Forums › ProRealTime English forum › ProOrder support › strategy BarHunter DAX v1p › Reply To: strategy BarHunter DAX v1p
02/03/2020 at 4:36 PM
#118587
Could someone help in pointing out where I can adjust this?
Change mindist in the code to 15.
But you may still get Rejected as IG ‘Flash widen’ (for several seconds) the spread often.
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//------------------------------------------------------------------------- // Hoofd code : BarHunter v3p //------------------------------------------------------------------------- //Germany //24 uur //01.15-08.00 = 4 //08.00-09.00 = 2 //09.00-17.30 = 1 //17.30-22.00 = 2 //22.00-01.15 = 5 //South Africa 40 //24 uur ZAR50 ZAR10 //07.30-16.30 8 //Alle andere tijden 30 //Wall Street 24 uur $10 / $2 //09.00-15.30 2,4 //15.30-22.00 1,6 //22.15-22.30 9,8 //23.00-00.00 9,8 //Alle andere tijden 3,8 defparam cumulateorders = FALSE defparam preloadbars = 1000 once enablets = 1 // trailing stop once enabletsvir = 1 // trailing stop virtual once displayts = 0 // trailing stop once holiday = 1 once closebeforeweekend = 0 once closebeforeweekendinloss =0 once securebeforeweekendprofit=0 once entrytype= 1 //entrytype=1 first version with error minimum distance stop //entrytype=2 entry modified with stop //entrytype=3 entry modified with market //entrytype=4 stop distance defnined first entry as entrytype 1 tds= 4// trend detection system off when optimising barnumbers // separate long/short or go both once longtrading =1 once shorttrading=1 // select which intradaybar should be analysed (depends on timeframe settings) once barnumberlong = 3 //long (timezone dependent) once barnumbershort= 3 //short (timezone dependent) // select the number of points above/below the breakvaluelong/short breakpoint=5 //========= once limitSLbroker=0 if time >210000 and time<070000 and CurrentDayOfWeek>=0 then limitSLbroker=12 elsif time>070000 and time<210000 and CurrentDayOfWeek>=0 then limitSLbroker =10 elsif time>210000 and CurrentDayOfWeek>5 then limitSLbroker=271 endif //fixed value 10 for dax (the minimum distance the stop can be place to the current close) if breakpoint <= limitSLbroker then if (15-breakpoint)>=0 and (15-breakpoint)<=15 then once minstopdistance=(15-breakpoint) else once minstopdistance = 15 endif else once minstopdistance = 0 endif // main criteria if intradaybarindex=0 then tradecounter=0 breakvaluelong=99999 breakvalueshort=0 tradeday=1 endif // holiday if holiday then if (Month = 5 AND Day = 1) OR (Month = 12 AND Day >=15) then tradeday=0 else tradeday=1 endif endif tradecount = tradecounter < 1 //perhaps 2 if using seperate bars for long & short // if entrytype>=1 and entrytype<4 then if longtrading or (longtrading and shorttrading) then if intradaybarindex=barnumberlong then breakvaluelong=high endif endif if shorttrading or (longtrading and shorttrading) then if intradaybarindex=barnumbershort then breakvalueshort=low endif endif elsif entrytype=4 then if longtrading or (longtrading and shorttrading) then if intradaybarindex=barnumberlong then breakvaluelong=high if high-close<minstopdistance then breakvaluelong=close+minstopdistance else breakvaluelong=breakvaluelong endif endif endif if shorttrading or (longtrading and shorttrading) then if intradaybarindex=barnumbershort then breakvalueshort=low if close-low<minstopdistance then breakvalueshort=close-minstopdistance else breakvalueshort=breakvalueshort endif endif endif endif // trend detection if tds=0 then trendup=1 trenddown=1 else if tds=1 then trendup=(Average[10](close)>Average[10](close)[1]) trenddown=(Average[10](close)<Average[10](close)[1]) else if tds=2 then bbup=BollingerUp[20](close) bbdn=BollingerDown[20](close) bbav=(bbup+bbdn)/2 trendup=bbav>bbav[1] trenddown=bbav<bbav[1] else if tds=3 then Period= 3 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice) HULL = weightedaverage[round(sqrt(Period))](inner) trendup = HULL > HULL[1] trenddown = HULL < HULL[1] else if tds=4 then Period= 2 inner = 2*weightedaverage[round( Period/2)](totalprice)-weightedaverage[Period](totalprice) HULL = weightedaverage[round(sqrt(Period))](inner) trendup = HULL > HULL[1] trenddown = HULL < HULL[1] endif endif endif endif endif // POINT PIVOT HEBDOMADAIRE IF dayofweek < dayofweek[1] THEN weeklyhigh = prevweekhigh weeklylow = prevweeklow weeklyclose = prevweekclose prevweekhigh = high prevweeklow = low weeklyPivot = (weeklyHigh + weeklyLow + weeklyclose) / 3 ENDIF prevweekhigh = max(prevweekhigh, high) prevweeklow = min(prevweeklow, low) prevweekclose = close // POINT PIVOT JOURNALIER IF dayofweek = 1 THEN dayhigh = DHigh(2) daylow = DLow(2) dayclose = DClose(2) ENDIF IF dayofweek >=2 and dayofweek < 6 THEN dayhigh = DHigh(1) daylow = DLow(1) dayclose = DClose(1) ENDIF Pivot = (dayhigh + daylow + dayclose) / 3 S3 = daylow - 2 * (dayhigh- Pivot) R3 = dayhigh + 2* (Pivot - daylow) ecart=4 ecartWP=5 EC= HIGH-low/pointsize //SP=call"filtre_barhunter" // entry criteria if entrytype=1 and tradeday=1 then // entry criteria if hour<=21 then if longtrading then if intradaybarindex >= barnumberlong then if trendup and tradecount and (close>pivot or (close <pivot and (pivot-close)/pointsize >ecart)) and (close>weeklypivot or (close <weeklypivot and (weeklypivot-close)/pointsize >ecartWP))and ec>3.9 then buy 1 contract at breakvaluelong+breakpoint stop ppf=0 tradecounter=tradecounter+1 endif endif endif if shorttrading then if intradaybarindex >= barnumbershort then if trenddown and tradecount and (close<pivot or (close>pivot and (close-pivot)/pointsize >ecart))and (close<weeklypivot or (close>weeklypivot and (close-weeklypivot)/pointsize >ecartWP)) and ec>3.1 then sellshort 1 contract at breakvalueshort-breakpoint stop ppf=0 tradecounter=tradecounter+1 endif endif endif endif elsif entrytype=2 then if hour<=23 then if longtrading then if intradaybarindex >= barnumberlong then if trendup and tradecount then if ((breakvaluelong+breakpoint)-close)>=minstopdistance then buy 1 contract at breakvaluelong+breakpoint stop tradecounter=tradecounter+1 else buy 1 contract at close+(minstopdistance+breakpoint) stop tradecounter=tradecounter+1 endif endif endif endif if shorttrading then if intradaybarindex >= barnumbershort then if trenddown and tradecount then if (close-(breakvalueshort-breakpoint))>=minstopdistance then sellshort 1 contract at breakvalueshort-breakpoint stop tradecounter=tradecounter+1 else sellshort 1 contract at close-(minstopdistance-breakpoint) stop tradecounter=tradecounter+1 endif endif endif endif endif elsif entrytype=3 then if hour<=23 then if longtrading then if intradaybarindex >= barnumberlong then if trendup and tradecount then if high crosses over (breakvaluelong+breakpoint) then buy 1 contract at market endif endif endif endif if shorttrading then if intradaybarindex >= barnumbershort then if trenddown and tradecount then if low crosses under (breakvalueshort-breakpoint) then sellshort 1 contract at market tradecounter=tradecounter+1 endif endif endif endif endif elsif entrytype=4 then if hour<=23 then if longtrading then if intradaybarindex >= barnumberlong then if trendup and tradecount then buy 1 contract at breakvaluelong+breakpoint stop tradecounter=tradecounter+1 endif endif endif if shorttrading then if intradaybarindex >= barnumbershort then if trenddown and tradecount then sellshort 1 contract at breakvalueshort-breakpoint stop tradecounter=tradecounter+1 endif endif endif endif endif // trailing atr stop if enablets then // once steps=0.05 once minatrdist=3 once atrtrailingperiod = 14 // atr parameter once minstop = 15 // minimum distance if barindex=tradeindex then trailingstoplong = 5 // trailing stop atr distance trailingstopshort = 5 // trailing stop atr distance else if longonmarket then if newsl>0 then if trailingstoplong>minatrdist then if newsl>newsl[1] then trailingstoplong=trailingstoplong else trailingstoplong=trailingstoplong-steps endif else trailingstoplong=minatrdist endif endif endif if shortonmarket then if newsl>0 then if trailingstopshort>minatrdist then if newsl<newsl[1] then trailingstopshort=trailingstopshort else trailingstopshort=trailingstopshort-steps endif else trailingstopshort=minatrdist endif endif endif endif // atrtrail=averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000 trailingstartl=round(atrtrail*trailingstoplong) trailingstarts=round(atrtrail*trailingstopshort) tgl=trailingstartl tgs=trailingstarts // if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then maxprice=0 minprice=close newsl=0 endif // if longonmarket then maxprice=max(maxprice,close) if maxprice-tradeprice(1)>=tgl*pointsize then if maxprice-tradeprice(1)>=minstop then newsl=maxprice-tgl*pointsize else newsl=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 newsl=minprice+tgs*pointsize else newsl=minprice+minstop*pointsize endif endif endif // if longonmarket then if newsl>0 then sell at newsl stop endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif endif if displayts then //graphonprice newsl coloured(0,0,255,255) as "trailingstop atr" endif endif // ================trailing atr stop VIRTUAL================== if enabletsvir then // once stepsvir=0 once minatrdistvir=0 once atrtrailingperiodvir = 2 // atr parameter once minstopvir = 10 // minimum distance if barindex=tradeindex then trailingstoplongvir = 5 // trailing stop atr distance trailingstopshortvir = 5 // trailing stop atr distance else if longonmarket then if newslvir>0 then if trailingstoplongvir>minatrdistvir then if newslvir>newslvir[1] then trailingstoplongvir=trailingstoplongvir else trailingstoplongvir=trailingstoplongvir-stepsvir endif else trailingstoplongvir=minatrdistvir endif endif endif if shortonmarket then if newslvir>0 then if trailingstopshortvir>minatrdistvir then if newslvir<newslvir[1] then trailingstopshortvir=trailingstopshortvir else trailingstopshortvir=trailingstopshortvir-stepsvir endif else trailingstopshortvir=minatrdistvir endif endif endif endif // atrtrailvir=averagetruerange[atrtrailingperiodvir]((close/10)*pipsize)/1000 trailingstartlvir=round(atrtrailvir*trailingstoplongvir) trailingstartsvir=round(atrtrailvir*trailingstopshortvir) tglvir=trailingstartlvir tgsvir=trailingstartsvir // if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then maxpricevir=0 minpricevir=close newslvir=0 endif // if longonmarket then maxpricevir=max(maxpricevir,close) if maxpricevir-tradeprice(1)>=tglvir*pointsize then if maxpricevir-tradeprice(1)>=minstopvir then newslvir=maxpricevir-tglvir*pointsize else newslvir=maxpricevir-minstopvir*pointsize endif endif endif // if shortonmarket then minpricevir=min(minpricevir,close) if tradeprice(1)-minpricevir>=tgsvir*pointsize then if tradeprice(1)-minpricevir>=minstopvir then newslvir=minpricevir+tgsvir*pointsize else newslvir=minpricevir+minstopvir*pointsize endif endif endif // if longonmarket and close <newslvir and newslvir>0 then sell at market endif if shortonmarket and close>newslvir and newslvir>0 then exitshort at market endif if displayts then //graphonprice newsl coloured(0,0,255,255) as "trailingstop atr" endif endif //======================AJOUTER PAR FIFI PP=positionperf(0)*100 if pp>ppf then ppf=pp endif filtre=call"Forme_bougie" spread=abs(OPEN-CLOSE) coeff=spread/highest[200](spread)*100 //================= // coefficient de la bougie if longonmarket and barindex-tradeindex>1 AND ppf>0.5 and pp<ppF and coeff<4 and close<positionprice then sell at market endif if longonmarket AND coeff[1]<3 and coeff>80 and close>positionprice then sell at market endif //===============SHORT if shortonmarket and barindex-tradeindex<3 and pp<ppF and coeff>55 and close>positionprice then exitshort at market endif if shortonmarket and barindex-tradeindex>6 AND ppf>0.1 and pp<ppF and coeff<3 and close>positionprice then exitshort at market endif if shortonmarket AND coeff[1]<6 and coeff>70 and close<positionprice then exitshort at market endif //===================FORME DE BOUGIE if filtre[1]=-1 and barindex-tradeindex<4 and pp<ppF and longonmarket and close>positionprice then sell at market endif if filtre[1]=-1 and pp>0.7 and pp<ppF and longonmarket and close>positionprice then sell at market endif if filtre=1 and pp>2.5 and pp<PPF and shortonmarket and close<positionprice then exitshort at market endif if filtre[1]=1 and barindex-tradeindex<7 and pp<PPF and shortonmarket and close<positionprice then exitshort at market endif //=====================CROSS POINT DE PIVOT If longonmarket and close[1] < R3 and high[1]>R3 and open>close and pp>ppF-pp and close>positionprice then sell at market endif if shortonmarket and close[1]>S3 and low[1]<S3 and open<close and pp>ppF-pp and close<positionprice then exitshort at market endif //======================================= if longonmarket and pp>ppF-pp and close>positionprice and open>close and( (high-open>18)or(open=high and open-close>9)or(open[1]<close[1] and close[1]=high[1] and open[1]>close)) then sell at market endif if shortonmarket and pp>ppF-pp and close<positionprice and open<close and open[1]>close[1] and close[1]=LOW[1] and open[1]<close then exitshort at market endif // test de nombre de bar negative ajouter fifi743 if longonmarket and barindex-tradeindex>138 and close<positionprice then sell at market endif if shortonmarket and barindex-tradeindex>11 and close>positionprice then exitshort at market endif //===============AJOUTER FERMETURE DES POSITIONS RSI ET barindex-tradeindex ===== Myrsi=RSI[15](close) //34 if Myrsi<47 and barindex-tradeindex>3 and longonmarket and close>positionprice then sell at market endif if Myrsi>69 and barindex-tradeindex>1 and shortonmarket and close<positionprice then exitshort at market endif //=========================NB bar for i=0 to 3 if longonmarket and barindex-tradeindex<4 AND COEFF[i]>60 AND COEFF<10 and coeff[i]>coeff and ppf=0 then sell at market break endif if shortonmarket and barindex-tradeindex<5 AND COEFF[i]>60 AND COEFF<10 and coeff[i]>coeff and ppf=0 then exitshort at market endif next // =================== FORME DE BOUGIE DOJI ==================== if longonmarket and abs(open-close)<1 and high-close>18 and high[1]<high and close>positionprice then sell at market endif if shortonmarket and abs(open-close)<1 and low[1]<low and close<positionprice then exitshort at market endif //====================PAUL if closebeforeweekend then if onmarket then if (dayofweek=5 and hour>=22) then sell at market exitshort at market endif endif endif if securebeforeweekendprofit then if (dayofweek=5 and hour>=18) then if longonmarket then if close>positionprice+15 then sell at tradeprice(1)+10 stop //else //if hour>=22 then //sell at market //endif endif endif if shortonmarket then if close<positionprice-15 then exitshort at tradeprice(1)-10 stop else if hour>=22 then exitshort at market endif endif endif endif endif if closebeforeweekendinloss then if (dayofweek=5 and hour>=22) then if longonmarket then if close<positionprice then sell at market endif endif if shortonmarket then if close>positionprice then exitshort at market endif endif endif endif //============================== if CurrentDayOfWeek=1 and time>060000 and time<180000 then SL=160 elsif CurrentDayOfWeek=2 and time>060000 and time<180000 then SL=160 elsif CurrentDayOfWeek=3 and time>060000 and time<180000 then SL=170 elsif CurrentDayOfWeek=4 and time>060000 and time<180000 then SL=130 elsif CurrentDayOfWeek=5 and time>060000 and time<180000 then SL=150 elsif time>180000 and time<060000 then sl=270 endif SET STOP PLOSS sl //set stop %loss 2 //set target %profit 3 |
