EA with multiple BB

• 10/01/2021 at 1:44 PM #178890
  cgassfr67

  Hello,

  I want to create a EA who trade off multiple Bollinger Band

  I have 3 BB

  The normal BB (50:2) (Average 50 -3*Standart Deviation)

  The seconde BB (50:3)

  And the last BB (50:4)

  I have also 2 more filter : Stochastic (14,3,3) and RSI(8)

  For an entry here are the rules

  The low =  inferior BB(50:3) & Stochastic (14,3,3) under 20 & RSI(8) under 30

  the stop loss is inferior BB(50:4), who don’t move.

  The exit rule is high = middle BB(50:2)

  Can please someone help me with that code ?

  I will share the results with all here

  Thank you

   

  

  cgassfr67

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  Topics: 5

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  10/07/2021 at 4:28 PM #179197
  robertogozzi

  There you go:

  DEFPARAM CumulateOrders = false //------------------------------------------------------------------------- // Bollinger Bands 1 ONCE BBperiods1 = 50 //50 BB periods ONCE BBdev1 = 2.0 //2.0 BB deviation ONCE AvgType1 = 0 //0=sma, 1=ema, etc... BBavg1 = average[BBperiods1,AvgType1](close) //BB mean (middle line) BollUP1 = BBavg1 + ((std[BBperiods1](close)) * BBdev1)//BB Upper Band BollDN1 = BBavg1 - ((std[BBperiods1](close)) * BBdev1)//BB Lower Band //------------------------------------------------------------------------- // Bollinger Bands 2 ONCE BBperiods2 = 50 //50 BB periods ONCE BBdev2 = 3.0 //3.0 BB deviation ONCE AvgType2 = 0 //0=sma, 1=ema, etc... BBavg2 = average[BBperiods2,AvgType2](close) //BB mean (middle line) BollUP2 = BBavg2 + ((std[BBperiods2](close)) * BBdev2)//BB Upper Band BollDN2 = BBavg2 - ((std[BBperiods2](close)) * BBdev2)//BB Lower Band //------------------------------------------------------------------------- // Bollinger Bands 3 ONCE BBperiods3 = 50 //50 BB periods ONCE BBdev3 = 4.0 //4.0 BB deviation ONCE AvgType3 = 0 //0=sma, 1=ema, etc... BBavg3 = average[BBperiods3,AvgType3](close) //BB mean (middle line) BollUP3 = BBavg3 + ((std[BBperiods3](close)) * BBdev3)//BB Upper Band BollDN3 = BBavg3 - ((std[BBperiods3](close)) * BBdev3)//BB Lower Band //------------------------------------------------------------------------- // Stochastic MyStoch = Stochastic[14,3](close) //------------------------------------------------------------------------- // // Rsi MyRsi = Rsi[8](close) //------------------------------------------------------------------------- // Entry conditions c1 = low < BollDN2 c2 = MyStoch < 20 c3 = MyRsi < 30 // Exit conditions d1 = high <= BBavg1 //------------------------------------------------------------------------- // enter a position IF c1 AND c2 AND c3 AND Not LongOnMarket THEN BUY 1 CONTRACT AT Market SL = abs(close - BollDN3) SET STOP LOSS SL ENDIF // update Stop Loss according to TRADEPRICE (instead of close) when known IF LongOnMarket AND Not LongOnMarket[1] THEN SL = abs(TradePrice - BollDN3[1]) SET STOP LOSS SL ENDIF // exit any open position IF d1 AND LongOnMarket THEN SELL AT Market ENDIF // //graphonprice TradePrice //graphonprice TradePrice - SL

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58

  DEFPARAM CumulateOrders = false //------------------------------------------------------------------------- //                          Bollinger Bands 1 ONCE BBperiods1 = 50                                          //50   BB periods ONCE BBdev1     = 2.0                                         //2.0  BB deviation ONCE AvgType1   = 0                                           //0=sma, 1=ema, etc... BBavg1          = average[BBperiods1,AvgType1](close)         //BB mean (middle line) BollUP1         = BBavg1 + ((std[BBperiods1](close)) * BBdev1)//BB Upper Band BollDN1         = BBavg1 - ((std[BBperiods1](close)) * BBdev1)//BB Lower Band //------------------------------------------------------------------------- //                          Bollinger Bands 2 ONCE BBperiods2 = 50                                          //50   BB periods ONCE BBdev2     = 3.0                                         //3.0  BB deviation ONCE AvgType2   = 0                                           //0=sma, 1=ema, etc... BBavg2          = average[BBperiods2,AvgType2](close)         //BB mean (middle line) BollUP2         = BBavg2 + ((std[BBperiods2](close)) * BBdev2)//BB Upper Band BollDN2         = BBavg2 - ((std[BBperiods2](close)) * BBdev2)//BB Lower Band //------------------------------------------------------------------------- //                          Bollinger Bands 3 ONCE BBperiods3 = 50                                          //50   BB periods ONCE BBdev3     = 4.0                                         //4.0  BB deviation ONCE AvgType3   = 0                                           //0=sma, 1=ema, etc... BBavg3          = average[BBperiods3,AvgType3](close)         //BB mean (middle line) BollUP3         = BBavg3 + ((std[BBperiods3](close)) * BBdev3)//BB Upper Band BollDN3         = BBavg3 - ((std[BBperiods3](close)) * BBdev3)//BB Lower Band //------------------------------------------------------------------------- //                          Stochastic MyStoch         = Stochastic[14,3](close) //------------------------------------------------------------------------- // //                          Rsi MyRsi           = Rsi[8](close) //------------------------------------------------------------------------- // Entry conditions c1              = low     < BollDN2 c2              = MyStoch < 20 c3              = MyRsi   < 30 // Exit  conditions d1              = high <= BBavg1 //------------------------------------------------------------------------- // enter a position IF c1 AND c2 AND c3 AND Not LongOnMarket THEN    BUY 1 CONTRACT AT Market    SL = abs(close - BollDN3)    SET STOP LOSS SL ENDIF // update Stop Loss according to TRADEPRICE (instead of close) when known IF LongOnMarket AND Not LongOnMarket[1] THEN    SL = abs(TradePrice - BollDN3[1])    SET STOP LOSS SL ENDIF // exit any open position IF d1 AND LongOnMarket THEN    SELL AT Market ENDIF // //graphonprice TradePrice //graphonprice TradePrice - SL

   

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  cgassfr67, Midlanddave

  

  robertogozzi

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  10/19/2021 at 10:04 PM #179991
  cgassfr67

  Thank you very much Roberto.

  I will test and publish the result here

  

  cgassfr67

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  10/19/2021 at 10:23 PM #179993
  cgassfr67

  Hello Roberto,

  I test the EA, but every trade in only on 0 or 1 minutes.
  The trade close right after entry.
  Here a snapshot of a single position

  The right order from this example is open at your entry, but the stop loss is on BB3 (yellow). And this entry, normally close after

  I hope that the snapshot will help

  Thank you

  

  cgassfr67

  Participant

  Topics: 5

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  10/22/2021 at 11:43 AM #180170
  robertogozzi

  Replace line 39 by:

  d1 = high >= BBavg1

  1	d1              = high >= BBavg1

  

  robertogozzi

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