Machine Learning in ProOrder ProRealTime
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If someone got it to a working version, then please post the whole code.
Below is your code working and the results attached … you can see Valuex and ValueY as variables changing … under the equity curve.
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301defparam cumulateorders = falsedefparam preloadbars = 10000defparam flatbefore = 080000defparam flatafter = 220000//period1=7//period2=14HeuristicsCycleLimit = 2once HeuristicsCycle = 0once HeuristicsAlgo1 = 1once HeuristicsAlgo2 = 0If HeuristicsCycle >= HeuristicsCycleLimit ThenIf HeuristicsAlgo1 = 1 ThenHeuristicsAlgo2 = 1HeuristicsAlgo1 = 0ElsIf HeuristicsAlgo2 = 1 ThenHeuristicsAlgo1 = 1HeuristicsAlgo2 = 0EndIfHeuristicsCycle = 0EndIf////If HeuristicsAlgo1 = 1 Then//Heuristics Algorithm 1 StartIf (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Thenoptimize = optimize + 1EndIfStartingValue = 6ResetPeriod = 3 //Specify no of months after which to reset optimizationIncrement = 1MaxIncrement = 7 //Limit of no of increments either up or downReps = 3 //Number of trades to use for analysisMinValue = 1 //Minimum allowed valueMaxValue = 12 //Maximum allowed valueIf monthinit = 1 or monthinit = 3 or monthinit = 5 or monthinit = 7 or monthinit = 8 or monthinit = 10 or monthinit = 12 ThenMonthDays = 31ElsIf monthinit = 4 or monthinit = 6 or monthinit = 9 or monthinit = 11 ThenMonthDays = 30ElsIf monthinit = 2 ThenIf (yearinit/4 = round(yearinit/4)) or (yearinit/400 = round(yearinit/400)) Then //haha not sure how exactly to do thisMonthDays = 29 //leap yearElseMonthDays = 28EndIfEndIfIf (month = monthinit and day = dayinit + ResetPeriod) or (month = monthinit + 1 and (day + (MonthDays - dayinit)) >= ResetPeriod) ThenValueX = StartingValueWinCountB = 0StratAvgB = 0BestA = 0BestB = 0dayinit = daymonthinit = monthyearinit = yearEndIfonce ValueX = StartingValueonce PIncPos = 1 //Positive Increment Positiononce NIncPos = 1 //Neative Increment Positiononce Optimize = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit)once Mode = 1 //Switches between negative and positive increments//once WinCountB = 3 //Initialize Best Win Count//GRAPH WinCountB coloured (0,0,0) AS "WinCountB"//once StratAvgB = 4353 //Initialize Best Avg Strategy Profit//GRAPH StratAvgB coloured (0,0,0) AS "StratAvgB"If Optimize = Reps ThenWinCountA = 0 //Initialize current Win CountStratAvgA = 0 //Initialize current Avg Strategy ProfitHeuristicsCycle = HeuristicsCycle + 1For i = 1 to Reps DoIf positionperf(i) > 0 ThenWinCountA = WinCountA + 1 //Increment Current WinCountEndIfStratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)NextStratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit//Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1"//Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2"//Graph StratAvgA*-1 as "StratAvgA"//once BestA = 300//GRAPH BestA coloured (0,0,0) AS "BestA"If StratAvgA >= StratAvgB ThenStratAvgB = StratAvgA //Update Best Strategy ProfitBestA = ValueXEndIf//once BestB = 300//GRAPH BestB coloured (0,0,0) AS "BestB"If WinCountA >= WinCountB ThenWinCountB = WinCountA //Update Best Win CountBestB = ValueXEndIfIf WinCountA > WinCountB and StratAvgA > StratAvgB ThenMode = 0ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 ThenValueX = ValueX - (Increment*NIncPos)NIncPos = NIncPos + 1Mode = 2ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 ThenValueX = ValueX + (Increment*PIncPos)PIncPos = PIncPos + 1Mode = 1ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 ThenValueX = ValueX + (Increment*PIncPos)PIncPos = PIncPos + 1Mode = 1ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 2 ThenValueX = ValueX - (Increment*NIncPos)NIncPos = NIncPos + 1Mode = 2EndIfIf NIncPos > MaxIncrement or PIncPos > MaxIncrement ThenIf BestA = BestB ThenValueX = BestAElseIf reps >= 10 ThenWeightedScore = 10ElseWeightedScore = round((reps/100)*100)EndIfValueX = round(((BestA*(20-WeightedScore)) + (BestB*WeightedScore))/20) //Lower Reps = Less weight assigned to Win%EndIfNIncPos = 1PIncPos = 1ElsIf ValueX > MaxValue ThenValueX = MaxValueElsIf ValueX < MinValue ThenValueX = MinValueEndIFOptimize = 0EndIf// Heuristics Algorithm 1 End//ElsIf HeuristicsAlgo2 = 1 Then//Heuristics Algorithm 2 StartIf (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Thenoptimize2 = optimize2 + 1EndIfStartingValue2 = 16ResetPeriod2 = 3 //Specify no of months after which to reset optimizationIncrement2 = 1MaxIncrement2 = 7 //Limit of no of increments either up or downReps2 = 3 //Number of trades to use for analysisMinValue2 = 14 //Minimum allowed valueMaxValue2 = 28 //Maximum allowed valueIf monthinit2 = 1 or monthinit2 = 3 or monthinit2 = 5 or monthinit2 = 7 or monthinit2 = 8 or monthinit2 = 10 or monthinit2 = 12 ThenMonthDays2 = 31ElsIf monthinit2 = 4 or monthinit2 = 6 or monthinit2 = 9 or monthinit2 = 11 ThenMonthDays2 = 30ElsIf monthinit2 = 2 ThenIf (yearinit2/4 = round(yearinit2/4)) or (yearinit2/400 = round(yearinit2/400)) Then //haha not sure how exactly to do thisMonthDays2 = 29 //leap yearElseMonthDays2 = 28EndIfEndIfIf (month = monthinit2 and day = dayinit2 + ResetPeriod2) or (month = monthinit2 + 1 and (day + (MonthDays2 - dayinit2)) >= ResetPeriod2) ThenValueY = StartingValue2WinCountB2 = 0StratAvgB2 = 0BestA2 = 0BestB2 = 0dayinit2 = daymonthinit2 = monthyearinit2 = yearEndIfonce ValueY = StartingValue2once PIncPos2 = 1 //Positive Increment Positiononce NIncPos2 = 1 //Neative Increment Positiononce Optimize2 = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit)once Mode2 = 1 //Switches between negative and positive increments//once WinCountB2 = 3 //Initialize Best Win Count//GRAPH WinCountB2 coloured (0,0,0) AS "WinCountB2"//once StratAvgB2 = 4353 //Initialize Best Avg Strategy Profit//GRAPH StratAvgB2 coloured (0,0,0) AS "StratAvgB2"If Optimize2 = Reps2 ThenWinCountA2 = 0 //Initialize current Win CountStratAvgA2 = 0 //Initialize current Avg Strategy ProfitHeuristicsCycle = HeuristicsCycle + 1For i2 = 1 to Reps2 DoIf positionperf(i) > 0 ThenWinCountA2 = WinCountA2 + 1 //Increment Current WinCountEndIfStratAvgA2 = StratAvgA2 + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)NextStratAvgA2 = StratAvgA2/Reps2 //Calculate Current Avg Strategy Profit//Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1-2"//Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2-2"//Graph StratAvgA2*-1 as "StratAvgA2"//once BestA2 = 300//GRAPH BestA2 coloured (0,0,0) AS "BestA2"If StratAvgA2 >= StratAvgB2 ThenStratAvgB2 = StratAvgA2 //Update Best Strategy ProfitBestA2 = ValueYEndIf//once BestB2 = 300//GRAPH BestB2 coloured (0,0,0) AS "BestB2"If WinCountA2 >= WinCountB2 ThenWinCountB2 = WinCountA2 //Update Best Win CountBestB2 = ValueYEndIfIf WinCountA2 > WinCountB2 and StratAvgA2 > StratAvgB2 ThenMode = 0ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 1 ThenValueY = ValueY - (Increment2*NIncPos2)NIncPos2 = NIncPos2 + 1Mode2 = 2ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 1 ThenValueY = ValueY + (Increment2*PIncPos2)PIncPos2 = PIncPos2 + 1Mode = 1ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 2 ThenValueY = ValueY + (Increment2*PIncPos2)PIncPos2 = PIncPos2 + 1Mode2 = 1ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 2 ThenValueY = ValueY - (Increment2*NIncPos2)NIncPos2 = NIncPos2 + 1Mode2 = 2EndIfIf NIncPos2 > MaxIncrement2 or PIncPos2 > MaxIncrement2 ThenIf BestA2 = BestB2 ThenValueY = BestAElseIf reps2 >= 10 ThenWeightedScore2 = 10ElseWeightedScore2 = round((reps2/100)*100)EndIfValueY = round(((BestA2*(20-WeightedScore2)) + (BestB2*WeightedScore2))/20) //Lower Reps = Less weight assigned to Win%EndIfNIncPos2 = 1PIncPos2 = 1ElsIf ValueY > MaxValue2 ThenValueY = MaxValue2ElsIf ValueY < MinValue2 ThenValueY = MinValue2EndIFOptimize2 = 0EndIf// Heuristics Algorithm 2 End//EndIfc1=average[valuex](close)c2=average[valuey](close)//condbuy =c1 crosses over c2 and rsi[14](close)<70condsell=c1 crosses under c2 and rsi[14](close)>30//if condbuy thenbuy at marketendifif condsell thensellshort at marketendifpp=positionperf(0)*100if pp<-0.125 thensell at marketexitshort at marketendifset stop %loss 0.5 // exit sooner on performance criteria aboveset target %profit 0.25graph valuex coloured(121,141,35,255) as "fastperiod1"graph valuey coloured(255,0,0,255) as "slowperiod"//endif//endifGRAPH HeuristicsAlgo1 coloured(121,141,35,255)//GRAPH HeuristicsAlgo2 coloured(255,0,0,255)1 user thanked author for this post.
And here is Paul’s code with the HeuristicsCycle all Rem’d out … results on the top equity curve.
Notice the top equity curve (rem’d out HeuristicsCycle code) results are the same bottom equity curve (included HeuristicsCycle code ). Note: included = opposite of rem’d out.
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302defparam cumulateorders = falsedefparam preloadbars = 10000defparam flatbefore = 080000defparam flatafter = 220000//period1=7//period2=14//HeuristicsCycleLimit = 2//once HeuristicsCycle = 0//once HeuristicsAlgo1 = 1//once HeuristicsAlgo2 = 0//If HeuristicsCycle >= HeuristicsCycleLimit Then//If HeuristicsAlgo1 = 1 Then//HeuristicsAlgo2 = 1//HeuristicsAlgo1 = 0//ElsIf HeuristicsAlgo2 = 1 Then//HeuristicsAlgo1 = 1//HeuristicsAlgo2 = 0//EndIf//HeuristicsCycle = 0//EndIf//////If HeuristicsAlgo1 = 1 Then//Heuristics Algorithm 1 StartIf (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Thenoptimize = optimize + 1EndIfStartingValue = 6ResetPeriod = 3 //Specify no of months after which to reset optimizationIncrement = 1MaxIncrement = 7 //Limit of no of increments either up or downReps = 3 //Number of trades to use for analysisMinValue = 1 //Minimum allowed valueMaxValue = 12 //Maximum allowed valueIf monthinit = 1 or monthinit = 3 or monthinit = 5 or monthinit = 7 or monthinit = 8 or monthinit = 10 or monthinit = 12 ThenMonthDays = 31ElsIf monthinit = 4 or monthinit = 6 or monthinit = 9 or monthinit = 11 ThenMonthDays = 30ElsIf monthinit = 2 ThenIf (yearinit/4 = round(yearinit/4)) or (yearinit/400 = round(yearinit/400)) Then //haha not sure how exactly to do thisMonthDays = 29 //leap yearElseMonthDays = 28EndIfEndIfIf (month = monthinit and day = dayinit + ResetPeriod) or (month = monthinit + 1 and (day + (MonthDays - dayinit)) >= ResetPeriod) ThenValueX = StartingValueWinCountB = 0StratAvgB = 0BestA = 0BestB = 0dayinit = daymonthinit = monthyearinit = yearEndIfonce ValueX = StartingValueonce PIncPos = 1 //Positive Increment Positiononce NIncPos = 1 //Neative Increment Positiononce Optimize = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit)once Mode = 1 //Switches between negative and positive increments//once WinCountB = 3 //Initialize Best Win Count//GRAPH WinCountB coloured (0,0,0) AS "WinCountB"//once StratAvgB = 4353 //Initialize Best Avg Strategy Profit//GRAPH StratAvgB coloured (0,0,0) AS "StratAvgB"If Optimize = Reps ThenWinCountA = 0 //Initialize current Win CountStratAvgA = 0 //Initialize current Avg Strategy ProfitHeuristicsCycle = HeuristicsCycle + 1For i = 1 to Reps DoIf positionperf(i) > 0 ThenWinCountA = WinCountA + 1 //Increment Current WinCountEndIfStratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)NextStratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit//Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1"//Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2"//Graph StratAvgA*-1 as "StratAvgA"//once BestA = 300//GRAPH BestA coloured (0,0,0) AS "BestA"If StratAvgA >= StratAvgB ThenStratAvgB = StratAvgA //Update Best Strategy ProfitBestA = ValueXEndIf//once BestB = 300//GRAPH BestB coloured (0,0,0) AS "BestB"If WinCountA >= WinCountB ThenWinCountB = WinCountA //Update Best Win CountBestB = ValueXEndIfIf WinCountA > WinCountB and StratAvgA > StratAvgB ThenMode = 0ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 ThenValueX = ValueX - (Increment*NIncPos)NIncPos = NIncPos + 1Mode = 2ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 ThenValueX = ValueX + (Increment*PIncPos)PIncPos = PIncPos + 1Mode = 1ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 ThenValueX = ValueX + (Increment*PIncPos)PIncPos = PIncPos + 1Mode = 1ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 2 ThenValueX = ValueX - (Increment*NIncPos)NIncPos = NIncPos + 1Mode = 2EndIfIf NIncPos > MaxIncrement or PIncPos > MaxIncrement ThenIf BestA = BestB ThenValueX = BestAElseIf reps >= 10 ThenWeightedScore = 10ElseWeightedScore = round((reps/100)*100)EndIfValueX = round(((BestA*(20-WeightedScore)) + (BestB*WeightedScore))/20) //Lower Reps = Less weight assigned to Win%EndIfNIncPos = 1PIncPos = 1ElsIf ValueX > MaxValue ThenValueX = MaxValueElsIf ValueX < MinValue ThenValueX = MinValueEndIFOptimize = 0EndIf// Heuristics Algorithm 1 End//ElsIf HeuristicsAlgo2 = 1 Then//Heuristics Algorithm 2 StartIf (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Thenoptimize2 = optimize2 + 1EndIfStartingValue2 = 16ResetPeriod2 = 3 //Specify no of months after which to reset optimizationIncrement2 = 1MaxIncrement2 = 7 //Limit of no of increments either up or downReps2 = 3 //Number of trades to use for analysisMinValue2 = 14 //Minimum allowed valueMaxValue2 = 28 //Maximum allowed valueIf monthinit2 = 1 or monthinit2 = 3 or monthinit2 = 5 or monthinit2 = 7 or monthinit2 = 8 or monthinit2 = 10 or monthinit2 = 12 ThenMonthDays2 = 31ElsIf monthinit2 = 4 or monthinit2 = 6 or monthinit2 = 9 or monthinit2 = 11 ThenMonthDays2 = 30ElsIf monthinit2 = 2 ThenIf (yearinit2/4 = round(yearinit2/4)) or (yearinit2/400 = round(yearinit2/400)) Then //haha not sure how exactly to do thisMonthDays2 = 29 //leap yearElseMonthDays2 = 28EndIfEndIfIf (month = monthinit2 and day = dayinit2 + ResetPeriod2) or (month = monthinit2 + 1 and (day + (MonthDays2 - dayinit2)) >= ResetPeriod2) ThenValueY = StartingValue2WinCountB2 = 0StratAvgB2 = 0BestA2 = 0BestB2 = 0dayinit2 = daymonthinit2 = monthyearinit2 = yearEndIfonce ValueY = StartingValue2once PIncPos2 = 1 //Positive Increment Positiononce NIncPos2 = 1 //Neative Increment Positiononce Optimize2 = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit)once Mode2 = 1 //Switches between negative and positive increments//once WinCountB2 = 3 //Initialize Best Win Count//GRAPH WinCountB2 coloured (0,0,0) AS "WinCountB2"//once StratAvgB2 = 4353 //Initialize Best Avg Strategy Profit//GRAPH StratAvgB2 coloured (0,0,0) AS "StratAvgB2"If Optimize2 = Reps2 ThenWinCountA2 = 0 //Initialize current Win CountStratAvgA2 = 0 //Initialize current Avg Strategy ProfitHeuristicsCycle = HeuristicsCycle + 1For i2 = 1 to Reps2 DoIf positionperf(i) > 0 ThenWinCountA2 = WinCountA2 + 1 //Increment Current WinCountEndIfStratAvgA2 = StratAvgA2 + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)NextStratAvgA2 = StratAvgA2/Reps2 //Calculate Current Avg Strategy Profit//Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1-2"//Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2-2"//Graph StratAvgA2*-1 as "StratAvgA2"//once BestA2 = 300//GRAPH BestA2 coloured (0,0,0) AS "BestA2"If StratAvgA2 >= StratAvgB2 ThenStratAvgB2 = StratAvgA2 //Update Best Strategy ProfitBestA2 = ValueYEndIf//once BestB2 = 300//GRAPH BestB2 coloured (0,0,0) AS "BestB2"If WinCountA2 >= WinCountB2 ThenWinCountB2 = WinCountA2 //Update Best Win CountBestB2 = ValueYEndIfIf WinCountA2 > WinCountB2 and StratAvgA2 > StratAvgB2 ThenMode = 0ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 1 ThenValueY = ValueY - (Increment2*NIncPos2)NIncPos2 = NIncPos2 + 1Mode2 = 2ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 1 ThenValueY = ValueY + (Increment2*PIncPos2)PIncPos2 = PIncPos2 + 1Mode = 1ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 2 ThenValueY = ValueY + (Increment2*PIncPos2)PIncPos2 = PIncPos2 + 1Mode2 = 1ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 2 ThenValueY = ValueY - (Increment2*NIncPos2)NIncPos2 = NIncPos2 + 1Mode2 = 2EndIfIf NIncPos2 > MaxIncrement2 or PIncPos2 > MaxIncrement2 ThenIf BestA2 = BestB2 ThenValueY = BestAElseIf reps2 >= 10 ThenWeightedScore2 = 10ElseWeightedScore2 = round((reps2/100)*100)EndIfValueY = round(((BestA2*(20-WeightedScore2)) + (BestB2*WeightedScore2))/20) //Lower Reps = Less weight assigned to Win%EndIfNIncPos2 = 1PIncPos2 = 1ElsIf ValueY > MaxValue2 ThenValueY = MaxValue2ElsIf ValueY < MinValue2 ThenValueY = MinValue2EndIFOptimize2 = 0EndIf// Heuristics Algorithm 2 End//EndIfc1=average[valuex](close)c2=average[valuey](close)//condbuy =c1 crosses over c2 and rsi[14](close)<70condsell=c1 crosses under c2 and rsi[14](close)>30//if condbuy thenbuy at marketendifif condsell thensellshort at marketendifpp=positionperf(0)*100if pp<-0.125 thensell at marketexitshort at marketendifset stop %loss 0.5 // exit sooner on performance criteria aboveset target %profit 0.25graph valuex coloured(121,141,35,255) as "fastperiod1"graph valuey coloured(255,0,0,255) as "slowperiod"//endif//endif//GRAPH HeuristicsAlgo1 coloured(121,141,35,255)//GRAPH HeuristicsAlgo2 coloured(255,0,0,255)//endif1 user thanked author for this post.
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