Smoothed Bollinger% Strategy Daily

If you remove the Takeprofit and the exit parts, and let work the trailing stop strategy, in the DAX strategy the results are better. I didn’t try it in the other index.

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

DEFPARAM CumulateOrders = FALSE
ONCE avgEnterEnabled = 1//AVGE //Moving Average Entry Filter – 0 OFF, 1 ON
ONCE trailingStopType = 1//TRT // Trailing Stop – 0 OFF, 1 ON
ONCE stoploss = SL100 // Stop Loss %
ONCE trailingstoplong = TSL // Trailing Stop Atr Relative Distance
ONCE trailingstopshort = TSS // Trailing Stop Atr Relative Distance
ONCE atrtrailingperiod = ATRSP // Atr parameter Value
ONCE minstop = MINSTP // Minimum Trailing Stop Distance

// MOVING AVERAGE – Parameter
ONCE avgLongPeriod = AVG // 100
// Smoothed Bollinger %b indicator – Parameters
ONCE period = PRD
ONCE TeAv = TEV
ONCE SveEnterLongThreshold = SVL
ONCE SveEnterShortThreshold = SVS

// 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 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

SET STOP %LOSS stoploss
//GRAPH TGL