Hi GraHal of course. Also I’ve been all night working on it and I changed a few things to enhance it.
Basically I change RSI by RSX and results are much better now. However code is a bit frankenstein…don’t laugh please 🙂
It’s for DAX M1 and my main question is how to avoid RSXBARS for no limiting trades at that certain vars number. I spent much hours testing with WHILE and ONCE but I can’t solve it.
Also, any other idea to enchance strategy is welcome 🙂
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//------------------------------------------------------------------------- // Código principal : CH - 1M - TR - STO //------------------------------------------------------------------------- /// Definition of code parameters defparam preloadbars = 500 DEFPARAM FlatBefore = 101000 DEFPARAM FlatAfter = 172500 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // INICIO RSX Len=RSXLEN if (f90 = 0.0) then f90 = 1.0 f0 = 0.0 if (Len-1 >= 5) then f88 = Len-1.0 else f88 = 5.0 endif f8 = 100.0*(Close) f18 = 3.0 / (Len + 2.0) f20 = 1.0 - f18 else if (f88 <= f90) then f90 = f88 + 1 else f90 = f90 + 1 endif f10 = f8 f8 = 100*Close v8 = f8 - f10 f28 = f20 * f28 + f18 * v8 f30 = f18 * f28 + f20 * f30 vC = f28 * 1.5 - f30 * 0.5 f38 = f20 * f38 + f18 * vC f40 = f18 * f38 + f20 * f40 v10 = f38 * 1.5 - f40 * 0.5 f48 = f20 * f48 + f18 * v10 f50 = f18 * f48 + f20 * f50 v14 = f48 * 1.5 - f50 * 0.5 f58 = f20 * f58 + f18 * Abs(v8) f60 = f18 * f58 + f20 * f60 v18 = f58 * 1.5 - f60 * 0.5 f68 = f20 * f68 + f18 * v18 f70 = f18 * f68 + f20 * f70 v1C = f68 * 1.5 - f70 * 0.5 f78 = f20 * f78 + f18 * v1C f80 = f18 * f78 + f20 * f80 v20 = f78 * 1.5 - f80 * 0.5 if ((f88 >= f90) and (f8 <> f10)) then f0 = 1.0 endif if ((f88 = f90) and (f0 = 0.0)) then f90 = 0.0 endif endif if ((f88 < f90) and (v20 > 0.0000000001)) then v4 = (v14 / v20 + 1.0) * 50.0 if (v4 > 100.0) then v4 = 100.0 endif if (v4 < 0.0) then v4 = 0.0 endif else v4 = 50.0 endif // FIN RSX // General conditions RSX=v4 RSXLEN = 14 // 34 //12 RSXVARMIN = 28 // 31 //26 RSXVARMAX = 64 //62 //66 RSXBARS = 24 //33 //24 // Conditions long STOL = Stochastic[204,4] STOOVERL = 25 STOUNDERL = 60 STOMANTAINL = 89 ATRPROFITL = AverageTrueRange[5] //50 //AverageTrueRange[5] ATRPROFITMULTL = 5 //1 //4.7 ATRRISKL = AverageTrueRange[10] ATRRISKMULTL = 3.8 //3.5 MAPROFITAVGL = 14 BBPROFITSTDAVGL = 15 //RSXL = RSX // Conditions short STOS = Stochastic[199,2] STOOVERS = 70 STOUNDERS = 83 STOMANTAINS = 6 ATRPROFITS = AverageTrueRange[10] ATRPROFITMULTS = 4.6 ATRRISKS = AverageTrueRange[4] ATRRISKMULTS = 4.4 MAPROFITAVGS = 15 BBPROFITSTDAVGS = 18 //RSXS = RSX once RRreached = 0 profitpipsl = ATRPROFITL*ATRPROFITMULTL // 0.1 * var:30-60 4.9 riskpipsl = ATRRISKL*ATRRISKMULTL //risk in pips amountl = 1 //lot amount to open each trade sdl = 0.17 //standard deviation of MA floating profit - orig: 0.25 profitpipss = ATRPROFITS*ATRPROFITMULTS // 0.1 * var:30-60 4.6 riskpipss = ATRRISKS*ATRRISKMULTS //whole account risk in percent% amounts = 1 //lot amount to open each trade sds = 0.17 //standard deviation of MA floating profit - orig: 0.25 // Conditions to enter long positions c3 = (STOL > STOOVERL) // 20 c4 = (STOL < STOUNDERL) // 40 c5 = (STOL > STOL[1]) // and (STOL[1] < STOL[2]) c6 = (RSX > RSX[1]) and (RSX > RSXVARMIN) c7 = ((lowest[RSXBARS](RSX)) < RSXVARMIN) and ((highest[RSXBARS](RSX)) < RSXVARMAX) // Conditions to enter short positions c13 = (STOS < STOUNDERS) // 80 c14 = (STOS > STOOVERS) // 60 c15 = (STOS < STOS[1]) c16 = (RSX < RSX[1]) and (RSX < RSXVARMAX) c17 = ((highest[RSXBARS](RSX)) > RSXVARMAX) and ((lowest[RSXBARS](RSX)) > RSXVARMIN) //first trade whatever condition if NOT ONMARKET AND c3 and c4 and c5 and c6 and c7 AND NOT daysForbiddenEntry then //close>close[1] BUY amountl LOT AT MARKET endif if NOT ONMARKET AND c13 and c14 and c15 and c16 and c17 AND NOT daysForbiddenEntry then //close<close[1] SELLSHORT amounts LOT AT MARKET endif //money management //liveaccountbalance = accountbalance+strategyprofit moneyriskl = riskpipsl if longonmarket then onepointvaluebasketl = pointvalue*countofposition mindistancetoclosel =(moneyriskl/onepointvaluebasketl)*pipsize endif moneyrisks = riskpipss if shortonmarket then onepointvaluebaskets = pointvalue*countofposition mindistancetocloses =(moneyrisks/onepointvaluebaskets)*pipsize endif //floating profit floatingprofitl = (((close-positionprice)*pointvalue)*countofposition)/pipsize floatingprofits = (((close-positionprice)*pointvalue)*countofposition)/pipsize //actual trade gains MAfloatingprofitl = average[MAPROFITAVGL](floatingprofitl) BBfloatingprofitl = MAfloatingprofitl - std[BBPROFITSTDAVGL](MAfloatingprofitl)*sdl MAfloatingprofits = average[MAPROFITAVGS](floatingprofits) BBfloatingprofits = MAfloatingprofits - std[BBPROFITSTDAVGS](MAfloatingprofits)*sds //floating profit risk reward check if profitpipsl>0 and floatingprofitl>profitpipsl then RRreached=1 endif if profitpipss>0 and floatingprofits>profitpipss then RRreached=1 endif //stoploss trigger when risk reward ratio is not met already //if onmarket and RRreached=0 then //SELL AT positionprice-mindistancetoclose STOP //EXITSHORT AT positionprice-mindistancetoclose STOP //endif if longonmarket and RRreached=0 then SELL AT positionprice-mindistancetoclosel STOP //EXITSHORT AT positionprice-mindistancetoclose STOP endif if shortonmarket and RRreached=0 then //SELL AT positionprice-mindistancetoclose STOP EXITSHORT AT positionprice-mindistancetocloses STOP endif //stoploss trigger when risk reward ratio has been reached //if onmarket and RRreached=1 then //if floatingprofit crosses under BBfloatingprofit then //SELL AT MARKET //EXITSHORT AT MARKET //endif //endif if longonmarket and RRreached=1 and (stol < STOMANTAINL) then if floatingprofitl crosses under BBfloatingprofitl then SELL AT MARKET endif endif if shortonmarket and RRreached=1 and (stos > STOMANTAINS) then if floatingprofits crosses under BBfloatingprofits then EXITSHORT AT MARKET endif endif //resetting the risk reward reached variable if not onmarket then RRreached = 0 endif |
Thanks a lot!
