How to keep a condition active for more than one bar

• 02/06/2018 at 9:43 PM #61790
  Juan Salas

  Hi all,

  In this case:

  // Previous condition to open a trade IF close crosses over level1up THEN level1up=1 ENDIF // LONG IF NOT ONMARKET AND level1up=1 THEN BUY positionsize CONTRACT AT level2up STOP level1up=0 ENDIF

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  // Previous condition to open a trade IF close crosses over level1up THEN level1up=1 ENDIF   // LONG IF NOT ONMARKET AND level1up=1 THEN BUY positionsize CONTRACT AT level2up STOP level1up=0 ENDIF

  I am trying to set up a precondition to enable a trade. Before buying at level2up, closes has to crosses over level1up. The problem is that only works when it happens in the previous bar. When it happens several bars before, it doesn’t work.

  I assume that we have to include something to keep this precondition (level1up=1) active, until it reaches the buying STOP order.

  Any suggestions??? ,

  Many thanks in advance,

  Juan

  

  Juan Salas

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  02/06/2018 at 11:01 PM #61809
  robertogozzi

  Line 3 sets level1up to 1, but in line 2 you are comparing that value with close, which will rarely occurs and only on istruments ranging from just below 1.0000 to slightly higher. Eur/Usd will be unlikely to result in a true condition before some time!

  Maybe level1up in line 2 should be replaced with level2up?

  Anyway, your problem seats on line 9, since you immediately set it to ZERO, the next bars (unless another crossing occurs) conditions in line 7 will never be true again!

  1 user thanked author for this post.

  Juan Salas

  

  robertogozzi

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  02/06/2018 at 11:27 PM #61815
  Juan Salas

  Hi Roberto,

  Thanks for your answer, but I think there is a misunderstanding.

  I am building a grid system that already works. I have created horizontal levels, with 50 pips separation, called level1up, level2up, and so on. In order not to buy against trend, I want that the price, before reaching level2up, crosses level1up, to make sure the price is going up. In some cases when the price is going down and have a slight retrace and touch any of the levels from below, it goes LONG when the general trend is the opposite.

  So, right now, it works, I enable the buying STOP order at level2up when previously the price has surpassed level1up, but only works when that have occurred just one bar before. When the STOP order is executed, then I disable again the level1up to zero.

  So I would like to know, if I have to include something to keep level1up=1 active until it reaches level2up BUYING STOP order, in case that it happens more than 1 bar after crossing level1up.

  I hope it is clear now, but in any case thanks because you are always the first one to come to my rescue :))

  Regards,

  Juan

  

  Juan Salas

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  02/07/2018 at 8:58 AM #61827
  robertogozzi

  Just move line 9 somewhere else combined with a variable that determines WHEN the pending order has to be cancelled. This example cancels pending orders conditions after 10 bars:

  ONCE level1upBAR = 0 IF level1up AND ((BarIndex - level1upBAR) >= 10) THEN level1up=0 ENDIF // Previous condition to open a trade IF close crosses over level1up THEN level1up=1 level1upBAR=BarIndex ENDIF // LONG IF NOT ONMARKET AND level1up=1 THEN BUY positionsize CONTRACT AT level2up STOP ENDIF

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  ONCE level1upBAR = 0 IF level1up AND ((BarIndex - level1upBAR) >= 10) THEN    level1up=0 ENDIF   // Previous condition to open a trade IF close crosses over level1up THEN    level1up=1    level1upBAR=BarIndex ENDIF // LONG IF NOT ONMARKET AND level1up=1 THEN    BUY positionsize CONTRACT AT level2up STOP ENDIF

   

   

  

  robertogozzi

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  02/07/2018 at 10:19 AM #61836
  Juan Salas

  Hi Roberto,

  Many thanks 🙂

  Juan

  

  Juan Salas

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  02/07/2018 at 10:55 AM #61839
  Leo

  If the order level is the same in several bars, my systems do not close and open the same orders, it just let them open.

  

  Leo

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  02/07/2018 at 1:48 PM #61864
  Juan Salas

  // TRINQUETE 1' DAX //---------------------------- // PARAMETERS DEFPARAM CumulateOrders = false DEFPARAM Flatbefore = 080000 DEFPARAM Flatafter = 210000 // STRATEGYPROFIT per DAY ////////////////////////////////////////////////////////////////////////////// // It resets the variable each new day IF INTRADAYBARINDEX = 0 THEN stratprofit = STRATEGYPROFIT //saves the previous day Profit nomoretrading = 0 ENDIF // Finishing DAILY operations when reaching target profit/loss IF (STRATEGYPROFIT-stratprofit)>=1000 THEN //current day's profit SELL AT MARKET EXITSHORT AT MARKET nomoretrading=1 ENDIF IF (STRATEGYPROFIT-stratprofit)<=-100 THEN //current day's loss SELL AT MARKET EXITSHORT AT MARKET nomoretrading=1 ENDIF // Position Size positionsize=1 // Distancia GRID grid=40 disgrid1 = grid*1 disgrid2 = grid*2 disgrid3 = grid*3 disgrid4 = grid*4 disgrid5 = grid*5 disgrid6 = grid*6 disgrid7 = grid*7 disgrid8 = grid*8 disgrid9 = grid*9 disgrid10 = grid*10 // Determinación niveles GRID IF time=080000 THEN maxiasian=highest[5](high) miniasian=lowest[5](low) amplitude=((maxiasian-miniasian)/2)+miniasian levelZERO=amplitude ENDIF level10up = levelZERO + disgrid10*pipsize level9up = levelZERO + disgrid9*pipsize level8up = levelZERO + disgrid8*pipsize level7up = levelZERO + disgrid7*pipsize level6up = levelZERO + disgrid6*pipsize level5up = levelZERO + disgrid5*pipsize level4up = levelZERO + disgrid4*pipsize level3up = levelZERO + disgrid3*pipsize level2up = levelZERO + disgrid2*pipsize level1up = levelZERO + disgrid1*pipsize level1down = levelZERO - disgrid1*pipsize level2down = levelZERO - disgrid2*pipsize level3down = levelZERO - disgrid3*pipsize level4down = levelZERO - disgrid4*pipsize level5down = levelZERO - disgrid5*pipsize level6down = levelZERO - disgrid6*pipsize level7down = levelZERO - disgrid7*pipsize level8down = levelZERO - disgrid8*pipsize level9down = levelZERO - disgrid9*pipsize level10down = levelZERO - disgrid10*pipsize // GREEN LIGHT to operate the TREND // Levels UP ONCE level1upBAR = 0 IF close crosses over level1up THEN level1up=1 level1upBAR=barindex ENDIF IF close crosses over level2up THEN level2up=1 level2upBAR=barindex ENDIF IF close crosses over level3up THEN level3up=1 level3upBAR=barindex ENDIF IF close crosses over level4up THEN level4up=1 level4upBAR=barindex ENDIF IF close crosses over level5up THEN level5up=1 level5upBAR=barindex ENDIF IF close crosses over level6up THEN level6up=1 level6upBAR=barindex ENDIF IF close crosses over level7up THEN level7up=1 level7upBAR=barindex ENDIF IF close crosses over level8up THEN level8up=1 level8upBAR=barindex ENDIF IF close crosses over level9up THEN level9up=1 level9upBAR=barindex ENDIF // ORDERS ////////////////////////////////////////////////////////////////////////////////////////////////////////// // LONGs IF NOT ONMARKET AND level1up=1 AND barindex-level1upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level2up STOP level1up=0 level2up=1 ENDIF IF NOT ONMARKET AND level2up=1 AND barindex-level2upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level3up STOP level2up=0 level3up=1 ENDIF IF NOT ONMARKET AND level3up=1 AND barindex-level3upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level4up STOP level3up=0 level4up=1 ENDIF IF NOT ONMARKET AND level4up=1 AND barindex-level4upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level5up STOP level4up=0 level5up=1 ENDIF IF NOT ONMARKET AND level5up=1 AND barindex-level5upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level6up STOP level5up=0 level6up=1 ENDIF IF NOT ONMARKET AND level6up=1 AND barindex-level6upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level7up STOP level6up=0 level7up=1 ENDIF IF NOT ONMARKET AND level7up=1 AND barindex-level7upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level8up STOP level7up=0 level8up=1 ENDIF IF NOT ONMARKET AND level8up=1 AND barindex-level8upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level9up STOP level8up=0 level9up=1 ENDIF IF NOT ONMARKET AND level9up=1 AND barindex-level9upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level10up STOP level9up=0 ENDIF // GREEN LIGHT to operate the TREND // Levels DOWN ONCE level1downBAR = 0 IF close crosses under level1down THEN level1down=1 level1downBAR=barindex ENDIF IF close crosses under level2down THEN level2down=1 level2downBAR=barindex ENDIF IF close crosses under level3down THEN level3down=1 level3downBAR=barindex ENDIF IF close crosses under level4down THEN level4down=1 level4downBAR=barindex ENDIF IF close crosses under level5down THEN level5down=1 level5downBAR=barindex ENDIF IF close crosses under level6down THEN level6down=1 level6downBAR=barindex ENDIF IF close crosses under level7down THEN level7down=1 level7downBAR=barindex ENDIF IF close crosses under level8down THEN level8down=1 level8downBAR=barindex ENDIF IF close crosses under level9down THEN level9down=1 level9downBAR=barindex ENDIF // ORDERS ////////////////////////////////////////////////////////////////////////////////////////////////////////// // SHORTs IF NOT ONMARKET AND level1down=1 AND barindex-level1downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level2down STOP level1down=0 level2down=1 ENDIF IF NOT ONMARKET AND level2down=1 AND barindex-level2downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level3down STOP level2down=0 level3down=1 ENDIF IF NOT ONMARKET AND level3down=1 AND barindex-level3downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level4down STOP level3down=0 level4down=1 ENDIF IF NOT ONMARKET AND level4down=1 AND barindex-level4downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level5down STOP level4down=0 level5down=1 ENDIF IF NOT ONMARKET AND level5down=1 AND barindex-level5downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level6down STOP level5down=0 level6down=1 ENDIF IF NOT ONMARKET AND level6down=1 AND barindex-level6downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level7down STOP level6down=0 level7down=1 ENDIF IF NOT ONMARKET AND level7down=1 AND barindex-level7downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level8down STOP level7down=0 level8down=1 ENDIF IF NOT ONMARKET AND level8down=1 AND barindex-level8downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level9down STOP level8down=0 level9down=1 ENDIF IF NOT ONMARKET AND level9down=1 AND barindex-level9downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level10down STOP level9down=0 ENDIF // Stops y objetivos set stop ploss 30//60//50//50//40//55 set target pprofit 40//80//15//16//50//120 startBreakeven =0//714//5//5//3//25 //how much pips/points in gain to activate y//the breakeven function? PointsToKeep =15//1//10//25 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF // LARGOS // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF // CORTOS // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET AND tradeprice(1)-close>=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 EXITSHORT AT breakevenLevel STOP ENDIF

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  // TRINQUETE 1' DAX //----------------------------   // PARAMETERS DEFPARAM CumulateOrders = false DEFPARAM Flatbefore = 080000 DEFPARAM Flatafter = 210000   // STRATEGYPROFIT per DAY ////////////////////////////////////////////////////////////////////////////// // It resets the variable each new day IF INTRADAYBARINDEX = 0 THEN stratprofit = STRATEGYPROFIT //saves the previous day Profit nomoretrading = 0 ENDIF   // Finishing DAILY operations when reaching target profit/loss IF (STRATEGYPROFIT-stratprofit)>=1000 THEN //current day's profit SELL AT MARKET EXITSHORT AT MARKET nomoretrading=1 ENDIF   IF (STRATEGYPROFIT-stratprofit)<=-100 THEN //current day's loss SELL AT MARKET EXITSHORT AT MARKET nomoretrading=1 ENDIF   // Position Size positionsize=1   // Distancia GRID grid=40 disgrid1 = grid*1 disgrid2 = grid*2 disgrid3 = grid*3 disgrid4 = grid*4 disgrid5 = grid*5 disgrid6 = grid*6 disgrid7 = grid*7 disgrid8 = grid*8 disgrid9 = grid*9 disgrid10 = grid*10 // Determinación niveles GRID IF time=080000 THEN maxiasian=highest[5](high) miniasian=lowest[5](low) amplitude=((maxiasian-miniasian)/2)+miniasian levelZERO=amplitude ENDIF   level10up = levelZERO + disgrid10*pipsize level9up = levelZERO + disgrid9*pipsize level8up = levelZERO + disgrid8*pipsize level7up = levelZERO + disgrid7*pipsize level6up = levelZERO + disgrid6*pipsize level5up = levelZERO + disgrid5*pipsize level4up = levelZERO + disgrid4*pipsize level3up = levelZERO + disgrid3*pipsize level2up = levelZERO + disgrid2*pipsize level1up = levelZERO + disgrid1*pipsize   level1down = levelZERO - disgrid1*pipsize level2down = levelZERO - disgrid2*pipsize level3down = levelZERO - disgrid3*pipsize level4down = levelZERO - disgrid4*pipsize level5down = levelZERO - disgrid5*pipsize level6down = levelZERO - disgrid6*pipsize level7down = levelZERO - disgrid7*pipsize level8down = levelZERO - disgrid8*pipsize level9down = levelZERO - disgrid9*pipsize level10down = levelZERO - disgrid10*pipsize   // GREEN LIGHT to operate the TREND // Levels UP ONCE level1upBAR = 0   IF close crosses over level1up THEN level1up=1 level1upBAR=barindex ENDIF IF close crosses over level2up THEN level2up=1 level2upBAR=barindex ENDIF IF close crosses over level3up THEN level3up=1 level3upBAR=barindex ENDIF IF close crosses over level4up THEN level4up=1 level4upBAR=barindex ENDIF IF close crosses over level5up THEN level5up=1 level5upBAR=barindex ENDIF IF close crosses over level6up THEN level6up=1 level6upBAR=barindex ENDIF IF close crosses over level7up THEN level7up=1 level7upBAR=barindex ENDIF IF close crosses over level8up THEN level8up=1 level8upBAR=barindex ENDIF IF close crosses over level9up THEN level9up=1 level9upBAR=barindex ENDIF       // ORDERS ////////////////////////////////////////////////////////////////////////////////////////////////////////// // LONGs IF NOT ONMARKET AND level1up=1 AND barindex-level1upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level2up STOP level1up=0 level2up=1 ENDIF IF NOT ONMARKET AND level2up=1 AND barindex-level2upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level3up STOP level2up=0 level3up=1 ENDIF IF NOT ONMARKET AND level3up=1 AND barindex-level3upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level4up STOP level3up=0 level4up=1 ENDIF IF NOT ONMARKET AND level4up=1 AND barindex-level4upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level5up STOP level4up=0 level5up=1 ENDIF IF NOT ONMARKET AND level5up=1 AND barindex-level5upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level6up STOP level5up=0 level6up=1 ENDIF IF NOT ONMARKET AND level6up=1 AND barindex-level6upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level7up STOP level6up=0 level7up=1 ENDIF IF NOT ONMARKET AND level7up=1 AND barindex-level7upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level8up STOP level7up=0 level8up=1 ENDIF IF NOT ONMARKET AND level8up=1 AND barindex-level8upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level9up STOP level8up=0 level9up=1 ENDIF IF NOT ONMARKET AND level9up=1 AND barindex-level9upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level10up STOP level9up=0 ENDIF         // GREEN LIGHT to operate the TREND // Levels DOWN ONCE level1downBAR = 0   IF close crosses under level1down THEN level1down=1 level1downBAR=barindex ENDIF IF close crosses under level2down THEN level2down=1 level2downBAR=barindex ENDIF IF close crosses under level3down THEN level3down=1 level3downBAR=barindex ENDIF IF close crosses under level4down THEN level4down=1 level4downBAR=barindex ENDIF IF close crosses under level5down THEN level5down=1 level5downBAR=barindex ENDIF IF close crosses under level6down THEN level6down=1 level6downBAR=barindex ENDIF IF close crosses under level7down THEN level7down=1 level7downBAR=barindex ENDIF IF close crosses under level8down THEN level8down=1 level8downBAR=barindex ENDIF IF close crosses under level9down THEN level9down=1 level9downBAR=barindex ENDIF   // ORDERS ////////////////////////////////////////////////////////////////////////////////////////////////////////// // SHORTs IF NOT ONMARKET AND level1down=1 AND barindex-level1downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level2down STOP level1down=0 level2down=1 ENDIF IF NOT ONMARKET AND level2down=1 AND barindex-level2downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level3down STOP level2down=0 level3down=1 ENDIF IF NOT ONMARKET AND level3down=1 AND barindex-level3downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level4down STOP level3down=0 level4down=1 ENDIF IF NOT ONMARKET AND level4down=1 AND barindex-level4downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level5down STOP level4down=0 level5down=1 ENDIF IF NOT ONMARKET AND level5down=1 AND barindex-level5downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level6down STOP level5down=0 level6down=1 ENDIF IF NOT ONMARKET AND level6down=1 AND barindex-level6downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level7down STOP level6down=0 level7down=1 ENDIF IF NOT ONMARKET AND level7down=1 AND barindex-level7downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level8down STOP level7down=0 level8down=1 ENDIF IF NOT ONMARKET AND level8down=1 AND barindex-level8downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level9down STOP level8down=0 level9down=1 ENDIF IF NOT ONMARKET AND level9down=1 AND barindex-level9downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level10down STOP level9down=0 ENDIF   // Stops y objetivos set stop ploss 30//60//50//50//40//55 set target pprofit 40//80//15//16//50//120 startBreakeven =0//714//5//5//3//25 //how much pips/points in gain to activate y//the breakeven function? PointsToKeep =15//1//10//25 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)   //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF   // LARGOS // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF   // CORTOS // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET AND tradeprice(1)-close>=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 EXITSHORT AT breakevenLevel STOP ENDIF

   

  

  Juan Salas

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  02/07/2018 at 1:55 PM #61865
  Juan Salas

  Hi Leo and Roberto,

  This is the code. Horizontal levels above and below the LEVELLER which is determined by the price around 080000. The levels are separated by 40 pips.

  If the price goes up only BUY LONG in the levels above ZERO (levelsup), and it has to be by crossing before a previous level. Example: If price is going up and going to cross level4up, I want that first has crossed over level3up, to avoid open LONG operations when the price is going south and touch any level in a small retrace.

  The same way with the SHORT operations. Only short operations in the South Hemisphere where Level ZERO is the equator.

  Right now, with this change proposed by Roberto, I can still see operation that are open without previously crossing the previous level.

  Any suggestions??? Any change or improvement is welcome.

  Thanks.

   

  

  Juan Salas

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  02/07/2018 at 1:58 PM #61866
  Juan Salas

  In order to better visualise the operations, you can download the indicator that draw the lines, so you can visualise the different levels.

  

  Juan Salas

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  02/07/2018 at 2:13 PM #61868
  Juan Salas

  in post 61865, I meant LEVELZERO instead of LEVELLER. F%&$*g autocorrector :))

  

  Juan Salas

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  02/07/2018 at 4:41 PM #61875
  robertogozzi

  In line 80 you write

  level1up=1

  1	level1up=1

  thus replacing the value it was assigned in line 62, but the next bar level1up, which is now 1, will be replaced again with the old value when it reaches 62, so later at line 120 the condition will be false even if in the previous bar a crossing had occurred.

  I think lines 53 through 73 should have different variable names.

   

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  robertogozzi

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  02/07/2018 at 4:47 PM #61876
  Juan Salas

  Damn!!! Well done Roberto. I didn´t realised about that. I will change the names I assigned the levels not to interfere with the variables level1up, etc.

  Thanks so much.

  

  Juan Salas

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  02/07/2018 at 8:58 PM #61896
  raphaelopilski

  did you make the correction? how is the backtest? can you post the new code please?

  

  raphaelopilski

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  02/08/2018 at 12:42 AM #61933
  Juan Salas

  Hi Raphaelopilski,

  I am attaching below the code with the changes but it is not what I am looking for. I will continue working until it does exactly what I want. In any case, thanks to everyone, especially to Roberto for his comments and ideas.

  // TRINQUETE 1' DAX //---------------------------- // PARAMETERS DEFPARAM CumulateOrders = false DEFPARAM Flatbefore = 080000 DEFPARAM Flatafter = 210000 // STRATEGYPROFIT per DAY ////////////////////////////////////////////////////////////////////////////// // It resets the variable each new day IF INTRADAYBARINDEX = 0 THEN stratprofit = STRATEGYPROFIT //saves the previous day Profit nomoretrading = 0 ENDIF // Finishing DAILY operations when reaching target profit/loss IF (STRATEGYPROFIT-stratprofit)>=1000 THEN //current day's profit SELL AT MARKET EXITSHORT AT MARKET nomoretrading=1 ENDIF IF (STRATEGYPROFIT-stratprofit)<=-100 THEN //current day's loss SELL AT MARKET EXITSHORT AT MARKET nomoretrading=1 ENDIF // Position Size positionsize=1 // STOPs & PROFITs SET STOP pLOSS 20 SET TARGET pPROFIT 40 // Distancia GRID grid=40 disgrid1 = grid*1 disgrid2 = grid*2 disgrid3 = grid*3 disgrid4 = grid*4 disgrid5 = grid*5 disgrid6 = grid*6 disgrid7 = grid*7 disgrid8 = grid*8 disgrid9 = grid*9 disgrid10 = grid*10 // Determinación niveles GRID IF time=080000 THEN maxiasian=highest[5](high) miniasian=lowest[5](low) amplitude=((maxiasian-miniasian)/2)+miniasian levelZERO=amplitude ENDIF level10up = levelZERO + disgrid10*pipsize level9up = levelZERO + disgrid9*pipsize level8up = levelZERO + disgrid8*pipsize level7up = levelZERO + disgrid7*pipsize level6up = levelZERO + disgrid6*pipsize level5up = levelZERO + disgrid5*pipsize level4up = levelZERO + disgrid4*pipsize level3up = levelZERO + disgrid3*pipsize level2up = levelZERO + disgrid2*pipsize level1up = levelZERO + disgrid1*pipsize level1down = levelZERO - disgrid1*pipsize level2down = levelZERO - disgrid2*pipsize level3down = levelZERO - disgrid3*pipsize level4down = levelZERO - disgrid4*pipsize level5down = levelZERO - disgrid5*pipsize level6down = levelZERO - disgrid6*pipsize level7down = levelZERO - disgrid7*pipsize level8down = levelZERO - disgrid8*pipsize level9down = levelZERO - disgrid9*pipsize level10down = levelZERO - disgrid10*pipsize // GREEN LIGHT to operate the TREND // Levels UP ONCE level1upBAR = 0 IF close crosses over level1up THEN l1up=1 level1upBAR=barindex ENDIF IF close crosses over level2up THEN l2up=1 level2upBAR=barindex ENDIF IF close crosses over level3up THEN l3up=1 level3upBAR=barindex ENDIF IF close crosses over level4up THEN l4up=1 level4upBAR=barindex ENDIF IF close crosses over level5up THEN l5up=1 level5upBAR=barindex ENDIF IF close crosses over level6up THEN l6up=1 level6upBAR=barindex ENDIF IF close crosses over level7up THEN l7up=1 level7upBAR=barindex ENDIF IF close crosses over level8up THEN l8up=1 level8upBAR=barindex ENDIF IF close crosses over level9up THEN l9up=1 level9upBAR=barindex ENDIF // ORDERS ////////////////////////////////////////////////////////////////////////////////////////////////////////// // LONGs IF NOT ONMARKET AND l1up=1 AND barindex-level1upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level2up STOP l1up=0 l2up=1 ENDIF IF NOT ONMARKET AND l2up=1 AND barindex-level2upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level3up STOP l2up=0 l3up=1 ENDIF IF NOT ONMARKET AND l3up=1 AND barindex-level3upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level4up STOP l3up=0 l4up=1 ENDIF IF NOT ONMARKET AND l4up=1 AND barindex-level4upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level5up STOP l4up=0 l5up=1 ENDIF IF NOT ONMARKET AND l5up=1 AND barindex-level5upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level6up STOP l5up=0 l6up=1 ENDIF IF NOT ONMARKET AND l6up=1 AND barindex-level6upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level7up STOP l6up=0 l7up=1 ENDIF IF NOT ONMARKET AND l7up=1 AND barindex-level7upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level8up STOP l7up=0 l8up=1 ENDIF IF NOT ONMARKET AND l8up=1 AND barindex-level8upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level9up STOP l8up=0 l9up=1 ENDIF IF NOT ONMARKET AND l9up=1 AND barindex-level9upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level10up STOP l9up=0 ENDIF // GREEN LIGHT to operate the TREND // Levels DOWN ONCE level1downBAR = 0 IF close crosses under level1down THEN l1down=1 level1downBAR=barindex ENDIF IF close crosses under level2down THEN l2down=1 level2downBAR=barindex ENDIF IF close crosses under level3down THEN l3down=1 level3downBAR=barindex ENDIF IF close crosses under level4down THEN l4down=1 level4downBAR=barindex ENDIF IF close crosses under level5down THEN l5down=1 level5downBAR=barindex ENDIF IF close crosses under level6down THEN l6down=1 level6downBAR=barindex ENDIF IF close crosses under level7down THEN l7down=1 level7downBAR=barindex ENDIF IF close crosses under level8down THEN l8down=1 level8downBAR=barindex ENDIF IF close crosses under level9down THEN l9down=1 level9downBAR=barindex ENDIF // ORDERS ////////////////////////////////////////////////////////////////////////////////////////////////////////// // SHORTs IF NOT ONMARKET AND l1down=1 AND barindex-level1downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level2down STOP l1down=0 l2down=1 ENDIF IF NOT ONMARKET AND l2down=1 AND barindex-level2downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level3down STOP l2down=0 l3down=1 ENDIF IF NOT ONMARKET AND l3down=1 AND barindex-level3downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level4down STOP l3down=0 l4down=1 ENDIF IF NOT ONMARKET AND l4down=1 AND barindex-level4downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level5down STOP l4down=0 l5down=1 ENDIF IF NOT ONMARKET AND l5down=1 AND barindex-level5downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level6down STOP l5down=0 l6down=1 ENDIF IF NOT ONMARKET AND l6down=1 AND barindex-level6downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level7down STOP l6down=0 l7down=1 ENDIF IF NOT ONMARKET AND l7down=1 AND barindex-level7downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level8down STOP l7down=0 l8down=1 ENDIF IF NOT ONMARKET AND l8down=1 AND barindex-level8downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level9down STOP l8down=0 l9down=1 ENDIF IF NOT ONMARKET AND l9down=1 AND barindex-level9downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level10down STOP l9down=0 ENDIF startBreakeven =0//714//5//5//3//25 //how much pips/points in gain to activate y//the breakeven function? PointsToKeep =15//1//10//25 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF // LARGOS // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF // CORTOS // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET AND tradeprice(1)-close>=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 EXITSHORT AT breakevenLevel STOP ENDIF

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  // TRINQUETE 1' DAX //----------------------------   // PARAMETERS DEFPARAM CumulateOrders = false DEFPARAM Flatbefore = 080000 DEFPARAM Flatafter = 210000   // STRATEGYPROFIT per DAY ////////////////////////////////////////////////////////////////////////////// // It resets the variable each new day IF INTRADAYBARINDEX = 0 THEN stratprofit = STRATEGYPROFIT //saves the previous day Profit nomoretrading = 0 ENDIF   // Finishing DAILY operations when reaching target profit/loss IF (STRATEGYPROFIT-stratprofit)>=1000 THEN //current day's profit SELL AT MARKET EXITSHORT AT MARKET nomoretrading=1 ENDIF   IF (STRATEGYPROFIT-stratprofit)<=-100 THEN //current day's loss SELL AT MARKET EXITSHORT AT MARKET nomoretrading=1 ENDIF   // Position Size positionsize=1   // STOPs & PROFITs SET STOP pLOSS 20 SET TARGET pPROFIT 40   // Distancia GRID grid=40 disgrid1 = grid*1 disgrid2 = grid*2 disgrid3 = grid*3 disgrid4 = grid*4 disgrid5 = grid*5 disgrid6 = grid*6 disgrid7 = grid*7 disgrid8 = grid*8 disgrid9 = grid*9 disgrid10 = grid*10 // Determinación niveles GRID IF time=080000 THEN maxiasian=highest[5](high) miniasian=lowest[5](low) amplitude=((maxiasian-miniasian)/2)+miniasian levelZERO=amplitude ENDIF   level10up = levelZERO + disgrid10*pipsize level9up = levelZERO + disgrid9*pipsize level8up = levelZERO + disgrid8*pipsize level7up = levelZERO + disgrid7*pipsize level6up = levelZERO + disgrid6*pipsize level5up = levelZERO + disgrid5*pipsize level4up = levelZERO + disgrid4*pipsize level3up = levelZERO + disgrid3*pipsize level2up = levelZERO + disgrid2*pipsize level1up = levelZERO + disgrid1*pipsize   level1down = levelZERO - disgrid1*pipsize level2down = levelZERO - disgrid2*pipsize level3down = levelZERO - disgrid3*pipsize level4down = levelZERO - disgrid4*pipsize level5down = levelZERO - disgrid5*pipsize level6down = levelZERO - disgrid6*pipsize level7down = levelZERO - disgrid7*pipsize level8down = levelZERO - disgrid8*pipsize level9down = levelZERO - disgrid9*pipsize level10down = levelZERO - disgrid10*pipsize   // GREEN LIGHT to operate the TREND // Levels UP ONCE level1upBAR = 0   IF close crosses over level1up THEN l1up=1 level1upBAR=barindex ENDIF IF close crosses over level2up THEN l2up=1 level2upBAR=barindex ENDIF IF close crosses over level3up THEN l3up=1 level3upBAR=barindex ENDIF IF close crosses over level4up THEN l4up=1 level4upBAR=barindex ENDIF IF close crosses over level5up THEN l5up=1 level5upBAR=barindex ENDIF IF close crosses over level6up THEN l6up=1 level6upBAR=barindex ENDIF IF close crosses over level7up THEN l7up=1 level7upBAR=barindex ENDIF IF close crosses over level8up THEN l8up=1 level8upBAR=barindex ENDIF IF close crosses over level9up THEN l9up=1 level9upBAR=barindex ENDIF       // ORDERS ////////////////////////////////////////////////////////////////////////////////////////////////////////// // LONGs IF NOT ONMARKET AND l1up=1 AND barindex-level1upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level2up STOP l1up=0 l2up=1 ENDIF IF NOT ONMARKET AND l2up=1 AND barindex-level2upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level3up STOP l2up=0 l3up=1 ENDIF IF NOT ONMARKET AND l3up=1 AND barindex-level3upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level4up STOP l3up=0 l4up=1 ENDIF IF NOT ONMARKET AND l4up=1 AND barindex-level4upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level5up STOP l4up=0 l5up=1 ENDIF IF NOT ONMARKET AND l5up=1 AND barindex-level5upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level6up STOP l5up=0 l6up=1 ENDIF IF NOT ONMARKET AND l6up=1 AND barindex-level6upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level7up STOP l6up=0 l7up=1 ENDIF IF NOT ONMARKET AND l7up=1 AND barindex-level7upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level8up STOP l7up=0 l8up=1 ENDIF IF NOT ONMARKET AND l8up=1 AND barindex-level8upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level9up STOP l8up=0 l9up=1 ENDIF IF NOT ONMARKET AND l9up=1 AND barindex-level9upBAR<10 AND nomoretrading=0 THEN BUY positionsize CONTRACT AT level10up STOP l9up=0 ENDIF         // GREEN LIGHT to operate the TREND // Levels DOWN ONCE level1downBAR = 0   IF close crosses under level1down THEN l1down=1 level1downBAR=barindex ENDIF IF close crosses under level2down THEN l2down=1 level2downBAR=barindex ENDIF IF close crosses under level3down THEN l3down=1 level3downBAR=barindex ENDIF IF close crosses under level4down THEN l4down=1 level4downBAR=barindex ENDIF IF close crosses under level5down THEN l5down=1 level5downBAR=barindex ENDIF IF close crosses under level6down THEN l6down=1 level6downBAR=barindex ENDIF IF close crosses under level7down THEN l7down=1 level7downBAR=barindex ENDIF IF close crosses under level8down THEN l8down=1 level8downBAR=barindex ENDIF IF close crosses under level9down THEN l9down=1 level9downBAR=barindex ENDIF   // ORDERS ////////////////////////////////////////////////////////////////////////////////////////////////////////// // SHORTs IF NOT ONMARKET AND l1down=1 AND barindex-level1downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level2down STOP l1down=0 l2down=1 ENDIF IF NOT ONMARKET AND l2down=1 AND barindex-level2downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level3down STOP l2down=0 l3down=1 ENDIF IF NOT ONMARKET AND l3down=1 AND barindex-level3downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level4down STOP l3down=0 l4down=1 ENDIF IF NOT ONMARKET AND l4down=1 AND barindex-level4downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level5down STOP l4down=0 l5down=1 ENDIF IF NOT ONMARKET AND l5down=1 AND barindex-level5downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level6down STOP l5down=0 l6down=1 ENDIF IF NOT ONMARKET AND l6down=1 AND barindex-level6downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level7down STOP l6down=0 l7down=1 ENDIF IF NOT ONMARKET AND l7down=1 AND barindex-level7downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level8down STOP l7down=0 l8down=1 ENDIF IF NOT ONMARKET AND l8down=1 AND barindex-level8downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level9down STOP l8down=0 l9down=1 ENDIF IF NOT ONMARKET AND l9down=1 AND barindex-level9downBAR<10 AND nomoretrading=0 THEN SELLSHORT positionsize CONTRACT AT level10down STOP l9down=0 ENDIF     startBreakeven =0//714//5//5//3//25 //how much pips/points in gain to activate y//the breakeven function? PointsToKeep =15//1//10//25 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)   //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF   // LARGOS // test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF   // CORTOS // test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET AND tradeprice(1)-close>=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 EXITSHORT AT breakevenLevel STOP ENDIF

  If you use the indicator that I have provided before it will easier to visualise/identify any flaws of the operations and what it has to be improved.

  Regards,

  Juan

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