buon giorno,
ieri ho provato a far girare questo nuovo sistema che sfrutta l’indicatore perfect trend v2 di nicolas, tuttavia una volta montato rigettava gli ordini dicendo che era impostato un numero massimo delle posizioni =0 e quindi stoppava il sistema.
allego il sistema se qualcuno riuscisse a capire l’errore ne sarei grato.
stefano

//dax 5 minuti

DEFPARAM CUMULATEORDERS =FALSE
DEFPARAM FLATBEFORE=060000
DEFPARAM FLATAFTER=220000

once contratto=1
ONCE signal=0
ONCE START=0

//indicatori e variabili

//perfect trend v2 by @nicolas
myfastline, myslowline, mytrend = CALL "PRC_PerfectTrendLine 2"[7, 3]

//indicatori
ema200=ExponentialAverage[200](close)
iadx=ADX[20]
myadx=ADXR[20]
adxtrend= iadx>iadx[1] and myadx>myadx[1]
adxnontrend= iadx<iadx[1]and myadx<myadx[1]
STOK= Stochastic[20,3](close)
STOKLONG=STOK<75
STOKSHORT=STOK>15
MYSTOK= Average[10](STOK)
MYSTOKLONG= MYSTOK<60
MYSTOKSHORT=MYSTOK>30
MYSTOKKELONG= STOK>MYSTOK
MYSTOKKESHORT=STOK<MYSTOK

//condizioni dell'indicatore perfect trend ingresso
if close>myslowline and close> myfastline then
START=1
elsif close<myfastline and close <myslowline then
START=2
ENDIF

// 4 condizioni di entry
if close> ema200  and START=1 THEN
IF close >DonchianChannelUp[10]and adxtrend  AND MYSTOKLONG AND STOKLONG AND MYSTOKKELONG then
signal=1
ELSe
SIGNAL=0
endif
ENDIF

if close< ema200  and START =2 THEN
IF close<DonchianChannelDown[10] and adxtrend  AND MYSTOKSHORT AND STOKSHORT AND MYSTOKKESHORT then
signal=-1
ELSE
SIGNAL=0
endif
ENDIF

if close> ema200 and start=2 then
IF close<DonchianChannelDown[10] and adxnontrend  AND MYSTOKSHORT AND STOKSHORT AND MYSTOKKESHORT then
signal=-2
ELSE
SIGNAL=0
endif
ENDIF

if close< ema200 and start=1 then
IF close >DonchianChannelUp[10]and adxnontrend  AND MYSTOKLONG AND STOKLONG AND MYSTOKKELONG then
signal=2
ELSe
SIGNAL=0
endif
ENDIF


//apertura delle posizioni
IF NOT ONMARKET AND SIGNAL=1 THEN
TRADE=1
ENTRY=CLOSE
MINIMO= (DonchianChannelDown[10])
STOPPE= ABS(ENTRY-MINIMO)*pipsize
TARGETTE= STOPPE
BUY contratto CONTRACT AT MARKET
ENDIF

IF NOT ONMARKET AND SIGNAL=2 THEN
TRADE=2
ENTRY=CLOSE
MINIMO= ROUND (DonchianChannelDown[10])
STOPPE= ABS(ENTRY-MINIMO)*pipsize
TARGETTE= STOPPE
BUY contratto CONTRACT AT MARKET
ENDIF

IF NOT ONMARKET AND SIGNAL=-1 THEN
TRADE=-1
ENTRY=CLOSE
MASSIMO= ROUND (DonchianChannelUP[10])
STOPPE= ABS(ENTRY- MASSIMO)*pipsize
TARGETTE= STOPPE
SELLSHORT contratto CONTRACT AT MARKET
ENDIF

IF NOT ONMARKET AND SIGNAL=-2 THEN
TRADE=-2
ENTRYS=CLOSE
MASSIMO= ROUND (DonchianChannelUP[10])
STOPPE= ABS(entrys-massimo)*pipsize
TARGETTE= STOPPE
SELLSHORT contratto CONTRACT AT MARKET
ENDIF


SET STOP LOSS STOPPE
SET TARGET PROFIT TARGETTE


// nicolas MFE trailing stop
trailingstop = 20

//resetting variables when no trades are on market
if not onmarket then
MAXPRICE = 0
MINPRICE = close
priceexit = 0
endif

//case SHORT order
if shortonmarket then
MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
endif
endif

//case LONG order
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level
endif
endif

//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif