DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 50000
//TRADING TIME
CtimeA = time >= 080000 and time <= 180000
CtimeB = time >= 080000 and time <= 180000
// Prevents the system from placing new orders on specified days of the week
daysForbiddenEntry = OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 0 OR OpenDayOfWeek = 0 OR OpenDayOfWeek = 0
//POSITION SIZE
PositionSize = 0.5
HLS = 11 // Hour of Long Exit
HSS = 11 // Hour of Short Exit
//STRATEGY
ONCE PeriodeA = 10
ONCE nbChandelierA= 15
ONCE PeriodeB = 20
ONCE nbChandelierB= 35
ONCE lag = 1.5
MMA = Exponentialaverage[PeriodeA](close)
ADJASUROPPO = (MMA-MMA[nbchandelierA]*pipsize) / nbChandelierA
ANGLE = (ATAN(ADJASUROPPO))
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB
trigger = Exponentialaverage[PeriodeB+lag](pente)
//BUY CONDITIONS
CondBuy1 = ANGLE >= 35
CondBuy2 = (pente > trigger) AND (pente < 0)
CondBuy3 = average[100](close) > average[100](close)[1]
CONDBUY = CondBuy1 and CondBuy2 and CondBuy3 and CTimeA
//SHORT CONDITIONS
CondSell1 = ANGLE <= - 40
CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1)
CondSell3 = average[20](close) < average[20](close)[1]
CONDSELL = CondSell1 and CondSell2 and CondSell3 and CtimeB
//POSITION LONGUE
IF CONDBUY AND not daysForbiddenEntry THEN
buy PositionSize contract at market
SET STOP %LOSS 2
ENDIF
//POSITION COURTE
IF CONDSELL AND not daysForbiddenEntry THEN
Sellshort PositionSize contract at market
SET STOP %LOSS 2
ENDIF
// trailing stop atr [adjusted reset]
once enablets=1
once displayts=1
if enablets then
//
once steps=0.05
once minatrdist=3
once atrtrailingperiod = 14 // atr parameter value
once minstop = 10 // minimum trailing stop distance
if barindex=tradeindex then
trailingstoplong = 5 // trailing stop atr relative distance
trailingstopshort = 5 // trailing stop atr relative distance
elsif prezzouscita>0 then
if longonmarket then
if trailingstoplong>minatrdist then
if prezzouscita>prezzouscita[1] then
trailingstoplong=trailingstoplong
else
trailingstoplong=trailingstoplong-steps
endif
else
trailingstoplong=minatrdist
endif
endif
if shortonmarket then
if trailingstopshort>minatrdist then
if prezzouscita<prezzouscita[1] then
trailingstopshort=trailingstopshort
else
trailingstopshort=trailingstopshort-steps
endif
else
trailingstopshort=minatrdist
endif
endif
endif
//
atrtrail=averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000
trailingstartl=round(atrtrail*trailingstoplong)
trailingstarts=round(atrtrail*trailingstopshort)
tgl=trailingstartl
tgs=trailingstarts
//
if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then//or (longonmarket and condsell) or (shortonmarket and condbuy) then
maxprice=0
minprice=close
prezzouscita=0
endif
//
if longonmarket then//and not condsell then
maxprice=max(maxprice,close)
if maxprice-tradeprice(1)>=tgl*pointsize then
if maxprice-tradeprice(1)>=minstop then
prezzouscita=maxprice-tgl*pointsize
else
prezzouscita=maxprice-minstop*pointsize
endif
endif
endif
//
If LongOnMarket AND Hour=HLS THEN//
SELL AT MARKET
ENDIF
if shortonmarket then//and not condbuy then
minprice=min(minprice,close)
if tradeprice(1)-minprice>=tgs*pointsize then
if tradeprice(1)-minprice>=minstop then
prezzouscita=minprice+tgs*pointsize
else
prezzouscita=minprice+minstop*pointsize
endif
endif
endif
//
if onmarket and prezzouscita>0 then
exitshort at prezzouscita stop
sell at prezzouscita stop
endif
if displayts then
graphonprice prezzouscita coloured(0,0,255,255) as "trailingstop atr"
endif
endif
IF ShortOnMarket AND Hour=HSS THEN
EXITSHORT AT MARKET
ENDIF
.
