End Of Day – YEN M15 Strategy

ZeroCafeine · Fri, 24 Mar 2023 09:38:58 +0000

Hi every one, I start this topic to discuss this strategy and understand it and why not improve it and at the same time learn to program, here is the code of the strategy : // END OF DAY - YEN // www.doctrading.fr Defparam cumulateorders = false // TAILLE DES POSITIONS n = 1 // PARAMETRES // high ratio = few positions // AUD/JPY : ratio = 0.5 / SL = 0.8 / TP = 1.2 / Period = 12 // EUR/JPY : ratio = 0.6 / SL = 1 / TP = 0.8 / Period = 8 // GBP/JPY : ratio = 0.5 / SL = 0.6 / TP = 1 / Period = 8 // USD/JPY : ratio = 0.5 / SL = 1 / TP = 0.8 / Period = 12 ratio = 0.5 // HORAIRES startTime = 210000 endTime = 231500 exitLongTime = 210000 exitShortTime = 80000 // STOP LOSS & TAKE PROFIT (%) SL = 1 TP = 0.8 Period = 12 // BOUGIE REFERENCE à StartTime if time = startTime THEN amplitude = highest[Period](high) - lowest[Period](low) ouverture = close endif // LONGS & SHORTS : every day except Fridays // entre StartTime et EndTime if time >= startTime and time <= endTime and dayOfWeek <> 5 then buy n shares at ouverture - amplitude*ratio limit sellshort n shares at ouverture + amplitude*ratio limit endif // Stop Loss & Take Profit set stop %loss SL set target %profit TP // Exit Time if time = exitLongTime then sell at market endif if time = exitShortTime then exitshort at market endif

This topic has 95 replies, 8 voices, and was last updated 12 months ago by ZeroCafeine.

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05/03/2023 at 1:10 PM #214064

phoentzs

Well, normally you code a strategy where you have the feeling that it generates stable profits over a long period of time. So… correct me… I thought that was your goal?

1 user thanked author for this post.

ZeroCafeine

phoentzs

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05/03/2023 at 11:58 PM #214101

ZeroCafeine

ZeroCafeine wrote:

I start this topic to discuss this strategy and understand it and why not improve it and at the same time learn to program

that is the goal of this thread : learn to program , I think that if you have a good command of programming and consequently good money management rules and a precise management of inputs and outputs (or at least understand why you are executing favourably or unfavourably) you can then transform a losing strategy into a winning strategy

As far as winning or not winning strategies are concerned, I think there are plenty of them on the Internet, but how can you test them if you don’t master programming properly, and as GraHal says, you can sometimes end up with good strategies by making mistakes

I hope I have answered your question

ZeroCafeine

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05/08/2023 at 2:44 PM #214299

ZeroCafeine

hello

I’m going to go back to version 21 and remove the functions with the IntraDayBarIndex and replace them with the Time functions, I think it will make my head hurt less while I improve the code a bit,

Also I’ll remove the DST issue temporarily until I find a good solution

And to include some money management ideas that we will call idea B that you can find on this thread

ZeroCafeine

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05/09/2023 at 3:02 AM #214331

ZeroCafeine

Nothing exceptional but I will use the time function TIME instead of the INTRADAYBARINDEX function for my indicator Tokyo Box v3 and also my strategy :

// Indicator Name : Tokyo Box v3
// Date : 09/05/2023

// GTM    : 00H ==================  6H  /  UTC
// Tokyo  : 09H ================== 15H  /  UTC + 9 / JST (Japan Standard Time)

// Paris  : 02H ==================  8H  /  UTC + 2 / DST (Daylight Saving Time)
// Paris  : 01H ==================  7H  /  UTC + 1 / Winter

// London : 01H ==================  7H  /  UTC + 1 / DST (Daylight Saving Time)
// London : 00H ==================  6H  /  UTC + 0 / Winter

// The candles that are crossed by the frame are not included in the Tokyo session

// https://www.timeanddate.com/time/europe/
// Work on the DST is not yet complete
// ########################################################################
FranceDST     = Month=4 OR Month=5 OR Month=6 OR Month=7 OR Month=8 OR Month=9 OR (Month=9 AND Day < 24)
FranceWinTime = Month=11 OR Month=12 OR Month=1 OR Month=2 OR (Month=3 AND Day < 24)

IF FranceDST THEN
EndOfBoxTime = 080500
BeginBoxTime = 020000
ELSIF FranceWinTime THEN
EndOfBoxTime = 070000
BeginBoxTime = 010000
ENDIF

IF Time = EndOfBoxTime THEN
x2 = BarIndex[0]
x1 = BarIndex[73]
yH = Highest[72](High[1])
yL = Lowest [72](Low[1])
os = 4*pipsize
DayRange = (yH - yL) / pipsize
DrawRectangle(x2, yH, x1, yL) Coloured(0,0,0)
DrawText("#yH#", x1, yH+os, SansSerif, Bold, 10) Coloured(0,0,0)
DrawText("Range : #DayRange# Pips",((x2-x1)/2)+x1,yH+os,SansSerif,Bold,10) Coloured(0,0,0)
DrawText("#yL#", x1, yL-os, SansSerif, Bold, 10) Coloured(0,0,0)
ENDIF

IF Time >= EndOfBoxTime THEN
DrawSegment(BarIndex, yH, x2, yH) Coloured (0, 127, 255) STYLE(DOTTEDLINE3,1)
DrawSegment(BarIndex, yL, x2, yL) Coloured (0, 127, 255) STYLE(DOTTEDLINE3,1)
ENDIF

IF DayOfWeek <> 5 AND Time = 200500 THEN
DRAWSEGMENT(barindex, yL, barindex, yH) Coloured (0, 127, 255) STYLE(DOTTEDLINE3,1)
ELSIF DayOfWeek = 5 AND Time = 170500 THEN
DRAWSEGMENT(barindex, yL, barindex, yH) Coloured (0, 127, 255) STYLE(DOTTEDLINE3,1)
ENDIF

Return

// Indicator Name : Tokyo Box v3

// Date : 09/05/2023

// GTM : 00H ================== 6H / UTC

// Tokyo : 09H ================== 15H / UTC + 9 / JST (Japan Standard Time)

// Paris : 02H ================== 8H / UTC + 2 / DST (Daylight Saving Time)

// Paris : 01H ================== 7H / UTC + 1 / Winter

// London : 01H ================== 7H / UTC + 1 / DST (Daylight Saving Time)

// London : 00H ================== 6H / UTC + 0 / Winter

// The candles that are crossed by the frame are not included in the Tokyo session

// https://www.timeanddate.com/time/europe/

// Work on the DST is not yet complete

// ########################################################################

FranceDST = Month=4 OR Month=5 OR Month=6 OR Month=7 OR Month=8 OR Month=9 OR (Month=9 AND Day < 24)

FranceWinTime = Month=11 OR Month=12 OR Month=1 OR Month=2 OR (Month=3 AND Day < 24)

IF FranceDST THEN

EndOfBoxTime = 080500

BeginBoxTime = 020000

ELSIF FranceWinTime THEN

EndOfBoxTime = 070000

BeginBoxTime = 010000

ENDIF

IF Time = EndOfBoxTime THEN

x2 = BarIndex[0]

x1 = BarIndex[73]

yH = Highest[72](High[1])

yL = Lowest [72](Low[1])

os = 4*pipsize

DayRange = (yH - yL) / pipsize

DrawRectangle(x2, yH, x1, yL) Coloured(0,0,0)

DrawText("#yH#", x1, yH+os, SansSerif, Bold, 10) Coloured(0,0,0)

DrawText("Range : #DayRange# Pips",((x2-x1)/2)+x1,yH+os,SansSerif,Bold,10) Coloured(0,0,0)

DrawText("#yL#", x1, yL-os, SansSerif, Bold, 10) Coloured(0,0,0)

ENDIF

IF Time >= EndOfBoxTime THEN

DrawSegment(BarIndex, yH, x2, yH) Coloured (0, 127, 255) STYLE(DOTTEDLINE3,1)

DrawSegment(BarIndex, yL, x2, yL) Coloured (0, 127, 255) STYLE(DOTTEDLINE3,1)

ENDIF

IF DayOfWeek <> 5 AND Time = 200500 THEN

DRAWSEGMENT(barindex, yL, barindex, yH) Coloured (0, 127, 255) STYLE(DOTTEDLINE3,1)

ELSIF DayOfWeek = 5 AND Time = 170500 THEN

DRAWSEGMENT(barindex, yL, barindex, yH) Coloured (0, 127, 255) STYLE(DOTTEDLINE3,1)

ENDIF

Return

ZeroCafeine

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Replies: 477

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05/12/2023 at 12:39 PM #214602

ZeroCafeine

Hi everyone, I hope you are well,

Here is as promised a version 21, it is not exceptional and you will see that on my code there is a lot of redundancy I know it is not the top but for me it suits me for the moment and it allows me not to make mistakes, we will see later to improve the code

I would like to thank all the people who responded and helped me directly or indirectly (@phoentzs , @GraHal , @Nicolas , @PeterSt , @robertogozzi , …. 😊)

In this code and so I hope it works well anyway I checked several times and it seems to be OK, it’s to calculate the losses generated by the losing trades between 8:05am until 8:05am the next day, so I can count my daily losses and for example put a condition :
– stop buying for the day if I exceed 10€ of loss (C6)
– stop buying for the week if I exceed 40€ of loss (C7)

The next step will be to calculate the losses per month and stop buying if we lose more than 100€.

The other steps will be to calculate the real gain and the latent gain in order to reallocate a part each week for the next week if we are in the positive to allow ourselves to lose more while protecting our realized gains 😊

// Strategy Name    : END OF DAY  -  YEN           // Version             : 21.0
// Stroks           : USD/JPY Mini                 // indicator associate : Tokyo Box v3
// Time Zone / TF   : Paris-France (GTM+2) / M5    // Pip Value           : 1 Pip = 100 JPY
// Tokyo Session    : 9Am - 3Pm (UTC+9)            //
// Spread           : 2                            //
// Information      :
//#******************************************************************#
//#                              VariableS                           #
//#******************************************************************#
Once Capital        = 100000
Once Equity         = Capital
Once TrailinStop    = 0  // 1 on - 0 off // Needs to be improved
Once BreakEaven     = 1  // 1 on - 0 off
Once BreakRange     = 1  // 1 on - 0 off
Once MFE            = 0  // 1 on - 0 off // Needs to be improved
Once QuitStrategy   = 0  // 1 on - 0 off // Needs to be improved
Once MaxBuyPerDay   = 15 // Maximum shares we can buy per day // Z2
Once MaxLostPerDay  = 10 // We can buy until we don't lost 10€ per Day // Unit : €
Once MaxLostPerWeek = 40 // We can buy until we don't lost 40€ per week// Unit : €
Once MaxLostPerMonth= 100// Stop Strategy if we Lost 100€ per month // Needs to be improved
Once MaxBuyShare    = 10 // Maximum of shares we can buy (Marging math)
Once PercentOfBoxSL = 10 // Percent of Tokyo Box for Initialization the First Stop Loss
Once N              = 1  // Buy N Shares
Once Spread         = 2  // Spread fees x 2
MedianPriceJPY = Average[10](MedianPrice)
FranceDST           = Month=4 OR Month=5 OR Month=6 OR Month=7 OR Month=8 OR Month=9 OR (Month=9 AND Day < 24) // Z5
FranceWinTime       = Month=11 OR Month=12 OR Month=1 OR Month=2 OR (Month=3 AND Day < 24) // Z5

IF (DayOfWeek = 1 AND Time > 080500) THEN
MyMondayPeriod = 1
MyFridayPeriod = 0
ENDIF
IF (DayOfWeek = 2 AND Time > 080500) THEN
MyMondayPeriod = 0
MyTuesdayPeriod = 1
ENDIF
IF (DayOfWeek = 3 AND Time > 080500) THEN
MyTuesdayPeriod = 0
MyWednesdayPeriod = 1
ENDIF
IF (DayOfWeek = 4 AND Time > 080500) THEN
MyWednesdayPeriod = 0
MyThursdayPeriod = 1
ENDIF
IF (DayOfWeek = 5 AND Time > 080500) THEN
MyThursdayPeriod = 0
MyFridayPeriod = 1
ENDIF

//#******************************************************************#
//#                              FonctionS                           #
//#******************************************************************#
IF FranceDST THEN
EndOfBoxTime = 080500
BeginBoxTime = 020000
ELSIF FranceWinTime THEN
EndOfBoxTime = 070000
BeginBoxTime = 010000
ENDIF

IF Time = EndOfBoxTime THEN
x2 = BarIndex[0]
x1 = BarIndex[73]
yH = Highest[72](High[1])
yL = Lowest [72](Low[1])
os = 4*pipsize
DayRange = (yH - yL) / pipsize
ENDIF

IF NOT OnMarket THEN // Dc
FirstSL = 0
NotOnMArket = 1
ENDIF

//#******************************************************************#
//#                         Money Management                         #
//#******************************************************************#

IF Time = 080500 THEN // Ec // #97
LastDayCountOfPosition = CountOfPosition
Flag = 1
ENDIF

MoreMathFlag = LastDayCountOfPosition>0 AND Not OnMArket AND OnMarket[1] AND Flag=1

IF MoreMathFlag THEN // #97
TodayStrategyProfit = StrategyProfit
CountOfMyPosition    = CountOfPosition[1] - LastDayCountOfPosition
LastEntryPrice  = TradePrice(CountOfPosition[1]+1)
LastExitPrice  = TradePrice
DiffEntryExitJPY = (((LastEntryPrice - LastExitPrice )/Pipsize)*PointValue)*CountOfMyPosition
Flag = 0
ENDIF

IF MyMondayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
MondayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
MondayLosingTrades = MondayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
MondayLossesJPY = MondayLossesJPY + (StrategyProfit[1] - StrategyProfit)
MondayLosingTrades = MondayLosingTrades + 1
endif
ENDIF

IF MyTuesdayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
TuesdayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
TuesdayLosingTrades = TuesdayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
TuesdayLossesJPY = TuesdayLossesJPY + (StrategyProfit[1] - StrategyProfit)
TuesdayLosingTrades = TuesdayLosingTrades + 1
endif
ENDIF

IF MyWednesdayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
WednesdayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
WednesdayLosingTrades = WednesdayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
WednesdayLossesJPY = WednesdayLossesJPY + (StrategyProfit[1] - StrategyProfit)
WednesdayLosingTrades = WednesdayLosingTrades + 1
endif
ENDIF

IF MyThursdayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
ThursdayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
ThursdayLosingTrades = ThursdayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
ThursdayLossesJPY = ThursdayLossesJPY + (StrategyProfit[1] - StrategyProfit)
ThursdayLosingTrades = ThursdayLosingTrades + 1
endif
ENDIF

IF MyFridayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
FridayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
FridayLosingTrades = FridayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
FridayLossesJPY = FridayLossesJPY + (StrategyProfit[1] - StrategyProfit)
FridayLosingTrades = FridayLosingTrades + 1
endif
ENDIF

MondayLossesEuro    = MondayLossesJPY    / MedianPriceJPY
TuesdayLossesEuro   = TuesdayLossesJPY   / MedianPriceJPY
WednesdayLossesEuro = WednesdayLossesJPY / MedianPriceJPY
ThursdayLossesEuro  = ThursdayLossesJPY  / MedianPriceJPY
FridayLossesEuro    = FridayLossesJPY    / MedianPriceJPY

WeekLossesJPY  = MondayLossesJPY + TuesdayLossesJPY + WednesdayLossesJPY + ThursdayLossesJPY + FridayLossesJPY // Pc

WeekLossesEuro  = WeekLossesJPY/ MedianPriceJPY

WeekLosingTrades = MondayLosingTrades+TuesdayLosingTrades+WednesdayLosingTrades+ThursdayLosingTrades+FridayLosingTrades

IF MyMondayPeriod THEN
DayLossesEuro = MondayLossesEuro
ENDIF
IF MyTuesdayPeriod THEN
DayLossesEuro = TuesdayLossesEuro
ENDIF
IF MyWednesdayPeriod THEN
DayLossesEuro = WednesdayLossesEuro
ENDIF
IF MyThursdayPeriod THEN
DayLossesEuro = ThursdayLossesEuro
ENDIF
IF MyFridayPeriod THEN
DayLossesEuro = FridayLossesEuro
ENDIF

IF DayOfWeek = 0 THEN
MondayLossesJPY    = 0
TuesdayLossesJPY   = 0
WednesdayLossesJPY = 0
ThursdayLossesJPY  = 0
FridayLossesJPY    = 0

MondayLosingTrades    = 0
TuesdayLosingTrades   = 0
WednesdayLosingTrades = 0
ThursdayLosingTrades  = 0
FridayLosingTrades    = 0
WeekLosingTrades      = 0
ENDIF

//#******************************************************************#
//#                   Long Condition Signals                         #
//#******************************************************************#

TradingTimeCondition = (Time >= 080500 AND Time <= 200000 AND DayOfWeek < 5) OR  (Time >= 080500 AND Time < 170000 AND DayOfWeek = 5) // Tc
C1 = TradingTimeCondition

LongSignal = Close Crosses Over yH
C2 = LongSignal

IF LongSignal Then // Lc
FirstSL = yH - (((yH-yL)/100)*PercentOfBoxSL) // Hc
LastFirstSL = FirstSL
ENDIF

IF Time = 080500 AND CountOfPOsition >= 1 THEN // Condition to force the first purchase even if we are in position since yesterday
NotOnMArket = 1
ENDIF

C3 = NotOnMArket

C4 = CountOfPurchase < MaxBuyPerDay

C5 = CountOfLongShares < MaxBuyShare

DayLostCondition  = DayLossesEuro < MaxLostPerDay // Jc & Z7
C6 = DayLostCondition

WeekLostCondition = WeekLossesEuro  < MaxLostPerWeek // Qc
C7 = WeekLostCondition

LongSignalAllCondition = C1 AND C2 AND C3 AND C4 AND C5 AND C6 AND C7

IF LongSignalAllCondition THEN
Buy N Contract AT Market
SET STOP PRICE FirstSL
ENDIF

IF LongSignalAllCondition [1] AND NotOnMArket[1] AND CountOfPosition > 0 THEN // can be improved ?
NotOnMArket = 0
ENDIF

IF (OnMarket AND Not OnMarket[1]) OR (ABS(CountOfPosition) > ABS(CountOfPosition[1])) THEN // Wc // // can be improved ?
CountOfPurchase = CountOfPurchase + 1
ENDIF

//#******************************************************************#
//#         Trailing & BreakEven & Range Stop Loss & MFE             #
//#******************************************************************#
Once trailingstart   = 140       // Trailing start after X pips profit
Once trailingstep    = 10        // Trailing step to move the "stoploss"
Once StartBERatio    = 5         // BE Start for the hole position when the RR(FirstSL) = 5
Once StartBreakRangePercent = 20 // Close > Last entry + 20% of the Tokyo Box
Once PointsToKeep    = 2*Spread  // Spread to add to BE price
Once TRAILINGMFE     = 20        // Trailing stop with the Max Favorable Excursion

// Trailing
if TrailinStop > 0 then // Needs to be improved
IF NOT ONMARKET THEN
NewSL=0
ENDIF
IF LONGONMARKET THEN
// Trailing Start
IF NewSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN
NewSL = tradeprice(1)+trailingstep*pipsize
ENDIF
// Trailing Step Move
IF NewSL>0 AND close-NewSL>=trailingstep*pipsize THEN
NewSL = NewSL+trailingstep*pipsize
ENDIF
ENDIF
//stop order to exit the positions
IF NewSL>0 THEN
SELL AT NewSL STOP
ENDIF
endif

// Range Stop Loss
if BreakRange > 0 then // Fc
IF Not OnMarket THEN
BreakRangeLevel = 0
ENDIF
IF LongOnMarket THEN
BreakRangeMath  = TradePrice + (((yH-yL)/100)*StartBreakRangePercent)
ENDIF
IF LongOnMarket AND Close Crosses Over BreakRangeMath THEN // Z1
BreakRangeLevel = yH - 2*Pipsize // Gc
//FirstSL = 0
ENDIF
IF BreakRangeLevel > 0 THEN //Z8
SELL AT BreakRangeLevel STOP
ENDIF
endif

// BreakEven Stop Loss
if BreakEaven>0 then
IF Not OnMarket THEN
BreakEvenLevel = 0
ENDIF
yHplusFirstSL = yH + (StartBERatio*(yH-LastFirstSL))
IF LongOnMarket AND Close Crosses Over yHplusFirstSL THEN
BreakEvenLevel  = TradePrice + PointsToKeep*pipsize
ENDIF
IF BreakEvenLevel > 0 THEN
SELL AT BreakEvenLevel STOP
ENDIF
endif

if MFE > 0 then // Needs to be improved
if not onmarket then
MAXPRICEMFE = 0
MINPRICEMFE = close
priceexitMFE = 0
endif
if longonmarket then
MAXPRICEMFE = MAX(MAXPRICEMFE,close) //saving the MFE of the current trade
if MAXPRICEMFE-tradeprice(1)>=TRAILINGMFE*pointsize then //if the MFE is higher than the trailingstop then
priceexitMFE = MAXPRICEMFE-TRAILINGMFE*pointsize //set the exit price at the MFE - trailing stop price level
endif
endif
if onmarket and priceexitMFE>0 then
SELL AT priceexitMFE STOP
endif
endif

//#******************************************************************#
//#                              Graph                               #
//#******************************************************************#
// Blue  Azur    (0, 127, 255) & Maya (115, 194, 251)
// Green Sinople (20, 148, 20) &

IF 0 THEN
Graph MyMondayPeriod    AS "My Monday Period"    Coloured (20, 0, 20)
Graph MyTuesdayPeriod   AS "My Tuesday Period"   Coloured (148, 10, 20)
Graph MyWednesdayPeriod AS "My Wednesday Period" Coloured (5, 148, 2)
Graph MyThursdayPeriod  AS "My Thursday Period"  Coloured (20, 18, 20)
Graph MyFridayPeriod    AS "My Friday Period"    Coloured (20, 0, 220)
ENDIF

IF 0 THEN
Graph MondayLossesJPY    AS "Day-1 Losses ¥ / Monday"    Coloured (20, 0, 20)
Graph TuesdayLossesJPY   AS "Day-2 Losses ¥ / Tuesday"   Coloured (148, 10, 20)
Graph WednesdayLossesJPY AS "Day-3 Losses ¥ / Wednesday" Coloured (5, 148, 2)
Graph ThursdayLossesJPY  AS "Day-4 Losses ¥ / Thursday"  Coloured (20, 18, 20)
Graph FridayLossesJPY    AS "Day-5 Losses ¥ / Friday"    Coloured (20, 0, 220)
Graph WeekLossesJPY      AS "All Week Losses ¥ / Week"
ENDIF

IF 1 THEN
Graph MondayLossesEuro    AS "Day-1 Losses € / Monday"    Coloured (20, 0, 20)
Graph TuesdayLossesEuro   AS "Day-2 Losses € / Tuesday"   Coloured (148, 10, 20)
Graph WednesdayLossesEuro AS "Day-3 Losses € / Wednesday" Coloured (5, 148, 2)
Graph ThursdayLossesEuro  AS "Day-4 Losses € / Thursday"  Coloured (20, 18, 20)
Graph FridayLossesEuro    AS "Day-5 Losses € / Friday"    Coloured (20, 0, 220)
Graph WeekLossesEuro      AS "All Week Losses € / Week"
ENDIF

IF 0 THEN
Graph MondayLosingTrades    Coloured (20, 0, 20)
Graph TuesdayLosingTrades   Coloured (148, 10, 20)
Graph WednesdayLosingTrades Coloured (5, 148, 2)
Graph ThursdayLosingTrades  Coloured (20, 18, 20)
Graph FridayLosingTrades    Coloured (20, 0, 220)
Graph WeekLosingTrades
ENDIF

//#******************************************************************#
//#                           Stop Strategy                          #
//#******************************************************************#

if QuitStrategy then
IF 1 THEN // Nc & Z9
if (StrategyProfit / MedianPrice) < MaxLostPerMonth*(-1) then
Quit
endif
ENDIF

IF 0 Then // Needs to be improved
MaxDrawDownPercentage = 10 // Max DrawDown of x%
Equity = Capital + StrategyProfit
HighestEquity = Max (HighestEquity,Equity) // Save the Maximum Equity we got
MaxDrawdown = HighestEquity * (MaxDrawDownPercentage/100)
ExitFromMarketCond = Equity <= HighestEquity - MaxDrawdown
IF ExitFromMarketCond Then
Quit
ENDIF
ENDIF
endif

//#******************************************************************#
//#                           Hello ToTo                             #
//#******************************************************************#
//   _    _      _ _         _______ _______
//  | |  | |    | | |       |__   __|__   __|
//  | |__| | ___| | | ___      | | ___ | | ___
//  |  __  |/ _ \ | |/ _ \     | |/ _ \| |/ _ \
//  | |  | |  __/ | | (_) |    | | (_) | | (_) |
//  |_|  |_|\___|_|_|\___/     |_|\___/|_|\___/

// GMT    : 00H ==================  6H  /  UTC
// Tokyo  : 09H ================== 15H  /  UTC + 9 / JST (Japan Standard Time)

// Paris  : 02H ==================  8H  /  UTC + 2 / DST (Daylight Saving Time)
// Paris  : 01H ==================  7H  /  UTC + 1 / Winter

// London : 01H ==================  7H  /  UTC + 1 / DST (Daylight Saving Time)
// London : 00H ==================  6H  /  UTC + 0 / Winter

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// Strategy Name : END OF DAY - YEN // Version : 21.0

// Stroks : USD/JPY Mini // indicator associate : Tokyo Box v3

// Time Zone / TF : Paris-France (GTM+2) / M5 // Pip Value : 1 Pip = 100 JPY

// Tokyo Session : 9Am - 3Pm (UTC+9) //

// Spread : 2 //

// Information :

//#******************************************************************#

//# VariableS #

//#******************************************************************#

Once Capital = 100000

Once Equity = Capital

Once TrailinStop = 0 // 1 on - 0 off // Needs to be improved

Once BreakEaven = 1 // 1 on - 0 off

Once BreakRange = 1 // 1 on - 0 off

Once MFE = 0 // 1 on - 0 off // Needs to be improved

Once QuitStrategy = 0 // 1 on - 0 off // Needs to be improved

Once MaxBuyPerDay = 15 // Maximum shares we can buy per day // Z2

Once MaxLostPerDay = 10 // We can buy until we don't lost 10€ per Day // Unit : €

Once MaxLostPerWeek = 40 // We can buy until we don't lost 40€ per week// Unit : €

Once MaxLostPerMonth= 100// Stop Strategy if we Lost 100€ per month // Needs to be improved

Once MaxBuyShare = 10 // Maximum of shares we can buy (Marging math)

Once PercentOfBoxSL = 10 // Percent of Tokyo Box for Initialization the First Stop Loss

Once N = 1 // Buy N Shares

Once Spread = 2 // Spread fees x 2

MedianPriceJPY = Average[10](MedianPrice)

FranceDST = Month=4 OR Month=5 OR Month=6 OR Month=7 OR Month=8 OR Month=9 OR (Month=9 AND Day < 24) // Z5

FranceWinTime = Month=11 OR Month=12 OR Month=1 OR Month=2 OR (Month=3 AND Day < 24) // Z5

IF (DayOfWeek = 1 AND Time > 080500) THEN

MyMondayPeriod = 1

MyFridayPeriod = 0

ENDIF

IF (DayOfWeek = 2 AND Time > 080500) THEN

MyMondayPeriod = 0

MyTuesdayPeriod = 1

ENDIF

IF (DayOfWeek = 3 AND Time > 080500) THEN

MyTuesdayPeriod = 0

MyWednesdayPeriod = 1

ENDIF

IF (DayOfWeek = 4 AND Time > 080500) THEN

MyWednesdayPeriod = 0

MyThursdayPeriod = 1

ENDIF

IF (DayOfWeek = 5 AND Time > 080500) THEN

MyThursdayPeriod = 0

MyFridayPeriod = 1

ENDIF

//#******************************************************************#

//# FonctionS #

//#******************************************************************#

IF FranceDST THEN

EndOfBoxTime = 080500

BeginBoxTime = 020000

ELSIF FranceWinTime THEN

EndOfBoxTime = 070000

BeginBoxTime = 010000

ENDIF

IF Time = EndOfBoxTime THEN

x2 = BarIndex[0]

x1 = BarIndex[73]

yH = Highest[72](High[1])

yL = Lowest [72](Low[1])

os = 4*pipsize

DayRange = (yH - yL) / pipsize

ENDIF

IF NOT OnMarket THEN // Dc

FirstSL = 0

NotOnMArket = 1

ENDIF

//#******************************************************************#

//# Money Management #

//#******************************************************************#

IF Time = 080500 THEN // Ec // #97

LastDayCountOfPosition = CountOfPosition

Flag = 1

ENDIF

MoreMathFlag = LastDayCountOfPosition>0 AND Not OnMArket AND OnMarket[1] AND Flag=1

IF MoreMathFlag THEN // #97

TodayStrategyProfit = StrategyProfit

CountOfMyPosition = CountOfPosition[1] - LastDayCountOfPosition

LastEntryPrice = TradePrice(CountOfPosition[1]+1)

LastExitPrice = TradePrice

DiffEntryExitJPY = (((LastEntryPrice - LastExitPrice )/Pipsize)*PointValue)*CountOfMyPosition

Flag = 0

ENDIF

IF MyMondayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

MondayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

MondayLosingTrades = MondayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

MondayLossesJPY = MondayLossesJPY + (StrategyProfit[1] - StrategyProfit)

MondayLosingTrades = MondayLosingTrades + 1

endif

ENDIF

IF MyTuesdayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

TuesdayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

TuesdayLosingTrades = TuesdayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

TuesdayLossesJPY = TuesdayLossesJPY + (StrategyProfit[1] - StrategyProfit)

TuesdayLosingTrades = TuesdayLosingTrades + 1

endif

ENDIF

IF MyWednesdayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

WednesdayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

WednesdayLosingTrades = WednesdayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

WednesdayLossesJPY = WednesdayLossesJPY + (StrategyProfit[1] - StrategyProfit)

WednesdayLosingTrades = WednesdayLosingTrades + 1

endif

ENDIF

IF MyThursdayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

ThursdayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

ThursdayLosingTrades = ThursdayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

ThursdayLossesJPY = ThursdayLossesJPY + (StrategyProfit[1] - StrategyProfit)

ThursdayLosingTrades = ThursdayLosingTrades + 1

endif

ENDIF

IF MyFridayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

FridayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

FridayLosingTrades = FridayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

FridayLossesJPY = FridayLossesJPY + (StrategyProfit[1] - StrategyProfit)

FridayLosingTrades = FridayLosingTrades + 1

endif

ENDIF

MondayLossesEuro = MondayLossesJPY / MedianPriceJPY

TuesdayLossesEuro = TuesdayLossesJPY / MedianPriceJPY

WednesdayLossesEuro = WednesdayLossesJPY / MedianPriceJPY

ThursdayLossesEuro = ThursdayLossesJPY / MedianPriceJPY

FridayLossesEuro = FridayLossesJPY / MedianPriceJPY

WeekLossesJPY = MondayLossesJPY + TuesdayLossesJPY + WednesdayLossesJPY + ThursdayLossesJPY + FridayLossesJPY // Pc

WeekLossesEuro = WeekLossesJPY/ MedianPriceJPY

WeekLosingTrades = MondayLosingTrades+TuesdayLosingTrades+WednesdayLosingTrades+ThursdayLosingTrades+FridayLosingTrades

IF MyMondayPeriod THEN

DayLossesEuro = MondayLossesEuro

ENDIF

IF MyTuesdayPeriod THEN

DayLossesEuro = TuesdayLossesEuro

ENDIF

IF MyWednesdayPeriod THEN

DayLossesEuro = WednesdayLossesEuro

ENDIF

IF MyThursdayPeriod THEN

DayLossesEuro = ThursdayLossesEuro

ENDIF

IF MyFridayPeriod THEN

DayLossesEuro = FridayLossesEuro

ENDIF

IF DayOfWeek = 0 THEN

MondayLossesJPY = 0

TuesdayLossesJPY = 0

WednesdayLossesJPY = 0

ThursdayLossesJPY = 0

FridayLossesJPY = 0

MondayLosingTrades = 0

TuesdayLosingTrades = 0

WednesdayLosingTrades = 0

ThursdayLosingTrades = 0

FridayLosingTrades = 0

WeekLosingTrades = 0

ENDIF

//#******************************************************************#

//# Long Condition Signals #

//#******************************************************************#

TradingTimeCondition = (Time >= 080500 AND Time <= 200000 AND DayOfWeek < 5) OR (Time >= 080500 AND Time < 170000 AND DayOfWeek = 5) // Tc

C1 = TradingTimeCondition

LongSignal = Close Crosses Over yH

C2 = LongSignal

IF LongSignal Then // Lc

FirstSL = yH - (((yH-yL)/100)*PercentOfBoxSL) // Hc

LastFirstSL = FirstSL

ENDIF

IF Time = 080500 AND CountOfPOsition >= 1 THEN // Condition to force the first purchase even if we are in position since yesterday

NotOnMArket = 1

ENDIF

C3 = NotOnMArket

C4 = CountOfPurchase < MaxBuyPerDay

C5 = CountOfLongShares < MaxBuyShare

DayLostCondition = DayLossesEuro < MaxLostPerDay // Jc & Z7

C6 = DayLostCondition

WeekLostCondition = WeekLossesEuro < MaxLostPerWeek // Qc

C7 = WeekLostCondition

LongSignalAllCondition = C1 AND C2 AND C3 AND C4 AND C5 AND C6 AND C7

IF LongSignalAllCondition THEN

Buy N Contract AT Market

SET STOP PRICE FirstSL

ENDIF

IF LongSignalAllCondition [1] AND NotOnMArket[1] AND CountOfPosition > 0 THEN // can be improved ?

NotOnMArket = 0

ENDIF

IF (OnMarket AND Not OnMarket[1]) OR (ABS(CountOfPosition) > ABS(CountOfPosition[1])) THEN // Wc // // can be improved ?

CountOfPurchase = CountOfPurchase + 1

ENDIF

//#******************************************************************#

//# Trailing & BreakEven & Range Stop Loss & MFE #

//#******************************************************************#

Once trailingstart = 140 // Trailing start after X pips profit

Once trailingstep = 10 // Trailing step to move the "stoploss"

Once StartBERatio = 5 // BE Start for the hole position when the RR(FirstSL) = 5

Once StartBreakRangePercent = 20 // Close > Last entry + 20% of the Tokyo Box

Once PointsToKeep = 2*Spread // Spread to add to BE price

Once TRAILINGMFE = 20 // Trailing stop with the Max Favorable Excursion

// Trailing

if TrailinStop > 0 then // Needs to be improved

IF NOT ONMARKET THEN

NewSL=0

ENDIF

IF LONGONMARKET THEN

// Trailing Start

IF NewSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN

NewSL = tradeprice(1)+trailingstep*pipsize

ENDIF

// Trailing Step Move

IF NewSL>0 AND close-NewSL>=trailingstep*pipsize THEN

NewSL = NewSL+trailingstep*pipsize

ENDIF

//stop order to exit the positions

IF NewSL>0 THEN

SELL AT NewSL STOP

ENDIF

endif

// Range Stop Loss

if BreakRange > 0 then // Fc

IF Not OnMarket THEN

BreakRangeLevel = 0

ENDIF

IF LongOnMarket THEN

BreakRangeMath = TradePrice + (((yH-yL)/100)*StartBreakRangePercent)

ENDIF

IF LongOnMarket AND Close Crosses Over BreakRangeMath THEN // Z1

BreakRangeLevel = yH - 2*Pipsize // Gc

//FirstSL = 0

ENDIF

IF BreakRangeLevel > 0 THEN //Z8

SELL AT BreakRangeLevel STOP

ENDIF

endif

// BreakEven Stop Loss

if BreakEaven>0 then

IF Not OnMarket THEN

BreakEvenLevel = 0

ENDIF

yHplusFirstSL = yH + (StartBERatio*(yH-LastFirstSL))

IF LongOnMarket AND Close Crosses Over yHplusFirstSL THEN

BreakEvenLevel = TradePrice + PointsToKeep*pipsize

ENDIF

IF BreakEvenLevel > 0 THEN

SELL AT BreakEvenLevel STOP

ENDIF

endif

if MFE > 0 then // Needs to be improved

if not onmarket then

MAXPRICEMFE = 0

MINPRICEMFE = close

priceexitMFE = 0

endif

if longonmarket then

MAXPRICEMFE = MAX(MAXPRICEMFE,close) //saving the MFE of the current trade

if MAXPRICEMFE-tradeprice(1)>=TRAILINGMFE*pointsize then //if the MFE is higher than the trailingstop then

priceexitMFE = MAXPRICEMFE-TRAILINGMFE*pointsize //set the exit price at the MFE - trailing stop price level

endif

if onmarket and priceexitMFE>0 then

SELL AT priceexitMFE STOP

endif

//#******************************************************************#

//# Graph #

//#******************************************************************#

// Blue Azur (0, 127, 255) & Maya (115, 194, 251)

// Green Sinople (20, 148, 20) &

IF 0 THEN

Graph MyMondayPeriod AS "My Monday Period" Coloured (20, 0, 20)

Graph MyTuesdayPeriod AS "My Tuesday Period" Coloured (148, 10, 20)

Graph MyWednesdayPeriod AS "My Wednesday Period" Coloured (5, 148, 2)

Graph MyThursdayPeriod AS "My Thursday Period" Coloured (20, 18, 20)

Graph MyFridayPeriod AS "My Friday Period" Coloured (20, 0, 220)

ENDIF

IF 0 THEN

Graph MondayLossesJPY AS "Day-1 Losses ¥ / Monday" Coloured (20, 0, 20)

Graph TuesdayLossesJPY AS "Day-2 Losses ¥ / Tuesday" Coloured (148, 10, 20)

Graph WednesdayLossesJPY AS "Day-3 Losses ¥ / Wednesday" Coloured (5, 148, 2)

Graph ThursdayLossesJPY AS "Day-4 Losses ¥ / Thursday" Coloured (20, 18, 20)

Graph FridayLossesJPY AS "Day-5 Losses ¥ / Friday" Coloured (20, 0, 220)

Graph WeekLossesJPY AS "All Week Losses ¥ / Week"

ENDIF

IF 1 THEN

Graph MondayLossesEuro AS "Day-1 Losses € / Monday" Coloured (20, 0, 20)

Graph TuesdayLossesEuro AS "Day-2 Losses € / Tuesday" Coloured (148, 10, 20)

Graph WednesdayLossesEuro AS "Day-3 Losses € / Wednesday" Coloured (5, 148, 2)

Graph ThursdayLossesEuro AS "Day-4 Losses € / Thursday" Coloured (20, 18, 20)

Graph FridayLossesEuro AS "Day-5 Losses € / Friday" Coloured (20, 0, 220)

Graph WeekLossesEuro AS "All Week Losses € / Week"

ENDIF

IF 0 THEN

Graph MondayLosingTrades Coloured (20, 0, 20)

Graph TuesdayLosingTrades Coloured (148, 10, 20)

Graph WednesdayLosingTrades Coloured (5, 148, 2)

Graph ThursdayLosingTrades Coloured (20, 18, 20)

Graph FridayLosingTrades Coloured (20, 0, 220)

Graph WeekLosingTrades

ENDIF

//#******************************************************************#

//# Stop Strategy #

//#******************************************************************#

if QuitStrategy then

IF 1 THEN // Nc & Z9

if (StrategyProfit / MedianPrice) < MaxLostPerMonth*(-1) then

Quit

endif

ENDIF

IF 0 Then // Needs to be improved

MaxDrawDownPercentage = 10 // Max DrawDown of x%

Equity = Capital + StrategyProfit

HighestEquity = Max (HighestEquity,Equity) // Save the Maximum Equity we got

MaxDrawdown = HighestEquity * (MaxDrawDownPercentage/100)

ExitFromMarketCond = Equity <= HighestEquity - MaxDrawdown

IF ExitFromMarketCond Then

Quit

ENDIF

endif

//#******************************************************************#

//# Hello ToTo #

//#******************************************************************#

// _ _ _ _ _______ _______

// | | | | | | | |__ __|__ __|

// | |__| | ___| | | ___ | | ___ | | ___

// | __ |/ _ \ | |/ _ \ | |/ _ \| |/ _ \

// | | | | __/ | | (_) | | | (_) | | (_) |

// |_| |_|\___|_|_|\___/ |_|\___/|_|\___/

// GMT : 00H ================== 6H / UTC

// Tokyo : 09H ================== 15H / UTC + 9 / JST (Japan Standard Time)

// Paris : 02H ================== 8H / UTC + 2 / DST (Daylight Saving Time)

// Paris : 01H ================== 7H / UTC + 1 / Winter

// London : 01H ================== 7H / UTC + 1 / DST (Daylight Saving Time)

// London : 00H ================== 6H / UTC + 0 / Winter

ZeroCafeine

Participant

Topics: 115

Replies: 477

Been thanked: 43 times

05/12/2023 at 6:53 PM #214630

ZeroCafeine

I forgot to set a variable to 0, sorry

I just finished what I wanted to do for the monthly losses, next step I will try to count the gains to make some variables dynamic and not static anymore

I know that the code is a bit long and it can be optimised but for that you need experience

// Strategy Name    : END OF DAY  -  YEN           // Version             : 21.0
// Stroks           : USD/JPY Mini                 // indicator associate : Tokyo Box v3
// Time Zone / TF   : Paris-France (GTM+2) / M5    // Pip Value           : 1 Pip = 100 JPY
// Tokyo Session    : 9Am - 3Pm (UTC+9)            //
// Spread           : 2                            //
// Information      :
//#******************************************************************#
//#                              VariableS                           #
//#******************************************************************#
Once Capital        = 100000
Once Equity         = Capital
Once TrailinStop    = 0  // 1 on - 0 off // Needs to be improved
Once BreakEaven     = 1  // 1 on - 0 off
Once BreakRange     = 1  // 1 on - 0 off
Once MFE            = 0  // 1 on - 0 off // Needs to be improved
Once QuitStrategy   = 0  // 1 on - 0 off // Needs to be improved
Once MaxBuyPerDay   = 15 // Maximum shares we can buy per day // Z2
Once MaxLostPerDay  = 10 // We can buy until we don't lost 10€ per Day // Unit : €
Once MaxLostPerWeek = 40 // We can buy until we don't lost 40€ per week// Unit : €
Once MaxLostPerMonth= 100// Stop Strategy if we Lost 100€ per month // Needs to be improved
Once MaxBuyShare    = 10 // Maximum of shares we can buy (Marging math)
Once PercentOfBoxSL = 10 // Percent of Tokyo Box for Initialization the First Stop Loss
Once N              = 1  // Buy N Shares
Once Spread         = 2  // Spread fees x 2
MedianPriceJPY = Average[10](MedianPrice)
//FranceDST           = Month=4 OR Month=5 OR Month=6 OR Month=7 OR Month=8 OR Month=9 OR (Month=9 AND Day < 24) // Z5
FranceDST           = Month=4 OR Month=5 OR Month=6 OR Month=7 OR Month=8 OR Month=9 OR Month=10 // Z5
//FranceWinTime       = Month=11 OR Month=12 OR Month=1 OR Month=2 OR (Month=3 AND Day < 24) // Z5
FranceWinTime       = Month=11 OR Month=12 OR Month=1 OR Month=2 OR Month=3 // Z5

IF (DayOfWeek = 1 AND Time > 080500) THEN
MyMondayPeriod = 1
MyFridayPeriod = 0
ENDIF
IF (DayOfWeek = 2 AND Time > 080500) THEN
MyMondayPeriod = 0
MyTuesdayPeriod = 1
ENDIF
IF (DayOfWeek = 3 AND Time > 080500) THEN
MyTuesdayPeriod = 0
MyWednesdayPeriod = 1
ENDIF
IF (DayOfWeek = 4 AND Time > 080500) THEN
MyWednesdayPeriod = 0
MyThursdayPeriod = 1
ENDIF
IF (DayOfWeek = 5 AND Time > 080500) THEN
MyThursdayPeriod = 0
MyFridayPeriod = 1
ENDIF

//#******************************************************************#
//#                              FonctionS                           #
//#******************************************************************#
IF FranceDST THEN
EndOfBoxTime = 080500
BeginBoxTime = 020000
ELSIF FranceWinTime THEN
EndOfBoxTime = 070000
BeginBoxTime = 010000
ENDIF

IF Time = EndOfBoxTime THEN
x2 = BarIndex[0]
x1 = BarIndex[73]
yH = Highest[72](High[1])
yL = Lowest [72](Low[1])
os = 4*pipsize
DayRange = (yH - yL) / pipsize
ENDIF

IF NOT OnMarket THEN // Dc
FirstSL = 0
NotOnMArket = 1
ENDIF

//#******************************************************************#
//#                         Money Management                         #
//#******************************************************************#

IF Time = 080500 THEN // Ec // #97
CountOfPurchase        = 0 // Vc & Z3
LastDayCountOfPosition = CountOfPosition
Flag = 1
ENDIF

MoreMathFlag = LastDayCountOfPosition>0 AND Not OnMArket AND OnMarket[1] AND Flag=1

IF MoreMathFlag THEN // #97
TodayStrategyProfit = StrategyProfit
CountOfMyPosition    = CountOfPosition[1] - LastDayCountOfPosition
LastEntryPrice  = TradePrice(CountOfPosition[1]+1)
LastExitPrice  = TradePrice
DiffEntryExitJPY = (((LastEntryPrice - LastExitPrice )/Pipsize)*PointValue)*CountOfMyPosition
Flag = 0
ENDIF

IF MyMondayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
MondayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
MondayLosingTrades = MondayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
MondayLossesJPY = MondayLossesJPY + (StrategyProfit[1] - StrategyProfit)
MondayLosingTrades = MondayLosingTrades + 1
endif
ENDIF

IF MyTuesdayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
TuesdayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
TuesdayLosingTrades = TuesdayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
TuesdayLossesJPY = TuesdayLossesJPY + (StrategyProfit[1] - StrategyProfit)
TuesdayLosingTrades = TuesdayLosingTrades + 1
endif
ENDIF

IF MyWednesdayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
WednesdayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
WednesdayLosingTrades = WednesdayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
WednesdayLossesJPY = WednesdayLossesJPY + (StrategyProfit[1] - StrategyProfit)
WednesdayLosingTrades = WednesdayLosingTrades + 1
endif
ENDIF

IF MyThursdayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
ThursdayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
ThursdayLosingTrades = ThursdayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
ThursdayLossesJPY = ThursdayLossesJPY + (StrategyProfit[1] - StrategyProfit)
ThursdayLosingTrades = ThursdayLosingTrades + 1
endif
ENDIF

IF MyFridayPeriod THEN
if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then
FridayLossesJPY = DiffEntryExitJPY
DiffEntryExitJPY = 0
LastDayCountOfPosition = 0
FridayLosingTrades = FridayLosingTrades + 1
endif
if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then
FridayLossesJPY = FridayLossesJPY + (StrategyProfit[1] - StrategyProfit)
FridayLosingTrades = FridayLosingTrades + 1
endif
ENDIF

MondayLossesEuro    = MondayLossesJPY    / MedianPriceJPY
TuesdayLossesEuro   = TuesdayLossesJPY   / MedianPriceJPY
WednesdayLossesEuro = WednesdayLossesJPY / MedianPriceJPY
ThursdayLossesEuro  = ThursdayLossesJPY  / MedianPriceJPY
FridayLossesEuro    = FridayLossesJPY    / MedianPriceJPY

WeekLossesJPY  = MondayLossesJPY + TuesdayLossesJPY + WednesdayLossesJPY + ThursdayLossesJPY + FridayLossesJPY // Pc

WeekLossesEuro  = WeekLossesJPY/ MedianPriceJPY

WeekLosingTrades = MondayLosingTrades+TuesdayLosingTrades+WednesdayLosingTrades+ThursdayLosingTrades+FridayLosingTrades

MonthLossesEuro = (LastWeekLossesJPY / MedianPriceJPY) +  WeekLossesEuro

IF MyMondayPeriod THEN
DayLossesEuro = MondayLossesEuro
ENDIF
IF MyTuesdayPeriod THEN
DayLossesEuro = TuesdayLossesEuro
ENDIF
IF MyWednesdayPeriod THEN
DayLossesEuro = WednesdayLossesEuro
ENDIF
IF MyThursdayPeriod THEN
DayLossesEuro = ThursdayLossesEuro
ENDIF
IF MyFridayPeriod THEN
DayLossesEuro = FridayLossesEuro
ENDIF

IF DayOfWeek = 1 AND Time = 080000 THEN // Reset Mnday AT 8:00 => 080500
LastWeekLossesJPY  = WeekLossesJPY // to get net week for Moth Losses
MondayLossesJPY    = 0
TuesdayLossesJPY   = 0
WednesdayLossesJPY = 0
ThursdayLossesJPY  = 0
FridayLossesJPY    = 0
MondayLosingTrades    = 0
TuesdayLosingTrades   = 0
WednesdayLosingTrades = 0
ThursdayLosingTrades  = 0
FridayLosingTrades    = 0
WeekLosingTrades      = 0
ENDIF

if Month <> Month[1] then
MonthFlag = 1
endif

if MonthFlag = 1 AND DayOfWeek = 1 AND Time = 080500 then
LastWeekLossesJPY = 0
MonthFlag = 0
endif

//#******************************************************************#
//#                   Long Condition Signals                         #
//#******************************************************************#

TradingTimeCondition = (Time >= 080500 AND Time <= 200000 AND DayOfWeek < 5) OR  (Time >= 080500 AND Time < 170000 AND DayOfWeek = 5) // Tc
C1 = TradingTimeCondition

LongSignal = Close Crosses Over yH
C2 = LongSignal

IF LongSignal Then // Lc
FirstSL = yH - (((yH-yL)/100)*PercentOfBoxSL) // Hc
LastFirstSL = FirstSL
ENDIF

IF Time = 080500 AND CountOfPOsition >= 1 THEN // Condition to force the first purchase even if we are in position since yesterday
NotOnMArket = 1
ENDIF

C3 = NotOnMArket

C4 = CountOfPurchase < MaxBuyPerDay

C5 = CountOfLongShares < MaxBuyShare

DayLostCondition  = DayLossesEuro < MaxLostPerDay // Jc & Z7
C6 = DayLostCondition

WeekLostCondition = WeekLossesEuro  < MaxLostPerWeek // Qc
C7 = WeekLostCondition

MonthLostCondition = MonthLossesEuro < MaxLostPerMonth
C8 = MonthLostCondition

LongSignalAllCondition = C1 AND C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8

IF LongSignalAllCondition THEN
Buy N Contract AT Market
SET STOP PRICE FirstSL
ENDIF

IF LongSignalAllCondition [1] AND NotOnMArket[1] AND CountOfPosition > 0 THEN // can be improved ?
NotOnMArket = 0
ENDIF

IF (OnMarket AND Not OnMarket[1]) OR (ABS(CountOfPosition) > ABS(CountOfPosition[1])) THEN // Wc // // can be improved ?
CountOfPurchase = CountOfPurchase + 1
ENDIF

//#******************************************************************#
//#         Trailing & BreakEven & Range Stop Loss & MFE             #
//#******************************************************************#
Once trailingstart   = 140       // Trailing start after X pips profit
Once trailingstep    = 10        // Trailing step to move the "stoploss"
Once StartBERatio    = 5         // BE Start for the hole position when the RR(FirstSL) = 5
Once StartBreakRangePercent = 20 // Close > Last entry + 20% of the Tokyo Box
Once PointsToKeep    = 2*Spread  // Spread to add to BE price
Once TRAILINGMFE     = 20        // Trailing stop with the Max Favorable Excursion

// Trailing
if TrailinStop > 0 then // Needs to be improved
IF NOT ONMARKET THEN
NewSL=0
ENDIF
IF LONGONMARKET THEN
// Trailing Start
IF NewSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN
NewSL = tradeprice(1)+trailingstep*pipsize
ENDIF
// Trailing Step Move
IF NewSL>0 AND close-NewSL>=trailingstep*pipsize THEN
NewSL = NewSL+trailingstep*pipsize
ENDIF
ENDIF
//stop order to exit the positions
IF NewSL>0 THEN
SELL AT NewSL STOP
ENDIF
endif

// Range Stop Loss
if BreakRange > 0 then // Fc
IF Not OnMarket THEN
BreakRangeLevel = 0
ENDIF
IF LongOnMarket THEN
BreakRangeMath  = TradePrice + (((yH-yL)/100)*StartBreakRangePercent)
ENDIF
IF LongOnMarket AND Close Crosses Over BreakRangeMath THEN // Z1
BreakRangeLevel = yH - 2*Pipsize // Gc
//FirstSL = 0
ENDIF
IF BreakRangeLevel > 0 THEN //Z8
SELL AT BreakRangeLevel STOP
ENDIF
endif

// BreakEven Stop Loss
if BreakEaven>0 then
IF Not OnMarket THEN
BreakEvenLevel = 0
ENDIF
yHplusFirstSL = yH + (StartBERatio*(yH-LastFirstSL))
IF LongOnMarket AND Close Crosses Over yHplusFirstSL THEN
BreakEvenLevel  = TradePrice + PointsToKeep*pipsize
ENDIF
IF BreakEvenLevel > 0 THEN
SELL AT BreakEvenLevel STOP
ENDIF
endif

if MFE > 0 then // Needs to be improved
if not onmarket then
MAXPRICEMFE = 0
MINPRICEMFE = close
priceexitMFE = 0
endif
if longonmarket then
MAXPRICEMFE = MAX(MAXPRICEMFE,close) //saving the MFE of the current trade
if MAXPRICEMFE-tradeprice(1)>=TRAILINGMFE*pointsize then //if the MFE is higher than the trailingstop then
priceexitMFE = MAXPRICEMFE-TRAILINGMFE*pointsize //set the exit price at the MFE - trailing stop price level
endif
endif
if onmarket and priceexitMFE>0 then
SELL AT priceexitMFE STOP
endif
endif

//#******************************************************************#
//#                              Graph                               #
//#******************************************************************#
// Blue  Azur    (0, 127, 255) & Maya (115, 194, 251)
// Green Sinople (20, 148, 20) &

IF 0 THEN
Graph MyMondayPeriod    AS "My Monday Period"    Coloured (20, 0, 20)
Graph MyTuesdayPeriod   AS "My Tuesday Period"   Coloured (148, 10, 20)
Graph MyWednesdayPeriod AS "My Wednesday Period" Coloured (5, 148, 2)
Graph MyThursdayPeriod  AS "My Thursday Period"  Coloured (20, 18, 20)
Graph MyFridayPeriod    AS "My Friday Period"    Coloured (20, 0, 220)
ENDIF

IF 0 THEN
Graph MondayLossesJPY    AS "Day-1 Losses ¥ / Monday"    Coloured (20, 0, 20)
Graph TuesdayLossesJPY   AS "Day-2 Losses ¥ / Tuesday"   Coloured (148, 10, 20)
Graph WednesdayLossesJPY AS "Day-3 Losses ¥ / Wednesday" Coloured (5, 148, 2)
Graph ThursdayLossesJPY  AS "Day-4 Losses ¥ / Thursday"  Coloured (20, 18, 20)
Graph FridayLossesJPY    AS "Day-5 Losses ¥ / Friday"    Coloured (20, 0, 220)
Graph WeekLossesJPY      AS "All Week Losses ¥ / Week"
ENDIF

IF 0 THEN
Graph MondayLossesEuro    AS "Day-1 Losses € / Monday"    Coloured (255, 255, 0)
Graph TuesdayLossesEuro   AS "Day-2 Losses € / Tuesday"   Coloured (148, 10, 20)
Graph WednesdayLossesEuro AS "Day-3 Losses € / Wednesday" Coloured (5, 148, 2)
Graph ThursdayLossesEuro  AS "Day-4 Losses € / Thursday"  Coloured (20, 18, 20)
Graph FridayLossesEuro    AS "Day-5 Losses € / Friday"    Coloured (20, 0, 220)
Graph WeekLossesEuro      AS "All Week Losses € / Week"   Coloured (253, 63, 146)
Graph MonthLossesEuro     AS "All Month Losses € / Month"
ENDIF

IF 0 THEN
Graph MondayLosingTrades    Coloured (20, 0, 20)
Graph TuesdayLosingTrades   Coloured (148, 10, 20)
Graph WednesdayLosingTrades Coloured (5, 148, 2)
Graph ThursdayLosingTrades  Coloured (20, 18, 20)
Graph FridayLosingTrades    Coloured (20, 0, 220)
Graph WeekLosingTrades
ENDIF

IF 1 THEN
Graph C1
Graph C2
Graph C3
Graph C4
Graph C5
Graph C6
Graph C7
Graph C8
Graph LongSignalAllCondition Coloured (0,0,240)
ENDIF

//#******************************************************************#
//#                           Stop Strategy                          #
//#******************************************************************#

if QuitStrategy then
IF 1 THEN // Nc & Z9 // Needs to be improved
if (StrategyProfit / MedianPriceJPY) < MaxLostPerMonth*(-1) then
Quit
endif
ENDIF

IF 0 Then // Needs to be improved
MaxDrawDownPercentage = 10 // Max DrawDown of x%
Equity = Capital + StrategyProfit
HighestEquity = Max (HighestEquity,Equity) // Save the Maximum Equity we got
MaxDrawdown = HighestEquity * (MaxDrawDownPercentage/100)
ExitFromMarketCond = Equity <= HighestEquity - MaxDrawdown
IF ExitFromMarketCond Then
Quit
ENDIF
ENDIF
endif

//#******************************************************************#
//#                           Hello ToTo                             #
//#******************************************************************#
//   _    _      _ _         _______ _______
//  | |  | |    | | |       |__   __|__   __|
//  | |__| | ___| | | ___      | | ___ | | ___
//  |  __  |/ _ \ | |/ _ \     | |/ _ \| |/ _ \
//  | |  | |  __/ | | (_) |    | | (_) | | (_) |
//  |_|  |_|\___|_|_|\___/     |_|\___/|_|\___/

// GMT    : 00H ==================  6H  /  UTC
// Tokyo  : 09H ================== 15H  /  UTC + 9 / JST (Japan Standard Time)

// Paris  : 02H ==================  8H  /  UTC + 2 / DST (Daylight Saving Time)
// Paris  : 01H ==================  7H  /  UTC + 1 / Winter

// London : 01H ==================  7H  /  UTC + 1 / DST (Daylight Saving Time)
// London : 00H ==================  6H  /  UTC + 0 / Winter

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// Strategy Name : END OF DAY - YEN // Version : 21.0

// Stroks : USD/JPY Mini // indicator associate : Tokyo Box v3

// Time Zone / TF : Paris-France (GTM+2) / M5 // Pip Value : 1 Pip = 100 JPY

// Tokyo Session : 9Am - 3Pm (UTC+9) //

// Spread : 2 //

// Information :

//#******************************************************************#

//# VariableS #

//#******************************************************************#

Once Capital = 100000

Once Equity = Capital

Once TrailinStop = 0 // 1 on - 0 off // Needs to be improved

Once BreakEaven = 1 // 1 on - 0 off

Once BreakRange = 1 // 1 on - 0 off

Once MFE = 0 // 1 on - 0 off // Needs to be improved

Once QuitStrategy = 0 // 1 on - 0 off // Needs to be improved

Once MaxBuyPerDay = 15 // Maximum shares we can buy per day // Z2

Once MaxLostPerDay = 10 // We can buy until we don't lost 10€ per Day // Unit : €

Once MaxLostPerWeek = 40 // We can buy until we don't lost 40€ per week// Unit : €

Once MaxLostPerMonth= 100// Stop Strategy if we Lost 100€ per month // Needs to be improved

Once MaxBuyShare = 10 // Maximum of shares we can buy (Marging math)

Once PercentOfBoxSL = 10 // Percent of Tokyo Box for Initialization the First Stop Loss

Once N = 1 // Buy N Shares

Once Spread = 2 // Spread fees x 2

MedianPriceJPY = Average[10](MedianPrice)

//FranceDST = Month=4 OR Month=5 OR Month=6 OR Month=7 OR Month=8 OR Month=9 OR (Month=9 AND Day < 24) // Z5

FranceDST = Month=4 OR Month=5 OR Month=6 OR Month=7 OR Month=8 OR Month=9 OR Month=10 // Z5

//FranceWinTime = Month=11 OR Month=12 OR Month=1 OR Month=2 OR (Month=3 AND Day < 24) // Z5

FranceWinTime = Month=11 OR Month=12 OR Month=1 OR Month=2 OR Month=3 // Z5

IF (DayOfWeek = 1 AND Time > 080500) THEN

MyMondayPeriod = 1

MyFridayPeriod = 0

ENDIF

IF (DayOfWeek = 2 AND Time > 080500) THEN

MyMondayPeriod = 0

MyTuesdayPeriod = 1

ENDIF

IF (DayOfWeek = 3 AND Time > 080500) THEN

MyTuesdayPeriod = 0

MyWednesdayPeriod = 1

ENDIF

IF (DayOfWeek = 4 AND Time > 080500) THEN

MyWednesdayPeriod = 0

MyThursdayPeriod = 1

ENDIF

IF (DayOfWeek = 5 AND Time > 080500) THEN

MyThursdayPeriod = 0

MyFridayPeriod = 1

ENDIF

//#******************************************************************#

//# FonctionS #

//#******************************************************************#

IF FranceDST THEN

EndOfBoxTime = 080500

BeginBoxTime = 020000

ELSIF FranceWinTime THEN

EndOfBoxTime = 070000

BeginBoxTime = 010000

ENDIF

IF Time = EndOfBoxTime THEN

x2 = BarIndex[0]

x1 = BarIndex[73]

yH = Highest[72](High[1])

yL = Lowest [72](Low[1])

os = 4*pipsize

DayRange = (yH - yL) / pipsize

ENDIF

IF NOT OnMarket THEN // Dc

FirstSL = 0

NotOnMArket = 1

ENDIF

//#******************************************************************#

//# Money Management #

//#******************************************************************#

IF Time = 080500 THEN // Ec // #97

CountOfPurchase = 0 // Vc & Z3

LastDayCountOfPosition = CountOfPosition

Flag = 1

ENDIF

MoreMathFlag = LastDayCountOfPosition>0 AND Not OnMArket AND OnMarket[1] AND Flag=1

IF MoreMathFlag THEN // #97

TodayStrategyProfit = StrategyProfit

CountOfMyPosition = CountOfPosition[1] - LastDayCountOfPosition

LastEntryPrice = TradePrice(CountOfPosition[1]+1)

LastExitPrice = TradePrice

DiffEntryExitJPY = (((LastEntryPrice - LastExitPrice )/Pipsize)*PointValue)*CountOfMyPosition

Flag = 0

ENDIF

IF MyMondayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

MondayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

MondayLosingTrades = MondayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

MondayLossesJPY = MondayLossesJPY + (StrategyProfit[1] - StrategyProfit)

MondayLosingTrades = MondayLosingTrades + 1

endif

ENDIF

IF MyTuesdayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

TuesdayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

TuesdayLosingTrades = TuesdayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

TuesdayLossesJPY = TuesdayLossesJPY + (StrategyProfit[1] - StrategyProfit)

TuesdayLosingTrades = TuesdayLosingTrades + 1

endif

ENDIF

IF MyWednesdayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

WednesdayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

WednesdayLosingTrades = WednesdayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

WednesdayLossesJPY = WednesdayLossesJPY + (StrategyProfit[1] - StrategyProfit)

WednesdayLosingTrades = WednesdayLosingTrades + 1

endif

ENDIF

IF MyThursdayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

ThursdayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

ThursdayLosingTrades = ThursdayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

ThursdayLossesJPY = ThursdayLossesJPY + (StrategyProfit[1] - StrategyProfit)

ThursdayLosingTrades = ThursdayLosingTrades + 1

endif

ENDIF

IF MyFridayPeriod THEN

if LastDayCountOfPosition > 0 AND StrategyProfit <> StrategyProfit[1] then

FridayLossesJPY = DiffEntryExitJPY

DiffEntryExitJPY = 0

LastDayCountOfPosition = 0

FridayLosingTrades = FridayLosingTrades + 1

endif

if StrategyProfit < StrategyProfit[1] AND LastDayCountOfPosition = 0 then

FridayLossesJPY = FridayLossesJPY + (StrategyProfit[1] - StrategyProfit)

FridayLosingTrades = FridayLosingTrades + 1

endif

ENDIF

MondayLossesEuro = MondayLossesJPY / MedianPriceJPY

TuesdayLossesEuro = TuesdayLossesJPY / MedianPriceJPY

WednesdayLossesEuro = WednesdayLossesJPY / MedianPriceJPY

ThursdayLossesEuro = ThursdayLossesJPY / MedianPriceJPY

FridayLossesEuro = FridayLossesJPY / MedianPriceJPY

WeekLossesJPY = MondayLossesJPY + TuesdayLossesJPY + WednesdayLossesJPY + ThursdayLossesJPY + FridayLossesJPY // Pc

WeekLossesEuro = WeekLossesJPY/ MedianPriceJPY

WeekLosingTrades = MondayLosingTrades+TuesdayLosingTrades+WednesdayLosingTrades+ThursdayLosingTrades+FridayLosingTrades

MonthLossesEuro = (LastWeekLossesJPY / MedianPriceJPY) + WeekLossesEuro

IF MyMondayPeriod THEN

DayLossesEuro = MondayLossesEuro

ENDIF

IF MyTuesdayPeriod THEN

DayLossesEuro = TuesdayLossesEuro

ENDIF

IF MyWednesdayPeriod THEN

DayLossesEuro = WednesdayLossesEuro

ENDIF

IF MyThursdayPeriod THEN

DayLossesEuro = ThursdayLossesEuro

ENDIF

IF MyFridayPeriod THEN

DayLossesEuro = FridayLossesEuro

ENDIF

IF DayOfWeek = 1 AND Time = 080000 THEN // Reset Mnday AT 8:00 => 080500

LastWeekLossesJPY = WeekLossesJPY // to get net week for Moth Losses

MondayLossesJPY = 0

TuesdayLossesJPY = 0

WednesdayLossesJPY = 0

ThursdayLossesJPY = 0

FridayLossesJPY = 0

MondayLosingTrades = 0

TuesdayLosingTrades = 0

WednesdayLosingTrades = 0

ThursdayLosingTrades = 0

FridayLosingTrades = 0

WeekLosingTrades = 0

ENDIF

if Month <> Month[1] then

MonthFlag = 1

endif

if MonthFlag = 1 AND DayOfWeek = 1 AND Time = 080500 then

LastWeekLossesJPY = 0

MonthFlag = 0

endif

//#******************************************************************#

//# Long Condition Signals #

//#******************************************************************#

TradingTimeCondition = (Time >= 080500 AND Time <= 200000 AND DayOfWeek < 5) OR (Time >= 080500 AND Time < 170000 AND DayOfWeek = 5) // Tc

C1 = TradingTimeCondition

LongSignal = Close Crosses Over yH

C2 = LongSignal

IF LongSignal Then // Lc

FirstSL = yH - (((yH-yL)/100)*PercentOfBoxSL) // Hc

LastFirstSL = FirstSL

ENDIF

IF Time = 080500 AND CountOfPOsition >= 1 THEN // Condition to force the first purchase even if we are in position since yesterday

NotOnMArket = 1

ENDIF

C3 = NotOnMArket

C4 = CountOfPurchase < MaxBuyPerDay

C5 = CountOfLongShares < MaxBuyShare

DayLostCondition = DayLossesEuro < MaxLostPerDay // Jc & Z7

C6 = DayLostCondition

WeekLostCondition = WeekLossesEuro < MaxLostPerWeek // Qc

C7 = WeekLostCondition

MonthLostCondition = MonthLossesEuro < MaxLostPerMonth

C8 = MonthLostCondition

LongSignalAllCondition = C1 AND C2 AND C3 AND C4 AND C5 AND C6 AND C7 AND C8

IF LongSignalAllCondition THEN

Buy N Contract AT Market

SET STOP PRICE FirstSL

ENDIF

IF LongSignalAllCondition [1] AND NotOnMArket[1] AND CountOfPosition > 0 THEN // can be improved ?

NotOnMArket = 0

ENDIF

IF (OnMarket AND Not OnMarket[1]) OR (ABS(CountOfPosition) > ABS(CountOfPosition[1])) THEN // Wc // // can be improved ?

CountOfPurchase = CountOfPurchase + 1

ENDIF

//#******************************************************************#

//# Trailing & BreakEven & Range Stop Loss & MFE #

//#******************************************************************#

Once trailingstart = 140 // Trailing start after X pips profit

Once trailingstep = 10 // Trailing step to move the "stoploss"

Once StartBERatio = 5 // BE Start for the hole position when the RR(FirstSL) = 5

Once StartBreakRangePercent = 20 // Close > Last entry + 20% of the Tokyo Box

Once PointsToKeep = 2*Spread // Spread to add to BE price

Once TRAILINGMFE = 20 // Trailing stop with the Max Favorable Excursion

// Trailing

if TrailinStop > 0 then // Needs to be improved

IF NOT ONMARKET THEN

NewSL=0

ENDIF

IF LONGONMARKET THEN

// Trailing Start

IF NewSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN

NewSL = tradeprice(1)+trailingstep*pipsize

ENDIF

// Trailing Step Move

IF NewSL>0 AND close-NewSL>=trailingstep*pipsize THEN

NewSL = NewSL+trailingstep*pipsize

ENDIF

//stop order to exit the positions

IF NewSL>0 THEN

SELL AT NewSL STOP

ENDIF

endif

// Range Stop Loss

if BreakRange > 0 then // Fc

IF Not OnMarket THEN

BreakRangeLevel = 0

ENDIF

IF LongOnMarket THEN

BreakRangeMath = TradePrice + (((yH-yL)/100)*StartBreakRangePercent)

ENDIF

IF LongOnMarket AND Close Crosses Over BreakRangeMath THEN // Z1

BreakRangeLevel = yH - 2*Pipsize // Gc

//FirstSL = 0

ENDIF

IF BreakRangeLevel > 0 THEN //Z8

SELL AT BreakRangeLevel STOP

ENDIF

endif

// BreakEven Stop Loss

if BreakEaven>0 then

IF Not OnMarket THEN

BreakEvenLevel = 0

ENDIF

yHplusFirstSL = yH + (StartBERatio*(yH-LastFirstSL))

IF LongOnMarket AND Close Crosses Over yHplusFirstSL THEN

BreakEvenLevel = TradePrice + PointsToKeep*pipsize

ENDIF

IF BreakEvenLevel > 0 THEN

SELL AT BreakEvenLevel STOP

ENDIF

endif

if MFE > 0 then // Needs to be improved

if not onmarket then

MAXPRICEMFE = 0

MINPRICEMFE = close

priceexitMFE = 0

endif

if longonmarket then

MAXPRICEMFE = MAX(MAXPRICEMFE,close) //saving the MFE of the current trade

if MAXPRICEMFE-tradeprice(1)>=TRAILINGMFE*pointsize then //if the MFE is higher than the trailingstop then

priceexitMFE = MAXPRICEMFE-TRAILINGMFE*pointsize //set the exit price at the MFE - trailing stop price level

endif

if onmarket and priceexitMFE>0 then

SELL AT priceexitMFE STOP

endif

//#******************************************************************#

//# Graph #

//#******************************************************************#

// Blue Azur (0, 127, 255) & Maya (115, 194, 251)

// Green Sinople (20, 148, 20) &

IF 0 THEN

Graph MyMondayPeriod AS "My Monday Period" Coloured (20, 0, 20)

Graph MyTuesdayPeriod AS "My Tuesday Period" Coloured (148, 10, 20)

Graph MyWednesdayPeriod AS "My Wednesday Period" Coloured (5, 148, 2)

Graph MyThursdayPeriod AS "My Thursday Period" Coloured (20, 18, 20)

Graph MyFridayPeriod AS "My Friday Period" Coloured (20, 0, 220)

ENDIF

IF 0 THEN

Graph MondayLossesJPY AS "Day-1 Losses ¥ / Monday" Coloured (20, 0, 20)

Graph TuesdayLossesJPY AS "Day-2 Losses ¥ / Tuesday" Coloured (148, 10, 20)

Graph WednesdayLossesJPY AS "Day-3 Losses ¥ / Wednesday" Coloured (5, 148, 2)

Graph ThursdayLossesJPY AS "Day-4 Losses ¥ / Thursday" Coloured (20, 18, 20)

Graph FridayLossesJPY AS "Day-5 Losses ¥ / Friday" Coloured (20, 0, 220)

Graph WeekLossesJPY AS "All Week Losses ¥ / Week"

ENDIF

IF 0 THEN

Graph MondayLossesEuro AS "Day-1 Losses € / Monday" Coloured (255, 255, 0)

Graph TuesdayLossesEuro AS "Day-2 Losses € / Tuesday" Coloured (148, 10, 20)

Graph WednesdayLossesEuro AS "Day-3 Losses € / Wednesday" Coloured (5, 148, 2)

Graph ThursdayLossesEuro AS "Day-4 Losses € / Thursday" Coloured (20, 18, 20)

Graph FridayLossesEuro AS "Day-5 Losses € / Friday" Coloured (20, 0, 220)

Graph WeekLossesEuro AS "All Week Losses € / Week" Coloured (253, 63, 146)

Graph MonthLossesEuro AS "All Month Losses € / Month"

ENDIF

IF 0 THEN

Graph MondayLosingTrades Coloured (20, 0, 20)

Graph TuesdayLosingTrades Coloured (148, 10, 20)

Graph WednesdayLosingTrades Coloured (5, 148, 2)

Graph ThursdayLosingTrades Coloured (20, 18, 20)

Graph FridayLosingTrades Coloured (20, 0, 220)

Graph WeekLosingTrades

ENDIF

IF 1 THEN

Graph C1

Graph C2

Graph C3

Graph C4

Graph C5

Graph C6

Graph C7

Graph C8

Graph LongSignalAllCondition Coloured (0,0,240)

ENDIF

//#******************************************************************#

//# Stop Strategy #

//#******************************************************************#

if QuitStrategy then

IF 1 THEN // Nc & Z9 // Needs to be improved

if (StrategyProfit / MedianPriceJPY) < MaxLostPerMonth*(-1) then

Quit

endif

ENDIF

IF 0 Then // Needs to be improved

MaxDrawDownPercentage = 10 // Max DrawDown of x%

Equity = Capital + StrategyProfit

HighestEquity = Max (HighestEquity,Equity) // Save the Maximum Equity we got

MaxDrawdown = HighestEquity * (MaxDrawDownPercentage/100)

ExitFromMarketCond = Equity <= HighestEquity - MaxDrawdown

IF ExitFromMarketCond Then

Quit

ENDIF

endif

//#******************************************************************#

//# Hello ToTo #

//#******************************************************************#

// _ _ _ _ _______ _______

// | | | | | | | |__ __|__ __|

// | |__| | ___| | | ___ | | ___ | | ___

// | __ |/ _ \ | |/ _ \ | |/ _ \| |/ _ \

// | | | | __/ | | (_) | | | (_) | | (_) |

// |_| |_|\___|_|_|\___/ |_|\___/|_|\___/

// GMT : 00H ================== 6H / UTC

// Tokyo : 09H ================== 15H / UTC + 9 / JST (Japan Standard Time)

// Paris : 02H ================== 8H / UTC + 2 / DST (Daylight Saving Time)

// Paris : 01H ================== 7H / UTC + 1 / Winter

// London : 01H ================== 7H / UTC + 1 / DST (Daylight Saving Time)

// London : 00H ================== 6H / UTC + 0 / Winter

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