Ichimoku M15 Dax 1€

• 07/01/2020 at 3:26 PM #136548
  Ichimoku Reading

  Ichimoku Dax M15

  I present you this algorithm that works exclusively with ichimoku…

  This one seems profitable since 2012, we will also be able to note that are the adaptive stoploss system allows him to pass a stock market karck without problem and to be always in cohesion with the volatility.

  However, you will notice that it lacks some optimizations, in its current state, I do not recommend to use it, this is why I transmit this code so that we can optimize it together.

  This code could be much better, unfortunately, partial closings are not yet available and I still lack skills in this area .
  However, I’m sure you’ll find something to make it look better.

  Yours sincerely,

  //--------------------Paramettre de Base DEFPARAM CumulateOrders = False DEFPARAM FLATBEFORE = 080000 noEntryAfterTime = 220000 timeEnterAfter = time < noEntryAfterTime //--------------------Money Management Capital = 10000 Risque = (Capital*1)/100 Stopp = ValueStop Lotss = Risque/Stopp set stop loss Stopp //--------------------Paramettre de StopLoss MA1 = Average[50,0](TypicalPrice) Up1 = MA1 + (1.65*Average[50,1](Range)) Down1 = MA1 - (1.65*Average[50,1](Range)) MA2 = Average[100,0](TypicalPrice) Up2 = MA2 + (1.65*Average[100,1](Range)) Down2 = MA2 - (1.65*Average[100,1](Range)) MA3 = Average[150,0](TypicalPrice) Up3 = MA3 + (1.65*Average[150,1](Range)) Down3 = MA3 - (1.65*Average[150,1](Range)) MA4 = Average[200,0](TypicalPrice) Up4 = MA4 + (1.65*Average[200,1](Range)) Down4 = MA4 - (1.65*Average[200,1](Range)) Up = (Up1+Up2+Up3+Up4)/4 Down = (Down1+Down2+Down3+Down4)/4 ValueStop = (UP-Down) //--------------------Indicateur //Ichimoku Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan+kijun)/2 SSpanB = (highest[52](high)+lowest[52](low))/2 SpanA = (tenkan[26]+kijun[26])/2 SpanB = (highest[52](high[26])+lowest[52](low[26]))/2 //--------------------Paramettre d'Achat //Ichimoku UP IU1 = SSpanA => SSpanB and SpanA > SpanB IU2 = close > SpanA[26] and close > SpanB[26] IU3 = close > tenkan[26] and close > kijun[26] IU4 = close > high[26] IU5 = close > Kijun and close > Tenkan IU6 = Tenkan > SpanA and Tenkan > SpanB IU7 = Kijun > SpanA and Kijun > SpanB IU8 = Tenkan > kijun and tenkan > tenkan[1] IU = IU1 and IU2 and IU3 and IU4 and IU5 and IU6 and IU7 and IU8 //Bougie BGUP = (close-open) > (high-close) //Regroupement des commande TUP = IU if TUP then TUP1 = 1 else TUP1 = 0 endif //--------------------Paramettre d'Achat IF TUP and BGUP and TUP1[1] = 1 and timeEnterAfter THEN BUY Lotss CONTRACT AT MARKET ENDIF IF close < kijun and close > positionprice THEN SELL AT MARKET ENDIF //--------------------Paramettre de Vente //Ichimoku Down ID1 = SSpanA =< SSpanB and SpanA < SpanB ID2 = close < SpanA[26] and close < SpanB[26] ID3 = close < tenkan[26] and close < kijun[26] ID4 = close < low[26] ID5 = close < Kijun and close < tenkan ID6 = Tenkan < SpanA and Tenkan < SpanB ID7 = Kijun < SpanA and Kijun < SpanB ID8 = Tenkan < kijun and tenkan < tenkan[1] ID = ID1 and ID2 and ID3 and ID4 and ID5 and ID6 and ID7 and ID8 //Bougie BGDown = (open-close) > (close-low) //Regroupement des commande TDOWN = ID if TDOWN then TDOWN1 = 1 else TDOWN1 = 0 endif //--------------------Paramettre de Vente IF TDOWN and BGDown and TDOWN1[1] = 1 and timeEnterAfter THEN SELLSHORT Lotss CONTRACT AT MARKET ENDIF IF close > kijun and close < positionprice THEN EXITSHORT AT MARKET ENDIF

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  //--------------------Paramettre de Base DEFPARAM CumulateOrders = False DEFPARAM FLATBEFORE = 080000 noEntryAfterTime = 220000 timeEnterAfter = time < noEntryAfterTime   //--------------------Money Management   Capital = 10000 Risque = (Capital*1)/100 Stopp = ValueStop Lotss = Risque/Stopp set stop loss Stopp   //--------------------Paramettre de StopLoss   MA1 = Average[50,0](TypicalPrice) Up1 = MA1 + (1.65*Average[50,1](Range)) Down1 = MA1 - (1.65*Average[50,1](Range)) MA2 = Average[100,0](TypicalPrice) Up2 = MA2 + (1.65*Average[100,1](Range)) Down2 = MA2 - (1.65*Average[100,1](Range)) MA3 = Average[150,0](TypicalPrice) Up3 = MA3 + (1.65*Average[150,1](Range)) Down3 = MA3 - (1.65*Average[150,1](Range)) MA4 = Average[200,0](TypicalPrice) Up4 = MA4 + (1.65*Average[200,1](Range)) Down4 = MA4 - (1.65*Average[200,1](Range))   Up = (Up1+Up2+Up3+Up4)/4 Down = (Down1+Down2+Down3+Down4)/4   ValueStop = (UP-Down)   //--------------------Indicateur   //Ichimoku Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan+kijun)/2 SSpanB = (highest[52](high)+lowest[52](low))/2 SpanA = (tenkan[26]+kijun[26])/2 SpanB = (highest[52](high[26])+lowest[52](low[26]))/2   //--------------------Paramettre d'Achat   //Ichimoku UP IU1 = SSpanA => SSpanB and SpanA > SpanB IU2 = close > SpanA[26] and close > SpanB[26] IU3 = close > tenkan[26] and close > kijun[26] IU4 = close > high[26] IU5 = close > Kijun and close > Tenkan IU6 = Tenkan > SpanA and Tenkan > SpanB IU7 = Kijun > SpanA and Kijun > SpanB IU8 = Tenkan > kijun and tenkan > tenkan[1] IU = IU1 and IU2 and IU3 and IU4 and IU5 and IU6 and IU7 and IU8   //Bougie BGUP = (close-open) > (high-close)   //Regroupement des commande TUP = IU   if TUP then TUP1 = 1 else TUP1 = 0 endif   //--------------------Paramettre d'Achat   IF TUP and BGUP and TUP1[1] = 1 and timeEnterAfter THEN BUY Lotss CONTRACT AT MARKET ENDIF   IF close < kijun and close > positionprice THEN SELL AT MARKET ENDIF   //--------------------Paramettre de Vente   //Ichimoku Down ID1 = SSpanA =< SSpanB and SpanA < SpanB ID2 = close < SpanA[26] and close < SpanB[26] ID3 = close < tenkan[26] and close < kijun[26] ID4 = close < low[26] ID5 = close < Kijun and close < tenkan ID6 = Tenkan < SpanA and Tenkan < SpanB ID7 = Kijun < SpanA and Kijun < SpanB ID8 = Tenkan < kijun and tenkan < tenkan[1] ID = ID1 and ID2 and ID3 and ID4 and ID5 and ID6 and ID7 and ID8   //Bougie BGDown = (open-close) > (close-low)   //Regroupement des commande TDOWN = ID   if TDOWN then TDOWN1 = 1 else TDOWN1 = 0 endif   //--------------------Paramettre de Vente   IF TDOWN and BGDown and TDOWN1[1] = 1 and timeEnterAfter THEN SELLSHORT Lotss CONTRACT AT MARKET ENDIF   IF close > kijun and close < positionprice THEN EXITSHORT AT MARKET ENDIF

   

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  09/26/2020 at 3:32 PM #145464
  robertogozzi

  Thank you for sharing your idea. It’s a food for thought 🙂

   

  

  robertogozzi

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