Modular code

• 10/27/2017 at 12:29 AM #50656
  Mansoor

  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.

  

  Modular code

  //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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  //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

   

  

  Mansoor

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  11/11/2017 at 1:59 PM #52368
  AutoStrategist

  Hi Mansoor, not entirely clear what you are trying to do but looks like something I tried a couple of years ago, a sort of simplistic machine learning algo .  I had it where each condition could be weighted and have a value of between 1 and 10 and combinations of indicators could be tested and when the total value of all the conditions reached a threshold determined via backtest e.g. > 50 then a signal would be generated.  I abandoned it as it soon became overly complex and the back testing took way too long.

  

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