// We don't load data before the start of the system.
// As a result, if the system is started in the afternoon,
// it will wait until the next day before placing any orders.
DEFPARAM PreLoadBars = 0
// The position is closed at 9:45 p.m., local market time (France).
DEFPARAM FlatAfter = 235500
// No new position is taken after the candlestick that closes 5:15 p.m.
LimitEntryTime = 164500//154500
// The market analysis strats at the 15-minute candlestick which closes at 9:30 a.m.
StartTime = 161500
// Some holidays such as the 24th and 31st of December are excluded
IF (Month = 5 AND Day = 1) OR (Month = 12 AND (Day = 24 OR Day = 25 OR Day = 26 OR Day = 30 OR Day =31)) THEN
TradingDay = 0
ELSE
TradingDay = 1
ENDIF
// Variables which can be adapted based on your preferences
PositionSize = 1
AmplitudeMax = 80//58//80
AmplitudeMin = 13//11//12
OrderDistance = 4//4
MinPercent = 35//30
// We initialize this variable once at the beginning of the trading system.
ONCE StartTradingDay = -1
// The variables which can change during the day are initialized
// at the beginning of each new trading day.
IF (Time <= StartTime AND StartTradingDay <> 0) OR IntradayBarIndex = 0 THEN
BuyLevel = 0
SellLevel = 0
BuyPosition = 0
SellPosition = 0
StartTradingDay = 0
ELSIF Time >= StartTime AND StartTradingDay = 0 AND TradingDay = 1 THEN
// We store the index of the first bar of the trading day
IndexStartDay = IntradayBarIndex
StartTradingDay = 1
ELSIF StartTradingDay = 1 AND Time <= LimitEntryTime THEN
// For each trading day, the highest and lowest price of the instrument
// are recorded every 15 minutes since StartTime
// until the buy and sell levels can be defined
IF BuyLevel = 0 OR SellLevel = 0 THEN
UpperLevel = Highest[IntradayBarIndex - IndexStartDay + 1](High)
LowerLevel = Lowest [IntradayBarIndex - IndexStartDay + 1](Low)
// Calculation of the difference between the highest
// and lowest price of the instrument since StartTime
DayDistance = UpperLevel - LowerLevel
// Calculation of the minimum distance between the upper level and lower level
// to consider a breakout of the upper or lower level to be significant
MinDistance = DayDistance * MinPercent / 100
// Calculation of the buy and sell levels for the day if the conditions are met
IF DayDistance <= AmplitudeMax THEN
IF SellLevel = 0 AND (Close - LowerLevel) >= MinDistance THEN
SellLevel = LowerLevel + OrderDistance
ENDIF
IF BuyLevel = 0 AND (UpperLevel - Close) >= MinDistance THEN
BuyLevel = UpperLevel - OrderDistance
ENDIF
ENDIF
ENDIF
// Creation of buy and sell short orders for the day if the conditions are met
IF SellLevel > 0 AND BuyLevel > 0 AND (BuyLevel - SellLevel) >= AmplitudeMin THEN
IF BuyPosition = 0 THEN
IF LongOnMarket THEN
BuyPosition = 1
ELSE
BUY PositionSize CONTRACT AT BuyLevel STOP
ENDIF
ENDIF
IF SellPosition = 0 THEN
IF ShortOnMarket THEN
SellPosition = 1
ELSE
SELLSHORT PositionSize CONTRACT AT SellLevel STOP
ENDIF
ENDIF
ENDIF
ENDIF
// Definition of the conditions to exit the market when a
// buying or selling position is open
//////////////////////////////////////////////////////////////////////////
////Trailing stop logikk
//////////////////////////////////////////////////////////////////////////
//trailing stop
trailingstop = 45//15
//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
//////////////////////////////////////////////////////////////
///Trailing stop logikk
//////////////////////////////////////////////////////////////
SET STOP ploss 55//55
.
.
