Hello everyone,

At the request of one of us, I wrote this code, the translation of this strategy exposed by IG :

https://www.youtube.com/watch?v=vnCsFRrNq7s

CAC40, M15.

Actually, I put both positions “long” and “short” (the video only shows « long » trades).

Although the strategy is positive WITHOUT spread, I am surprised and disappointed by the results.

WITH SPREAD, we’re just negative on all tested data !

I still publish this strategy, which unfortunately is therefore not profitable with the spread.

With some improvement from you, it could be positive.

Good trades to all !

// CAC40 12-18
// PARAMETRES
Defparam cumulateorders = false
Defparam flatafter = 173000

// TAILLE DES POSITIONS
n = 5

// VARIABLES
iMACDline = MACDline[12,26,9](close)
iEAMACD = ExponentialAverage[9](MACDline[12,26,9](close))
iRSI = RSI[14](close)
iSuperTrend = SuperTrend[3,10]


// CONDITIONS ACHAT
ctime = time > 090000 and time < 171500
c1a = iMACDline crosses over iEAMACD
c2a = iRSI < 65
c3a = close > iSuperTrend

IF ctime AND c1a AND c2a AND c3a THEN
Buy n shares at market
ENDIF


// CONDITIONS VENTE
ctime = time > 090000 and time < 171500
c1a = iMACDline crosses under iEAMACD
c2a = iRSI > 35
c3a = close < iSuperTrend

IF ctime AND c1a AND c2a AND c3a THEN
Sellshort n shares at market
ENDIF


// STOP & OBJECTIF
Set stop pLoss 12
Set target pProfit 18