Discussing the strategy VECTORIAL DAX (M5)

Viewing 15 posts - 376 through 390 (of 1,264 total)
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  • #111837 quote
    fifi743
    Participant
    Master

    Hello,
    nothing to do with performance.
    if an order is rejected it will attempt an order.
    the same thing to close an order

    GraHal thanked this post
    #111838 quote
    fifi743
    Participant
    Master

    it is also to answer josef1604

    #111839 quote
    fifi743
    Participant
    Master

    here is the file edit

    #111863 quote
    francois528
    Participant
    Senior

    hi Fifi

    in which unit of time should the graph be executed? thank you in advance

    #111865 quote
    fifi743
    Participant
    Master

    timeframe 1 minute

    francois528 thanked this post
    #111866 quote
    fifi743
    Participant
    Master

    it does not change anything for the backtest.
    it’s in demo or real that it changes

    #111872 quote
    francois528
    Participant
    Senior
    / ROBOT VECTORIAL DAX
    // M5
    // SPREAD 1.5
    // by BALMORA 74 - FEBRUARY 2019
    // ajouter ligne 18  45 et a partir de 115 par fifi743
    DEFPARAM CumulateOrders = false
    DEFPARAM Preloadbars = 50000
    
    //VARIABLES
    CtimeA = time >= 080000 and time <= 180000
    CtimeB = time >= 080000 and time <= 180000
    // TAILLE DES POSITIONS
    MoneyManagement = 2
    RiskManagement = 1
    Capital = 2000
    MinBetSize = 1
    RiskLevel = 5000000
     
    Equity = Capital + StrategyProfit
     
    IF MoneyManagement = 1 THEN
    PositionSize = Max(MinBetSize, Equity * (MinBetSize/Capital))
    ENDIF
     
    IF MoneyManagement = 2 THEN
    PositionSize = Max(LastSize, Equity * (MinBetSize/Capital))
    LastSize = PositionSize
    ENDIF
     
    IF MoneyManagement <> 1 and MoneyManagement <> 2 THEN
    PositionSize = MinBetSize
    ENDIF
     
    IF RiskManagement THEN
    IF Equity > Capital THEN
    RiskMultiple = ((Equity/Capital) / RiskLevel)
    PositionSize = PositionSize * (1 + RiskMultiple)
    ENDIF
    ENDIF
     
    PositionSize = Round(PositionSize)
    
     
    // TAILLE DES POSITIONS
    PositionSize = 1 * positionsize
    ONCE PositionSize = 1
    ONCE PositionSize = 1
    
    // ajouter par fifi743
    spread=abs(OPEN-CLOSE)
    coeff=spread/highest[200](spread)*100
    // perfomance
    posmax =2
    PP=positionperf(0)*100
    if pp>ppf then
    ppf=pp
    endif
    // stop hedge
    stpposinver =2
    //STRATEGIE
    //VECTEUR = CALCUL DE L'ANGLE
    ONCE PeriodeA = 10
    ONCE nbChandelierA= 15
    MMA = Exponentialaverage[PeriodeA](close)
    ADJASUROPPO = (MMA-MMA[nbchandelierA]*pipsize) / nbChandelierA
    ANGLE = (ATAN(ADJASUROPPO)) //FONCTION ARC TANGENTE
    
    CondBuy1 = ANGLE >= 45
    CondSell1 = ANGLE <= - 37
    
    
    //VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE
    ONCE PeriodeB = 20
    ONCE nbChandelierB= 35
    lag = 5
    MMB = Exponentialaverage[PeriodeB](close)
    pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB
    trigger = Exponentialaverage[PeriodeB+lag](pente)
    // modifier par fifi743
    // ajout d'un filtre pour achat
    filtre,weekpivot,pivot,filt =call"FILTRE_Prise_Position"(close)
    //===================== ajouter par fifi743
    donchianP = 20
    hh=highest[donchianP](high)
    ll=lowest[donchianP](low)
    MA=Average[4](close)
    Myrsi=RSI[2](close)
    CondBuy2 = (pente > trigger) AND (pente < 0) and high>MA  and coeff>0.9
    CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1)
    
    //ENTREES EN POSITION
    AC=0
    VT=0
    FIN=0
    //
    ATR= AverageTrueRange[14](close)
    
    
    if coeff=100 and dhigh(0)-high>20 and open<close and high-close>10 and hh=high and hh-ll>80 then
    POSLONG=0
    endif
    
    CONDBUY = CondBuy1 and CondBuy2 and CTimeA and atr>4
    CONDSELL = CondSell1 and CondSell2 and CtimeB and atr>4
    if close>pivot and CTimeA and cd and hh-ll>60 and hh[1]>hh and ll[1]=ll and Myrsi>75 and close<MMB and MMB-MMA>8 and open[1]<close[1] and open<close and atr>4 THEN
    buy PositionSize contract at market
    SET STOP %LOSS 2
    ppf=0
    posinver=0
    AC=11
    ENDIF
    IF filtre=1 and atr>4 THEN
    buy PositionSize contract at market
    SET STOP %LOSS 2
    ppf=0
    posinver=0
    AC=1
    ENDIF
    
    //POSITION COURTE
    
    IF filtre=-1 and atr>4 THEN
    Sellshort PositionSize contract at market
    SET STOP %LOSS 2
    ppf=0
    posinver=0
    VT=1
    ENDIF
    IF CtimeB and close>pivot and coeff<8 and open>close and hh-CLOSE<CLOSE-ll and open-close<3 and high-open>10 and close>average[10,1] and hh[1]<=hh and Myrsi<25 and atr>4 THEN
    Sellshort PositionSize contract at market
    SET STOP %LOSS 2
    ppf=0
    posinver=0
    VT=11
    ENDIF
    //POSITION LONGUE
    //
    if longonmarket and high-close>4then
    PosLong=0
    endif
    tESTma=average[3,2]
    if OPEN[1] crosses over tESTma[1] and LOW[1]<LOW and open<close AND CLOSE>TESTMA then
    PosLong =1
    endif
    IF CONDBUY and Poslong THEN
    buy PositionSize contract at market
    SET STOP %LOSS 2
    ppf=0
    posinver=0
    AC=2
    ENDIF
    
    IF CONDSELL and open>ll[1] THEN
    
    Sellshort PositionSize contract at market
    SET STOP %LOSS 2
    ppf=0
    posinver=0
    VT=2
    ENDIF
    
    //VARIABLES STOP SUIVEUR
    
    ONCE trailingStopType     = 1    // Trailing Stop - 0 OFF, 1 ON
    ONCE trailingstoplong     = 4    // Trailing Stop Atr Relative Distance
    ONCE trailingstopshort    = 4    // Trailing Stop Atr Relative Distance
    
    ONCE atrtrailingperiod    = 14  // Atr parameter Value
    ONCE minstop              = 10    // Minimum Trailing Stop Distance
    // ajouter par fifi743
    if posinver=0 then
    trailingStopType =1
    else
    trailingStopType =0
    endif
    
    // 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
    
    //=============================FIN LONG==============================
    // impultion coeff=100
    for i=0 to 6 do
    if coeff[i]=100 then
    CD=1
    break
    else
    CD=0
    endif
    next
    if longonmarket and pp<-1.2 then
    Sellshort PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=3
    ENDIF
    if longonmarket and ppF>3.6 and pp>ppF-pp then
    sell at market
    FIN=1
    endif
    if longonmarket and time>170000 and barindex-tradeindex<30 and coeff>80 and open<close and high-close<1 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=2
    endif
    if longonmarket and open[1]<close[1] and high[1]-close[1]>3 and coeff[1]>50 and open>close and high-open>10 and coeff>50 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=3
    endif
    if longonmarket and MMA[1]-MMA[2]>MMA[1]-MMA and hh[1]=hh and hh-close<close-ll and high[1]>high and barindex-tradeindex<3 and open[1]<close[1] and high[1]-close[1]>3 and coeff[1]<25 and open<close and coeff<15 and coeff[1]>coeff and positionprice<close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    ppf=0
    VT=4
    ENDIF
    if longonmarket and open[1]<close[1] and high[1]-close[1]>2 and open<close and high-close>5 and coeff[1]>50 anD coeff>90 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=4
    endif
    if longonmarket and open[1]>close[1] and high[1]-OPEN[1]>5 and open<close and high-close>10 AND coeff[1]<25 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=5
    endif
    if longonmarket and open[1]<close[1] and high[1]-close[1]>1 and high-open>1 and open>close and high[1]=high and low[1]>low and coeff[1]<coeff and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=6
    endif
    if longonmarket and open[2]>close[2] and high[2]-open[2]>2 and close[2]=low[2] and open[1]>close[1] and open[1]=high[1] and close[1]=low[1] and abs(open-close)<1 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=7
    endif
    if longonmarket and hh[1]=hh and ll[1]=ll and highest[10](high)>high and coeff[1]<coeff and coeff>35 and barindex-tradeindex<10 and MMA[1]>MMA and close<MMA and open[3]<close[3] and open[2]<close[2] and open[1]<close[1] and open>close and open=high and close<low[1]  and positionprice>close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    ppf=0
    VT=5
    ENDIF
    if longonmarket and coeff=100 and hh[1]>hh and ll[1]>ll and MMA[1]>MMA and positionprice>close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=6
    ENDIF
    if longonmarket and hh[1]=hh and ll[1]=ll and highest[10](high)>high and lowest[10](low)<low and open[1]>close[1] and open>close and high-open>5 and coeff[1]=coeff and coeff<15 and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    ppf=0
    VT=7
    ENDIF
    if longonmarket and coeff[1]>70 and coeff<3 and open[1]<close[1] and open>close and close-low<1 and high-open>5 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=8
    endif
    if longonmarket and MMA[1]-MMA[2]>MMA[1]-MMA and hh[1]<hh and ll[1]=ll and open[3]<close[3] and high[3]-close[3]>8 and open<close and high-close>3 and coeff<5 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=9
    endif
    if longonmarket  and hh[1]=hh and ll[1]=ll and open[1]<close[1] and high[1]-close[1]< high-close and open<close and open-low>2 and high[1]=high and coeff<1 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=10
    endif
    if longonmarket and open[2]>close[2] and open[1]>close[1] and hh[1]<hh and ll[1]<ll and open<close and high-close>8 and coeff[2]<10 and coeff<35 and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=8
    ENDIF
    if longonmarket and highest[10](high)-lowest[10](low)>high-low and  close-MMA>10 and high[1]>high and open[1]<close[1] and coeff[1]<10 and open>close and coeff<2 and coeff[1]>coeff and hh[1]=hh and ll[1]<ll and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=11
    endif
    if longonmarket and open[3]<close[3] And coeff[3]>85 and open[2]<close[2] and high[2]-close[2]>5 and open[1]<close[1] and open>close and coeff<3 and coeff[1]>coeff and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=9
    ENDIF
    
    if longonmarket and high[1]-close[1]<1 and coeff[1]>70 and high[3]-close[3]>5 and open[3]<close[3] and open[2]>close[2] and open[1]<close[1] and open>close  and coeff[1]<coeff  and positionprice<close then
    sell at market
    
    FIN=12
    endif
    if longonmarket and hh[1]-ll[1]>hh-ll and hh[1]=hh and coeff[3]<3and open[2]<close[2] and open[1]<close[1] and close[1]>MMA[1]and open>close and coeff[1]<coeff and coeff[1]<8 and coeff<20 and close<MMA and positionprice>close then
    sell at market
    
    FIN=13
    endif
    if longonmarket and open[1]<close[1] and high[1]-close[1]<1 and open[1]=low[1] and open>close and coeff[1]<coeff and coeff>10 and close crosses under MMA and positionprice>close then
    sell at market
    
    FIN=14
    endif
    //
    if longonmarket and high>MMA and hh[1]-high[1]<hh-high and open[2]>close[2] and coeff[2]>30 and hh[2]-high[2]<hh-high and high[1]-open[1]>3 and high-open>4 and open[1]>close[1] and close[1] crosses under MMA[1]  and open>close and open<MMA and coeff[1]>coeff and positionprice>close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    ppf=0
    VT=10
    ENDIF
    if longonmarket and hh-close<close-ll and open[1]<close[1] and coeff[1]<25 and coeff[1]>coeff and coeff<15and open>close and close=low and high-open>7  and positionprice<close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=11
    ENDIF
    if longonmarket and hh-close<close-ll and coeff[1]=100 and open[1]<close[1] and high[1]-close[1]>4 and coeff<5  and open>close and open-close<2 and high-open>3and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    ppf=0
    VT=12
    ENDIF
    if longonmarket and hh[1]=hh and ll[1]=ll and hh[1]-high[1]<hh-high and open[1]<close[1] and high[1]-close[1]>7 and open>close and coeff[1]>15 and coeff<10 and coeff[1]>coeff and high-open>6 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=15
    endif
    if longonmarket and hh[1]=hh and ll[1]<ll and hh[2]-high[2]<hh[1]-high[1] and open[2]<close[2] and open[2]=low[2] and high[2]-close[2]>5 and open[1]>close[1] and open<close and high-close<1 and open-low>6 and coeff<15 and coeff[1]>coeff and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=16
    endif
    if longonmarket and hh[1]=hh and ll[1]<ll and open[2]<close[2] and high[2]-close[2]>6 and open[1]<close[1] and high[1]-close[1]>3 and open>close and high[1]<high and low[1]>low and coeff>15 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=17
    endif
    if longonmarket and open[1]<close[1] and open[1]=low[1] and high[1]-close[1]>6 and open>close and high[1]>high and close<low[1] and close crosses under MMA and positionprice<close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    ppf=0
    VT=13
    ENDIF
    if longonmarket and open[1]<close[1] and open[1]=low[1] and high[1]-close[1]>6 and open>close and high[1]>high and close<low[1] and close crosses under MMA and positionprice>close then
    sell at market
    
    FIN=18
    endif
    if longonmarket and barindex-tradeindex<5 and hh[1]<hh and hh-close<close-ll and ll[1]=ll and open[1]<close[1] and high[1]-close[1]>1 and open>close and high-open>4 and close-low<1 and high[1]<high and low[1]>low and coeff>30 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=19
    endif
    if longonmarket and open[2]<close[2] and coeff[2]=100 and open[1]>close[1] and high[1]-open[1]>6 and coeff[1]<35  and hh[2]<hh[1] and ll[2]=ll[1] AND OPEN<CLOSE AND high-close>8 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=20
    endif
    if longonmarket and MMA[1]>MMA and high<MMA and hh[1]=hh and ll[1]>ll and positionperf(1)>0 and barindex-tradeindex<10 and open>close and coeff=100 and positionprice>close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    ppf=0
    VT=14
    ENDIF
    if longonmarket and open[2]>close[2] and coeff[2]<3 and high[2]-open[2]>15 and open[1]<close[1] and high[1]-close[1]>8 and open>close and hh[1]-high[1]<hh-high and hh-close<close-ll and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=21
    endif
    if longonmarket and open[3]>close[3] and high[3]-open[3]>2 and open[2]<close[2] and high[2]-close[2]>3 and open[1]<close[1] and high[1]-close[1]>1 and OPEN>close and high=open and positionprice>close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=15
    ENDIF
    if longonmarket and barindex-tradeindex>100 and low[1]-MMa[1]>low-MMA and low[1]>low and hh[2]<hh[1] and hh[1]=hh AND LL[1]<LL and hh-ll<30 and open[3]<close[3] and coeff[3]>50 and coeff[2]=0 and open[1]<close[1] AND OPEN>CLOSE and coeff[2]<coeff[1]  and coeff[1]<coeff and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=22
    endif
    if longonmarket and barindex-tradeindex<10 and open[3]<close[3] and abs(open[2]-close[2])<1 and abs(open[1]-close[1])<3 and open>close and positionprice<close then
    sell at market
    
    FIN=23
    endif
    if longonmarket and hh[1]=hh and low[1]-MMA[1]>low-MMA and hh-ll<60 and barindex-tradeindex<4 and hh-close<close-ll and hh[1]-high[1]<hh-high AND open[2]<close[2] and open[1]>close[1] and abs(open-close)<1 and coeff[1]>coeff and pp<ppF and positionprice<close then
    sell at market
    
    FIN=24
    endif
    if longonmarket and hh[2]<hh[1] and hh[1]=hh and ll[1]<ll and hh-close<close-ll and high[1]>high and low[1]<=low and open[1]<close[1] and close[1]-open[1]<4 and open>close and coeff<15 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=25
    endif
    if longonmarket and barindex-tradeindex>600 and positionprice>close then
    sell at market
    
    FIN=26
    endif
    if longonmarket and barindex-tradeindex<10 and cd and open[1]<close[1] and coeff[1]<10 and open>close and high-open>4 and low[1]-MMa[1]>low-MMA and high[1]>high and low[1]>low and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=27
    endif
    if longonmarket and barindex-tradeindex>10 and hh-MMA<MMA-ll and hh[1]<hh and ll[1]=ll and hh-ll<70 and hh-close<close-ll and open[1]<close[1] and close[1]=high[1] and open>close and high[1]<high and low[1]<low and coeff[1]>coeff and coeff[1]>35 and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=28
    endif
    if longonmarket and open[2]<close[2] and high[2]-close[2]>1 and open[2]-low[2]<1 and open[1]<close[1] and high[1]-close[1]>=1 and open<close and hh[2]>hh[1] and ll[1]=ll and coeff[2]<2 and coeff[1]=coeff and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=29
    endif
    if longonmarket and open[2]<close[2] and high[2]-close[2]>6  and open[1]<close[1] and high[1]-close[1]>=6 AND OPEN>CLOSE and coeff[2]=coeff[1] and coeff[1]>coeff and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=30
    endif
    if longonmarket and barindex-tradeindex>20 and hh[1]=hh and ll[1]<ll and open[2]<close[2] and high[2]-close[2]>6  and open[1]<close[1] and high[1]-close[1]>=4 and open>close and close crosses under MA  and coeff[2]>coeff[1] and pp>ppF-pp and positionprice<close then
    sell at market
    
    FIN=31
    endif
    if longonmarket and open[2]>close[2] and open[1]>close[1] and open>close and ll[1]>ll and hh[2]-ll[2]<50 and hh[1]=hh and MA crosses under MMA and coeff[1]<coeff and coeff>90 and positionprice>close then
    sell at market
    
    FIN=32
    endif
    if longonmarket and coeff[4]<1 and coeff[2]<3 and open[1]<close[1] and high[1]-close[1]>4 and open>close and coeff>15 and close crosses under MA  and pp<PPF then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=16
    ENDIF
    if longonmarket and open[2]>close[2] and high[2]-close[2]>3 and coeff[2]<5 and open[1]<close[1] and high[1]-close[1]>2 and open>close and MA crosses under MMA and LL[1]<LL and hh[1]=HH  and pp<PPF then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=17
    ENDIF
    if longonmarket and open[2]<close[2] and open[1]<close[1] and high[2]-close[2]>3 and high[1]-close[1]>6 and open>close and high-open>6 and coeff[1]>coeff and coeff<10 and MA[2]-MMA[2]>MA-MMA and positionprice>close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=18
    ENDIF
    if longonmarket and open[2]<close[2] and high[2]-close[2]>8 and open[1]<close[1] and high[1]-close[1]>8 and open>close and hh[2]<hh[1] and hh[1]=hh and ll[1]=ll and coeff[1]>coeff and coeff<15 and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    VT=19
    ENDIF
    if longonmarket and barindex-tradeindex<3 and OPEN[1]>close[1] and open>close and coeff[1]<coeff and coeff>25 and MA crosses under MMA and MMA[1]>MMA and MA[1]>MA and ll[2]<ll[1] and ll[1]=ll and hh[1]=hh and positionprice>close then
    Sellshort PositionSize * posmax contract at market
    SET STOP %LOSS stpposinver
    VT=20
    ppf=0
    ENDIF
    if longonmarket and barindex-tradeindex>20 and cd and open[1]<close[1] and high[1]-close[1]>8 and open>close  and coeff[1]<25 and coeff[1]<coeff and hh-close<close-ll and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=33
    
    endif
    if longonmarket and barindex-tradeindex>20 and coeff[1]<3 and coeff[1]>coeff and coeff>50 and open>close and close<MA and hh[1]=hh and ll[1]=ll and hh-ll<30 and pp<ppF and positionprice<close then
    sell at market
    FIN=34
    
    endif
    if longonmarket and barindex-tradeindex>20 and open[1]<close[1] and high[1]-close[1]>3 and coeff[1]<10 and open<close and open=low and high-close>2 and coeff<1 and hh[1]=hh and ll[1]<ll and pp<ppF and positionprice<close then
    sell at market
    FIN=35
    
    endif
    if longonmarket AND COEFF>15 AND LL[1]>LL and(( open>close and high-open>10)or(open<close and high-close>10)) and positionprice<close then
    sell at market
    FIN=351
    
    endif
    if longonmarket AND OPEN[3]<close[3] and open[2]>close[2] and open[1]>close[1] and open>close and coeff[3]>25 and coeff[2]<10 and open[3]>close and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=352
    
    endif
    if longonmarket and close<MA and coeff[2]<1 AND weekpivot>pivot and open[1]<close[1] and coeff[1]>30 and open>close and coeff>15 and coeff[1]>coeff and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=353
    ppf=0
    
    ENDIF
    if longonmarket AND OPEN[2]<close[2] and high[2]-close[2]>10 and open[1]<close[1] and high[1]-close[1]>6 and open>close and coeff<15 and high[1]>high and low[1]>low and coeff[1]>coeff  and positionprice<close then
    sell at market
    FIN=354
    
    endif
    if longonmarket AND COEFF[2]<1 and coeff[1]>30 and open[1]<close[1] and open>close and hh[1]<hh and coeff[1]>coeff  and positionprice<close then
    sell at market
    FIN=355
    
    endif
    // les nombres ronds
    pr=10000
    for t=0 to 50 do
    pr=PR+100
    if longonmarket and high[1]>PR and HIGH<PR and hh[1]>hh AND LL[1]>LL and pp>ppF-pp and positionprice<close then
    sell at market
    BREAK
    endif
    NEXT
    if longonmarket and barindex-tradeindex<15and low[2]>low AND MMA-MMB>8 and hh[1]-high[1]<hh-high and LL[1]<LL and coeff[3]>40 and coeff[2]>coeff[1] and coeff[1]<25 AND OPEN[2]<close[2] and hh[3]<hh[2] and hh[2]=hh[1] and open[1]>close[1] and open>close and high[1]>high and low[1]>low and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=356
    endif
    if longonmarket and barindex-tradeindex<8 and COEFF[1]>90 and coeff>40 and open[1]<close[1] and high[1]-close[1]>5 and hh[2]<hh[1] and open>close and high[1]<high and low[1]<low and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=357
    endif
    if longonmarket And (close[1]-open[1])/2<open-close and hh[2]<hh[1] and hh-ll<60 and hh=high and barindex-tradeindex<5 and open[1]<close[1] and coeff[1]>35 and Myrsi>80 and open>close and coeff>20 and coeff[1]>coeff  and Myrsi<70  and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=358
    endif
    if longonmarket and dhigh(0)-high>20 And OPEN<CLOSE and high-close>2 and open>MMA and MMA-MMb<2 AND coeff[1]>coeff and hh=high and hh[1]<hh and hh-ll<30 and Myrsi>90 and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=359
    endif
    if longonmarket and open[1]<close[1] and coeff[1]>25 and hh[1]-high[1]>5 and high[1]-close[1]>1 and low[1]<MMA[1] and MMA-MMB<6 and open>close and open-close<1 and close-low>8 and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=360
    ppf=0
    ENDIF
    if longonmarket and open[1]<close[1] and coeff[1]>25 and hh[1]-high[1]>5 and high[1]-close[1]>1 and low[1]<MMA[1] and open>close and open-close<2 and close-low>6 and coeff[1]>coeff and coeff<6 and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=361
    endif
    if longonmarket and dhigh(0)-high>25 and open<close and close-open<5 and high-close>25 and coeff[1]<coeff and coeff>5 and hh[1]<hh and MMB-MMA<1 and positionprice>close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=362
    ppf=0
    ENDIF
    if longonmarket and open[1]<close[1] and coeff[1]>75 and RSI[2](close[1])>90 and hh[2]<hh[1] and high[1]-close[1]>1 and hh[1]=hh and ll[1]<ll and open>close and coeff>45 and coeff[1]>coeff and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=363
    endif
    if longonmarket and dhigh(0)-high>30 and close-open<5 and open[2]<close[2] and coeff[2]>coeff[1] and open[1]<close[1] and open<close and coeff<10 and hh=high and Myrsi>95 and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=364
    endif
    //
    if longonmarket and barindex-tradeindex<3 and hh[1]=high[1] and hh[1]-high[1]<hh-high AND ll[1]<ll and hh-ll<60 and hh[1]-ll[1]>hh-ll and dhigh(0)-high[1]>6 and open[1]<close[1] and high[1]-close[1]>6 and open>close and coeff<25 and Myrsi>90 and pp<ppF and positionprice<close then
    sell at market
    FIN=365
    endif
    if longonmarket and barindex-tradeindex<3 and hh=high and open<close and high-close>6 and MYRSI>94 and coeff[1]>coeff and hh[1]<hh and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=366
    endif
    if longonmarket and barindex-tradeindex<10 AND highest[10](high)>high and open[1]<close[1] and high[1]-close[1]>4 and open<close and high-close>3 and open-low>15 and MYrsi>80 and coeff[1]>coeff and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=367
    ppf=0
    ENDIF
    if longonmarket and positionprice>=close and highest[10](hh)>high and open[1]<close[1] and high[1]-close[1]>3 and MYrsi[1]>90 and MYrsi[1]>MYrsi and open>close and high -open>5 and close-low>10 and coeff[1]>coeff then
    sell at market
    FIN=368
    endif
    if longonmarket and low-MMA>20 and dhigh(0)-HH>70 and high[1]>high and low[1]<low and hh-ll>100 and MMA-MMB>10 and hh[2]<hh[1] and hh[1]=hh and open[1]<close[1] and Myrsi[1]>90 and open>close and Myrsi[1]>Myrsi and Myrsi<70 and coeff[1]>coeff and coeff<25 and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=369
    endif
    if longonmarket and open[1]<close[1] and hh[2]<hh[1] and coeff[1]>50 and MYrsi[1]>95 and hh[1]=high[1] and hh[1]=hh and open>close and high[1]=high and low[1]<low and MYrsi<70 and coeff[1]>coeff and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=370
    endif
    //
    if longonmarket and weekpivot>pivot and pivot>close and hh[1]=high[1] and open[1]<close[1] and high[1]-close[1]>4 and open[1]-low[1]>2 and close crosses under MMA and MYrsi<25 and coeff[1]<coeff and open>close and coeff>15 and hh-ll>50 and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=371
    ppf=0
    ENDIF
    if longonmarket and pp<-0.1 and barindex-tradeindex<5 AND MMA[1]>MMA and MMA-MMb<10and weekpivot>pivot and pivot>close and dhigh(0)>hh and dhigh(0)-hh>100 and hh-ll>50 and close crosses under MMA and MYRSI<20 and coeff[1]<coeff and positionprice>close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=372
    ppf=0
    ENDIF
    if longonmarket and pp<-0.2 and barindex-tradeindex<10 AND dhigh(0)>hh and dhigh(0)-hh>50 and coeff[1]<coeff and coeff>70 and close crosses under MMA and close crosses under MMB and MMA[1]-MMB[1]>MMA-MMb and Myrsi<25 and positionprice>close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=373
    ppf=0
    ENDIF
    if longonmarket and open[1]<close[1] and high[1]-close[1]>15 and open[1]-low[1]>10 and open<close and Myrsi>80 and coeff>45 and Weekpivot>pivot and positionprice<=close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=374
    ppf=0
    ENDIF
    if longonmarket and Weekpivot>pivot and hh-ll<50 and open[1]<close[1] and high[1]-close[1]>6 and open[1]-low[1]>2 and Myrsi<50 and Myrsi[1]>Myrsi and coeff<15 and positionprice<=close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=375
    ppf=0
    ENDIF
    if longonmarket and Weekpivot>pivot and hh-ll>50 and open[1]<close[1] and high[1]-close[1]<1 and open[1]-low[1]>10 and open>close and Myrsi<75 and coeff[1]<coeff and coeff>35 and positionprice>close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=376
    ppf=0
    ENDIF
    if longonmarket and Dhigh(0)-hh>50 and high=hh and Weekpivot>pivot and hh-ll>30 and open[1]<close[1] and high[1]-close[1]>2 and open>close and close crosses under MMB and close crosses under MMA and MMA[1]-MMB[1]>MMA-MMB and coeff>35 and Myrsi<25 and positionprice>close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=377
    ppf=0
    ENDIF
    if longonmarket and close>pivot and low-MMA<3 and dhigh(0)-hh<20 and pivot>weekpivot and open[1]<close[1] and open>close and hh[1]<hh and hh=HIgh and high-open>4 and Myrsi[1]>Myrsi and Myrsi <50 and hh=high and pp>ppF-pp and positionprice<close then
    sell at market
    FIN=378
    endif
    if longonmarket and hh[1]-ll[1]>hh-ll and weekpivot>pivot and close<pivot and open>close and myrsi[1]>90 and Myrsi[1]>Myrsi  and coeff>20 and coeff[1]<coeff and hh[1]>=high [1] and close crosses under MMA and pp<ppF and positionprice<close then
    sell at market
    FIN=379
    endif
    if longonmarket and barindex-tradeindex<20 and hh-ll<40 and close crosses under MMA and close crosses under MMb and MYrsi<10 and coeff>45 and pivot>weekpivot and close>Pivot and pp<ppF and positionprice>close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=377
    ppf=0
    ENDIF
    if longonmarket and cd and hh-ll>80 and barindex-tradeindex<5 and open[1]<close[1] and open>close and weekpivot>pivot and close>pivot and positionprice<close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=378
    ppf=0
    ENDIF
    if longonmarket and high[1]>high and low[1]<low and barindex-tradeindex<10 and dhigh(0)-hh<20 and open[1]<close[1] and high[1]-close[1]>5 and open>close and coeff>15 and Myrsi[1]>90 and Myrsi<70 and HH-LL>80 and weekpivot>pivot and close>pivot and pp>ppF-pp and positionprice<close then
    Sellshort PositionSize contract at market
    SET STOP %LOSS stpposinver
    FIN=378
    ppf=0
    
    
    ENDIF
    ////============================FIN SHORT==========================
    
    //=========================================
    IF shortonmarket and pp<-1.6 then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=3
    ENDIF
    
    if shortonmarket AND ppF>1.9 and pp>ppF-pp then
    exitshort at market
    FIN=36
    endif
    if shortonmarket and barindex-tradeindex<5 and pp<ppF and posinver then
    exitshort at market
    FIN=37
    endif
    if shortonmarket and barindex-tradeindex>10 and open[1]>close[1] and close[1]-low[1]>7 and open>close and close-low>13 and positionprice>close then
    exitshort at market
    FIN=38
    endif
    if shortonmarket and positionperf(1)<0 AND high>close[1]  and abs(open-close)<1 and open-low>9 and positionprice>close then
    exitshort at market
    FIN=39
    endif
    
    if shortonmarket and barindex-tradeindex>70 and open<close and pp>ppF-pp and pp>0.3 and abs(open-close)<1 and positionprice>close then
    exitshort at market
    FIN=40
    endif
    
    if shortonmarket and open[1]>close[1] and close[1]-low[1]>5 and open>close and close-low>8 and coeff<5 and coeff[1]>coeff and positionprice>close then
    exitshort at market
    FIN=41
    endif
    if shortonmarket and high[1]>high and low[1]<low  and open<close and coeff<3 and open-low>2 and high-close>2 and abs(open-close)>0.2 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=42
    endif
    if shortonmarket and barindex-tradeindex<15 and open[2]<close[2] and open[2]=low[2] and high[2]-close[2]>3 and open[1]>close[1] and close[1]-low[1]>2 and open>close and positionprice>close then
    exitshort at market
    FIN=43
    endif
    
    if shortonmarket and MMA[2]-MMA[1]>MMA[1]-MMA and hh-low>low-ll AND open<close and close-low>10 and high-close<1 and coeff<20 and CD and coeff[1]>25 and barindex-tradeindex<10 and open[3]<close[3]and open[2]>close[2] and open[1]<close[1] and open[1]-low[1]<2 and low[2]>low[1] and high[2]>high[1] and coeff[1]>coeff and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=44
    endif
    if shortonmarket and hh-close>close-ll and hh[1]=hh and low[1]-ll<low-ll and barindex-tradeindex<20 and open[2]>close[2]and low[2]>low[1] and open[1]<close[1] and high[2]>high[1] and coeff[2]=coeff[1] and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=45
    endif
    
    if shortonmarket and low>MMA and MMA[1]<MMA and barindex-tradeindex<=6 and coeff[2]<2 and open[1]>close[1] and open>close and coeff-coeff[1]<4 and pp>ppF-pp and positionprice>close then
    buy PositionSize contract at market
    SET STOP %LOSS stpposinver
    ppf=0
    AC=4
    ENDIF
    if shortonmarket and barindex-tradeindex<7 and open>close and open=high and close=low and coeff>90 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=46
    endif
    
    if shortonmarket and coeff[1]>coeff and low[1]>low and close[1]<high and open[1]>close[1] and close[1]-low[1]>5 and coeff[1]>50 and open>close and close-low>4 AND high-open>4 and coeff<7 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=47
    endif
    if shortonmarket and hh-close>close-ll and hh-ll<30 and barindex-tradeindex>70 and coeff[1]<2 and coeff<1 and coeff[1]>coeff and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=48
    endif
    if shortonmarket and  ll[2]>ll[1]  and coeff[1]=100 and open[1]>close[1] and close[1]-low[1]>10 and open<close and coeff<10 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=49
    endif
    if shortonmarket AND coeff[1]<1 and open[1]>close[1] and high[1]-open[1]>5  and open>close and close-low>10 and hh[1]=hh and ll[1]>ll and hh-close>close-ll and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=50
    endif
    if shortonmarket and low[1]>low AND COEFF[2] >20 and open[2]>close[2] and close[2]-low[2]>3 and open[1]=close[1] and close[1]-low[1]>4 and open>close and coeff<5 and close-low>2 and coeff[1]=0 and pp>ppF-pp and positionprice>close then
    buy PositionSize *posmax *2 contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=5
    ENDIF
    if shortonmarket AND open[1]>close[1] and close[1]-low[1]>2 and coeff[1]<10 and open<close and open-low>3 and coeff<3 and high-close> 5 and hh[1]>hh and hh-close>close-ll and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=51
    endif
    if shortonmarket AND open[1]>close[1] and coeff[1]<2 and open>close and close-low>8 and high=open and  pp>ppF-pp and positionprice>close then
    buy PositionSize *posmax *2 contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=6
    ENDIF
    if shortonmarket and barindex-tradeindex<5 and coeff[2]>55 and coeff[2]>coeff and hh-close>close-ll and hh-ll<100 AND open[1]>close[1] and close[1]-low[1]>3 and coeff[1]>50 and open<close and close-open<10 and open-low>5 and coeff<20 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=52
    endif
    if shortonmarket and barindex-tradeindex<8 AND OPEN[2]<close[2] and open[2]-low[2]<1 and high[2]-close[2]>10 and open[1]>close[1] and close[1]-low[1]>1 and open>close and close-low>5 and coeff[1]>coeff and coeff<8 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=53
    endif
    if shortonmarket and barindex-tradeindex<5 AND OPEN[2]<close[2] and coeff[2]<3 and open[1]<close[1] and open[1]-low[1]>3 and open[1]>MMA[1] and open>close  and positionprice>close then
    exitshort at market
    FIN=54
    endif
    if shortonmarket and hh-close>close-ll  and barindex-tradeindex<10 and MMA[1]-high[1]>mma-high and hh[1]=hh and ll[1]=ll and abs(open[2]-close[2])<1 and coeff[2]<2 and open[1]>close[1] and open<close and high[1]<high and low[1]<low and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=55
    endif
    if shortonmarket and abs(open[2]-close[2])<1 and coeff[2]<1 and open[1]>close[1] and close[1]-low[1]>2 and open<close and coeff>35 and close crosses over MMA and positionprice<close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=7
    ENDIF
    if shortonmarket and hh-ll<50 and hh[1]=hh and ll[1]=ll and MMA[1]<MMA and COEFF[2]<10 and coeff[1]<25  and coeff=100 and open<close and close crosses over MMA and positionprice<close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=8
    ENDIF
    if shortonmarket and barindex-tradeindex<10 and open[3]>close[3] and close[3]-low[3]>5 and open[2]<close[2] and open[2]-low[2]>3 and open[1]>close[1] and open<close and low[3]<low[2] and low[2]<low[1] and low[1]<low and high[1]<high and MMA[1]-high[1]>MMA-high and pp<ppF and positionprice>close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=9
    ENDIF
    //
    if shortonmarket and CD and open[2]<close[2] AND open[2]-low[2]<1 and high[2]-close[2]>6 and open[1]>close[1] and close[1]-low[1]>6 and open<close and high[1]>high and low[1]<low  and positionprice<close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=10
    ENDIF
    if shortonmarket and barindex-tradeindex<10 and MMA[1]-high[1]>MMA-High and hh[1]>hh and ll[1]=ll and hh-close>close-ll and CD and open[2]>close[2] and open[1]<close[1] and open[1]-low[1]>10 and coeff[1]<3 and abs(open-close)<1 and low[1]<low and high[1]<high and coeff[1]>coeff and coeff<2 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=56
    endif
    if shortonmarket and barindex-tradeindex<10 and hh[1]>hh and abs(open[1]-close[1])<1 and open<close and MA crosses over MMA and positionprice<close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=11
    ENDIF
    if shortonmarket and barindex-tradeindex<10 and MA[1]>MMA[1] and open[1]>close[1] and close[1]-low[1]>4 and coeff[2]<coeff[1] and coeff[1]>coeff and open<close and open-low>6 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=57
    endif
    if shortonmarket and CD and open[2]<close[2] and open[1]<close[1] and open<close and close crosses over MA  and positionprice<close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=12
    ENDIF
    if shortonmarket and CD and open[2]>close[2] and close[2]-low[2]>15 and coeff[2]<6 and coeff[1]<coeff and open[1]>close[1] and close[1]-low[1]>8 and open<close and close crosses over MA  and positionprice<close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=13
    ENDIF
    if shortonmarket and barindex-tradeindex<30 and open[2]>close[2] and open[1]<close[1] and coeff<3 and hh[2]>hh[1] and hh[1]=hh and ll[1]=ll and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=58
    endif
    // OK A METTRE DE COTE
    if shortonmarket AND COEFF>52 and HH[1]>HH AND LL[1]>=LL and(( open>close and close-low>10)or(open<close and open-low>10)) and positionprice>close then
    exitshort at market
    FIN=59
    endif
    if shortonmarket and filt=1 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=60
    endif
    if shortonmarket and coeff>80 and RSI[2](close)<2 and ll[1]>ll and open>close and close-low>10 and hh-ll<80 and MMB-MMA>5 and ll=low and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=60
    endif
    if shortonmarket and high[1]<high and low[1]<low and close=high and hh-ll<90 and barindex-tradeindex>15 and hh[1]>=hh and ll[1]<=ll and abs(open[1]-close[1])<2 and coeff[1]<5 AND COEFF>15 and open<close and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=61
    endif
    if shortonmarket and CD And hh[2]>hh[1] and ll[1]>ll and hh[1]=hh and open<close and open-low>8 and coeff>45 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=62
    endif
    if shortonmarket and coeff[1]>coeff and coeff<10 and MMB-MMA>5 and Myrsi crosses over Myrsi[1]and Myrsi[1]<Myrsi and hh-close>close-ll and hh-ll<40 and open<close and open-low>5 and high-close>4 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=62
    endif
    if shortonmarket and close<pivot and pivot-close>70 and MMB[1]-MMA[1]>MMB-MMA and hh[1]=hh and hh-ll>100 and dlow(0)=ll and time>090000 and close crosses over MMA and MYrsi>75 and coeff>25 and pp<-0.2 and positionprice<close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=15
    ENDIF
    if shortonmarket and barindex-tradeindex<3 and MYrsi[1]<Myrsi and Myrsi>60 and low[1]>=low and high[1]<high and hh-ll>100 and MMB[1]-MMA[1]>MMB-MMA and open[1]>close[1] and open<close and coeff[1]<coeff and coeff>40 and pp<-0.2 and positionprice<close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=16
    ENDIF
    if shortonmarket and barindex-tradeindex<3 and open[1]>close[1] and open[1]-low[1]>20 and ll[1]=low[1] and Low[1]<low and low[1]-ll[1]<low-ll and hh-ll>100 and high[1]>=high and open<close and coeff>15 and Myrsi[1]<Myrsi and Myrsi>30 and pp<0 and positionprice<close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=17
    ENDIF
    
    if shortonmarket and pivot>weekpivot and barindex-tradeindex<10 and open[1]>close[1] and close[1]-low[1]>20 and open<close and Myrsi[1]<Myrsi and Myrsi>40 and coeff>25 and pp<=0 and positionprice<=close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=1
    ppf=0
    AC=18
    ENDIF
    if shortonmarket and high>MMA AND MMB-MMA>10 and high[1]<high and pp<-0.1 and hh-close>close-ll and dhigh(0)-hh<20 and pivot>weekpivot and MYrsi>75 and barindex-tradeindex<5 and coeff[2]<10 and coeff[1]<15 and open<close and coeff>70 and hh[1]>hh and hh-ll>70 and positionprice<=close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=0
    ppf=0
    AC=19
    ENDIF
    if shortonmarket and close>pivot and hh-ll<30 and Myrsi[1]<Myrsi and Myrsi>75 and dlow(0)<low and coeff>90 and close crosses over MMA and close crosses over MMB and MMA-MMB<1 and hh[1]<hh and ll[1]=ll and pivot>weekpivot and positionprice<=close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=0
    ppf=0
    AC=20
    ENDIF
    if shortonmarket and hh-ll>100 and close crosses over MMA and pp<-0.1 and barindex-tradeindex<3 and weekpivot>pivot and close<pivot and coeff>65 and Myrsi>70 and positionprice<=close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=0
    ppf=0
    AC=20
    ENDIF
    if shortonmarket  and coeff>70 and open[1]<close[1] and open<close and close crosses over MMA and close crosses over MMB and MMA>MMB and Myrsi>75 and Myrsi[1]<Myrsi and weekpivot>pivot and close<pivot and pp<-0.1 and positionprice<=close then
    buy PositionSize *posmax contract at market
    SET STOP %LOSS stpposinver
    posinver=0
    ppf=0
    AC=21
    ENDIF
    if shortonmarket and open[1]>close[1] and coeff[1]>50 and hh[2]>hh[1] and ll[2]>ll[1] and open<close and open-low>10 and pp>0.2 and weekpivot>pivot and close<pivot and coeff<15 and pp>ppF-pp and positionprice>close then
    exitshort at market
    FIN=62
    
    
    ENDIF
    if ac and vt and fin then
    endif
    
    
    
    // ppb =-1.06
    // ppv = -1.45
    //graph pp
    //GRAPH AC
    //GRAPH VT
    //GRAPH FIN
    //graph weekpivot
    //graph pivot
    
    bertrandpinoy thanked this post
    #111873 quote
    francois528
    Participant
    Senior

    Fifi. I did not manage to find better results with the new MTF in 1 minute. Can you tell me if the code I joined with the money management is credible?

    #111893 quote
    GraHal
    Participant
    New

    it does not change anything for the backtest. it’s in demo or real that it changes

    Does above answer your question  @francois528 ?

    The add on MTF code will not – in itself – give better performance.

    The add on MTF code is an attempt to have Rejected Orders presented again and so be passed through / accepted as a Trade.

    We cannot test the add on MTF code in Backtest as Orders do NOT get Rejected in Backtest.

    Hope my elaboration helps in understanding?

    Can you tell me if the code I joined with the money management is credible?

    I cannot answer the above question, sorry.

    fifi743 thanked this post
    #111899 quote
    fifi743
    Participant
    Master

    Ne répond à votre question ci – dessus @ francois528 ?  NO

    #111900 quote
    fifi743
    Participant
    Master

    here is francois528
    it is to modify

    francois528 thanked this post
    #111902 quote
    fifi743
    Participant
    Master

    francois528

    remove the line 44

    #111930 quote
    sebisc
    Participant
    New

    Hello everyone, a big thank you for your research work, I have been with you since the beginning and it’s exciting. I had a question @fifi743 what do you mean by “remove line 44”? should we write it like the last code you posted called “francois528”. thank you in advance . best regards

    What is the right version please , or maybe it would be easier if you can post the last version ? I will be grateful because I am a little lost ^^

    //// TAILLE DES POSITIONS
    PositionSize = 1 * positionsize
    //ONCE PositionSize = 1
    //ONCE PositionSize = 1
    

    or

    // TAILLE DES POSITIONS
    PositionSize = 1 * positionsize
    ONCE PositionSize = 1
    ONCE PositionSize = 1
    
    #111943 quote
    fifi743
    Participant
    Master

    Hello,
    francois528 has published a version that has nothing to do with the version I published.I do not recommend touching the leverage.
    we have to wait until PRT version 11 is available to test the version I published.

    #111959 quote
    josef1604
    Participant
    Senior

    Hello,

    here is an example to control that the positions passes

    Thank you very much again Fifi743. I added the MTF to v6 and it gives me an error as you can see in the image. Fifi743, can you help me please? or someone to help me? Thank you

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Discussing the strategy VECTORIAL DAX (M5)


ProOrder support

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Balmora74 @balmora74 Participant
Summary

This topic contains 1,263 replies,
has 125 voices, and was last updated by VinzentVega
11 months, 2 weeks ago.

Topic Details
Forum: ProOrder support
Language: English
Started: 02/24/2019
Status: Active
Attachments: 470 files
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