breakout buy code

• 02/25/2020 at 10:24 AM #120397
  lauyintatjason

  Dear guys,

  I am hoping to write a code for trading.

  ema 50 x ema 200

  accumulate order buy/sell on price break above / below or the previous candle (time frame)

  stop at trailing.

  i try very hard to find it. i hope you guys can help.

  so many thanks

   

  

  lauyintatjason

  Participant

  Topics: 1

  Replies: 2

  Been thanked: 0 times
  02/25/2020 at 10:54 AM #120399
  robertogozzi

  Please use the correct forum, I move the topic to the ProOrder support furum since you are talking about a strategy, while ProBuilder is devoted to indicators.

  Thank you 🙂

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  02/25/2020 at 11:17 AM #120407
  robertogozzi

  What do you mean by “or the previous candle (time frame)“?

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  02/25/2020 at 11:21 AM #120408
  lauyintatjason

  Hi.

  Thank you for your reply.

  What I mean is break previous price then entry order.

   

  Thanks

  

  lauyintatjason

  Participant

  Topics: 1

  Replies: 2

  Been thanked: 0 times
  02/25/2020 at 11:33 AM #120409
  robertogozzi

  To recap, you want to enter whenever there’s been a crossover of the two MA’s AND price breaks the price of the candle where the croccover occurred or the previous one?

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  02/25/2020 at 11:39 AM #120410
  lauyintatjason

  Yes. Enter after ma cross.

  Then accumulate order of contract after .

  Etc.  Add contract following the trend .

  Condition is, price must break above or below. In order to enter . (Not the next bar)

  With a trailing stop.

   

  

  lauyintatjason

  Participant

  Topics: 1

  Replies: 2

  Been thanked: 0 times
  02/25/2020 at 12:33 PM #120424
  robertogozzi

  There you go, I tested it on DAX, 4h TF and it seems to work. Let me know if it’s doing what you wanted.

  DEFPARAM CumulateOrders = true ONCE CrossOver = 0 ONCE CrossUnder = 0 //--------------------------------------------------------------------- ONCE AvgType = 1 //1 = Ema Ema50 = average[50,AvgType](close) //50 Ema200 = average[200,AvgType](close) //200 //--------------------------------------------------------------------- // check when faster EMA crosses over/under slower EMA // CrossUnder = Ema50 CROSSES UNDER Ema200 CrossOver = Ema50 CROSSES OVER Ema200 //--------------------------------------------------------------------- // enter a LONG trade // IF CrossOver AND Not LongOnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF //--------------------------------------------------------------------- // enter a SHORT trade // IF CrossUnder AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //--------------------------------------------------------------------- // Accumulate LONG positions // IF LongOnMarket AND close > close[1] THEN BUY 1 CONTRACT AT MARKET ENDIF //--------------------------------------------------------------------- // Accumulate SHORT positions // IF ShortOnMarket AND close < close[1] THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //--------------------------------------------------------------------- // Trailing stop function //by Nicolas https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function // trailingstart = 20 //20 trailing will start @trailinstart points profit trailingstep = 20 //20 trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-positionprice>=trailingstart*pipsize THEN newSL = positionprice+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND positionprice-close>=trailingstart*pipsize THEN newSL = positionprice-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //---------------------------------------------------------------------

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78

  DEFPARAM CumulateOrders = true ONCE CrossOver  = 0 ONCE CrossUnder = 0 //--------------------------------------------------------------------- ONCE AvgType = 1                      //1 = Ema Ema50  = average[50,AvgType](close)   //50 Ema200 = average[200,AvgType](close)  //200 //--------------------------------------------------------------------- // check when faster EMA crosses over/under slower EMA // CrossUnder = Ema50 CROSSES UNDER Ema200 CrossOver  = Ema50 CROSSES OVER  Ema200 //--------------------------------------------------------------------- // enter a LONG  trade // IF CrossOver  AND Not LongOnMarket THEN    BUY 1 CONTRACT AT MARKET ENDIF //--------------------------------------------------------------------- // enter a SHORT trade // IF CrossUnder AND Not ShortOnMarket THEN    SELLSHORT 1 CONTRACT AT MARKET ENDIF //--------------------------------------------------------------------- // Accumulate LONG  positions // IF LongOnMarket  AND close > close[1] THEN    BUY 1 CONTRACT AT MARKET ENDIF //--------------------------------------------------------------------- // Accumulate SHORT positions // IF ShortOnMarket AND close < close[1] THEN    SELLSHORT 1 CONTRACT AT MARKET ENDIF //--------------------------------------------------------------------- //              Trailing stop function //by Nicolas https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function // trailingstart = 20    //20   trailing will start @trailinstart points profit trailingstep  = 20    //20   trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN    newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN    //first move (breakeven)    IF newSL=0 AND close-positionprice>=trailingstart*pipsize THEN       newSL = positionprice+trailingstep*pipsize    ENDIF    //next moves    IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN       newSL = newSL+trailingstep*pipsize    ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN    //first move (breakeven)    IF newSL=0 AND positionprice-close>=trailingstart*pipsize THEN       newSL = positionprice-trailingstep*pipsize    ENDIF    //next moves    IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN       newSL = newSL-trailingstep*pipsize    ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN    SELL      AT newSL STOP    EXITSHORT AT newSL STOP ENDIF //---------------------------------------------------------------------

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
• Author
  Posts