start trading 09:00:00 – CCI trading strategy

• 08/25/2016 at 12:33 PM #12208
  groen200

  this is my code trade the cci strategy

  but i will start directly at 09:00:00 in the same direction from the cci , when the price below the cci -100 we start short, when the price above the 100

  we start long.

  tks

  luc

   

  // Definition of code parameters //"START CCI " //X MINIMAL VALUE 14 MAXIMAL VALUE 70 STEP 2 //ORDER FEE =2.5€ //starting date = 18 jul 20116 01:00:00 //ending date = real time date DEFPARAM CumulateOrders = true// Cumulating positions deactivated DEFPARAM FLATBEFORE=090000 DEFPARAM FLATAFTER=120000 dayprofitmax=1500 daylossmax=195 if intradaybarindex=0 then trading=1 lastdayprofit=strategyprofit endif if trading=1 then if (not onmarket and (strategyprofit > lastdayprofit+dayprofitmax or strategyprofit < lastdayprofit-daylossmax)) or (longonmarket and (strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) < lastdayprofit-daylossmax)) or (shortonmarket and (strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) < lastdayprofit-daylossmax)) then trading=0 //sell at market //exitshort at market QUIT endif endif // Conditions to enter long positions indicator1 = CCI[50] c1 = (indicator1 CROSSES OVER -100) //c11 = (indicator1 CROSSES OVER 100) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator2 = CCI[50] c2 = (indicator2 CROSSES UNDER 100) //c21 = (indicator2 CROSSES UNDER -100) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator3 = CCI[50] c3 = (indicator3 CROSSES UNDER 100) //c31 = (indicator3 CROSSES UNDER -100) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator4 = CCI[50] c4 = (indicator4 CROSSES OVER -100) //c41 = (indicator4 CROSSES OVER 100) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops and targets //SET STOP $LOSS 100 //set stop $loss 100 trailing 50 //if strategyprofit < -150 then //quit //endif //if strategyprofit > 1000 then //quit //endif //set stop trailing 12

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  // Definition of code parameters //"START CCI " //X MINIMAL VALUE 14  MAXIMAL VALUE 70 STEP 2 //ORDER FEE =2.5€ //starting date = 18 jul 20116 01:00:00 //ending date = real time date   DEFPARAM CumulateOrders = true// Cumulating positions deactivated   DEFPARAM FLATBEFORE=090000 DEFPARAM FLATAFTER=120000 dayprofitmax=1500 daylossmax=195   if intradaybarindex=0 then trading=1 lastdayprofit=strategyprofit endif   if trading=1 then if (not onmarket and (strategyprofit > lastdayprofit+dayprofitmax or strategyprofit < lastdayprofit-daylossmax)) or (longonmarket and (strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) < lastdayprofit-daylossmax)) or (shortonmarket and (strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) < lastdayprofit-daylossmax)) then trading=0 //sell at market //exitshort at market QUIT endif endif // Conditions to enter long positions indicator1 = CCI[50] c1 = (indicator1 CROSSES OVER -100) //c11 = (indicator1 CROSSES OVER 100) IF c1   THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator2 = CCI[50] c2 = (indicator2 CROSSES UNDER 100) //c21 = (indicator2 CROSSES UNDER -100) IF c2  THEN SELL  AT MARKET ENDIF   // Conditions to enter short positions indicator3 = CCI[50] c3 = (indicator3 CROSSES UNDER 100) //c31 = (indicator3 CROSSES UNDER -100) IF c3  THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator4 = CCI[50] c4 = (indicator4 CROSSES OVER -100) //c41 = (indicator4 CROSSES OVER 100) IF c4  THEN EXITSHORT  AT MARKET ENDIF   // Stops and targets //SET STOP $LOSS 100 //set stop $loss 100 trailing 50 //if strategyprofit < -150 then //quit //endif //if strategyprofit > 1000 then //quit //endif //set stop trailing 12

   

  

  groen200

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  08/25/2016 at 4:23 PM #12215
  Nicolas

  So if I understand well your request, you want to directly open trade in the direction of the CCI at 09:00:00? You don’t want to wait a cross over or under the 100/-100 CCI value?

  

  Nicolas

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  08/25/2016 at 5:31 PM #12221
  groen200

  yes, you make also this code entry for the supertrend

   

  

  groen200

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  08/25/2016 at 5:32 PM #12222
  groen200

  / Definitie van code parameters DEFPARAM CumulateOrders = false// Opstapelen posities gedeactiveerd DEFPARAM FLATBEFORE=090000 DEFPARAM FLATAFTER=120000 dayprofitmax=1500 daylossmax=190 if intradaybarindex=0 then trading=1 lastdayprofit=strategyprofit endif if trading=1 then if (not onmarket and (strategyprofit > lastdayprofit+dayprofitmax or strategyprofit < lastdayprofit-daylossmax)) or (longonmarket and (strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) < lastdayprofit-daylossmax)) or (shortonmarket and (strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) < lastdayprofit-daylossmax)) then trading=0 //sell at market //exitshort at market QUIT endif endif //indi st = SuperTrend[2.8,5] //resetting variable once lasttrade = 0 IF LONGONMARKET then lasttrade = 1 elsif SHORTONMARKET then lasttrade = -1 elsif hour<9 OR hour>12 then lasttrade = 0 endif // Condities om long posities te openen IF close>st AND lasttrade<>1 THEN EXITSHORT AT MARKET if trading>0 then BUY 1 LOT AT MARKET nextbaropen endif ENDIF // Condities om long posities te sluiten IF close<st AND lasttrade<>-1 THEN SELL AT MARKET if trading>0 then SELLSHORT 1 lot at market nextbaropen endif ENDIF //set stop $loss 100 trailing 50 //SET STOP $TRAILING 50 SET STOP $loss 100

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  / Definitie van code parameters DEFPARAM CumulateOrders = false// Opstapelen posities gedeactiveerd DEFPARAM FLATBEFORE=090000 DEFPARAM FLATAFTER=120000   dayprofitmax=1500 daylossmax=190   if intradaybarindex=0 then trading=1 lastdayprofit=strategyprofit endif   if trading=1 then if (not onmarket and (strategyprofit > lastdayprofit+dayprofitmax or strategyprofit < lastdayprofit-daylossmax)) or (longonmarket and (strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) < lastdayprofit-daylossmax)) or (shortonmarket and (strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) < lastdayprofit-daylossmax)) then trading=0 //sell at market //exitshort at market QUIT endif endif //indi st = SuperTrend[2.8,5] //resetting variable once lasttrade = 0   IF LONGONMARKET then lasttrade = 1 elsif SHORTONMARKET then lasttrade = -1 elsif hour<9 OR hour>12 then lasttrade = 0 endif   // Condities om long posities te openen IF close>st AND lasttrade<>1 THEN EXITSHORT AT MARKET if trading>0 then BUY 1 LOT AT MARKET nextbaropen endif ENDIF   // Condities om long posities te sluiten IF close<st AND lasttrade<>-1 THEN SELL AT MARKET if trading>0 then SELLSHORT 1 lot at market nextbaropen endif ENDIF //set stop $loss 100 trailing 50 //SET STOP $TRAILING 50 SET STOP $loss 100

  yes, you make also this code entry for the supertrend

   

  

  groen200

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  08/26/2016 at 10:36 AM #12239
  Nicolas

  Replace the line 30 of your code with:

  c1 = indicator1 > 100

  1	c1 = indicator1 > 100

  and the line 46 with:

  c3 = indicator3 < -100

  1	c3 = indicator3 < -100

  Now the CCI cross is no longer used. We only test if the CCI is above or below the threshold levels you defined.

   

  

  Nicolas

  Keymaster

  Topics: 81

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