Hej På dig

Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • #206352 quote
    Patrik J
    Participant
    New

    //================================================
    // Code: _PRD DAX Combi
    // Source: https://artificall.com
    // Author: Vivien Schmitt
    // Version: 2.5
    // Index: DAX
    // TF: 10 min
    // Notes: v1.1 Momentum only
    // v2 Portfolio of multi strategies
    // v2.1 Added Trend Following
    // v2.2 Added Double Bottom
    // v2.3 Added Green Hammer
    // v2.4 Added Counter Trend
    // v2.5 Tested Day of Week – ignore
    // v2.5 Optimised position size logic
    //================================================

    input int flatBefore = 090000; // Avoid entry opening before this hour
    input int flatAfter = 213000; // Close entry at this hour
    input bool cumulateOrders = true; // Only one trade at the same time

    int momentumPeriods[6] = {10, 20, 50, 100, 300, 800};

    // Make sure these variables are reset to zero when not trading
    int p1 = 0;
    int p2 = 0;
    int p3 = 0;
    int p4 = 0;
    int p5 = 0;

    // Risk management
    int positionSize = 1;

    //===================================== MOMENTUM STRATEGY ================================================

    if (p1 < 1) {
    // MOMENTUM STRATEGY
    // MARKET TREND USING LINEAR REGRESSION
    // Set of technical indicators to test

    bool cM[6];
    for (int i = 0; i < 6; i++) {
    cM[i] = momentum[momentumPeriods[i]](close) > 0;
    }

    // ENTRY POINT
    bool conditionMomentumM = cM[0] AND cM[1] AND cM[2] AND NOT cM[3] AND cM[4] AND NOT cM[5];

    // MARKET VOLATILITY USING STANDARD DEVIATION
    int volatility100MaxM = 50;
    int volatility100MinM = 1;
    int volatility100M = STD[100](close);
    bool conditionMarketVolatilityM = volatility100M < volatility100MaxM AND volatility100M > volatility100MinM;

    // OPEN A LONG ENTRY
    if (conditionMomentumM AND conditionMarketVolatilityM) {
    if (time > flatBefore AND time < flatAfter AND cumulateOrders) {
    // Place trade logic here
    }
    }
    }

    #206378 quote
    JS
    Participant
    Senior
Viewing 2 posts - 1 through 2 (of 2 total)
  • You must be logged in to reply to this topic.

Hej På dig


ProBuilder: Indicators & Custom Tools

New Reply
Author
author-avatar
Patrik J @patrik-j Participant
Summary

This topic contains 1 reply,
has 2 voices, and was last updated by JS
3 years, 1 month ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 12/27/2022
Status: Active
Attachments: No files
Logo Logo
Loading...