Follow The Price, Dax 1h

• 10/22/2018 at 4:11 PM #83343
  Gianluca

  Hi, i tried to code this simple sistem, the idea was took from others forum post, the buy order is placed when 2 average are in the same direction and last period was in trend.
  I am searching for some idea to improve the sistem and found more winning trades.
  TF 1h, Dax Cash CFD

  //Gianluca Albino @ PRC //22/10/2018 Dax Cash 1h //Thank to PRC forum for many code and idea that i would never found anywhere DEFPARAM CUMULATEORDERS = FALSE //1//////////////////////////////////////////////////////// once trailinstop= 1 //1 on - 0 off trailingstart = 125 //trailing will start @trailinstart points profit trailingstep = 65 //trailing step to move the "stoploss" ////////////// once breakeaven = 0 //1 on - 0 off startBreakeven = 125 //how much pips/points in gain to activate the breakeven function? PointsToKeep = 100 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) ////////////////////////////////////////////////////////// //4///////// ONCE EXCURSION=0 trailingstop = 90 TIMEOK= TIME> 150000 AND TIME < 170000 AVG=AVERAGE[40] avg2=exponentialaverage[5] gann=CALL "PRC_Gann HighLow Activator" CONDAVGSHORT=0 CONDAVGLONG=0 condavglong2=0 CONDAVGshort2=0 f=10 FOR C = 1 TO f IF avg2[C-1] > AVG[C] THEN CONDAVGLONG2 = 1 else condavglong2=0 endif NEXT FOR C = 1 TO f IF avg2[C-1] < AVG[C] THEN CONDAVGshort2 = 1 else CONDAVGshort2=0 endif NEXT FOR C = 1 TO f IF AVG[C-1] > AVG[C] THEN CONDAVGLONG = 1 else condavglong=0 endif NEXT FOR C = 1 TO f IF AVG[C-1] < AVG[C] THEN CONDAVGshort = 1 else CONDAVGshort=0 endif NEXT C1=(CLOSE<gann) AND CONDAVGSHORT>0 AND CONDAVGSHORT2>0 //(CLOSE<AVG and avg<avg[1] and avg[1]<avg[2]) and C2=(CLOSE>gann)and CONDAVGLONG>0 and CONDAVGLONG2>0//CLOSE >AVG and avg>avg[1] and avg[1]>avg[2] and CLOSE>gann LO1=ABS((HIGH[1] - LOW[2])) LO2=ABS((HIGH[2]- LOW[3])) LO3=ABS((HIGH[3]- LOW[4])) AVGL=(LO1+LO2+LO3)/3 NEXTMIN=HIGH-AVGL AV2=ABS(HIGH-LOW) AVGVOLS=(AV2[2]+AV2[1]+AV2)/3 NEWMAX=NEXTMIN+AVGVOLS IF NOT ONMARKET THEN IF C1 AND TIMEOK THEN SELLSHORT 1 CONTRACT AT NEXTMIN-(10*PIPSIZE) STOP ENDIF ENDIF IF NOT ONMARKET THEN IF C2 AND TIMEOK THEN BUY 1 CONTRACT AT NEWMAX+(5*PIPSIZE) STOP ENDIF ENDIF SET TARGET PPROFIT 170 SET STOP PLOSS 90 if dayofweek=5 and time>210000 then exitshort at market sell at market endif ///2/////////////////////////////////////////////// //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF //3//////////////////////////// //test if the price have moved favourably of "startBreakeven" points already if breakeaven>0 then IF onmarket AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF endif //************************************************************************ //trailing stop function if trailinstop>0 then //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF endif /////////////////////////// //4// MFE EXCURSION//// //trailing stop //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif IF EXCURSION>0 THEN //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 ENDIF

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  //Gianluca Albino @ PRC //22/10/2018 Dax Cash 1h //Thank to PRC forum for many code and idea that i would never found anywhere   DEFPARAM CUMULATEORDERS = FALSE //1//////////////////////////////////////////////////////// once trailinstop= 1   //1 on - 0 off trailingstart = 125 //trailing will start @trailinstart points profit trailingstep = 65 //trailing step to move the "stoploss" ////////////// once breakeaven = 0    //1 on - 0 off startBreakeven = 125 //how much pips/points in gain to activate the breakeven function? PointsToKeep = 100 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) ////////////////////////////////////////////////////////// //4///////// ONCE EXCURSION=0 trailingstop = 90   TIMEOK= TIME> 150000 AND TIME < 170000 AVG=AVERAGE[40] avg2=exponentialaverage[5] gann=CALL "PRC_Gann HighLow Activator" CONDAVGSHORT=0 CONDAVGLONG=0 condavglong2=0 CONDAVGshort2=0 f=10   FOR C = 1 TO f IF avg2[C-1] > AVG[C] THEN CONDAVGLONG2 = 1 else condavglong2=0 endif NEXT FOR C = 1 TO f IF avg2[C-1] < AVG[C] THEN CONDAVGshort2 = 1 else CONDAVGshort2=0 endif NEXT FOR C = 1 TO f IF AVG[C-1] > AVG[C] THEN CONDAVGLONG = 1 else condavglong=0 endif NEXT FOR C = 1 TO f IF AVG[C-1] < AVG[C] THEN CONDAVGshort = 1 else CONDAVGshort=0 endif NEXT     C1=(CLOSE<gann) AND CONDAVGSHORT>0 AND CONDAVGSHORT2>0  //(CLOSE<AVG and avg<avg[1] and avg[1]<avg[2]) and C2=(CLOSE>gann)and  CONDAVGLONG>0 and  CONDAVGLONG2>0//CLOSE >AVG and avg>avg[1] and avg[1]>avg[2] and CLOSE>gann   LO1=ABS((HIGH[1] - LOW[2])) LO2=ABS((HIGH[2]- LOW[3])) LO3=ABS((HIGH[3]- LOW[4])) AVGL=(LO1+LO2+LO3)/3 NEXTMIN=HIGH-AVGL AV2=ABS(HIGH-LOW) AVGVOLS=(AV2[2]+AV2[1]+AV2)/3 NEWMAX=NEXTMIN+AVGVOLS   IF NOT ONMARKET THEN IF C1 AND TIMEOK THEN SELLSHORT 1 CONTRACT AT NEXTMIN-(10*PIPSIZE) STOP ENDIF ENDIF   IF NOT ONMARKET THEN IF C2 AND TIMEOK THEN BUY 1 CONTRACT AT NEWMAX+(5*PIPSIZE) STOP ENDIF ENDIF   SET TARGET PPROFIT 170 SET STOP PLOSS 90   if dayofweek=5 and time>210000 then exitshort at market sell at market endif ///2/////////////////////////////////////////////// //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF //3//////////////////////////// //test if the price have moved favourably of "startBreakeven" points already if breakeaven>0 then IF onmarket AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF endif   //************************************************************************ //trailing stop function if trailinstop>0 then //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF endif ///////////////////////////           //4// MFE EXCURSION//// //trailing stop   //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif   IF EXCURSION>0 THEN //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 ENDIF

  

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  Nicolas

  

  Gianluca

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  10/23/2018 at 11:41 AM #83384
  Jan

  Hi,

  If  you have a calculated Stop order on a limited hour graph on Friday 20:00 hr, garantueed by PRT, will this last during the whole weekend ?  There are more real trading hours after 20:00 before the weekend begins, and a calculated Stop last just one bar.

  KR Jan

  =========== APPENDIX   If needed, further explanation of my question ==============================================

  Pro Real Time offers the opportunity to set a auto trading stop live with a garantueed stops, see attachet JPEG file, see the tickbox “Use garantueed Stops”

  If you are using this, the garantueed stop is also applicable for the programmed trailing stops (see below), as far as I could see at my strategy, the garantueed stops moves up in a long position when the price moves higher.

  To my understanding the programmed STOP last only one bar, after each bar it needs to be set again by calculating a new STOP on the next bar, which is done in the code below.

  If you limit the trading time in PRT, the bars in the graph will be less than the actual trading bars  :  for example set trading time in the graph 8:00 hr till 22:00 hr for the DAX means that the hourly bars in the graph are less then in actual trading.

  If you are using graph trading times, will the last programmed STOP of the day / before the weekend remains till the next graph based calculated STOP or erased by the next trading bar ?

  Example Calculated stop Friday 22:00 hr = 11.100 garantueed by PRT , will this last during the whole weekend ?

  Next calculated stop Monday 8:00 hr = 11.000

   

  Programmed trailng stop

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

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

   

   

  

  Jan

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  10/23/2018 at 12:10 PM #83386
  Gianluca

  The stop guarantee by prt (but in real by ig) works also during the weekend. I’ve forgot the in order to use the srtategy you have to set the time of the instrument from 07:00 to 21 gt+2

  

  Gianluca

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  10/25/2018 at 12:34 PM #83505
  Gianluca

  i checked with the rules of guarantee stop, and that is not possibile with a code like that kind of trailing, but only with commands “set stop ploss”

  

  Gianluca

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