defparam cumulateorders = false
once longtrading= 1
once shorttrading= 1
n = 1
m = 3
l = 90
//Robustness Tester
once j = 0
once flag = 1
if flag = 1 then
j = j + 1
if j > 1 then
flag = -1
j = j - 1
endif
endif
if flag = -1 then
j = j - 1
if j = 0 then
j = j + 1
flag = 1
endif
endif
tradeon = 1
if opendate >= 20000101 then
if barindex mod 1 = 0 or barindex mod 1 = j then
tradeon = 1
endif
endif
// Heuristics Algorithm Start
If onmarket[1] = 1 and onmarket = 0 Then
optimize = optimize + 1
EnDif
StartingValue = 140
ResetPeriod = 26 //Specify no of months after which to reset optimization
Increment = 20
MaxIncrement = 3 //Limit of no of increments either up or down
Reps = 22 //Number of trades to use for analysis
MaxValue = 320 //Maximum allowed value
MinValue = increment //Minimum allowed value
once monthinit = month
once yearinit = year
If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then
ValueX = StartingValue
WinCountB = 0
StratAvgB = 0
BestA = 0
BestB = 0
monthinit = month
yearinit = year
EndIf
once ValueX = StartingValue
once PIncPos = 1 //Positive Increment Position
once NIncPos = 1 //Neative Increment Position
once 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 Then
WinCountA = 0 //Initialize current Win Count
StratAvgA = 0 //Initialize current Avg Strategy Profit
For i = 1 to Reps Do
If positionperf(i) > 0 Then
WinCountA = WinCountA + 1 //Increment Current WinCount
EndIf
StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)
Next
StratAvgA = 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 Then
StratAvgB = StratAvgA //Update Best Strategy Profit
BestA = ValueX
EndIf
//once BestB = 300
//GRAPH BestB coloured (0,0,0) AS "BestB"
If WinCountA >= WinCountB Then
WinCountB = WinCountA //Update Best Win Count
BestB = ValueX
EndIf
If WinCountA > WinCountB and StratAvgA > StratAvgB Then
Mode = 0
ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then
ValueX = ValueX - (Increment*NIncPos)
NIncPos = NIncPos + 1
Mode = 2
ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then
ValueX = ValueX + (Increment*PIncPos)
PIncPos = PIncPos + 1
Mode = 1
ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then
ValueX = ValueX + (Increment*PIncPos)
PIncPos = PIncPos + 1
Mode = 1
ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 2 Then
ValueX = ValueX - (Increment*NIncPos)
NIncPos = NIncPos + 1
Mode = 2
EndIf
If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then
If BestA = BestB Then
ValueX = BestA
Else
If reps >= 10 Then
WeightedScore = 10
Else
WeightedScore = round((reps/100)*100)
EndIf
ValueX = round(((BestA*(20-WeightedScore)) + (BestB*WeightedScore))/20) //Lower Reps = Less weight assigned to Win%
EndIf
NIncPos = 1
PIncPos = 1
ElsIf ValueX > MaxValue Then
ValueX = MaxValue
ElsIf ValueX < MinValue Then
ValueX = MinValue
EndIF
Optimize = 0
EndIf
// Heuristics Algorithm End
cs= summation[n](close>open) = n
cs = cs and close>bollingerup[valuex](close) and close>dlow(2)
cl= summation[m](close<open) = m
cl = cl and close<bollingerdown[valuex](close) and close<Dhigh(2)
size = 2
//entry conditions
if shorttrading then
if cs and tradeon then
sellshort size contract at market
endif
endif
if longtrading then
if cl and tradeon then
buy size contract at market
endif
endif
//exit conditions
if shortonmarket and close<average[l](close) then
exitshort at market
endif
if longonmarket and close>average[l](close) then
sell at market
endif
// Stop and target
SET TARGET pPROFIT 50
StartBreakeven = 30 // How much pips/points in gain to activate the Breakeven function?
PointsToKeep = 0 // How much pips/points to keep in profit above of below our entry price when the Breakeven is activated (beware of spread)
// Reset the BreakevenLevel when no trade are on market
IF NOT ONMARKET THEN
BreakevenLevel=0
ENDIF
// Test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN
//Calculate the BreakevenLevel
BreakevenLevel = tradeprice(1)+PointsToKeep*pipsize
ENDIF
// Place the new stop orders on market at BreakevenLevel
IF BreakevenLevel>0 THEN
SELL AT BreakevenLevel STOP
ENDIF
IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven*pipsize THEN
//Calculate the BreakevenLevel
BreakevenLevel = tradeprice(1)-PointsToKeep*pipsize
ENDIF
//Place the new stop orders on market at BreakevenLevel
IF BreakevenLevel>0 THEN
EXITSHORT AT BreakevenLevel STOP
ENDIF
.
