// We do not store datas until the system starts.
// If it is the first day that the system is launched and if it is afternoon,
// it will be waiting until the next day for defining sell and buy orders
DEFPARAM PreLoadBars = 0
// Position is closed at 7h45 PM, frenh time (in case of CAC40 trading)
DEFPARAM FlatAfter = 173000
// No new position will be initiated after the 5h00 PM candlestick
LimitHour = 153000
// Market scan begin with the 15 minute candlestick that closed at 9h15 AM
StartHour = 093000
// The 24th and 31th days of December will not be traded because market close before 7h45 PM
IF (month=3 and day=28) or (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 that would be adapted to your preferences
if time = 090000 then
PositionSize = max(2,2+ROUND((strategyprofit-1000)/1000)) //gain re-invest trade volume
//PositionSize = 2 //constant trade volume over the time
endif
MaxAmplitude = 80
MinAmplitude = 30
OrderDistance = 4
PourcentageMin = 30
// Variable initilization once at system start
ONCE StartTradingDay = -1
// Variables that can change in intraday are initiliazed
// at first bar on each new day
IF (Time <= StartHour AND StartTradingDay <> 0) OR IntradayBarIndex = 0 THEN
BuyTreshold = 0
SellTreshold = 0
BuyPosition = 0
SellPosition = 0
StartTradingDay = 0
ELSIF Time >= StartHour AND StartTradingDay = 0 AND TradingDay = 1 THEN
// We store the first trading day bar index
DayStartIndex = IntradayBarIndex
StartTradingDay = 1
ELSIF StartTradingDay = 1 AND Time <= LimitHour THEN
// For each trading day, we define each 15 minutes
// the higher and lower price value of the instrument since StartHour
// until the buy and sell tresholds are not defined
IF BuyTreshold = 0 OR SellTreshold = 0 THEN
HighLevel = Highest[IntradayBarIndex - DayStartIndex + 1](High)
LowLevel = Lowest [IntradayBarIndex - DayStartIndex + 1](Low)
// Spread calculation between the higher and the
// lower value of the instrument since StartHour
DaySpread = HighLevel - LowLevel
// Minimal spread calculation allowed to consider a significant price breakout
// of the higher and lower value
MinSpread = DaySpread * PourcentageMin / 100
// Buy and sell tresholds for the actual if conditions are met
IF DaySpread <= MaxAmplitude THEN
IF SellTreshold = 0 AND (Close - LowLevel) >= MinSpread THEN
SellTreshold = LowLevel + OrderDistance
ENDIF
IF BuyTreshold = 0 AND (HighLevel - Close) >= MinSpread THEN
BuyTreshold = HighLevel - OrderDistance
ENDIF
ENDIF
ENDIF
// Creation of the buy and sell orders for the day
// if the conditions are met
IF SellTreshold > 0 AND BuyTreshold > 0 AND (BuyTreshold - SellTreshold) >= MinAmplitude THEN
IF BuyPosition = 0 THEN
IF LongOnMarket THEN
BuyPosition = 1
ELSE
BUY PositionSize CONTRACT AT BuyTreshold STOP
ENDIF
ENDIF
IF SellPosition = 0 THEN
IF ShortOnMarket THEN
SellPosition = 1
ELSE
SELLSHORT PositionSize CONTRACT AT SellTreshold STOP
ENDIF
ENDIF
ENDIF
ENDIF
// Conditions definitions to exit market when a buy or sell order is already launched
IF LongOnMarket AND ((Time <= LimitHour AND SellPosition = 1) OR Time > LimitHour) THEN
SELL AT SellTreshold STOP
ELSIF ShortOnMarket AND ((Time <= LimitHour AND BuyPosition = 1) OR Time > LimitHour) THEN
EXITSHORT AT BuyTreshold STOP
ENDIF
// Maximal risk definition of loss per position
// in case of bad evolution of the instrument price
SET STOP PLOSS MaxAmplitude

Ciao a tutti, ho modificato il codice in modo da farlo lavorare su time frame 5 minuti su Italy cash ma mi apre in alcuni giorni più di due posizioni mentre ho letto che il codice originale dovrebbe aprire al massimo due posizioni al giorno, dov’è il mio errore? Io ho impostato il fuso orario della piattaforma su UTC/00:00