Kama & Sma Trading System DAX mtf

• 01/06/2020 at 12:56 PM #116041
  segie

  Hi,

  Can the attached code be converted to an indicator with “buy” or “sell” text/ signals?

  Regards,

  Segie

  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

   

  

  segie

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  01/06/2020 at 2:09 PM #116055
  robertogozzi

  Try this.

  I couldn’t test it since I haven’t my PC available:

  //                         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 = -1 Endif Return 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 = -1 Endif Return x

   

  

  robertogozzi

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  01/06/2020 at 2:25 PM #116056
  fifi743

  Hello,
  Me it works TF 15 minute.
  Attention French time

  1 user thanked author for this post.

  robertogozzi

  

  fifi743

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  01/06/2020 at 3:45 PM #116065
  segie

  Receiving a Syntax error Line 3 character 7

  

  segie

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  01/06/2020 at 5:09 PM #116077
  robertogozzi

  In my code I can’t see any source if error at line 3.

  If it’s the code in the ITF file, then I cannot open it now.

  If you post that code I might help you.

  

  robertogozzi

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  01/07/2020 at 12:39 PM #116121
  segie

  Attached a picture with the error

  

  segie

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  01/07/2020 at 2:13 PM #116129
  robertogozzi

  Try deleting those characters (even if they are a blank).

  Or you may import the attached file, in case copy & paste was not correct.

  1 user thanked author for this post.

  segie

  

  robertogozzi

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  01/07/2020 at 8:01 PM #116165
  segie

  Got it working now. Thanks!

  

  segie

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