Ho trovato in giro questa strategia e la posto per chi volesse usarla, modificarla, magari migliorarla se possibile:

//-------------------------------------------------------------------------
// Definizione dei parametri del codice
DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate

// Condizioni per entrare su posizioni long
indicator1 = SuperTrend[2.7,27]
indicator2 = SuperTrend[1.5,10]
c1 = (indicator1 CROSSES OVER indicator2)
indicator3 = Average[100](close)
c2 = (indicator3 CROSSES OVER close)

IF c1 AND c2 THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Condizioni per entrare su posizioni short
indicator4 = SuperTrend[2.7,27]
indicator5 = SuperTrend[1.5,10]
c3 = (indicator4 CROSSES UNDER indicator5)
indicator6 = Average[100](close)
c4 = (indicator6 CROSSES UNDER close)

IF c3 AND c4 THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// Stop e target
SET STOP   %LOSS   1       //1
SET TARGET %PROFIT 3.5     //3.5
/////////////////////////////////////////////////////////
//trailing stop
trailingstop = 40          //40
//resetting variables when no trades are on market
if not onmarket then
MAXPRICE = 0
MINPRICE = close
priceexit = 0
endif
//case SHORT order
if shortonmarket then
MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
endif
endif
//case LONG order
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level
endif
endif
//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif

x-11.jpg 2STrMM-Dax-5min.itf