This strategy uses Smoothed Bollinger %b indicator, posted by Nicolas: “This is the modified% bollinger bands oscillator remade by Sylvain Vervoort. It’s using an Heiken Ashi closing price instead of the classic close value with Fears average. This indicator tend to accurate dark be and less choppy for intendifying turning points of the Dow theory by counting reverse oscillation of curved the”.

I have thought to post it because I believe that a winning portfolio must be founded on  daily strategies, that works with good values for a long time.
I don’t believe in the strategies with time frame inferior to the daily. And I believe that a winning portfolio must be composed from strategies that have little gain but costant,  It’s the whole portfolio that will bring to good results.

//Nicolas_Smoothed Bollinger %b indicator_11.12.2015
//Ale_Strategy_29.12.2017
//Market:US 100
//Time Frame: Daily
//No Tested on Real market yet

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           = 10   // Take Profit %
ONCE stoploss             = 5    // Stop Loss %
ONCE trailingstoplong     = 9    // Trailing Stop Atr Relative Distance
ONCE trailingstopshort    = 4    // Trailing Stop Atr Relative Distance
ONCE barlong              = 16   // Exit Time Long
ONCE barshort             = 2    // Exit Time Short
ONCE atrtrailingperiod    = 200  // Atr parameter Value
ONCE minstop              = 5    // Minimum Trailing Stop Distance

// MOVING AVERAGE - Parameter
ONCE avgLongPeriod          = 220 
// Smoothed Bollinger %b indicator - Parameters
ONCE period                 = 17
ONCE TeAv                   = 8
ONCE SveEnterLongThreshold  = 30
ONCE SveEnterShortThreshold = 90

// TRAILINGSTOP
//----------------------------------------------
atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)*pipsize)/1000
trailingstartl = round(atrtrail*trailingstoplong)
trailingstartS = round(atrtrail*trailingstopshort)
if trailingStopType = 1 THEN
 TGL =trailingstartl
 TGS=trailingstarts
 if not onmarket then
  MAXPRICE = 0
  MINPRICE = close
  PREZZOUSCITA = 0
 ENDIF
 if longonmarket then
  MAXPRICE = MAX(MAXPRICE,close)
  if MAXPRICE-tradeprice(1)>=TGL*pointsize then
   if MAXPRICE-tradeprice(1)>=MINSTOP then
    PREZZOUSCITA = MAXPRICE-TGL*pointsize
   ELSE
    PREZZOUSCITA = MAXPRICE - MINSTOP*pointsize
   ENDIF
  ENDIF
 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
  SELL AT PREZZOUSCITA STOP
 ENDIF
ENDIF
//--------------------------------------------------------------------------------------------------
// FILTER SETTINGS
//--------------------------------------------------------------------------------------------------
//MOVING AVERAGE
longAvg  = Average[avgLongPeriod] (close)
avgFilterEnterLong  = (close>longAvg OR NOT avgEnterEnabled)
avgFilterEnterShort = (close<longAvg 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
SveFilterEnterLong  = (percb < SveEnterLongThreshold  )
SveFilterEnterShort = (percb > SveEnterShortThreshold )

// STRATEGY
//--------------------------------------------------------------------------------------------------

IF NOT LongOnMarket AND avgFilterEnterLong AND SvEFilterEnterLong THEN
 BUY 1 CONTRACT AT MARKET
ENDIF


IF NOT ShortOnMarket AND avgFilterEnterShort AND SveFilterEnterShort THEN
 SELLSHORT 1 CONTRACT AT MARKET
ENDIF

 
IF  POSITIONPERF<0 THEN
 IF LongOnMarket AND BARINDEX-TRADEINDEX(1)>= barLong THEN
  SELL AT MARKET
 ENDIF
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