Hi guys,
I am seeking for a bit of help please:
What should be written where to have the position stopped (closed) X bars after the entry?
Coding for me is close to Chinese (with all the respect I have for this great country ;).
FYI: careful: This strategy does not perform well all the time…
Thank you for your help.
DJ
//-------------------------------------------------------------------------
// Code principal : MOM DD 9%
//-------------------------------------------------------------------------
// Définition des paramètres du code
DEFPARAM CumulateOrders = False // Cumul des positions désactivé
// Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE".
DEFPARAM FLATBEFORE = 090000
// Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER"
DEFPARAM FLATAFTER = 220000
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée
timeEnterBefore = time >= 090000
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée
timeEnterAfter = time < 220000
// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
// Conditions pour ouvrir une position acheteuse
indicator1 = Momentum[12](close)
c1 = (indicator1 >= indicator1[4])
indicator2 = BollingerBandWidth[20](close)
c2 = (indicator2 > indicator2[4])
indicator3 = Williams[14](close)
c3 = (indicator3 > indicator3[2])
IF (c1 AND c2 AND c3) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
BUY 1 CONTRACT AT MARKET
ENDIF
// Conditions pour fermer une position acheteuse
indicator4 = 2*((DHigh(1) + DLow(1) + DClose(1))/3) - DLow(1)
c4 = (close CROSSES OVER indicator4)
IF c4 THEN
SELL AT MARKET
ENDIF
// Stops et objectifs
SET STOP pLOSS 35
Edited by moderator to make PRT code format appear, please use the <> button in your new messages toolbar to insert PRT code
It has been answered many times already in the past on forums. You need to use TRADEINDEX and make a comparison with the actual BARINDEX, that’s all you need 🙂
IF BARINDEX-TRADEINDEX(1)>5 AND LongOnMarket THEN
SELL AT MARKET
ENDIF
Thank you Nicolas. Help much appreciated.
Hi Nicolas,
What would be the keyword that I should look for to have the strategy looking for multiple entries please ? (like for each signal given instead of waiting for being flat again)
Thank you again Boss !
DJ
You want to take another order while you are still on market, right? What would be the trigger to decide to add orders?
Hi Nicolas, I think I found the trick on one of your previous posts … I have set up Defparam to True… then the strategy is now looking for all possible entries during the specified time frame…
