevel) IF NOT Longonmarket and cb1 and cb2 and cb3 and cb4 THEN BUY 1 CONTRACT AT MARKET ENDIF cb8 = close > bhigh cb9 = LONGONMARKET AND DAYOFWEEK=5 AND TIME>=235000 IF cb8 OR cb9 Then sell at market endif // SHORT cs1 = (high > bhigh and close > bhigh) cs2 = (MA1 < MA2) cs3 = (currenttime > Starttime and currenttime < Endtime) cs4 = (ad > adlevel) IF NOT Shortonmarket and cs1 and cs2 and cs3 and cs4 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF cs8 = close < blow cs9 = SHORTONMARKET AND DAYOFWEEK=5 AND TIME>=235000 IF cs8 OR cs9 Then Exitshort at market endif SET STOP pLOSS 70

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  Defparam Cumulateorders = false   Starttime = 100000 Endtime = 240000   // Indicators blow = Bollingerdown[20] bhigh = Bollingerup[20] MA1 = Average[8] MA2 = Average[200] ad = adx[21] adlevel = 23   // LONG cb1 = (low < blow and close < blow) cb2 = (MA1 > MA2) cb3 = (currenttime > Starttime  and currenttime < Endtime) cb4 = (ad > adlevel)   IF NOT Longonmarket and cb1 and cb2 and cb3 and cb4 THEN BUY 1 CONTRACT AT MARKET ENDIF   cb8 = close > bhigh cb9 = LONGONMARKET AND DAYOFWEEK=5 AND TIME>=235000 IF cb8 OR cb9 Then sell at market endif   // SHORT cs1 = (high > bhigh and close > bhigh) cs2 = (MA1 < MA2) cs3 = (currenttime > Starttime  and currenttime < Endtime) cs4 = (ad > adlevel)   IF NOT Shortonmarket and cs1 and cs2 and cs3 and cs4 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   cs8 = close < blow cs9 = SHORTONMARKET AND DAYOFWEEK=5 AND TIME>=235000   IF cs8 OR cs9 Then Exitshort at market endif   SET STOP pLOSS 70

   

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  victormork

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  04/24/2017 at 1:03 PM #33181
  victormork

  Here is an updated version on the EURUSD. The major improvement is with focus on a lower draw down.

  Defparam Cumulateorders = false Starttime = 100000 Endtime = 240000 // Indicators blow = Bollingerdown[20] bhigh = Bollingerup[20] MA1 = Average[8] MA2 = Average[200] ad = adx[24] adlevel = 14 // LONG cb1 = (low < blow and close < blow) cb2 = (MA1 > MA2) cb3 = (currenttime > Starttime and currenttime < Endtime) cb4 = (ad > adlevel) IF NOT Longonmarket and cb1 and cb2 and cb3 and cb4 THEN BUY 1 CONTRACT AT MARKET ENDIF cb8 = close > bhigh cb9 = LONGONMARKET AND DAYOFWEEK=5 AND TIME>=230000 IF cb8 OR cb9 Then sell at market endif // SHORT cs1 = (high > bhigh and close > bhigh) cs2 = (MA1 < MA2) cs3 = (currenttime > Starttime and currenttime < Endtime) cs4 = (ad > adlevel) IF NOT Shortonmarket and cs1 and cs2 and cs3 and cs4 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF cs8 = close < blow cs9 = SHORTONMARKET AND DAYOFWEEK=5 AND TIME>=230000 IF cs8 OR cs9 Then Exitshort at market endif SET STOP pLOSS 50

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  Defparam Cumulateorders = false   Starttime = 100000 Endtime = 240000   // Indicators blow = Bollingerdown[20] bhigh = Bollingerup[20] MA1 = Average[8] MA2 = Average[200] ad = adx[24] adlevel = 14   // LONG cb1 = (low < blow and close < blow) cb2 = (MA1 > MA2) cb3 = (currenttime > Starttime  and currenttime < Endtime) cb4 = (ad > adlevel)   IF NOT Longonmarket and cb1 and cb2 and cb3 and cb4 THEN BUY 1 CONTRACT AT MARKET ENDIF   cb8 = close > bhigh cb9 = LONGONMARKET AND DAYOFWEEK=5 AND TIME>=230000   IF cb8 OR cb9 Then sell at market endif   // SHORT cs1 = (high > bhigh and close > bhigh) cs2 = (MA1 < MA2) cs3 = (currenttime > Starttime  and currenttime < Endtime) cs4 = (ad > adlevel)   IF NOT Shortonmarket and cs1 and cs2 and cs3 and cs4 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   cs8 = close < blow cs9 = SHORTONMARKET AND DAYOFWEEK=5 AND TIME>=230000   IF cs8 OR cs9 Then Exitshort at market endif   SET STOP pLOSS 50

   

  

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  04/24/2017 at 6:44 PM #33232
  Elsborgtrading

  Just a quick run.- It Looks like if only going short on the udsjpy ver- it gets better statistic. Long only provide 1.5%

  Cheers Kasper

  

  Elsborgtrading

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  04/25/2017 at 7:45 AM #33277
  victormork

  Hi Kasper!

  Where do you find the 1,5% gain? In my backtest (100 000 bars) I have the split 53,86%/87,5% between Long/short.

  1,5% would make sense on a 100 000  bars backtest because only about 3 months are positive trend, the rest is negative.

  

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  04/25/2017 at 8:41 AM #33283
  Elsborgtrading

  Hi Victor- I might be wrong- I will check again when home 🙂

   

  

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  04/25/2017 at 5:04 PM #33354
  Maz

  Hi guys,

  I like this one so if you don’t mind me contributing, I’ve made some modifications and thought I’d share.

  1. Logic optimization: The system is quite slow over many bars so I’ve made some logic optimizations to have it perform a bit faster. It makes a considerable difference during optimization. It could be further optimized, but keeping it as readable as possible for now.
  2. As people from all over might be working on this I’ve introduced a GMT timezone offset variable so that you can keep the same times and just change it to +1 (if in the EU)  or have fun with it. It’s a clean way to shift trading time constrains forward of back with 1 number
  3. Stop loss selection framework – currently I’ve just got 2 options there: a static stop loss or (the one selected currently) a ATR based dynamic stop loss. This seems to perform better on USD/JPY – haven’t tested any more yet.
  4. Variable optimization selection framework so you can keep the same code base and dump different variable sets. (I haven’t optimized all the variables yet)

  // ADX-Bollinger Mean Reversion v 1.12 // Version 0.22 // DEFPARAM cumulateOrders = false DEFPARAM preloadBars = 300 once positionSize = 1 once GMTOffset = 0 // Your time zone reletive to +/- GMT (in hours) 1=gmt | 2=cet once optimization = 1 // -- Optimizations selection -- if optimization = 1 then // USD_JPY :: M5 (Jan 2016- Apr 2017) startTime = 090000 // 100000 endTime = 230000 // 240000 fridayEndTime = 225000 // bolUpPeriod = 20 bolDnPeriod = 20 maShrtPeriod = 8 maLongPeriod = 200 adxPeriod = 21 adxThreshold = 22 stopLossMode = 2 // 1: Static | 2: Dynamic stopLoss = 70 // For Static stop slATRmultiple = 6 // For Dynamic stop elsif optimization = 2 then // Add your optimizations here // elsif optimization = 3 then // ... and so on endif // -- Time zone adjustments -- startTime = startTime + ( GMTOffset * 10000 ) endTime = endTime + ( GMTOffset * 10000 ) fridayEndTime = fridayEndTime + ( GMTOffset * 10000 ) // -- Indicators ----- bLow = BollingerDown[bolUpPeriod] bHigh = BollingerUp[bolDnPeriod] MA1 = average[maShrtPeriod] MA2 = average[maLongPeriod] ad = adx[adxPeriod] atr = averageTrueRange[40] // -- Entry conditions ----- // -- Common Conditions (for both long and short) -- isTradingTime = (currenttime > startTime and currenttime < endTime) atADXLevel = (ad > adxThreshold) isLateFriday = (dayOfWeek = 5 and time >= fridayEndTime) if isTradingTime and atADXLevel then // -- long conditions only -- bc1 = not longOnMarket //and isTradingTime and atADXLevel bc1 = bc1 and (max(low, close) < bLow) //(low < bLow and close < bLow) bc1 = bc1 and (MA1 > MA2) //and (MA2 > MA2[1]) // -- Short conditions only -- sc1 = not shortOnMarket //and isTradingTime and atADXLevel sc1 = sc1 and (min(high, close) > bHigh) //(high > bHigh and close > bHigh) sc1 = sc1 and (MA1 < MA2) //and (MA2 < MA2[1]) else bc1 = 0 sc1 = 0 endif if onMarket then // -- Long EXIT conditions only -- le1 = longOnMarket and ( (close > bHigh) or isLateFriday ) // -- Short EXIT conditions only -- se1 = shortOnMarket and ( (close < bLow) or isLateFriday ) else le1 = 0 se1 = 0 endif // -- Execution Handlers ----- if bc1 then buy positionSize contract at market elsif sc1 then sellShort positionSize contract at market elsif le1 then sell at market elsif se1 then exitshort at market endif if stopLossMode = 1 then // static stop loss SET STOP pLOSS stopLoss elsif stopLossMode = 2 then // dynamic ATR based stop loss SET STOP pLOSS (atr * slATRmultiple) elsif stopLossMode = 3 then // Time based stop // - na - elsif stopLossMode = 4 then // trailing stop // - na - endif

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  // ADX-Bollinger Mean Reversion v 1.12 // Version 0.22 //   DEFPARAM cumulateOrders = false DEFPARAM preloadBars    = 300   once positionSize = 1 once GMTOffset    = 0 // Your time zone reletive to +/- GMT (in hours) 1=gmt | 2=cet once optimization = 1   // -- Optimizations selection  --   if optimization = 1 then      // USD_JPY :: M5 (Jan 2016- Apr 2017) startTime     = 090000 // 100000 endTime       = 230000 // 240000 fridayEndTime = 225000 //   bolUpPeriod   = 20 bolDnPeriod   = 20 maShrtPeriod  = 8 maLongPeriod  = 200 adxPeriod     = 21 adxThreshold  = 22   stopLossMode  = 2          // 1: Static | 2: Dynamic stopLoss      = 70         //   For Static stop slATRmultiple = 6          //   For Dynamic stop   elsif optimization = 2 then   // Add your optimizations here   // elsif optimization = 3 then // ... and so on endif   // -- Time zone adjustments -- startTime     = startTime     + ( GMTOffset * 10000 ) endTime       = endTime       + ( GMTOffset * 10000 ) fridayEndTime = fridayEndTime + ( GMTOffset * 10000 )   // -- Indicators ----- bLow  = BollingerDown[bolUpPeriod] bHigh = BollingerUp[bolDnPeriod] MA1   = average[maShrtPeriod] MA2   = average[maLongPeriod] ad    = adx[adxPeriod] atr   = averageTrueRange[40]   // -- Entry conditions ----- // -- Common Conditions (for both long and short) -- isTradingTime = (currenttime > startTime  and currenttime < endTime) atADXLevel    = (ad > adxThreshold) isLateFriday  = (dayOfWeek = 5 and time >= fridayEndTime)   if isTradingTime and atADXLevel then // --  long conditions only -- bc1 = not longOnMarket //and isTradingTime and atADXLevel bc1 = bc1 and (max(low, close) < bLow) //(low < bLow and close < bLow) bc1 = bc1 and (MA1 > MA2) //and (MA2 > MA2[1])   // -- Short conditions only -- sc1 = not shortOnMarket //and isTradingTime and atADXLevel sc1 = sc1 and (min(high, close) > bHigh) //(high > bHigh and close > bHigh) sc1 = sc1 and (MA1 < MA2) //and (MA2 < MA2[1]) else bc1 = 0 sc1 = 0 endif   if onMarket then // -- Long EXIT conditions only -- le1 = longOnMarket and ( (close > bHigh) or isLateFriday ) // -- Short EXIT conditions only -- se1 = shortOnMarket and ( (close < bLow) or isLateFriday ) else le1 = 0 se1 = 0 endif   // -- Execution Handlers ----- if bc1 then buy positionSize contract at market elsif sc1 then sellShort positionSize contract at market   elsif le1 then sell at market elsif se1 then exitshort at market endif   if stopLossMode = 1 then           // static stop loss SET STOP pLOSS stopLoss   elsif stopLossMode = 2 then        // dynamic ATR based stop loss SET STOP pLOSS (atr * slATRmultiple)   elsif stopLossMode = 3 then        // Time based stop // - na - elsif stopLossMode = 4 then        // trailing stop // - na - endif

   

  Hope this helps. Any questions about what I did, let me know. Cheers @ victormork, good work.

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  Maz

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  04/25/2017 at 5:06 PM #33358
  Maz

  <span class="token comment" spellcheck="true">// * Correction on the versioning and on the GMT offset thing // ADX-Bollinger Mean Reversion v 0.22</span> <span class="token comment" spellcheck="true">// Version 0.22</span> <span class="token comment" spellcheck="true">// </span> <span class="token keyword">once</span> GMTOffset <span class="token operator">=</span> <span class="token number">0</span> <span class="token comment" spellcheck="true">// Your time zone reletive to +/- GMT (in hours) 0=GMT | 1=CET</span>

  1 2 3 4 5 6 7

  <span class="token comment" spellcheck="true">// * Correction on the versioning and on the GMT offset thing   // ADX-Bollinger Mean Reversion v 0.22</span> <span class="token comment" spellcheck="true">// Version 0.22</span> <span class="token comment" spellcheck="true">// </span>   <span class="token keyword">once</span> GMTOffset    <span class="token operator">=</span> <span class="token number">0</span> <span class="token comment" spellcheck="true">// Your time zone reletive to +/- GMT (in hours) 0=GMT | 1=CET</span>

  

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  04/25/2017 at 5:25 PM #33365
  Elsborgtrading

  Hi Victor, I still get the same result on 100000 unit- However I had a 0 more in the initial capital- but it still off your results- what timezone are you in?

   

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  04/25/2017 at 5:27 PM #33369
  ALE

  @Maz you are very Big! 😉

  

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  04/25/2017 at 7:16 PM #33381
  Elsborgtrading

  Hi Maz- I don’t get our result at all? 🙁

  If I am correct you are 1 hour behind me(?) I’m at +1 GMT

  here is my results from your ITF file.

  what could be wrong?

  Cheers Kasper

  // ADX-Bollinger Mean Reversion v 1.12 // Version 0.22 // DEFPARAM cumulateOrders = false DEFPARAM preloadBars = 300 once positionSize = 1 once GMTOffset = 1 // Your time zone reletive to +/- GMT (in hours) 1=gmt | 2=cet once optimization = 1 // -- Optimizations selection -- if optimization = 1 then // USD_JPY :: M5 (Jan 2016- Apr 2017) startTime = 090000 // 100000 endTime = 230000 // 240000 fridayEndTime = 225000 // 235000 //startTime = 100000 //endTime = 240000 //fridayEndTime = 235000 bolUpPeriod = 20 bolDnPeriod = 20 maShrtPeriod = 8 maLongPeriod = 200 adxPeriod = 21 adxThreshold = 22 stopLossMode = 2 // 1: Static | 2: Dynamic stopLoss = 70 // For Static stop slATRmultiple = 6 // For Dynamic stop elsif optimization = 2 then // Add your optimizations here // elsif optimization = 3 then // ... and so on endif // -- Time zone adjustments -- startTime = startTime + ( GMTOffset * 10000 ) endTime = endTime + ( GMTOffset * 10000 ) fridayEndTime = fridayEndTime + ( GMTOffset * 10000 ) // -- Indicators ----- bLow = BollingerDown[bolUpPeriod] bHigh = BollingerUp[bolDnPeriod] MA1 = average[maShrtPeriod] MA2 = average[maLongPeriod] ad = adx[adxPeriod] atr = averageTrueRange[40] // -- Entry conditions ----- // -- Common Conditions (for both long and short) -- isTradingTime = (currenttime > startTime and currenttime < endTime) atADXLevel = (ad > adxThreshold) isLateFriday = (dayOfWeek = 5 and time >= fridayEndTime) if isTradingTime and atADXLevel then // -- long conditions only -- bc1 = not longOnMarket //and isTradingTime and atADXLevel bc1 = bc1 and (max(low, close) < bLow) //(low < bLow and close < bLow) bc1 = bc1 and (MA1 > MA2) //and (MA2 > MA2[1]) // -- Short conditions only -- sc1 = not shortOnMarket //and isTradingTime and atADXLevel sc1 = sc1 and (min(high, close) > bHigh) //(high > bHigh and close > bHigh) sc1 = sc1 and (MA1 < MA2) //and (MA2 < MA2[1]) else bc1 = 0 sc1 = 0 endif if onMarket then // -- Long EXIT conditions only -- le1 = longOnMarket and ( (close > bHigh) or isLateFriday ) // -- Short EXIT conditions only -- se1 = shortOnMarket and ( (close < bLow) or isLateFriday ) else le1 = 0 se1 = 0 endif // -- Execution Handlers ----- if bc1 then buy positionSize contract at market elsif sc1 then sellShort positionSize contract at market elsif le1 then sell at market elsif se1 then exitshort at market endif if stopLossMode = 1 then // static stop loss SET STOP pLOSS stopLoss elsif stopLossMode = 2 then // dynamic ATR based stop loss SET STOP pLOSS (atr * slATRmultiple) elsif stopLossMode = 3 then // Time based stop // - na - elsif stopLossMode = 4 then // trailing stop // - na - endif

  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

  // ADX-Bollinger Mean Reversion v 1.12 // Version 0.22 //   DEFPARAM cumulateOrders = false DEFPARAM preloadBars    = 300   once positionSize = 1 once GMTOffset    = 1 // Your time zone reletive to +/- GMT (in hours) 1=gmt | 2=cet once optimization = 1   // -- Optimizations selection  --   if optimization = 1 then      // USD_JPY :: M5 (Jan 2016- Apr 2017) startTime     = 090000  // 100000 endTime       = 230000 // 240000 fridayEndTime = 225000 // 235000 //startTime     =  100000 //endTime       =  240000 //fridayEndTime = 235000   bolUpPeriod   = 20 bolDnPeriod   = 20 maShrtPeriod  = 8 maLongPeriod  = 200 adxPeriod     = 21 adxThreshold  = 22   stopLossMode  = 2          // 1: Static | 2: Dynamic stopLoss      = 70         //   For Static stop slATRmultiple = 6          //   For Dynamic stop   elsif optimization = 2 then // Add your optimizations here   // elsif optimization = 3 then // ... and so on endif   // -- Time zone adjustments -- startTime     = startTime     + ( GMTOffset * 10000 ) endTime       = endTime       + ( GMTOffset * 10000 ) fridayEndTime = fridayEndTime + ( GMTOffset * 10000 )   // -- Indicators ----- bLow  = BollingerDown[bolUpPeriod] bHigh = BollingerUp[bolDnPeriod] MA1   = average[maShrtPeriod] MA2   = average[maLongPeriod] ad    = adx[adxPeriod] atr   = averageTrueRange[40]   // -- Entry conditions ----- // -- Common Conditions (for both long and short) -- isTradingTime = (currenttime > startTime  and currenttime < endTime) atADXLevel    = (ad > adxThreshold) isLateFriday  = (dayOfWeek = 5 and time >= fridayEndTime)   if isTradingTime and atADXLevel then // --  long conditions only -- bc1 = not longOnMarket //and isTradingTime and atADXLevel bc1 = bc1 and (max(low, close) < bLow) //(low < bLow and close < bLow) bc1 = bc1 and (MA1 > MA2) //and (MA2 > MA2[1])   // -- Short conditions only -- sc1 = not shortOnMarket //and isTradingTime and atADXLevel sc1 = sc1 and (min(high, close) > bHigh) //(high > bHigh and close > bHigh) sc1 = sc1 and (MA1 < MA2) //and (MA2 < MA2[1]) else bc1 = 0 sc1 = 0 endif   if onMarket then // -- Long EXIT conditions only -- le1 = longOnMarket and ( (close > bHigh) or isLateFriday ) // -- Short EXIT conditions only -- se1 = shortOnMarket and ( (close < bLow) or isLateFriday ) else le1 = 0 se1 = 0 endif   // -- Execution Handlers ----- if bc1 then buy positionSize contract at market elsif sc1 then sellShort positionSize contract at market   elsif le1 then sell at market elsif se1 then exitshort at market endif   if stopLossMode = 1 then           // static stop loss SET STOP pLOSS stopLoss   elsif stopLossMode = 2 then        // dynamic ATR based stop loss SET STOP pLOSS (atr * slATRmultiple)   elsif stopLossMode = 3 then        // Time based stop // - na - elsif stopLossMode = 4 then        // trailing stop // - na - endif

   

   

  

  Elsborgtrading

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  04/25/2017 at 7:53 PM #33392
  Maz

  Not sure, Kasper. I have tried playing with the time zones and here are 3 different results attached. I see from the screen shot your results are displayed in Yen? Not sure what data feed or vehicle to market you are using or if that has something to do with it?  I’m sure it’s something simple.

  

  Maz

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