Hello,

i have build a programm which poorly didn’t work. Can someone help me?

It didn’t accept the filters from day before

It do more than one Trade in one direction

I use the Dax Future 9-1730

a) for the Filter of day candle

b) for creat the 5 minut BB

c) for Backtesting i take the one minute Chart and 1.000.000 candles

Here is the code with the explain of filter, stop etc.

Thank you very much

defparam preloadbars=5000
defparam cumulateorders=false
size=(100000+strategyprofit)/(close)*3

 

//Trading Time for start
if time=>090000 and Time<124000 THEN
t=1
ELSE
t=0
ENDIF
//Parameter from Yesterday for Starting Conditions
Timeframe(daily)
//Range >0,6%
c101=(high-low)/close*100>0.6

//Strong Cande with body of a minimum of 50%
if open>close then
c102=(open-close)/(high-low)>0.5
else
c102=(close-open)/(high-low)>0.5
endif

//Use BB of 5 Min Chart
timeframe(5 minutes,updateonclose)
Bolld=ExponentialAverage[21](open)-2*std[21](open)
Bollu=ExponentialAverage[21](open)+2*std[21](open)

// Only on Long Trade and one Short Trade a day
timeframe (5 minute)

c1=(high[0]> BOLLU)
c2=(low[0]< BOLLD)
MaxTrades = 1
IF IntraDayBarIndex = 0 THEN
LongTally = 0
ShortTally = 0
Endif

if not SHORTONMARKET and c1 and t=1 and ShortTally<Maxtrades then
SELLSHORT size contracts at market
ShortTally = ShortTally + 1
ENDIF

//Close Position on 1730 when not SL or TP
if SHORTONMARKET and close<Average[21] or time>173000 THEN
EXITSHORT at market
ENDIF

//Stop Conditions
if shortonmarket THEN
SET STOP LOSS AverageTrueRange[5](close)*2.0
ENDIF

if not longONMARKET and c2 and t=1 and LongTally<MaxTrades THEN
buy size contracts roundedup AT MARKET
LongTally = LongTally + 1
ENDIF

 

if longonmarket THEN
SET STOP LOSS -AverageTrueRange[5](close)*2.0
ENDIF

if LONGONMARKET and close>Average[21] or time>173000 THEN
sell AT MARKET
ENDIF