// ========================================================================
// STRATEGY: DMI-ADX Crossover with Stop Loss + Opposite Signal Exit
// ========================================================================
// BT-DMI-test-V3.0.13.2-VS-AQ
// === INPUTS ===
myDMIperiod = myDMIperiod // 10 // optimize from 1 to 20 via PRT Platform
myATRperiod = 14
myATRmultiplier = 2.5
myRiskPercent = 5 // Risk percentage (5%)
myInitialBalance = 100000 // Starting capital
myADXThreshold = 20 // Minimum ADX value for trend strength confirmation
// === INDICATORS ===
myDIplus = DIPLUS[myDMIperiod]
myDIminus = DIMINUS[myDMIperiod]
myADX = ADX[myDMIperiod]
myATR = AVERAGETRUERANGE[myATRperiod]
// === SIGNALS ===
// Basic DMI crossover signals - SAME BAR ENTRY
myLongSignal = myDIplus CROSSES OVER myDIminus
myShortSignal = myDIminus CROSSES OVER myDIplus
// ADX trend strength filter
// ADXStrong: Filter out weak trends to avoid whipsaw trades in choppy markets
myADXStrong = myADX > myADXThreshold
// Final signals with filter applied
myLongSignal = myLongSignal AND myADXStrong
myShortSignal = myShortSignal AND myADXStrong
// === STOP LOSS DISTANCE ===
myStopLossDistance = myATR * myATRmultiplier
// === RISK MANAGEMENT ===
// Initialize account balance tracking
ONCE myCurrentBalance = myInitialBalance
ONCE myPreviousEquity = myInitialBalance
ONCE myProfitLoss = 0
// Update account balance based on closed positions
IF BarsSince(LongOnMarket) = 0 OR BarsSince(ShortOnMarket) = 0 THEN
// New position opened
myPreviousEquity = myCurrentBalance
ENDIF
// If position was closed on previous bar, update the balance
IF (LongOnMarket[1] AND NOT LongOnMarket) OR (ShortOnMarket[1] AND NOT ShortOnMarket) THEN
// Calculate profit/loss from the closed position
IF LongOnMarket[1] THEN
myProfitLoss = (close[1] - POSITIONPRICE[1]) * COUNTOFPOSITION[1]
ELSE
myProfitLoss = (POSITIONPRICE[1] - close[1]) * ABS(COUNTOFPOSITION[1])
ENDIF
// Update current balance
myCurrentBalance = myCurrentBalance + myProfitLoss
ENDIF
// Calculate position size based on risk
myRiskAmount = myCurrentBalance * (myRiskPercent / 100)
// Calculate position size based on stop loss distance
IF myStopLossDistance > 0 THEN
myRiskBasedPositionSize = ROUND(myRiskAmount / myStopLossDistance)
// Ensure minimum position size of 1
IF myRiskBasedPositionSize < 1 THEN
myRiskBasedPositionSize = 1
ENDIF
ELSE
myRiskBasedPositionSize = 1
ENDIF
// === STATE FLAGS ===
// Initialize these variables only once to maintain state between bars
ONCE myReverseToLong = 0
ONCE myReverseToShort = 0
ONCE myEntryPrice = 0
ONCE myLongStopLevel = 0
ONCE myShortStopLevel = 0
ONCE myExitType = 0 // 0=neutral, +1=opposite signal, -1=stop loss hit
ONCE myExitPrice = 0 // Price at which exit occurred
// === POSITION MANAGEMENT ===
IF LongOnMarket THEN
// Store entry price when entering a position
IF BarsSince(LongOnMarket) = 0 THEN
myEntryPrice = close
myLongStopLevel = myEntryPrice - myStopLossDistance
myExitType = 0
myExitPrice = 0
// Set stop loss using built-in function
SET STOP PRICE myLongStopLevel
ENDIF
ENDIF
IF ShortOnMarket THEN
// Store entry price when entering a position
IF BarsSince(ShortOnMarket) = 0 THEN
myEntryPrice = close
myShortStopLevel = myEntryPrice + myStopLossDistance
myExitType = 0
myExitPrice = 0
// Set stop loss using built-in function
SET STOP PRICE myShortStopLevel
ENDIF
ENDIF
// === ENTRY WHEN FLAT ===
IF NOT LongOnMarket AND NOT ShortOnMarket THEN
IF myReverseToLong THEN
BUY myRiskBasedPositionSize SHARES AT MARKET
myReverseToLong = 0
ELSE
IF myReverseToShort THEN
SELLSHORT myRiskBasedPositionSize SHARES AT MARKET
myReverseToShort = 0
ELSE
IF myLongSignal THEN
BUY myRiskBasedPositionSize SHARES AT MARKET
ELSE
IF myShortSignal THEN
SELLSHORT myRiskBasedPositionSize SHARES AT MARKET
ENDIF
ENDIF
ENDIF
ENDIF
ENDIF
// === VISUALIZATION ===
// Show stop levels on price chart
GraphOnPrice myLongStopLevel coloured("Green")
GraphOnPrice myShortStopLevel coloured("Red")
// Track exit types in a separate panel
GRAPH myExitType AS "Exit Type (+1=Signal, 0=Neutral, -1=Stop Loss)"
// End
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