sistema stop&reverce che non funziona

salve a tutti,

da qualche tempo sto studiando dei sistemi di stop and reverce, che alcune volte funzionano ed altre no…

questo è il caso del sistema in questione

ho provato diverse possibilità di scrittura ma non ne sono venuto a capo.

il sistema è multitimeframe:

TIMEFRAME (4H,UPDATEONCLOSE)



RSI14LONG= RSI[14](close)>=50
CCILONG= CCI[20](typicalPrice)>=0
MEDIA20EXPO= CLOSE CROSSES OVER ExponentialAverage[20](close)

IF RSI14LONG AND CCILONG AND MEDIA20EXPO AND REVERCE=0 THEN
BUY 1 CONTRACT AT MARKET
STOPPE=(LOWEST[2](LOW))
ENDIF

TIMEFRAME (15MN,DEFAULT)


IF LONGONMARKET AND REVERCE=0 THEN
SET TARGET %PROFIT 2
SELL AT STOPPE STOP
reverce=0
ENDIF


//trailingstop

// NewTrade is true whenever a new trade is opened, be it:
//
//   - a trade when there was none previously
//   - a trade that has changed direction due to a Stop & Reverse (it's Long and previously was Short and viceversa)
//
// This will be useful to reset variables to their initial values after a trade has been opened.
//
NewTrade         = (OnMarket AND Not OnMarket[1]) OR (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket)
//
// Reset variables to their initial value when a new trade shows
//
IF Not OnMarket and reverce=0 OR NewTrade and reverce=0 THEN //reset to default values when a new trade has been opened (or none is OnMarket)
PerCentTP     = 1.0           //2.0%  is TP
PerCentStart  = x           //0.2%  is the Trailing Stop trigger level
PerCentStep   = y           //0.2%  is each subsequent step
PerCentSaved  = z           //0.1%  is how much profit has to be saved when trailing starts and every step
Multiplier    = M           //1.5   is how much PerCentSaved is incremented each trailing step
//                                    1.5 is a 50% increment, so that:
//                                         0.1%   becomes 0.15%,   then
//                                         0.15%  becomes 0.225%,  then
//                                         0.225% becomes 0.3375%, etc...
Distance      = 6             //6     pip distance from current price (if required by the broker)
MySL          = 0
ProfitPerCent = 0
ENDIF
//
// The trailing stop can operate only when OnMarket
//
IF OnMarket AND REVERCE=0 THEN
//
// before the trailing stop is triggered some calculations need to be done, accordin to settings
//
IF MySL = 0 THEN
PCent      = PositionPrice * PerCentTP    / 100
PStart     = PositionPrice * PerCentStart / 100
PStep      = PositionPrice * PerCentStep  / 100
PSaved     = PositionPrice * PerCentSaved / 100
ENDIF
//
// check if Trailing Stop has to be triggered
//
IF MySL = 0 THEN
IF LongOnMarket THEN
IF (close - PositionPrice) >= PStart THEN
MySL   = min(close,PositionPrice + PSaved)
PSaved = PSaved * Multiplier
ENDIF
ELSIF ShortOnMarket THEN
IF (PositionPrice - close) >= PStart THEN
MySL   = max(close,PositionPrice - PSaved)
PSaved = PSaved * Multiplier
ENDIF
ENDIF
ELSE
//
// check if another Step has been triggered
//
IF LongOnMarket THEN
IF (close - MySL) >= PStep THEN
MySL   = min(close,MySL + PSaved)
PSaved = PSaved * Multiplier
ENDIF
ELSIF ShortOnMarket THEN
IF (MySL - close) >= PStep THEN
MySL   = max(close,MySL - PSaved)
PSaved = PSaved * Multiplier
ENDIF
ENDIF
ENDIF
//
// place Pending STOP orders
//
IF MySL > 0 and reverce=0 THEN
IF (MySL = close) OR (abs(MySL - close) < Distance) THEN //exit immediately in case MySL has reached
//                                                      the current price or there's not enough DISTANCE
SELL      AT MARKET
EXITSHORT AT MARKET
ELSE
SELL      AT MySL STOP
EXITSHORT AT MySL STOP
ENDIF
ENDIF
ENDIF


//reverceside

IF NOT ONMARKET THEN
reverce=0
ENDIF


IF LONGONMARKET and POSITIONPERF<0 and CLOSE CROSSES UNDER DonchianChannelDown[10] THEN
SELL AT MARKET
REVERCE= 1
ENDIF

IF longonmarket[1]  AND REVERCE=1  THEN
SELLSHORT 1 CONTRACT AT MARKET
STOPPEREVERCE= HIGHEST[1] (HIGH)
TARGETREVERCE= CLOSE-((HIGHEST[1](HIGH)- CLOSE))
reverce=1
ENDIF

IF SHORTONMARKET and reverce=1  THEN
EXITSHORT AT STOPPEREVERCE STOP
EXITSHORT AT TARGETREVERCE stop
ENDIF

if shortonmarket[1] or not onmarket then
reverce=0
endif

GRAPHONPRICE TARGETREVERCE
GRAPHONPRICE STOPPEREVERCE
GRAPH REVERCE

il primo ingresso è solo long, la condizione principale è sulle 4h, l’entry e il trailing stop a 15 minuti

il reverce entra in funzione nella condizione in cui il close cross under il canale di donchian a 10 periodi.

vi allego il sistema è uno screeshot del problema.

immagine-sistema-2.png Immagine-sistema-1.png