SCALPING INDICATOR
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Hello guys We can discuss about the strategy here, we can help together to develop strategies on the Indicator ” SCALPING INDICATOR”. This is the indicator posted in the Library there :https://www.prorealcode.com/prorealtime-indicators/scalping-indicator-2/
Here below some example of the operation of the indicator.
Hello Here below a new version of Scalping Indicator
// SCALPING DAX INIDCATOR, USABLE ON ANY TOOL, SET UP TIME FRAME 1 MINUTE. // PRC CONTRIBUTE_ ALE_15/12/2017 DEFPARAM CALCULATEONLASTBARS=50000 //WHB=6 //WHS=6 //BIB=6 //BIS=6 //PPKKS=0.994 //PPKKB=0.994 //RES=3 //SUP=3 //FUP=1000 //FDW=2000 //P01=1/0 //P02=1/0 //P03=1/0 //P04=1/0 //P05=1/0 //P06=1/0 //CLO= 1/0 // GRAPHIC VARIABLES PIP = 1*Pipsize //ARROW DISTANCE LIN = 10 //LENGTH OF SEGMENT OF SUPPORT OR RESISTENCE RESISTENCE = RES*Pipsize //DISTANCE OF THE SEGMENT OF THE RESISTENCE SUPPORT = SUP*Pipsize //DISTANCE OF THE SEGMENT OF THE SUPPORT // ENABLED PATTERN 1-0 / ON-OFF ONCE PrEnabled01 = P01 // SWITCH INDICATOR P01,P02 ETC .. ONCE PrEnabled02 = P02 ONCE PrEnabled03 = P03 ONCE PrEnabled04 = P04 ONCE PrEnabled05 = P05 ONCE PrEnabled06 = P06 ONCE TimeEnabled = CLO // FOR DAILY TIMEFRAME DISABLE TIMEWINDOW ////////////////////////////////////////////////////////////////////// // MODIFIED UNIVERSAL OSCILLATOR 1 whitenoiseB= (Close - Close[WHB]) if barindex>BIB then a11= exp(-1.414 * 3.14159 / BIB) b11= 2*a11 * Cos(1.414*180 /BIB) c22= b11 c33= -a11 * a11 c11= 1 - c22 - c33 filtB= c11 * (whitenoiseB + whitenoiseB[1])/2+ c22*filtB[1] + c33*filtB[1] filt11 = filtB if ABS(filt11)>pkB[1] then pkB = ABS(filt11) else pkB = PPKKS * pkB[1] endif if pkB=0 then denomB = -1 else denomB = pkB endif if denomB = -1 then resultB = resultB[1] else resultB = filt11/pkB endif endif // MODIFIED UNIVERSAL OSCILLATOR 2 whitenoise= (Close - Close[WHS]) if barindex>BIS then // super smoother filter a1= (-1.414 * 3.14159 / BIS) b1= 2*a1 * Cos(1.414*180 /BIS) c2= b1 c3= -a1 * a1 c1= 1 - c2 - c3 filt= c1 * (whitenoise + whitenoise[1])/2+ c2*filt[1] + c3*filt[1] filt1 = filt if ABS(filt1)>pk[1] then pk = ABS(filt1) else pk = PPKKB * pk[1] endif if pk=0 then denom = -1 else denom = pk endif if denom = -1 then resultS = resultS[1] else resultS = filt1/pk endif endif IF BARINDEX>50 THEN //FORCEINDEX INDICATOR FILTER Fi=FORCEINDEX(close) // TIME WINDOW TimeWindow= (TIME >=80000 and time <=210000) FilTime=(TimeWindow or not TimeEnabled) ////////////////////////////////////////////////////////////////////// //PATTERN UP 1 PrUp01 = RESULTS[3]>RESULTS[2] PrUp01 = PrUp01 and RESULTS[2]< RESULTS[1] PrUp01 = PrUp01 and RESULTS[2]<=-1 PrUp01 = (PrUp01 and PrEnabled01) //PATTERN DOWN 1 PrDW01 = RESULTS[3]<RESULTS[2] PrDw01 = PrDw01 and RESULTS[2]> RESULTS[1] PrDw01 = PrDw01 and RESULTS[2]>=1 PrDw01 = (PrDw01 and PrEnabled01) //PATTERN UP 2 PrUp02 = resultS<=-0.95 PrUp02 = PrUp02 and resultS[1]<=-1 PrUp02 = (PrUp02 and PrEnabled02) //PATTERN DOWN 2 PrDw02 = resultS>=0.95 PrDw02 = PrDw02 and resultS[1]>=1 PrDw02 = (PrDw02 and PrEnabled02) //PATTERN UP 3 PrUp03 = close < open PrUp03 = PrUp03 and low < low[1] PrUp03 = PrUp03 and resultS<=-1 PrUp03 = PrUp03 and Fi<-FDw PrUp03 = (PrUp03 and PrEnabled03) //PATTERN DOWN 3 PrDW03 = close > open PrDw03 = PrDw03 and high > high[1] PrDw03 = PrDw03 and resultS>=1 PrDw03 = PrDw03 and Fi>FUp PrDw03 = (PrDw03 and PrEnabled03) //PATTERN UP 4 PrUp04 = resultS<=-0.95 PrUp04 = PrUp04 and resultS[1]<=-1 PrUp04 = PrUp04 and Fi<-FDw PrUp04 = (PrUp04 and PrEnabled04) //PATTERN DOWN 4 PrDw04 = resultS>=0.95 PrDw04 = PrDw04 and resultS[1]>=1 PrDw04 = PrDw04 and Fi>FUp PrDw04 = (PrDw04 and PrEnabled04) //PATTERN UP 5 PrUp05 = resultS<=-0.95 PrUp05 = PrUp05 and Fi[1]<Fi PrUp05 = PrUp05 and Fi[1]<-FDw PrUp05 = (PrUp05 and PrEnabled05) //PATTERN DOWN 5 PrDw05 = resultS>=0.95 PrDw05 = PrDw05 and Fi[1]>Fi PrDw05 = PrDw05 and Fi[1]>FUp PrDw05 = (PrDw05 and PrEnabled05) //PATTERN UP 6 PrUp06 = results <-0.5 PrUp06 = PrUp06 and results crosses over resultb PrUp06 = (PrUp06 and PrEnabled06) //PATTERN DOWN 6 PrDw06 = results >0.5 PrDw06 = PrDw06 and results crosses under resultb PrDw06 = (PrDw06 and PrEnabled06) ////////////////////////////////////////////////////////////////////// // COLORS OF THE ARROW AND SEGMENT IF PrUp01 THEN R=0 G=128 B=255 ELSIF PrUp02 THEN R=0 G=255 B=128 ELSIF PrUp03 THEN R=255 G=255 B=102 ELSIF PrUp04 THEN R=255 G=153 B=255 ELSIF PrUp05 THEN R=242 G=90 B=161 ELSIF PrDw01 THEN R=0 G=128 B=255 ELSIF PrDw02 THEN R=0 G=255 B=128 ELSIF PrDw03 THEN R=255 G=255 B=102 ELSIF PrDw04 THEN R=255 G=153 B=255 ELSIF PrDw05 THEN R=242 G=90 B=161 ELSIF PrDw06 THEN R=200 G=0 B=161 ENDIF If Filtime then if PrUp01 OR PrUp02 OR PrUp03 OR PrUp04 OR PrUp05 OR PrUp06 then DRAWARROWUP(barindex,LOW-PIP)coloured(R,G,B) DRAWSEGMENT(barindex,LOW-SUPPORT,barindex-LIN, LOW-SUPPORT )coloured(R,G,B) elsif PrDw01 OR PrDw02 OR PrDw03 OR PrDw04 OR PrDw05 OR PrDw06 then DRAWARROWDOWN(barindex,HIGH+PIP)coloured(R,G,B) DRAWSEGMENT(barindex,HIGH+RESISTENCE,barindex-LIN, HIGH+RESISTENCE)coloured(R,G,B) endif endif ENDIF RETURNHere below attached strategy files as example, DAX 4H
DEFPARAM CUMULATEORDERS = FALSE // INDICATOR'S VARIABLES ONCE WHISEB = WHB //6 ONCE WHISES = WHS //6 ONCE BANDEDB = BIB //16 ONCE BANDEDS = BIS //16 ONCE PKKS = PPKKS //0.996 ONCE PKKB = PPKKB //0.993 // LONG AVERAGE FILTER ENTRY ONCE avgEnterEnabled = AVGE // 0,1 ON-OFF ONCE avgLongPeriod = AVGL // 200 // PATTERN ENTRY SELECTION ONCE PrEnabled01 = P01 // 0,1 ON-OFF ONCE PrEnabled06 = P06 // 0,1 ON-OFF // MANAGE POSITION PERFORMANCE ONCE trailingStopType = TRT // 0,1 ON-OFF ONCE trailingstoplong = TSL // 7 ONCE trailingstopshort = TSS // 2 ONCE minstop = MTP // 10 ONCE barlong = BXL // 35 ONCE barshort = BXS // 15 ONCE timeStart = TIST // 080000 ONCE timeEnd = TIEN // 220000 ONCE TimeEnabled = OCLO // FOR DAILY TIMEFRAME DISABLE TIMEWINDOW 0/1 //TAKE PROFIT AND STOP LOSS if longonmarket then takeprofit =TPL // 1.3 stoploss =SLL // 2.8 ELSIF SHORTONMARKET THEN takeprofit =TPS // 0.7 stoploss =SLS // 1.3 ENDIF // MANAGE POSITION PERFORMANCE //---------------------------------------------- atrtrail = AverageTrueRange[200]((close/10)*pipsize)/1000 trailingstartl = round(atrtrail*trailingstoplong) //trailing stop start and distance trailingstartS = round(atrtrail*trailingstopshort) if trailingStopType = TRT THEN // 1 TRAILING STOP TGL =trailingstartl TGS=trailingstarts if not onmarket then MAXPRICE = 0 MINPRICE = close PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL*pointsize then if MAXPRICE-tradeprice(1)>=MINSTOP then PREZZOUSCITA = MAXPRICE-TGL*pointsize ELSE PREZZOUSCITA = MAXPRICE - MINSTOP*pointsize ENDIF ENDIF ENDIF if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=TGS*pointsize then if tradeprice(1)-MINPRICE>=MINSTOP then PREZZOUSCITA = MINPRICE+TGS*pointsize ELSE PREZZOUSCITA = MINPRICE + MINSTOP*pointsize ENDIF ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF ENDIF // LONG AVERAGE FILTER ENTRY longAvg = Average[avgLongPeriod] (close) avgFilterEnterLong = (close>longAvg OR NOT avgEnterEnabled) avgFilterEnterShort = (close<longAvg OR NOT avgEnterEnabled) ////////////////////////////////////////////////////////////////////// // MODIFIED UNIVERSAL OSCILLATOR 1 whitenoiseB= (Close - Close[WHISEB]) if barindex>BANDEDS then a11= exp(-1.414 * 3.14159 / BANDEDS) b11= 2*a11 * Cos(1.414*180 /BANDEDS) c22= b11 c33= -a11 * a11 c11= 1 - c22 - c33 filtB= c11 * (whitenoiseB + whitenoiseB[1])/2+ c22*filtB[1] + c33*filtB[1] filt11 = filtB if ABS(filt11)>pkB[1] then pkB = ABS(filt11) else pkB = PKKS * pkB[1] endif if pkB=0 then denomB = -1 else denomB = pkB endif if denomB = -1 then resultB = resultB[1] else resultB = filt11/pkB endif endif // MODIFIED UNIVERSAL OSCILLATOR 2 whitenoise= (Close - Close[WHISES]) if barindex>BANDEDB then // super smoother filter a1= (-1.414 * 3.14159 / BANDEDB) b1= 2*a1 * Cos(1.414*180 /BANDEDB) c2= b1 c3= -a1 * a1 c1= 1 - c2 - c3 filt= c1 * (whitenoise + whitenoise[1])/2+ c2*filt[1] + c3*filt[1] filt1 = filt if ABS(filt1)>pk[1] then pk = ABS(filt1) else pk = PKKB * pk[1] endif if pk=0 then denom = -1 else denom = pk endif if denom = -1 then resultS = resultS[1] else resultS = filt1/pk endif endif ////////////////////////////////////////////////////////////////////// If barindex>1000 then //PATTERN UP 1 PrUp01 = RESULTS[3]>RESULTS[2] PrUp01 = PrUp01 and RESULTS[2]< RESULTS[1] PrUp01 = PrUp01 and RESULTS[2]<=-1 PrUp01 = (PrUp01 and PrEnabled01) //PATTERN DOWN 1 PrDW01 = RESULTS[3]<RESULTS[2] PrDw01 = PrDw01 and RESULTS[2]> RESULTS[1] PrDw01 = PrDw01 and RESULTS[2]>=1 PrDw01 = (PrDw01 and PrEnabled01) //PATTERN UP 6 PrUp06 = results <-0.5 PrUp06 = PrUp06 and results crosses over resultb PrUp06 = (PrUp06 and PrEnabled06) //PATTERN DOWN 6 PrDw06 = results >0.5 PrDw06 = PrDw06 and results crosses under resultb PrDw06 = (PrDw06 and PrEnabled06) endif ////////////////////////////////////////////////////////////////////// // // PATTERN ENTRY SELECTION // TIME WINDOW TimeWindow= (TIME >=TimeStart and time <=TimeEnd) FilTime=(TimeWindow or not TimeEnabled) If Filtime then IF not shortonmarket and avgFilterEnterLong AND PrUp01 or PrUp06 THEN BUY 1 CONTRACT AT MARKET ENDIF IF not longonmarket and avgFilterEnterShort AND PrDw01 or PrDw06 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF ENDIF // MANAGE POSITION PERFORMANCE IF POSITIONPERF<0 THEN IF LongOnMarket AND BARINDEX-TRADEINDEX(1)>= barLong THEN SELL AT MARKET ENDIF ENDIF IF POSITIONPERF<0 THEN IF shortOnMarket AND BARINDEX-TRADEINDEX(1)>= barshort THEN EXITSHORT AT MARKET ENDIF ENDIF // MANAGE POSITION PERFORMANCE SET STOP %LOSS stoploss SET TARGET %PROFIT Takeprofit //ENDIF GRAPH TGLHave You Apply it on Chart? Have you Enabled P01 or P02 or … etc?
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This topic contains 55 replies,
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 12/16/2017 |
| Status: | Active |
| Attachments: | 21 files |
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