DEFPARAM CumulateOrders = False
DEFPARAM PRELOADBARS = 10000
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
Schedule = time >= 000000 and time <= 220000
PositionsizeA = 3
PositionsizeV = 3
MM = Average[135](totalprice)
Newhighest=max(DHigh(0), DHigh(1))
Newlowest=min(DLow(0), DLow(1))
Middle = (Newhighest+Newlowest)/2
Overbought = average[150]((Newhighest+Middle)/2)
Oversold = average[150]((Newlowest+Middle)/2)
CA = (MM > Overbought) and (close crosses over Middle)
CV = (MM < Oversold) and (close crosses under Middle)
// Long Entries
IF Schedule AND CA AND not daysForbiddenEntry AND NOT SHORTONMARKET THEN
BUY PositionsizeA CONTRACTS AT MARKET
ENDIF
IF LONGONMARKET THEN
SELL AT TRADEPRICE +50*pointsize LIMIT
ENDIF
// Short Entries
IF Schedule AND CV AND not daysForbiddenEntry AND NOT LONGONMARKET THEN
SELLSHORT PositionsizeV CONTRACTS AT MARKET
ENDIF
IF SHORTONMARKET THEN
EXITSHORT AT TRADEPRICE - 50*pointsize LIMIT
ENDIF
//MFE
//trailing stop
trailingstop = 40
//resetting variables when no trades are on market
if not onmarket then
MAXPRICE = 0
MINPRICE = close
priceexit = 0
endif
//case SHORT order
if shortonmarket then
MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
endif
endif
//case LONG order
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level
endif
endif
//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif
//SET TARGET pPROFIT 46
SET STOP pLOSS 100
.
