Modular code
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I am developing a modular code which means you can add/delete any paragraph and it still works so it can easily be developed further over time.There are multiple conditions and each condition can be either zero or will be given a value based on how important that condition is. (Optimised by PRT) If the total value of all conditions is higher than Criteria (Again value of criteria determined by PRT) then Buy. The code is only to buy and will only sell if trailing stop is triggered.Feel free to add your paragraph and condition and share here so we can all comment and develop like a team.
//Acronyms: bb: buy c: condition1 cr: criteria1 f: fast s: slow ss: sell //Defparam Flatbefore = 090500 //Defparam Flatafter = 145500 //Timeframe: 1min Defparam CumulateOrders = False If Hour >= 13 Then size = 0 Else size = 1 Endif If (DayOfWeek = 5 and Hour >= 15) Then Sell At Market ExitShort At Market Quit Endif stp = 100 stploss = 30 targetpro = 100 stratpro = -500 ma1 = ExponentialAverage[300](close) c1 = 0 c2 = 0 c3 = 0 //more conditions to be added later If close > ma1 Then c1 = cr1 Endif If MACD[180,390,135](close) > 0 Then c2 = cr2 Endif total = c1 + c2 + c3 If total >= criteria Then bb = 1 Else bb = 0 Endif If bb Then Buy size Contracts at Open - stp Stop Endif //risk management Set Stop Loss stploss Set Target Profit targetpro If StrategyProfit < stratpro Then Sell At Market ExitShort At Market Quit Endif
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 10/27/2017 |
| Status: | Active |
| Attachments: | 1 files |
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