//************************************************************************
//                 Kama & Sma Trading System DAX mtf
//************************************************************************
//
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars    = 2000
////////////////////////////////////////////////////////////////////////
TIMEFRAME (default)
ONCE nLots         = 1
ONCE LongTrading   = 1                                //1=allowed   0=banned
ONCE ShortTrading  = 1                                //1=allowed   0=banned
//
ONCE TP            = 200                              //200  pips
ONCE SL            = 50                               //50   pips
//
TimeForbidden      = OpenTime < 090000 AND OpenTime > 190000
LongCond           = (Not TimeForbidden) AND LongTrading
ShortCond          = (Not TimeForbidden) AND ShortTrading
//
TIMEFRAME (1 hour, updateonclose)                                             //h1
IF Not OnMarket THEN
 BarCount = 0
ELSE
 BarCount = BarCount + 1
ENDIF
//------------------------------------------------------------------------------------
//                         Kama & Sma Strategy
//
//https://www.forexstrategiesresources.com/trend-following-forex-strategies/111-kama-strategy/
//
Period     = 2                                              //2        (standard 10)
FastPeriod = 2                                              //standard
SlowPeriod = 30                                             //standard
//
Fastest  = 2 / (FastPeriod + 1)
Slowest  = 2 / (SlowPeriod + 1)
if barindex >= (Period + 1) then
 Num   = abs(close-close[Period])
 Den   = summation[Period](abs(close-close[1]))
 ER    = Num / Den
 Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest)
 Kama  = (Alpha * Close) + ((1 -Alpha)* Kama[1])
else
 Kama  = close
endif
//------------------------------------------------------------------------------------
Sma        = average[22,0](close)                           //22
//------------------------------------------------------------------------------------
a1 = Kama CROSSES OVER  Sma
// --- SHORT
b1 = Kama CROSSES UNDER Sma
////////////////////////////////////////////////////////////////////////
TIMEFRAME (default)                                                           //1 min
ONCE TradeON = 1
IF IntraDayBarIndex = 0 THEN
 TradeON = 1
ENDIF
TradeBar = BarCount
IF Not OnMarket AND TradeBar <> TradeBar[1] THEN
 TradeON = 1
ENDIF
//************************************************************************
//                           LONG  trades
//************************************************************************
IF a1 AND TradeON AND LongCond THEN
 BUY nLots CONTRACT AT MARKET
 TradeON = 0
ENDIF
//************************************************************************
//                           SHORT trades
//************************************************************************
IF b1 AND TradeON AND ShortCond THEN
 SELLSHORT nLots CONTRACT AT MARKET
 TradeON = 0
ENDIF
//
SET TARGET pPROFIT TP
SET STOP   pLOSS   SL
//////////////////////////////////////////////////////////////////////////////////////////////////////////
//                                Trailing Stop
//------------------------------------------------------------------------------------
IF Not OnMarket THEN
 TrailStart    = 10          //10     Start trailing profits from this point
 BasePerCent   = 0.100       //10.0%  Profit to keep
 StepSize      = 6           //6      Pips chunks to increase Percentage
 PerCentInc    = 0.100       //10.0%  PerCent increment after each StepSize chunk
 RoundTO       = -0.5        //-0.5   rounds to Lower integer,  +0.4 rounds to Higher integer
 PriceDistance = 7 * pipsize//8.9    minimun distance from current price
 y1            = 0
 y2            = 0
 ProfitPerCent = BasePerCent
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG
 x1 = (close - tradeprice) / pipsize                            //convert price to pips
 IF x1 >= TrailStart THEN                                       //go ahead only if N+ pips
  Diff1         = abs(TrailStart - x1)
  Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))
  ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc))
  ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))
  y1 = max(x1 * ProfitPerCent, y1)                            //y = % of max profit
 ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN//SHORT
 x2 = (tradeprice - close) / pipsize                            //convert price to pips
 IF x2 >= TrailStart THEN                                       //go ahead only if N+ pips
  Diff2         = abs(TrailStart - x2)
  Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO))
  ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc))
  ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))
  y2 = max(x2 * ProfitPerCent, y2)                           //y = % of max profit
 ENDIF
ENDIF
IF y1 THEN                                        //Place pending STOP order when y>0
 SellPrice = Tradeprice + (y1 * pipsize)        //convert pips to price
 IF abs(close - SellPrice) > PriceDistance THEN
  IF close >= SellPrice THEN
   SELL AT SellPrice STOP
  ELSE
   SELL AT SellPrice LIMIT
  ENDIF
 ELSE
  SELL AT Market
 ENDIF
ENDIF
IF y2 THEN                                        //Place pending STOP order when y>0
 ExitPrice = Tradeprice - (y2 * pipsize)        //convert pips to price
 IF abs(close - ExitPrice) > PriceDistance THEN
  IF close <= ExitPrice THEN
   EXITSHORT AT ExitPrice STOP
  ELSE
   EXITSHORT AT ExitPrice LIMIT
  ENDIF
 ELSE
  EXITSHORT AT Market
 ENDIF
ENDIF

Bonjour,

j’ai trouvé ce code sur le site (codé par Roberto Gozzi). Est il possible d’en avoir un screener SVP?

merci d’avance.