DEFPARAM CumulateOrders = false
TIMEFRAME(Daily,UpdateOnClose) //Daily
PP = w1//3 //3
IF BarIndex < 2 THEN
Butterworth = Close
ELSE
Butterworth = Butterworth[1] - (Butterworth[2] / 3.414) + Close * ( 1 /3.414)
ENDIF
if barindex>PP then
Signal = Butterworth
Noise = Close
SigmaSignal = STD[PP](Signal)
SigmaNoise = STD[PP](Noise)
a = SigmaSignal/SigmaNoise
n = (2/a)-1
if n < 1 then
nn = 1
else
nn = max(1,round(n))
endif
MB = ExponentialAverage[nn](Close)
endif
//Return MB as "Meyer-Butterworth",Butterworth AS "ButterWorth Filter"
IF MB Crosses Over ButterWorth AND Not OnMarket THEN
BUY 1 Contract at MArket
ENDIF
IF MB Crosses Under ButterWorth AND Not OnMarket THEN
SELLSHORT 1 Contract at MArket
ENDIF
SET TARGET pPROFIT 327 //327
SET STOP pLOSS 164 //164
TIMEFRAME(default) //15 min
//*********************************************************************************
// https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/
//
//trailing stop function
trailingstart = 52 //52 trailing will start @trailinstart points profit
trailingstep = 5 //5 trailing step to move the "stoploss"
//reset the stoploss value
IF NOT ONMARKET THEN
newSL=0
ENDIF
//manage long positions
IF LONGONMARKET THEN
//first move (breakeven)
IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN
newSL = tradeprice(1)+trailingstep*pipsize
ENDIF
//next moves
IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN
newSL = newSL+trailingstep*pipsize
ENDIF
ENDIF
//manage short positions
IF SHORTONMARKET THEN
//first move (breakeven)
IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN
newSL = tradeprice(1)-trailingstep*pipsize
ENDIF
//next moves
IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN
newSL = newSL-trailingstep*pipsize
ENDIF
ENDIF
//stop order to exit the positions
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF
//*********************************************************************************
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