Hello,

Congratulations for working on your code.

I used CFTA-indicator-v1.5 and Coppock-EMA34 in my personal code with defparam PreLoadBars = 2,000.

You have made a flag in a flag.

This is not working in Proordertrading.

This generates a technical problem and a report.

How to operate the two indicators in a program?

What is the problem ?

Thank you if you have an idea.

Thank you for the answer.

I changed the code by removing Coppock-ema34 call.

The result of the indicator is almost identical.

I called the new CFTA-indicator-v2 indicator.

The code is operating normally now in my program.

Hi Arcane. There is nothing in the The CFTA-indicator-v1.5 that need anything more that preloadbars=25 so it must be something else in your code.

Preload bars is doing exactly what it says. Preloading bars and is used by indicators that need previous bars to be calculated. For example

myMA= average[200]

you need 200 preloaded bars.

Perhaps there is something like I mentioned an MA50 on a 15 min timeframe in a 2 sec TF strategy. It would be

DEFPARAM PRELOADBARS = 45000//needed bars to calculate next indicator
my15minMA50= average[45000]//15 min MA50 on 1 sec TF

I don’t know tha max of preloadbars. Anyway again really hard to say what it is without the actual code.

@Siaoman I think it should be possible to make the code break even with a certain amount of position. However I think I perhaps would be smarter to use the dynamic gridstep also introduced by Nicolas– say for example in low volatility periods to move to break even or perhaps even to gains. Maybe a mix of the two. I just like to formula to code before giving the coding a try.

cheers Kasper

How did you get on yesterday cfta?

Yeah shame that didn’t work out. I have a modified version of the code with all the filters taken out. Is that what you are doing when you just want to go long or short straight away, manually?

LONG:

/// Definition of code parameters
defparam preloadbars =10000
DEFPARAM CumulateOrders = true // Cumulating positions deactivated
Once LastTradeDate = 0
//COI= WEIGHTEDAVERAGE[210](ROC[165] +ROC[150])
//MAC= MACDline[180,390,135]
//CCC= CCI [60]
//AAA= ADX [14]
once RRreached = 0
accountbalance = 10000 //account balance in money at strategy start
riskpercent = 1.5 //whole account risk in percent%
amount = 1 //lot amount to open each trade
rr = 2 //risk reward ratio (set to 0 disable this function)
sd = 0.25 //standard deviation of MA floating profit


//dynamic step grid
minSTEP = 5 //minimal step of the grid 10
maxSTEP = 20 //maximal step of the grid 50
//ATRcurrentPeriod = 5 //recent volatility 'instant' period 60
//ATRhistoPeriod = 100 //historical volatility period 600

//ATR = averagetruerange[ATRcurrentPeriod]
//histoATR= highest[ATRhistoPeriod](ATR)

resultMAX = MAX(minSTEP*pipsize,0)
resultMIN = MIN(resultMAX,maxSTEP*pipsize)

gridstep = (resultMIN)

// Conditions to enter long positions
//c1 = (COI > COI[1])
//c2 = (COI > 0)
//c3 = (MAC > MAC[1])
//c4 = (MAC > 0)
//c5 = (CCC CROSSES OVER 0)
//c6 = (AAA > AAA[1])
//c7 = (AAA > 23)

//first trade whatever condition
if NOT ONMARKET And LastTradeDate<>OpenDate then  //close>close[1]
BUY amount LOT AT MARKET
endif

// case BUY - add orders on the same trend
if longonmarket and close-tradeprice(1)>=gridstep*pipsize then
BUY amount LOT AT MARKET
LastTradeDate = OpenDate
endif

//money management
liveaccountbalance = accountbalance+strategyprofit
moneyrisk = (liveaccountbalance*(riskpercent/100))
if onmarket then
onepointvaluebasket = pointvalue*countofposition
mindistancetoclose =(moneyrisk/onepointvaluebasket)*pipsize
endif

//floating profit
floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize

//actual trade gains
MAfloatingprofit = average[40](floatingprofit)
BBfloatingprofit = MAfloatingprofit - std[40](MAfloatingprofit)*sd

//floating profit risk reward check
if rr>0 and floatingprofit>moneyrisk*rr then
RRreached=1
endif

//stoploss trigger when risk reward ratio is not met already
if onmarket and RRreached=0 then
SELL AT positionprice-mindistancetoclose STOP
endif

//stoploss trigger when risk reward ratio has been reached
if onmarket and RRreached=1 then
if floatingprofit crosses under BBfloatingprofit then
SELL AT MARKET
endif
endif

//resetting the risk reward reached variable
if not onmarket then
RRreached = 0
endif

SHORT:

/// Definition of code parameters
defparam preloadbars =10000
DEFPARAM CumulateOrders = true // Cumulating positions deactivated
Once LastTradeDate = 0
//COI= WEIGHTEDAVERAGE[210](ROC[165] +ROC[150])
//MAC= MACDline[180,390,135]
//CCC= CCI [60]
//AAA= ADX [14]
once RRreached = 0
accountbalance = 10000 //account balance in money at strategy start
riskpercent = 1 //whole account risk in percent%
amount = 2 //lot amount to open each trade
rr = 2 //risk reward ratio (set to 0 disable this function)
sd = 0.25 //standard deviation of MA floating profit


//dynamic step grid
minSTEP = 5 //minimal step of the grid 10
maxSTEP = 20 //maximal step of the grid 50
//ATRcurrentPeriod = 5 //recent volatility 'instant' period 60
//ATRhistoPeriod = 100 //historical volatility period 600

//ATR = averagetruerange[ATRcurrentPeriod]
//histoATR= highest[ATRhistoPeriod](ATR)

resultMAX = MAX(minSTEP*pipsize,0)
resultMIN = MIN(resultMAX,maxSTEP*pipsize)

gridstep = (resultMIN)

// Conditions to enter short positions
//c11 = (COI < COI[1])
//c12 = (COI < 0)
//c13 = (MAC < MAC[1])
//c14 = (MAC < 0)
//c15 = (CCC CROSSES UNDER 0)
//c16 = (AAA > AAA[1])
//c17 = (AAA > 23)

//first trade whatever condition
if NOT ONMARKET And LastTradeDate<>OpenDate then  //close<close[1]
SELLSHORT amount LOT AT MARKET
endif

// case SELL - add orders on the same trend
if shortonmarket and tradeprice(1)-close>=gridstep*pipsize then
SELLSHORT amount LOT AT MARKET
LastTradeDate = OpenDate
endif

//money management
liveaccountbalance = accountbalance+strategyprofit
moneyrisk = (liveaccountbalance*(riskpercent/100))
if onmarket then
onepointvaluebasket = pointvalue*countofposition
mindistancetoclose =(moneyrisk/onepointvaluebasket)*pipsize
endif

//floating profit
floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize

//actual trade gains
MAfloatingprofit = average[40](floatingprofit)
BBfloatingprofit = MAfloatingprofit - std[40](MAfloatingprofit)*sd

//floating profit risk reward check
if rr>0 and floatingprofit>moneyrisk*rr then
RRreached=1
endif

//stoploss trigger when risk reward ratio is not met already
if onmarket and RRreached=0 then
EXITSHORT AT positionprice-mindistancetoclose STOP
endif

//stoploss trigger when risk reward ratio has been reached
if onmarket and RRreached=1 then
if floatingprofit crosses under BBfloatingprofit then
EXITSHORT AT MARKET
endif
endif

//resetting the risk reward reached variable
if not onmarket then
RRreached = 0
endif

I’ve had some good success using this over the last couple of weeks.