Hello everybody

As an idea i have combined a simple hull moving average crossover strategy with the Bbandstop Indicator from Nicolas, the SAR and a Trailing. The strategy shows passable results on the Nasdaq Tech cash.

Further tests, combination and optimization ideas would be appreciated.

The indicators are included in the itf. file.

Thank you already for further improvements

//Risk Management
PositionSize=1
// TIME RESTRICTIONS
TimeOfDayCriteria = TIME >= 153000 AND TIME <= 220000

LongCondition ,ShortCondition = CALL "OMX_HllMvAgInd"[25*12,50*12]
BBandCondition = CALL "PRC_BBands Stop"[20,2,1]
GraphonPrice BBandCondition as "BBand" coloured (0,0,255)
if showentrycondition then
GRAPH LongCondition as "longcondition" coloured (0,255,0)
GRAPH Shortcondition as "shortcondition" coloured (255,0,0)
endif
Bbandlongcondition = close > BBandCondition
Bbandshortcondition = close < BBandCondition

GRAPH BbandlongCondition as "longcondition" coloured (0,255,0)
GRAPH -Bbandshortcondition as "shortcondition" coloured (255,0,0)

DownPeriod = SAR[0.02,0.02,0.2] > CLOSE[0]
UpPeriod = SAR[0.02,0.02,0.2] < CLOSE[0]

If LongCondition AND UpPeriod THEN
Buy PositionSize CONTRACTS AT MARKET
//SET STOP PLOSS ABS(close - S1)
SET STOP %LOSS 2
ENDIF

IF ShortCondition AND DownPeriod THEN
SELLSHORT PositionSize CONTRACTS AT MARKET
SET STOP %LOSS 2
ENDIF

IF Shortonmarket AND Bbandlongcondition THEN
EXITSHORT AT MARKET
endif

IF longonmarket AND Bbandshortcondition THEN
EXITSHORT AT MARKET
endif

activtateTrailingStop = 1
IF activtateTrailingStop THEN
takeStdOverNCandles = 5*12*4// 4 Hours
SigmaClose = STD[takeStdOverNCandles](CLOSE)
trailingstart = SigmaClose*TrailSTA // 66%
trailingstep  = SigmaClose*TrailSTE //33%

IF NOT ONMARKET THEN
newSL=0
ENDIF

IF LONGONMARKET THEN
IF newSL=0 AND CLOSE-TRADEPRICE(1)>=trailingstart*PIPSIZE THEN
newSL = TRADEPRICE(1)+trailingstep*PIPSIZE
ENDIF
// SHIFT TRAILING STOP
IF newSL>0 AND CLOSE-newSL>=trailingstep*PIPSIZE THEN
newSL = newSL+trailingstep*PIPSIZE
ENDIF
ENDIF

IF newSL>0 THEN
SELL AT newSL STOP
ENDIF
ENDIF