// Définition des paramètres du code
DEFPARAM CumulateOrders = False
DEFPARAM PRELOADBARS = 2000
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée
noEntryBeforeTime = 090000
timeEnterBefore = time >= noEntryBeforeTime
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée
noEntryAfterTime = 110000
timeEnterAfter = time < noEntryAfterTime
// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
// Conditions pour ouvrir une position en vente à découvert
// Conditions pour ouvrir une position en vente à découvert
indicator1 = SenkouSpanB[9,26,52]
indicator2 = SenkouSpanA[9,26,52]
c1 = (close CROSSES UNDER indicator1)
c2 = (close CROSSES UNDER indicator2)
indicator3 = Average[400](close)
c3 = (close > indicator3)
IF (c1 AND c2 and (c3 or (high[3]<high[1]and low[3]<low[1] )))AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN
sellshort 1 CONTRACT AT MArket
partial=0
endif
// sortie partielle
if shortonmarket and positionperf>0.10/100 and partial=0 then
exitshort 0.05 contract at market
partial = 1
endif
once maxTrades = 10 //maxNumberDailyTrades
once tally = 0
if intradayBarIndex = 0 then
tally = 0
endif
newTrades = (onMarket and not onMarket[1]) or ((not onMarket and not onMarket[1]) and (strategyProfit <> strategyProfit[1])) or (longOnMarket and ShortOnMarket[1]) or (longOnMarket[1] and shortOnMarket) or ((tradeIndex(1) = tradeIndex(2)) and (barIndex = tradeIndex(1)) and (barIndex > 0) and (strategyProfit = strategyProfit[1]))
if newTrades then
tally = tally +1
endif
//------------------------------------------------------------------------------------------------------------------------
//---------------------------------------------------------------------------------------------------------------
//Max-Orders per Day
once maxOrdersL = 1 //long
once maxOrdersS = 1 //short
if intradayBarIndex = 0 then //reset orders count
ordersCountL = 0
ordersCountS = 0
endif
if longTriggered then //check if an order has opened in the current bar
ordersCountL = ordersCountL + 1
endif
if shortTriggered then //check if an order has opened in the current bar
ordersCountS = ordersCountS + 1
endif
//------------------------------------------------------------------------------------------------------------------------
// Stops et objectifs
set stop %loss 0.58
set target %profit 0.20
IF Not OnMarket THEN
//
// when NOT OnMarket reset values to default values
//
TrailStart = 3.0 //30 Start trailing profits from this 1.74
BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven
StepSize = 1 //10 Pip chunks to increase Percentage
PerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunk
BarNumber = 10 //10 Add further % so that trades don't keep running too long
BarPerCent = 0.235 //10% Add this additional percentage every BarNumber bars
RoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour
PriceDistance = 9 * pipsize //7 minimun distance from current price
y1 = 0 //reset to 0
y2 = 0 //reset to 0
ProfitPerCent = BasePerCent //reset to desired default value
TradeBar = BarIndex
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG positions
//
// compute the value of the Percentage of profits, if any, to lock in for LONG trades
//
x1 = (close - tradeprice) / pipsize //convert price to pips
IF x1 >= TrailStart THEN // go ahead only if N+ pips
Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart
Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%
y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT positions
//
// compute the value of the Percentage of profits, if any, to lock in for SHORT trades
//
x2 = (tradeprice - close) / pipsize //convert price to pips
IF x2 >= TrailStart THEN // go ahead only if N+ pips
Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart
Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%
y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit
ENDIF
ENDIF
IF y1 THEN //Place pending STOP order when y1 > 0 (LONG positions)
SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - SellPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close >= SellPrice THEN
SELL AT SellPrice STOP
ELSE
SELL AT SellPrice LIMIT
ENDIF
ELSE
//
//sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
SELL AT Market
ENDIF
ENDIF
IF y2 THEN //Place pending STOP order when y2 > 0 (SHORT positions)
ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - ExitPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close <= ExitPrice THEN
EXITSHORT AT ExitPrice STOP
ELSE
EXITSHORT AT ExitPrice LIMIT
ENDIF
ELSE
//
//ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
EXITSHORT AT Market
ENDIF
ENDIF
.
