Mean reverting on specific points

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  • 11/18/2019 at 11:03 PM #113070 quote
    Lohan
    Participant
    New

    Hello!

    i want to make a system that mean reverting on specifick Points, so lets say DAX opens at 13 100 when DAX go up 30 Points to 13 130 i want to short or down to 13 070 (30p) i want to go long.

    Can you help me with this code? many thanks!

    /L

    11/18/2019 at 11:21 PM #113071 quote
    robertogozzi
    Moderator
    Master

    There you go:

    DEFPARAM CumulateOrders = false
ONCE Distance = 30 * pipsize
IF IntraDayBarIndex = 0 THEN
   OpenPrice = open
ENDIF
EntryLong  = OpenPrice - Distance
EntryShort = OpenPrice + Distance
IF close <= EntryLong  AND Not OnMarket THEN
   BUY 1 CONTRACT AT MARKET
ENDIF
IF close >= EntryShort AND Not OnMarket THEN
   SELLSHORT 1 CONTRACT AT MARKET
ENDIF
SET TARGET pPROFIT 100
SET STOP   pLOSS   50
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Mean reverting on specific points


ProOrder: Automated Strategies & Backtesting

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Lohan @lohan Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
6 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/18/2019
Status: Active
Attachments: No files
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