Hi,
Im trying to build an tradebot and I´m trying to learn.
This is what I´m working with:
// --- settings
KPeriod = 25
Slowing = 3
DPeriod = 3
ATRperiod = 20
maPeriod = 20
maMethod = 0
overBought = 80
overSold = 20
// --- end of settings
myRSI = RSI[14](close)
//Smoothing the RSI value on 10 periods
SmoothRSI = Average[10](myRSI)
RETURN myRSI, SmoothRSI coloured(121,45,180)
// --- Property settings
DefParam DrawOnLastBarOnly = true
// Price = 1 // (1=true/0=false)
// Kijun = 1 // ------
// Cloud = 1 // ------
// Lagging = 1 // ------
// Label = 1 // ------
// --- end
Tenkansen = (highest[9](High)+lowest[9](Low))/2
Kijunsen = (highest[26](High)+lowest[26](Low))/2
//Chikou = Close[26]
SenkouSA = (Tenkansen[26]+Kijunsen[26])/2
SenkouSB = (highest[52](High[26])+lowest[52](Low[26]))/2
// short
stochSellSignal = stochFast > stochSellSignalInput and crossunder(stochFast, stochSlow)
rsiSignal = change(rsi) < 0
ichiSellSignal = chikou < sourceInput[chikouDisplacement-1]
sellSignal = stochSellSignal and rsiSignal and ichiSellSignal
shortProfitPerc = input(title="Short Take Profit (%)", minval=0.0, step=0.1, defval=0.6) / 100
shortLossPerc = input(title="Short Stop Loss (%)", minval=0.0, step=0.1, defval=0.5) / 100
I know its not working and I would need some guidelines from you guys here how to keep going on. Much thanks!
,,
Stick to highlighted basic rules, among which:
Always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read.
it doesn’t work because it’s not written in ProRealTime language, at least the last two lines (provided the first ones have been correctly converted).
Maybe someone knowing that language might help.
Plus you have a DEFPARAM in the middle of the code and it should always be at the beginning and you have a RETURN in the middle of the code when it should always be at the end.
You say you are building a ‘tradebot’ but this is an indicator that you are working on and not an auto strategy.
// Definition of code parameters
DEFPARAM CumulateOrders = false // Cumulating positions deactivated
DEFPARAM preloadbars = 5000
//Money Management Dax
MM = 0 // = 0 for optimization
if MM = 0 then
positionsize=2
ENDIF
if MM = 1 then
ONCE startpositionsize = 1
ONCE factor = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc
ONCE factor2 = 20 // tier 2 factor
ONCE margin = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE margin2 = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE tier1 = 105 // DAX €1 IG first tier margin limit
ONCE maxpositionsize = 1050 // DAX €1 IG tier 2 margin limit
ONCE minpositionsize = 1 // enter minimum position allowed
IF Not OnMarket THEN
positionsize = startpositionsize + Strategyprofit/(factor*margin)
ENDIF
IF Not OnMarket THEN
IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then
positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 //incorporating tier 2 margin
ENDIF
IF Not OnMarket THEN
if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN
positionsize = minpositionsize //keeps positionsize from going below allowed minimum
ENDIF
IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 > maxpositionsize then
positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit
ENDIF
ENDIF
ENDIF
ENDIF
Ctime = time >= 090000 and time < 173000
// --- stochastic
mySMI = SmoothedStochastic[14,3](close)
// --- rsi
myRSI = RSI[14](close)
// --- ichimoku cloud
Tenkansen = (highest[9](High)+lowest[9](Low))/2
Kijunsen = (highest[26](High)+lowest[26](Low))/2
//Chikou = Close[26]
SenkouSA = (Tenkansen[26]+Kijunsen[26])/2
SenkouSB = (highest[52](High[26])+lowest[52](Low[26]))/2
Thanks for the help guys. I hope I´m learing in the right direction.
Can someone help me set up the short condition:
// short
stochSellSignal = stochFast > stochSellSignalInput and crossunder(stochFast, stochSlow)
rsiSignal = change(rsi) < 0
ichiSellSignal = chikou < sourceInput[chikouDisplacement–1]
sellSignal = stochSellSignal and rsiSignal and ichiSellSignal
This easily means short when
stochasticfast > 80 and cross under (stochFast, stochSlow)
rsi is moving down
close is less than chikou (lagging span)
And all of them together to short.
As it is coded it will work on v11, since it has Ichimoku keywords that are missing in v10.3 (but can be easily replaced).
Now you only need to write the code to enter and exit trades.
thanked this post
Oh I have v10.3 this is the condition for enter short trade
// short
stochSellSignal = stochFast > stochSellSignalInput and crossunder(stochFast, stochSlow)
rsiSignal = change(rsi) < 0
ichiSellSignal = chikou < sourceInput[chikouDisplacement–1]
sellSignal = stochSellSignal and rsiSignal and ichiSellSignal
This easily means short when
stochasticfast > 80 and cross under (stochFast, stochSlow)
rsi is moving down
close is less than chikou (lagging span)
Im just unsure how to write them in prt and I would like some help with that from someone here at the forum 😀
There you go. I commented unused Ichimoku definitions and added TP & SL to make it work for testing purposes:
// Definition of code parameters
DEFPARAM CumulateOrders = false // Cumulating positions deactivated
DEFPARAM preloadbars = 5000
ONCE startpositionsize = 1
ONCE factor = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc
ONCE factor2 = 20 // tier 2 factor
ONCE margin = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE margin2 = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE tier1 = 105 // DAX €1 IG first tier margin limit
ONCE maxpositionsize = 1050 // DAX €1 IG tier 2 margin limit
ONCE minpositionsize = 1 // enter minimum position allowed
//Money Management Dax
MM = 0 // = 0 for optimization
if MM = 0 then
positionsize=2
ELSE
IF Not OnMarket THEN
positionsize = startpositionsize + Strategyprofit/(factor*margin)
IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then
positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 //incorporating tier 2 margin
if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN
positionsize = minpositionsize //keeps positionsize from going below allowed minimum
ENDIF
IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor2*margin2)) + tier1 > maxpositionsize then
positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit
ENDIF
ENDIF
ENDIF
ENDIF
Ctime = time >= 090000 and time < 173000
// --- stochastic
mySMIk = SmoothedStochastic[14,3](close)
mySMId = average[5](mySMIk)
// --- rsi
myRSI = RSI[14](close)
// --- ichimoku cloud
//
//Tenkansen = (highest[9](high) + lowest[9](low)) / 2 //Fast MA
//Kijunsen = (highest[26](high) + lowest[26](low)) / 2 //Slow MA
//SenkouSA = (tenkansen[26] + kijunsen[26]) / 2 //Span A
//SenkouSB = (highest[52](high[26]) + lowest[52](low[26])) / 2 //Span B
Chikou = close[26] //Chikou
//
c1 = mySMIk > 80
c2 = mySMIk CROSSES UNDER mySMId
c3 = myRSI < myRSI[1]
c4 = close < Chikou
IF c1 AND c2 AND c3 AND c4 AND Not Onmarket AND cTime THEN
SELLSHORT PositionSize contract at Market
Set Target pProfit 100
Set Stop pLoss 50
ENDIF
