defparam cumulateorders = false
defparam flatbefore = 070000
once signal=0
tradeshort=0
///2 BREAKEAVEN///////////
once breakeaven = 0
startBreakeven = 60
PointsToKeep = 50
ONCE logictrailing=0
TGL =15
TGS=70
Media = Average[3](close)[3]
BarreMedia = 40
BarreCC = 20
timeon= time> 130000 and time < 185500
mycc=-200
myccS=200
tpS=70
ONCE CCIbarindex = 0
////////////STRATEGIA/////////////////////////////////
avt=averagetruerange[14]
ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9]
filtro=(compom<49) and avt>5.2
filtros=(compom>-25) and avt>7.1
MyCCI=cci[136](close)
cc=MyCCI crosses over mycc
if cc then
signal=1
CCIbarindex=BarIndex
endif
IF signal THEN
IF (Barindex - CCIbarindex) > BarreCC THEN
signal = 0
SEGNALELONG=0
ENDIF
ENDIF
IF MyCCI >= 0 THEN
signal = 0
SEGNALELONG=0
endif
if onmarket then
signal=0
SEGNALELONG=0
endif
if signal>0 then
Rialzo = summation[BarreMedia - 1](close > Media)
Ribasso = summation[BarreMedia - 1](close[1] CROSSES UNDER Media[1])
Rialzo2 = (close crosses over media)
Cond = Rialzo AND Ribasso AND Rialzo2
if Cond then
SEGNALELONG=1
FIB=LOWEST[10](LOW)+((HIGHEST[10](HIGH)) - (LOWEST[10](LOW)))*0.52
GRAPH FIB
SL= (close - lowest[30](low)) / pipsize
TPL=((HIGHEST[10](HIGH)) - (LOWEST[10](LOW)))*1.7
graphonprice tpl+fib
IF SEGNALELONG AND timeon and filtro AND CLOSE>MEDIA THEN
buy 5 contract AT FIB LIMIT
set stop ploss SL
set target pprofit TPL//SL*3.2
signal=0
endif
endif
endif
//////////SHORT///
once signalSHORT=0
ccS=MyCCI crosses UNDER myccS
if ccS then
signalSHORT=1
CCIbarindex=BarIndex
endif
IF signalSHORT THEN
IF (Barindex - CCIbarindex) > BarreCC THEN
signalSHORT = 0
ENDIF
ENDIF
IF MyCCI <= 0 THEN
signalSHORT = 0
endif
if onmarket then
signalSHORT=0
endif
if tradeshort=1 then
if signalSHORT>0 then
RialzoS = summation[BarreMedia - 1](close < Media)
RibassoS = summation[BarreMedia - 1](close[1] CROSSES OVER Media[1])
Rialzo2S = (close crosses UNDER media)
CondS = RialzoS AND RibassoS AND Rialzo2S
if CondS and timeon and filtros then
SLS= (HIGHEST[30](high)-close) / pipsize
SELLSHORT 5 contract at market
set stop ploss SLS
set target pprofit tpS
signalSHORT=0
endif
endif
ENDIF
IF ONMARKET AND TIME >=213000 THEN
SELL AT MARKET
EXITSHORT AT MARKET
ENDIF
///2///////////////////////////////////////////////
//reset the breakevenLevel when no trade are on market
if breakeaven>0 then
IF NOT ONMARKET THEN
breakevenLevel=0
ENDIF
// --- BUY SIDE ---
//test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = tradeprice(1)+PointsToKeep*pipsize
ENDIF
//place the new stop orders on market at breakevenLevel
IF breakevenLevel>0 THEN
SELL AT breakevenLevel STOP
ENDIF
// --- end of BUY SIDE ---
IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven*pipsize THEN
//calculate the breakevenLevel
breakevenLevel = tradeprice(1)-PointsToKeep*pipsize
ENDIF
//place the new stop orders on market at breakevenLevel
IF breakevenLevel>0 THEN
EXITSHORT AT breakevenLevel STOP
ENDIF
endif
///5logic trailing ale
// LOGIC TRAILING STOP
//RESET
IF NOT ONMARKET THEN
MAXPRICE = 0
MINPRICE = CLOSE
PREZZOUSCITA = 0
ENDIF
if logictrailing>0 then
//SE LONG ALLORA:
IF LONGONMARKET THEN
MAXPRICE = MAX(MAXPRICE,CLOSE) //SAVING THE MFE OF THE CURRENT TRADE
IF MAXPRICE-TRADEPRICE(1)>=TGL*POINTSIZE THEN //IF THE MFE IS HIGHER THAN THE TRAILINGSTOP THEN
PREZZOUSCITA = MAXPRICE-TGL*POINTSIZE //SET THE EXIT PRICE AT THE MFE - TRAILING STOP PRICE LEVEL
ENDIF
ENDIF
IF SHORTONMARKET THEN
MINPRICE = MIN(MINPRICE,CLOSE) //SAVING THE MFE OF THE CURRENT TRADE
IF TRADEPRICE(1)-MINPRICE>=TGS*POINTSIZE THEN //IF THE MFE IS HIGHER THAN THE TRAILINGSTOP THEN
PREZZOUSCITA = MINPRICE+TGS*POINTSIZE //SET THE EXIT PRICE AT THE MFE + TRAILING STOP PRICE LEVEL
ENDIF
ENDIF
//EXIT ON TRAILING STOP PRICE LEVELS
IF ONMARKET AND PREZZOUSCITA>0 THEN
EXITSHORT AT PREZZOUSCITA STOP
SELL AT PREZZOUSCITA STOP
ENDIF
endif
.
