DEFPARAM preloadbars = 400
DEFPARAM CumulateOrders = FALSE
ONCE avgEnterEnabled = 1 //Moving Average Entry Filter - 0 OFF, 1 ON
ONCE trailingStopType = 1 // Trailing Stop - 0 OFF, 1 ON
//ONCE takeprofit = 6 // Take Profit %
//ONCE stoploss = 8 // Stop Loss %
//ONCE trailingstopshort = 3 // Trailing Stop Atr Relative Distance
//ONCE barshort = 2 // Exit Time Short
//ONCE atrtrailingperiod = 200 // Atr parameter Value
ONCE minstop = 2 // Minimum Trailing Stop Distance
// MOVING AVERAGE - Parameter
//ONCE avgDiffPeriod = 300
//ONCE minDiffAvg = 0.003
//ONCE avgLongPeriod = 120
// Smoothed Bollinger %b indicator - Parameters
//ONCE period = 14
//ONCE TeAv = 6
//ONCE SveEnterShortThreshold = 80
// TRAILINGSTOP
//----------------------------------------------
//atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)*pipsize)/1000 // för index
atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)*pipsize) // för forex
trailingstartS = round(atrtrail*trailingstopshort)
if trailingStopType = 1 THEN
TGS=trailingstarts
if not onmarket then
MINPRICE = close
PREZZOUSCITA = 0 // = utgångspris
ENDIF
if shortonmarket then
MINPRICE = MIN(MINPRICE,close)
if tradeprice(1)-MINPRICE>=TGS*pointsize then
if tradeprice(1)-MINPRICE>=MINSTOP then
PREZZOUSCITA = MINPRICE+TGS*pointsize
ELSE
PREZZOUSCITA = MINPRICE + MINSTOP*pointsize
ENDIF
ENDIF
ENDIF
if onmarket and PREZZOUSCITA>0 then
EXITSHORT AT PREZZOUSCITA STOP
ENDIF
ENDIF
//--------------------------------------------------------------------------------------------------
// FILTER SETTINGS
//--------------------------------------------------------------------------------------------------
//MOVING AVERAGE
longAvg = Average[avgLongPeriod] (close)
diffAvg = Average[avgDiffPeriod] (close)
//avgFilterEnterShort = (close<longAvg OR NOT avgEnterEnabled)
avgFilterEnterShort = ((close<longAvg AND (diffAvg[1]-diffAvg)>minDiffAvg) OR NOT avgEnterEnabled)
//Smoothed Bollinger %b indicator
haOpen = ((Open[1]+High[1]+Low[1]+Close[1])/4 + (Open[2]+High[2]+Low[2]+Close[2]))/2
haC = ((Open+High+Low+Close)/4 + haOpen + Max(high,haOpen) + Min(low,haOpen)) /4
TMA1 = tema[TeAv](haC)
TMA2 = tema[TeAv](TMA1)
Diff = TMA1-TMA2
ZlHA = TMA1+Diff
percb = (tema[TeAv](ZLHA)+2*STD[period](tema[TeAv](ZLHA))-weightedaverage[period](tema[TeAv](ZLHA))) / (4*STD[period](tema[TeAv](ZLHA)))*100
SveFilterEnterShort = (percb > SveEnterShortThreshold )
// STRATEGY
//--------------------------------------------------------------------------------------------------
IF NOT ShortOnMarket AND avgFilterEnterShort AND SveFilterEnterShort THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
IF POSITIONPERF<0 THEN
IF shortOnMarket AND BARINDEX-TRADEINDEX(1)>= barshort THEN
EXITSHORT AT MARKET
ENDIF
ENDIF
SET STOP %LOSS stoploss
SET TARGET %PROFIT Takeprofit
.
