Kama & Sma Trading System DAX mtf en screener

• 01/12/2020 at 11:21 AM #116488
  finplus

  Kama & Sma Trading System DAX mtf

  //************************************************************************ // 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

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  //************************************************************************ //                 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.

  

  finplus

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  01/12/2020 at 12:06 PM #116492
  robertogozzi

  Voilà (pas testé):

  // Kama & Sma // 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 x = 0 If a1 then x = 1 Elsif b1 then x = 2 Endif Screener[x]

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  //                         Kama & Sma // 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 x = 0 If a1 then    x = 1 Elsif b1 then    x = 2 Endif Screener[x]

  Ici vous trouverez l’indicateur: https://www.prorealcode.com/topic/kama-sma-trading-system-dax-mtf/#post-116055

   

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  Nicolas

  

  robertogozzi

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  01/14/2020 at 12:21 PM #116772
  finplus

  Grazie.

  

  finplus

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