Better 🙂

Possibly over op.

// ROBOT VECTORIAL DAX v2
// M5
// SPREAD = 1
// by BALMORA 74 - APRIL 2019
 
DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 50000
 
 
//TRADING TIME
CtimeA = time >= 150000 and time <= 220000
CtimeB = time >= 150000 and time <= 220000
 
//POSITION SIZE
PositionSize = 1
 
//STRATEGY
ONCE PeriodeA = 10
ONCE nbChandelierA= 15
ONCE PeriodeB = 20
ONCE nbChandelierB= 35
ONCE lag = 1.5
 
MMA = Exponentialaverage[PeriodeA](close)
ADJASUROPPO = (MMA-MMA[nbchandelierA]*pipsize) / nbChandelierA
ANGLE = (ATAN(ADJASUROPPO))
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB
trigger = Exponentialaverage[PeriodeB+lag](pente)
 
//BUY CONDITIONS
CondBuy1 = ANGLE >= 4
CondBuy2 = (pente > trigger) AND (pente < 0)
CondBuy3 = average[100](close) > average[100](close)[1]
CONDBUY = CondBuy1 and CondBuy2 and CondBuy3 and CTimeA
 
//SHORT CONDITIONS
CondSell1 = ANGLE <= - 55
CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1)
CondSell3 = average[20](close) < average[20](close)[1]
CONDSELL = CondSell1 and CondSell2 and CondSell3 and CtimeB
 
 
//POSITION LONGUE
IF CONDBUY THEN
buy PositionSize contract at market
SET STOP %LOSS 2
ENDIF
 
//POSITION COURTE
IF CONDSELL THEN
Sellshort PositionSize contract at market
SET STOP %LOSS 2
ENDIF
 
 
//TRAILING STOP
ONCE trailingStopType     = 1    // Trailing Stop - 0 OFF, 1 ON
ONCE trailingstoplong     = 8    // Trailing Stop Atr Relative Distance
ONCE trailingstopshort    = 5    // Trailing Stop Atr Relative Distance
 
ONCE atrtrailingperiod    = 30  // Atr parameter Value
ONCE minstop              = 0    // Minimum Trailing Stop Distance
 
 
// 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

nas2.jpg

I started a Forward Test Log on the Thread link below.

The Vectorial strategy has lots of interest and good performance (thank you for sharing @Balmora74) so I decided to log my Forward Tests in this spreadsheet Forward Test – Sys Perf.

Feel free anybody to log your Forward Test performance as described in the link below.

GraHal wrote:

Let’s see if it works?

Vectorial-1.jpg Vectorial-2.jpg Vectorial-Dax-V3.itf