// ALLEMAGNE 30
// H1
DEFPARAM CumulateOrders = False
// TAILLE DES POSITIONS
N = 1
TIMEFRAME (60 MINUTES, UPDATEONCLOSE)
c7 = Average[50] > Average[50][1]
//c10 = Average[50] < Average[50][1]
TIMEFRAME (10 MINUTES, UPDATEONCLOSE)
indicator11 = Stochastic[14,3](close) //Stabilare men mindre returns
c14 = (indicator11 > 95)
TIMEFRAME (Default)
// Donchian
// Pour le DAX :V = 7
V = ValueX
//ONCE Profitablecloses = 80
//ONCE Profx = 0
//DonchianSupV = highest[V](high)
DonchianInfV = lowest[V](low)
indicator1, ignored, ignored, ignored, ignored, ignored, ignored = CALL "VWAP BAND SOM FUNKAR"
// ACHAT
c2 = close crosses under DonchianInfV[1]
c1 = (close > indicator1)
//c5 = close[3] < indicator1
//c6 = RSI[10] > 85 // mer returns men mer risk
//indicator3, ignored, ignored, ignored, ignored, ignored, ignored, ignored = CALL "M-Oscillator"
//c6 = (indicator3 >= 12)
IF c1 and c2 and c7 THEN
buy N shares at market
//Profx = 0
ENDIF
set stop $loss ValueY
//IF LONGONMARKET and close[0] >= TRADEPRICE then
//profx = profx + 1
//ENDIF
//
//IF profx >= profitablecloses THEN
//SELL AT MARKET
//ENDIF
IF longonmarket and C14 THEN
sell at market
endif
//// VENTE
//c3 = close crosses under DonchianSupV[1]
//c11 = (close < indicator1)
//c12 = RSI[14] < 30
//
//
//IF c10 and c11 and c3 THEN
//sellshort N shares at market
//ENDIF
//
//if shortonmarket and c12 then
//exitshort at market
//endif
//period1=7
//period2=14
HeuristicsCycleLimit = 2
once HeuristicsCycle = 0
once HeuristicsAlgo1 = 1
once HeuristicsAlgo2 = 0
If HeuristicsCycle >= HeuristicsCycleLimit Then
If HeuristicsAlgo1 = 1 Then
HeuristicsAlgo2 = 1
HeuristicsAlgo1 = 0
ElsIf HeuristicsAlgo2 = 1 Then
HeuristicsAlgo1 = 1
HeuristicsAlgo2 = 0
EndIf
HeuristicsCycle = 0
EndIf
//
//If HeuristicsAlgo1 = 1 Then
//Heuristics Algorithm 1 Start
If (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Then
optimize = optimize + 1
EndIf
StartingValue = 22 //5
ResetPeriod = 3 //Specify no of months after which to reset optimization
Increment = 1
MaxIncrement = 6 //3 //Limit of no of increments either up or down
Reps = 3 //Number of trades to use for analysis
MinValue = 1 //Minimum allowed value
MaxValue = 30 //Maximum allowed value
If monthinit = 1 or monthinit = 3 or monthinit = 5 or monthinit = 7 or monthinit = 8 or monthinit = 10 or monthinit = 12 Then
MonthDays = 31
ElsIf monthinit = 4 or monthinit = 6 or monthinit = 9 or monthinit = 11 Then
MonthDays = 30
ElsIf monthinit = 2 Then
If (yearinit/4 = round(yearinit/4)) or (yearinit/400 = round(yearinit/400)) Then //haha not sure how exactly to do this
MonthDays = 29 //leap year
Else
MonthDays = 28
EndIf
EndIf
If (month = monthinit and day = dayinit + ResetPeriod) or (month = monthinit + 1 and (day + (MonthDays - dayinit)) >= ResetPeriod) Then
ValueX = StartingValue
WinCountB = 0
StratAvgB = 0
BestA = 0
BestB = 0
dayinit = day
monthinit = month
yearinit = year
EndIf
once ValueX = StartingValue
once PIncPos = 1 //Positive Increment Position
once NIncPos = 1 //Neative Increment Position
once Optimize = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit)
once Mode = 1 //Switches between negative and positive increments
//once WinCountB = 3 //Initialize Best Win Count
//GRAPH WinCountB coloured (0,0,0) AS "WinCountB"
//once StratAvgB = 4353 //Initialize Best Avg Strategy Profit
//GRAPH StratAvgB coloured (0,0,0) AS "StratAvgB"
If Optimize = Reps Then
WinCountA = 0 //Initialize current Win Count
StratAvgA = 0 //Initialize current Avg Strategy Profit
HeuristicsCycle = HeuristicsCycle + 1
For i = 1 to Reps Do
If positionperf(i) > 0 Then
WinCountA = WinCountA + 1 //Increment Current WinCount
EndIf
StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)
Next
StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit
//Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1"
//Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2"
//Graph StratAvgA*-1 as "StratAvgA"
//once BestA = 300
//GRAPH BestA coloured (0,0,0) AS "BestA"
If StratAvgA >= StratAvgB Then
StratAvgB = StratAvgA //Update Best Strategy Profit
BestA = ValueX
EndIf
//once BestB = 300
//GRAPH BestB coloured (0,0,0) AS "BestB"
If WinCountA >= WinCountB Then
WinCountB = WinCountA //Update Best Win Count
BestB = ValueX
EndIf
If WinCountA > WinCountB and StratAvgA > StratAvgB Then
Mode = 0
ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then
ValueX = ValueX - (Increment*NIncPos)
NIncPos = NIncPos + 1
Mode = 2
ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then
ValueX = ValueX + (Increment*PIncPos)
PIncPos = PIncPos + 1
Mode = 1
ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then
ValueX = ValueX + (Increment*PIncPos)
PIncPos = PIncPos + 1
Mode = 1
ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 2 Then
ValueX = ValueX - (Increment*NIncPos)
NIncPos = NIncPos + 1
Mode = 2
EndIf
If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then
If BestA = BestB Then
ValueX = BestA
Else
If reps >= 10 Then
WeightedScore = 10
Else
WeightedScore = round((reps/100)*100)
EndIf
ValueX = round(((BestA*(20-WeightedScore)) + (BestB*WeightedScore))/20) //Lower Reps = Less weight assigned to Win%
EndIf
NIncPos = 1
PIncPos = 1
ElsIf ValueX > MaxValue Then
ValueX = MaxValue
ElsIf ValueX < MinValue Then
ValueX = MinValue
EndIF
Optimize = 0
EndIf
// Heuristics Algorithm 1 End
//ElsIf HeuristicsAlgo2 = 1 Then
//Heuristics Algorithm 2 Start
If (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Then
optimize2 = optimize2 + 1
EndIf
StartingValue2 = 60
ResetPeriod2 = 3 //Specify no of months after which to reset optimization
Increment2 = 1
MaxIncrement2 = 44 //Limit of no of increments either up or down
Reps2 = 3 //Number of trades to use for analysis
MinValue2 = 84 //Minimum allowed value
MaxValue2 = 78 //Maximum allowed value
If monthinit2 = 1 or monthinit2 = 3 or monthinit2 = 5 or monthinit2 = 7 or monthinit2 = 8 or monthinit2 = 10 or monthinit2 = 12 Then
MonthDays2 = 31
ElsIf monthinit2 = 4 or monthinit2 = 6 or monthinit2 = 9 or monthinit2 = 11 Then
MonthDays2 = 30
ElsIf monthinit2 = 2 Then
If (yearinit2/4 = round(yearinit2/4)) or (yearinit2/400 = round(yearinit2/400)) Then //haha not sure how exactly to do this
MonthDays2 = 29 //leap year
Else
MonthDays2 = 28
EndIf
EndIf
If (month = monthinit2 and day = dayinit2 + ResetPeriod2) or (month = monthinit2 + 1 and (day + (MonthDays2 - dayinit2)) >= ResetPeriod2) Then
ValueY = StartingValue2
WinCountB2 = 0
StratAvgB2 = 0
BestA2 = 0
BestB2 = 0
dayinit2 = day
monthinit2 = month
yearinit2 = year
EndIf
once ValueY = StartingValue2
once PIncPos2 = 1 //Positive Increment Position
once NIncPos2 = 1 //Neative Increment Position
once Optimize2 = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit)
once Mode2 = 1 //Switches between negative and positive increments
//once WinCountB2 = 3 //Initialize Best Win Count
//GRAPH WinCountB2 coloured (0,0,0) AS "WinCountB2"
//once StratAvgB2 = 4353 //Initialize Best Avg Strategy Profit
//GRAPH StratAvgB2 coloured (0,0,0) AS "StratAvgB2"
If Optimize2 = Reps2 Then
WinCountA2 = 0 //Initialize current Win Count
StratAvgA2 = 0 //Initialize current Avg Strategy Profit
HeuristicsCycle = HeuristicsCycle + 1
For i2 = 1 to Reps2 Do
If positionperf(i) > 0 Then
WinCountA2 = WinCountA2 + 1 //Increment Current WinCount
EndIf
StratAvgA2 = StratAvgA2 + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)
Next
StratAvgA2 = StratAvgA2/Reps2 //Calculate Current Avg Strategy Profit
//Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1-2"
//Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2-2"
//Graph StratAvgA2*-1 as "StratAvgA2"
//once BestA2 = 300
//GRAPH BestA2 coloured (0,0,0) AS "BestA2"
If StratAvgA2 >= StratAvgB2 Then
StratAvgB2 = StratAvgA2 //Update Best Strategy Profit
BestA2 = ValueY
EndIf
//once BestB2 = 300
//GRAPH BestB2 coloured (0,0,0) AS "BestB2"
If WinCountA2 >= WinCountB2 Then
WinCountB2 = WinCountA2 //Update Best Win Count
BestB2 = ValueY
EndIf
If WinCountA2 > WinCountB2 and StratAvgA2 > StratAvgB2 Then
Mode = 0
ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 1 Then
ValueY = ValueY - (Increment2*NIncPos2)
NIncPos2 = NIncPos2 + 1
Mode2 = 2
ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 1 Then
ValueY = ValueY + (Increment2*PIncPos2)
PIncPos2 = PIncPos2 + 1
Mode = 1
ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 2 Then
ValueY = ValueY + (Increment2*PIncPos2)
PIncPos2 = PIncPos2 + 1
Mode2 = 1
ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 2 Then
ValueY = ValueY - (Increment2*NIncPos2)
NIncPos2 = NIncPos2 + 1
Mode2 = 2
EndIf
If NIncPos2 > MaxIncrement2 or PIncPos2 > MaxIncrement2 Then
If BestA2 = BestB2 Then
ValueY = BestA
Else
If reps2 >= 10 Then
WeightedScore2 = 10
Else
WeightedScore2 = round((reps2/100)*100)
EndIf
ValueY = round(((BestA2*(20-WeightedScore2)) + (BestB2*WeightedScore2))/20) //Lower Reps = Less weight assigned to Win%
EndIf
NIncPos2 = 1
PIncPos2 = 1
ElsIf ValueY > MaxValue2 Then
ValueY = MaxValue2
ElsIf ValueY < MinValue2 Then
ValueY = MinValue2
EndIF
Optimize2 = 0
EndIf
// Heuristics Algorithm 2 End
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