Discussion BRENT CRUDE OIL strategy

• 05/12/2020 at 4:41 PM #131342
  Franro

  Hi,

  I found an old strategy made by @Elsborgtradern and I though of bringing it into this forum so we all could work on a better version. It doesnt have an tp or sl so thats what I´ve been working on. Ill post the code.

  Thanks,,

  Franro.

  TDI-OIL-BRENT-CRUDE-1h-v1

  //------------------------------------------------------------------------- //TDI OIL Brent Crude (1£ Contracts) 2H Credit to ElsborgTrading // //------------------------------------------------------------------------- // code-Parameter DEFPARAM CumulateOrders = true //DEFPARAM FlatAfter = 230000 //DEFPARAM Flatbefore = 030000 //MONEY MGT// Equity = (Strategyprofit+20000) Risk = round(Equity/100000) Losses = positionperf(1)<0 and positionperf(2)<0 and positionperf(3)<0 streak = positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0 Streak2= positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0 and positionperf(4)>0 if losses then PositionSize = max(abs(round(max(3+risk-2,risk-2))),2) elsif not losses then PositionSize = max(abs(round(max(3+risk,risk))),2) endif if streak then PositionSize = max(abs(round(max(5+risk,risk))),2) endif if streak2 then PositionSize = max(abs(round(max(7+risk,risk))),2) endif //TDI indicator //parameters : lengthrsi=13 lengthrsipl=2 lengthtradesl=7 //overbought and oversold values of the TDI indicator upperzone = 65 lowerzone = 7 //upperzone = upz //lowerzone = loz //heiken ashi xClose = (Open+High+Low+Close)/4 if(barindex>2) then xOpen = (xOpen[1] + xClose[1])/2 xHigh = Max(xOpen, xClose) xLow = Min(xOpen, xClose) endif //indicators r = rsi[lengthrsi](close) mab = average[lengthrsipl](r) mbb = average[lengthtradesl](r) yellowMA = average[5](TypicalPrice) yellowMAshifted = yellowMA[2] //trade conditions longCondition = mab crosses over mbb AND mab<50 AND xHigh>yellowMAshifted shortCondition = mab crosses under mbb AND mab>51 AND xLow<yellowMAshifted //Longsell=mab crosses under mbb AND mab<upperzone and mab>56 AND xlow>yellowMAshifted //Shortexit= mab crosses over mbb AND mab>lowerzone and mab<56 AND xhigh>yellowMAshifted Longsell=mab crosses under mbb AND mab<upperzone and mab>55 AND xlow>yellowMAshifted Shortexit= mab crosses over mbb AND mab>lowerzone and mab<58 AND xhigh>yellowMAshifted //Longsell2=mab crosses under lowerzone //Shortexit2=mab crosses over upperzone //*************************** // open position // long IF Not LONGONMARKET AND longcondition THEN BUY PositionSize CONTRACT AT MARKET ENDIF // short IF Not SHORTONMARKET AND shortCondition THEN SELLSHORT PositionSize CONTRACT AT MARKET ENDIF // close position IF LONGONMARKET and Longsell then//or longsell2 THEN SELL AT MARKET ENDIF IF SHORTONMARKET and Shortexit then//or shortexit2 THEN EXITSHORT AT MARKET ENDIF // stop and profit //SET STOP pLOSS sl //SET TARGET pPROFIT tp

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  //------------------------------------------------------------------------- //TDI OIL Brent Crude (1£ Contracts) 2H Credit to ElsborgTrading // //-------------------------------------------------------------------------   // code-Parameter DEFPARAM CumulateOrders = true   //DEFPARAM FlatAfter = 230000 //DEFPARAM Flatbefore = 030000   //MONEY MGT//   Equity = (Strategyprofit+20000) Risk = round(Equity/100000) Losses = positionperf(1)<0 and positionperf(2)<0 and positionperf(3)<0 streak = positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0 Streak2= positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0 and positionperf(4)>0 if losses then PositionSize  = max(abs(round(max(3+risk-2,risk-2))),2) elsif not losses then PositionSize  = max(abs(round(max(3+risk,risk))),2) endif if streak then PositionSize  = max(abs(round(max(5+risk,risk))),2) endif if streak2 then PositionSize  = max(abs(round(max(7+risk,risk))),2) endif     //TDI indicator //parameters : lengthrsi=13 lengthrsipl=2 lengthtradesl=7   //overbought and oversold values of the TDI indicator upperzone = 65 lowerzone = 7 //upperzone = upz //lowerzone = loz   //heiken ashi xClose = (Open+High+Low+Close)/4 if(barindex>2) then xOpen = (xOpen[1] + xClose[1])/2 xHigh = Max(xOpen, xClose) xLow = Min(xOpen, xClose) endif   //indicators r = rsi[lengthrsi](close) mab = average[lengthrsipl](r) mbb = average[lengthtradesl](r) yellowMA = average[5](TypicalPrice) yellowMAshifted = yellowMA[2]   //trade conditions longCondition = mab crosses over mbb AND mab<50 AND xHigh>yellowMAshifted shortCondition = mab crosses under  mbb AND mab>51 AND xLow<yellowMAshifted   //Longsell=mab crosses under mbb AND mab<upperzone and mab>56 AND xlow>yellowMAshifted //Shortexit= mab crosses over mbb AND mab>lowerzone and mab<56 AND xhigh>yellowMAshifted Longsell=mab crosses under mbb AND mab<upperzone and mab>55 AND xlow>yellowMAshifted Shortexit= mab crosses over mbb AND mab>lowerzone and mab<58 AND xhigh>yellowMAshifted //Longsell2=mab crosses under lowerzone //Shortexit2=mab crosses over upperzone //***************************   // open position // long IF Not LONGONMARKET AND longcondition THEN BUY PositionSize CONTRACT AT MARKET ENDIF   // short IF Not SHORTONMARKET AND shortCondition THEN SELLSHORT PositionSize CONTRACT AT MARKET ENDIF   // close position   IF LONGONMARKET and Longsell then//or longsell2 THEN SELL AT MARKET ENDIF IF SHORTONMARKET and Shortexit then//or shortexit2 THEN EXITSHORT  AT MARKET ENDIF     // stop and profit //SET STOP pLOSS sl //SET TARGET pPROFIT tp

   

  

  Franro

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  05/12/2020 at 4:44 PM #131344
  Franro

  Attached the file,,

  Franro

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  KumoNoJuzza, GraHal, robertogozzi

  

  Franro

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