// HB DAX 8am v1.3 LONG
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
// The system will cancel all pending orders and close all positions at "FLATAFTER" time. No new ones will be allowed until after the "FLATBEFORE" time.
DEFPARAM FLATBEFORE = 080000
// Cancel all pending orders and close all positions at the "FLATAFTER" time
DEFPARAM FLATAFTER = 210000
PoundsPerPoint = 0.58
// Prevents the system from placing new orders on specified days of the week
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
timeframe(daily, updateonclose)
ATRdaily = AverageTrueRange[5]
ThreeDayMove = abs(lowest[3] - highest[3])
BigMove = ThreeDayMove > ATRdaily * 1.6
///**
PVI = PositiveVolumeIndex(close)
PVIlow = lowest[40](PVI) //20 on the daily
PVIok = PVI > PVIlow + 110 //100
///**
timeframe (3 hours, updateonclose)
dojidef = 3.5 //optimised
// Calculate Heikin Ashi candles
if barindex>1 then
haclose3hr=(open+close+low+high)/4
haopen3hr=(haopen3hr[1]+haClose3hr[1])/2
xHigh3hr = Max(haOpen3hr, haClose3hr)
xLow3hr = Min(haOpen3hr, haClose3hr)
hahigh3hr = Max(High,xHigh3hr)
halow3hr = Min(Low,xLow3hr)
endif
Long3hr = (haclose3hr > haopen3hr)
IF Long3hr THEN
dojiL = abs((hahigh3hr - haclose3hr) / (halow3hr - haopen3hr + 0.1))
IF dojiL < dojidef THEN
Long3hr = 0 //don't enter if it's a doji, ie long wick and tail
ENDIF
ENDIF
Short3hr = (haclose3hr < haopen3hr)
IF Short3hr THEN
dojiS = abs((hahigh3hr - haopen3hr) / (halow3hr - haclose3hr + 0.1))
IF dojiS > dojidef THEN
Short3hr = 0 //don't enter if it's a doji, ie long wick and tail
ENDIF
ENDIF
timeframe(5 minutes)
if barindex>1 then
haclose5m=(open+close+low+high)/4
haopen5m=(haopen5m[1]+haclose5m[1])/2
endif
IF time = 080000 THEN
Long5m = (haopen5m[10] > haclose5m[14]) // 30.56% 2/1/19 - 5/20
IF Long5m AND Long3hr AND NOT Short3hr AND not BigMove AND not daysForbiddenEntry AND PVIok THEN //AND AwayFromMH
//BUY PoundsPerPoint PERPOINT AT MARKET
BUY PoundsPerPoint CONTRACT AT MARKET
ENDIF
SET STOP pLOSS 118 //optimised
ENDIF
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