DOW J. Day Only Long

• 06/30/2020 at 3:24 PM #137742
  Mauro T. “Algorithm System”

  Daily strategy with indicator created by Vonasi.
  The strategy was optimized with the tick by tick mode until December 2017.
  I put the usual monthly stop to not increase the Drawdown.

   

  //////// DOW J. Day Only Long indicator by Vonasi //////////// DEFPARAM CumulateOrders = False c30 =TR(close)>30 indicator11 = ADX[10] indicator21 = ADXR[13] c2 = (indicator11[1] > indicator21[1]) indicator1 = CALL "Average Penetration Histog."[55, 95](close) c1 = (indicator1 >= 1) If longonmarket and (barindex-tradeindex)>=22 then SELL AT MARKET ENDIF LossMonth =450 once StopMonth=1 IF Month <> Month[1] THEN ProfitMonth=strategyprofit StopMonth=1 endif If strategyprofit<=ProfitMonth-LossMonth then StopMonth=0 endif IF not longonmarket and StopMonth=1 and c1 and c2 and c30 then BUY 1 CONTRACT AT MARKET SET STOP %LOSS 1.5 ENDIF indicator2 = CALL "Average Penetration Histog."[55, 95](close) c2 = (indicator2 <= -1) IF c2 THEN SELL AT MARKET ENDIF Trailinglong = 4* averagetruerange[1](close) Trailingsteplong = 1* averagetruerange[1](close) TGL = Trailinglong STPL = Trailingsteplong if not onmarket then MAXPRICE = 0 PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL then PREZZOUSCITA = MAXPRICE-STPL ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF

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  ////////    DOW J. Day Only Long indicator by Vonasi    ////////////   DEFPARAM CumulateOrders = False c30 =TR(close)>30 indicator11 = ADX[10] indicator21 = ADXR[13] c2 = (indicator11[1] > indicator21[1]) indicator1 = CALL "Average Penetration Histog."[55, 95](close) c1 = (indicator1 >= 1) If longonmarket and (barindex-tradeindex)>=22 then SELL AT MARKET ENDIF LossMonth  =450 once StopMonth=1 IF Month <> Month[1] THEN ProfitMonth=strategyprofit StopMonth=1 endif If strategyprofit<=ProfitMonth-LossMonth then StopMonth=0 endif IF not longonmarket and StopMonth=1 and c1 and c2 and c30  then BUY 1 CONTRACT AT MARKET SET STOP %LOSS 1.5 ENDIF indicator2 = CALL "Average Penetration Histog."[55, 95](close) c2 = (indicator2 <= -1) IF c2 THEN SELL AT MARKET ENDIF Trailinglong     = 4* averagetruerange[1](close) Trailingsteplong = 1* averagetruerange[1](close) TGL = Trailinglong STPL = Trailingsteplong if not onmarket then MAXPRICE = 0 PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL then PREZZOUSCITA = MAXPRICE-STPL ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF

   

   

   

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  Mauro T. “Algorithm System”

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  06/30/2020 at 4:28 PM #137766
  Mauro T. “Algorithm System”

  An error occurred in the previous version .... I entered the wrong file. //////// DOW J. Day Only Long indicator by Vonasi //////////// DEFPARAM CumulateOrders = False c30 =TR(close)>30 indicator11 = ADX[10] indicator21 = ADXR[13] c2 = (indicator11[1] > indicator21[1]) indicator1 = CALL "Average Penetration Histog."[55, 95](close) c1 = (indicator1 >= 1) If longonmarket and (barindex-tradeindex)>=22 then SELL AT MARKET ENDIF LossMonth =450 once StopMonth=1 IF Month <> Month[1] THEN ProfitMonth=strategyprofit StopMonth=1 endif If strategyprofit<=ProfitMonth-LossMonth then StopMonth=0 endif IF not longonmarket and StopMonth=1 and c1 and c2 and c30 then BUY 1 CONTRACT AT MARKET SET STOP %LOSS 1.5 ENDIF indicator2 = CALL "Average Penetration Histog."[55, 95](close) c3 = (indicator2 <= -1) IF c3 THEN SELL AT MARKET ENDIF Trailinglong = 4* averagetruerange[1](close) Trailingsteplong = 1* averagetruerange[1](close) TGL = Trailinglong STPL = Trailingsteplong if not onmarket then MAXPRICE = 0 PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL then PREZZOUSCITA = MAXPRICE-STPL ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF

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  An error occurred in the previous version .... I entered the wrong file.         ////////    DOW J. Day Only Long indicator by Vonasi    ////////////   DEFPARAM CumulateOrders = False c30 =TR(close)>30 indicator11 = ADX[10] indicator21 = ADXR[13] c2 = (indicator11[1] > indicator21[1]) indicator1 = CALL "Average Penetration Histog."[55, 95](close) c1 = (indicator1 >= 1) If longonmarket and (barindex-tradeindex)>=22 then SELL AT MARKET ENDIF LossMonth  =450 once StopMonth=1 IF Month <> Month[1] THEN ProfitMonth=strategyprofit StopMonth=1 endif If strategyprofit<=ProfitMonth-LossMonth then StopMonth=0 endif IF not longonmarket and StopMonth=1 and c1 and c2 and c30  then BUY 1 CONTRACT AT MARKET SET STOP %LOSS 1.5 ENDIF indicator2 = CALL "Average Penetration Histog."[55, 95](close) c3 = (indicator2 <= -1) IF c3 THEN SELL AT MARKET ENDIF Trailinglong     = 4* averagetruerange[1](close) Trailingsteplong = 1* averagetruerange[1](close) TGL = Trailinglong STPL = Trailingsteplong if not onmarket then MAXPRICE = 0 PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL then PREZZOUSCITA = MAXPRICE-STPL ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF

   

   

   

  

  Mauro T. “Algorithm System”

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