4H Short with Repulse-Stop

Strategy in the demo version    

//-------------------------------------------------------------------------
// Hauptcode : 4H Short Repulse
//-------------------------------------------------------------------------
// Dax 1 Euro Mini
// TimeFrame 4H
// Hauptcode : 4H Short with Repulse-Stop
// created by JohnScher

// backtest 08.04.2013 - 26.11.17 with PRT 10.3
// 2 Points Spread
// won 161 loose 212
// max DrawDown 853 Euro max RunUp 5.035
// winnings total 4,473 Euro


defparam flatafter = 210000
defparam cumulateorders = true

// define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade)
ONCE January1 = 3   //0 risk(3)
ONCE January2 = 0   //3 ok
ONCE February1 = 3  //3 ok
ONCE February2 = 3  //0 risk(3)
ONCE March1 = 3     //0 risk(3)
ONCE March2 = 2     //3 ok
ONCE April1 = 1     //3 ok
ONCE April2 = 3     //3 ok
ONCE May1 = 1       //0 risk(1)
ONCE May2 = 2       //0 risk(2)
ONCE June1 = 1      //1 ok
ONCE June2 = 2      //3 ok
ONCE July1 = 3      //1 chance
ONCE July2 = 2      //3 ok
ONCE August1 = 2    //1 chance 1
ONCE August2 = 3    //3 ok
ONCE September1 = 3 //0 risk(3)
ONCE September2 = 0 //0 ok
ONCE October1 = 3   //0 risk(3)
ONCE October2 = 2   //3 ok
ONCE November1 = 1  //1 ok
ONCE November2 = 3  //3 ok
ONCE December1 = 3  // 1 chance
ONCE December2 = 2  //3 ok


// set saisonal multiplier
currentDayOfTheMonth = OpenDay
midOfMonth = 15
IF CurrentMonth = 1 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = January1
ELSE
saisonalPatternMultiplier = January2
ENDIF
ELSIF CurrentMonth = 2 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = February1
ELSE
saisonalPatternMultiplier = February2
ENDIF
ELSIF CurrentMonth = 3 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = March1
ELSE
saisonalPatternMultiplier = March2
ENDIF
ELSIF CurrentMonth = 4 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = April1
ELSE
saisonalPatternMultiplier = April2
ENDIF
ELSIF CurrentMonth = 5 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = May1
ELSE
saisonalPatternMultiplier = May2
ENDIF
ELSIF CurrentMonth = 6 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = June1
ELSE
saisonalPatternMultiplier = June2
ENDIF
ELSIF CurrentMonth = 7 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = July1
ELSE
saisonalPatternMultiplier = July2
ENDIF
ELSIF CurrentMonth = 8 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = August1
ELSE
saisonalPatternMultiplier = August2
ENDIF
ELSIF CurrentMonth = 9 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = September1
ELSE
saisonalPatternMultiplier = September2
ENDIF
ELSIF CurrentMonth = 10 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = October1
ELSE
saisonalPatternMultiplier = October2
ENDIF
ELSIF CurrentMonth = 11 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = November1
ELSE
saisonalPatternMultiplier = November2
ENDIF
ELSIF CurrentMonth = 12 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = December1
ELSE
saisonalPatternMultiplier = December2
ENDIF
ENDIF


//-------------------------------------------------------------------------------------



Once position = 1

cs1 = cci[11] (close) <+90
cs2 = cci[21] (close) >-90
cs3 = PriceOscillator[5,25](close)<0.5
cs4 = TR (close) >24
cs5 = repulse [3] (close) <0.1


TradingTimeShort =  time = 090000 or time = 130000 or time = 170000

IF  TradingTimeShort Then
IF   cs1 and cs2 and cs3 and cs4 and cs5  Then
IF Exponentialaverage [1] (close) < ExponentialAverage [4] (close) THEN
sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET
Endif
Endif
Endif

If repulse [3] (close) >0.1 then
Exitshort at market
Endif


 

// not tested
// on other major indizes
// with some Re-invest-Stategies

// greets JohnScher

Thanks. I converted the 4H Short with Repulse Stop into a 4H Long with Repulse Stop. In this way..

Defparam cumulateorders = false

TradingDay = Opendayofweek = 1 or Opendayofweek = 2 or Opendayofweek = 3 or Opendayofweek = 4 or Opendayofweek = 5

TradingTime = time >=090000 and time <=210000

position = 1

// DetrendedPriceOszillaator past data
p = 3
avg = average[p](close)
r = round(p/2) +1
c = close - avg[r]

// maincode
If TradingDay and TradingTime then
IF c > 0 and Repulse [5] >= 0.3 then
buy position contracts at market
Endif

If Repulse [5] <0.3 then
sell position contracts at market
Endif

Endif

Set Stop %Loss 1
//Set Target %Profit 1

  That should go far enough good. If necessary, can someone check the backtest result?     However, I have a question about Repulse. This is provided by PRT as an indicator. I would like to check how the repulses relate to the rejecting average. For example, for Is it profitable? when you go long if the reject average >0 and the repulse crosses the reject average upwards if the reject average <0 and the repulse crosses the reject average upwards Unfortunately my programming skills are not so good, so I wanted to ask if someone could put the code for the repulse in here? I could then continue my deliberations. Enclosed the last picture. The red line is the rejecting average. Translated with http://www.DeepL.com/Translator   Translated with http://www.DeepL.com/Translator