DAX morning breakout

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  • #66149 quote
    EricEric
    Participant
    Master

    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
    #66154 quote
    EricEric
    Participant
    Master

    “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

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DAX morning breakout


ProOrder: Automated Strategies & Backtesting

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This topic contains 1 reply,
has 1 voice, and was last updated by EricEric
8 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/23/2018
Status: Active
Attachments: No files
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