DAX morning breakout

• 03/23/2018 at 11:11 AM #66149
  Eric

  I saw this strategy in the library by beeb

  https://www.prorealcode.com/prorealtime-trading-strategies/dax30-morning-breakout-order-size-increase/

  Would it be possible to do a version2  and change the code so that max 2 trades per day  1 long and 1 short (if the first is a loss)

  like this first 1 cfd long  and win no more trade that day,  and if a loss then sell 2 cfd and no more trade that day

  and then start again next day with 1 cfd (even if there was 2 loss previous day)

  DEFPARAM FLATBEFORE=090100 // Festlegen der Code-Parameter DEFPARAM CumulateOrders = false // Kumulieren von Positionen deaktiviert // einmalige werte once size = 1 once profi = 20 once in = 1 once korrek = 1 sl = 35 // Verhindert das Trading an bestimmten Wochentagen daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 noEntryAfterTime = 100000 timeEnterAfter = time < noEntryAfterTime // einen trade nur IF (CurrentTime = 010000) then onetrade = 0 ENDIF // Bedingungen zum Einstieg in Long-Positionen IF (CurrentTime = 085900) then high7 = HIGHEST[120](high) low7 = LOWEST[120](low) ENDIF IF (close > high7) AND (CurrentTime >= 090100) then onetrade = 1 ENDIF IF (CurrentTime >= 090100) AND not daysForbiddenEntry AND (onetrade = 0) AND timeEnterAfter THEN BUY size CONTRACT AT high7 STOP ENDIF IF (LONGONMARKET = 1) then onetrade = 1 in = 1 korrek = 0 //l1 = POSITIONPRICE + 0.0008 l2 = POSITIONPRICE - sl //sell at l1 LIMIT sell at l2 stop ENDIF // Bedingungen zum Einstieg in Short-Positionen IF close < low7 AND (CurrentTime >= 090100) then onetrade = 1 ENDIF IF (CurrentTime >= 090100) AND not daysForbiddenEntry AND (onetrade = 0) AND timeEnterAfter THEN SELLSHORT size CONTRACT AT low7 STOP ENDIF IF (SHORTONMARKET = 1) then onetrade = 1 in = 1 korrek = 0 //s1 = POSITIONPRICE - 0.0008 s2 = POSITIONPRICE + sl //EXITSHORT at s1 LIMIT EXITSHORT at s2 STOP ENDIF // korrektur IF (LONGONMARKET < 1) AND (SHORTONMARKET < 1) then in = 0 ENDIF IF in = 0 and korrek = 0 then d1 = POSITIONPERF(1) > 0 d2 = POSITIONPERF(1) < 0 IF d1 and size > 1 then size = size - 1 korrek = 1 ELSIF d2 then size = size + 1 korrek = 1 ENDIF ENDIF // Stops und Targets SET STOP pLOSS 60 SET TARGET pPROFIT sl // Performance IF STRATEGYPROFIT > profi then size = 1 profi = profi + 20 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 79 80 81 82 83 84 85 86

  DEFPARAM FLATBEFORE=090100 // Festlegen der Code-Parameter DEFPARAM CumulateOrders = false // Kumulieren von Positionen deaktiviert // einmalige werte once size = 1 once profi = 20 once in = 1 once korrek = 1 sl = 35 // Verhindert das Trading an bestimmten Wochentagen daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 noEntryAfterTime = 100000 timeEnterAfter = time < noEntryAfterTime // einen trade nur IF (CurrentTime = 010000) then onetrade = 0 ENDIF // Bedingungen zum Einstieg in Long-Positionen IF (CurrentTime = 085900) then high7 = HIGHEST[120](high) low7 = LOWEST[120](low) ENDIF IF (close > high7) AND (CurrentTime >= 090100) then onetrade = 1 ENDIF IF  (CurrentTime >= 090100) AND not daysForbiddenEntry AND (onetrade = 0) AND timeEnterAfter THEN BUY size CONTRACT AT high7 STOP ENDIF IF (LONGONMARKET = 1) then onetrade = 1 in = 1 korrek = 0 //l1 = POSITIONPRICE + 0.0008 l2 = POSITIONPRICE - sl //sell at l1 LIMIT sell at l2 stop ENDIF // Bedingungen zum Einstieg in Short-Positionen IF close < low7 AND (CurrentTime >= 090100) then onetrade = 1 ENDIF IF (CurrentTime >= 090100) AND not daysForbiddenEntry AND (onetrade = 0) AND timeEnterAfter THEN SELLSHORT size CONTRACT AT low7 STOP ENDIF IF (SHORTONMARKET = 1) then onetrade = 1 in = 1 korrek = 0 //s1 = POSITIONPRICE - 0.0008 s2 = POSITIONPRICE + sl //EXITSHORT at s1 LIMIT EXITSHORT at s2 STOP ENDIF // korrektur IF (LONGONMARKET < 1) AND (SHORTONMARKET < 1) then in = 0 ENDIF IF in = 0 and korrek = 0 then d1 = POSITIONPERF(1) > 0 d2 = POSITIONPERF(1) < 0 IF d1 and size > 1 then   size = size - 1   korrek = 1 ELSIF d2 then   size = size + 1   korrek = 1 ENDIF ENDIF // Stops und Targets SET STOP pLOSS 60 SET TARGET pPROFIT sl // Performance IF STRATEGYPROFIT > profi then size = 1 profi = profi + 20 ENDIF

   

   

  

  Eric

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  03/23/2018 at 11:29 AM #66154
  Eric

  “box” high and low would be stoplevel and buy/sell

  and maybe (for the strategyprofit) to work?) close first losing position with a stop at box high/low and then open the next one with a market order outside the box?

  and run it on 1-minute

  

  Eric

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