Dear All,

I think it is the good timing to share with you the following strategy.

“Dax Short 15′” is nothing really complicated but works fairly.

• TF 15′
• Instr. DAX
• Tested on “tick by tick”
• Tested with 200k bars.
• 1 pt spread.
• WF hasn’t been done.

Kindly note that I am not the coder of the century 😉 however I’ll be delighted to help as much as I can.

Thank you.

//-------------------------------------------------------------------------
// Code principal : Dax Short 15'
//-------------------------------------------------------------------------
//-----------------------------------
// Code principal : Dax Short 15'
//-------------------------------------------------------------------------
// Définition des paramètres du code
// From Inertia
//Last optimization 26/07/2017

DEFPARAM Preloadbars          = 3000
DEFPARAM CumulateOrders       = False
DEFPARAM FLATBEFORE           = 091500
DEFPARAM FLATAFTER            = 213000
noEntryBeforeTime             = 091500
timeEnterBefore = time >= noEntryBeforeTime
noEntryAfterTime              = 213000
timeEnterAfter = time < noEntryAfterTime
daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

REM Variables
ordersize =    1
mafilter  = 2000  // 2000
TS        =   30  //   30
SL        =   45  //   45
TP        =   110  //  110

//MACD settings
a         =   12  //   12
b         =   26  //   26
c         =    9  //    9

// Conditions pour ouvrir une position en vente à découvert
indicator1 = MACD[a,b,c](close)
c1 = (indicator1 CROSSES UNDER 0)
indicator2 = MACDline[a,b,c](close)
c2 = (indicator2 < 0)
indicator3 = ExponentialAverage[mafilter](close)
c3 = (close < indicator3)
indicator4 = ExponentialAverage[mafilter](close)
indicator5 = ExponentialAverage[mafilter](close)
c4 = (indicator4 < indicator5[1])

IF (c1 AND c2 AND c3 AND c4) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
 SELLSHORT ordersize CONTRACT AT MARKET
ENDIF

//trailing stop
trailingstop = TS//Best 30
 
//resetting variables when no trades are on market
if not onmarket then
 MINPRICE = close
 priceexit = 0
endif
 
//case SHORT order
if shortonmarket then
 MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
 if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
  priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
 endif
endif
 
//exit on trailing stop price levels
if onmarket and priceexit>0 then
 EXITSHORT AT priceexit STOP
 SELL AT priceexit STOP
endif
 
SET STOP Ploss SL
Set Target PProfit TP