Hello, I have been using this automated system for over a year, with a couple of changes but overall useful and profitable on the DAX. It enters at Frankfurt market opening.

I want to share this with the community as I have been benefited too from the knowledge and good systems shared on the page.

Please feel free to test it and any improvements are very welcome.

N parameter can be used with 1.5 to 5.5

Also if anyone can perform the 200000 bar test as well, please do it so and share the results.

Many thanks

//ALPHA - Autor: David Somogyi

// Definición de los parámetros del código
DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada
// El sistema anulará todas las órdenes pendientes y cerrará todas las posiciones a las 0:00. No se permitirá ninguna nueva orden ni posición después de la hora "FLATBEFORE".

DEFPARAM FLATBEFORE = 090000
// Anular todas las órdenes pendientes y cerrar todas las posiciones a la hora "FLATAFTER"
DEFPARAM FLATAFTER = 140000

// Dias de la semana
IF DayOfWeek = 0 OR Dayofweek = 6 THEN
 tradeok = 0
ELSE
 tradeok = 1
endif

// Impide al sistema crear nuevas órdenes para entrar al mercado a aumentar el tamaño de la posición antes de una hora precisa
timeEnterBefore = time = 090000
timeEnterAfter = time <= 093000

//FDI (fractal dimension index) de 1.5 //

//N = 1.5

once fdi=undefined

if barindex >= n-1 then
 diff=0
 length = 0
 pdiff = 0
 hh=0
 ll=0
 FDI=0
 HH = highest[N](close)
 LL = lowest[N](close)

 for Period = 1 to N-1 do
  if (HH - LL) > 0 then
   diff = (customclose[Period] - LL) / (HH - LL)
   if Period > 1 then
    length = length + SQRT(SQUARE(diff - pdiff) + (1 / SQUARE(N)))
   endif
   pdiff = diff
  endif
 next

 if length > 0 then
  FDI = 1 + (LOG(length) + LOG(2)) / LOG(2 * (N))
 else
  FDI = 0
 endif

 //First trade whatever conditions

 // Condiciones para entrada de posiciones largas

 MSLOW = ExponentialAverage[1](Momentum[2](close))
 c1 = (Momentum[2] > MSLOW[1])
 //Impulse = ROC[12](close)>0
 c2 = (Close > PSAR)
 PSAR = SAR[0.03,0.03,0.2]

 //PSARlongtrendstop = PSAR < PSAR[1] and PSAR[2] < PSAR[1]

 //Condiciones de entrada de posiciones cortas
 //c3 = (Momentum[2] < MSLOW[1])
 //c4 = (Close < PSAR[1])

 positionsize = 3

 IF not onmarket and (c1 AND c2) AND timeEnterBefore and timeenterafter and FDI<1.55 and tradeok =1 THEN
  BUY positionsize CONTRACT AT MARKET
 ENDIF
 //IF not onmarket and (c3 AND c4) AND timeEnterBefore and timeenterafter and FDI<1.5 THEN
 //SELLSHORT positionsize CONTRACT AT MARKET

 // Condiciones de salida de posiciones largas

 //IF longonmarket and BARINDEX-TRADEPRICE = 10 THEN
 //sell at market
 //ENDIF
 //ENDIF
 // Stops y objetivos
 //
 //SET target profit 30
 SET stop ploss 54
endif