DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 50000
positionsize=1
Ctime = time >= 140000 and time < 221400//Euro time
ONCE PeriodeA = 4
ONCE nbChandelierA= 30
MMA = Exponentialaverage[PeriodeA](close)
ADJASUROPPO = (MMA-MMA[nbchandelierA]) / nbChandelierA
ANGLE = (ATAN(ADJASUROPPO)) //FONCTION ARC TANGENTE
CB1 = ANGLE >= 34
CS1 = ANGLE <= - 48
//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE
ONCE PeriodeB = 30
ONCE nbChandelierB= 35
lag = 0
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB-MMB[nbchandelierB]) / nbchandelierB
trigger = Exponentialaverage[PeriodeB+lag](pente)
CB2 = (pente > trigger) AND (pente < 0)
CS2 = (pente CROSSES UNDER trigger) AND (pente > - 0.5)
mx = average[54,0](close)
CB3 = mx > mx[1]
mx2 = average[21,6](close)
CS3 = mx2 < mx2[1]
//------------------------------------------
lengthRSI = 25 //RSI period
lengthStoch = 20 //Stochastic period
smoothK = 12 //Smooth signal of stochastic RSI
smoothD = 2 //Smooth signal of smoothed stochastic RSI
myRSI = RSI[lengthRSI](close)
MinRSI = lowest[lengthStoch](myrsi)
MaxRSI = highest[lengthStoch](myrsi)
StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)
K = average[smoothK](stochrsi)*100
D = average[smoothD](K)
cb4 = K>D
cs4 = K<D
//--------------------------------------------
Tenkan = (highest[9](high)+lowest[9](low))/2
Kijun = (highest[26](high)+lowest[26](low))/2
SSpanA = (tenkan[26]+kijun[26])/2
SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2
If SSpanA>SSpanB then
if open<SSpanA and open>SSpanB or close<SSpanA and close>SSpanB then
CondIchi = 0
Else
CondIchi = 1
endif
endif
If SSpanB>SSpanA then
if open>SSpanA and open<SSpanB or close>SSpanA and close<SSpanB then
CondIchi = 0
Else
CondIchi = 1
endif
endif
CONDBUY = CB1 and CB2 and CB3 and cb4 and CTime and CondIchi
CONDSELL = CS1 and CS2 and CS3 and cs4 and Ctime and CondIchi
VarDistIchiBuy = 6
VarDistIchiSell = 21
If CONDBUY then
DistIchiSSA = Open - SSpanA
DistIchiSSB = Open - SSpanB
CondDistIchi = DistIchiSSA >= VarDistIchiBuy AND DistIchiSSB >= VarDistIchiBuy
Endif
If CONDSELL then
DistIchiSSA = SSpanA - Open
DistIchiSSB = SSpanB - Open
CondDistIchi = DistIchiSSA >= VarDistIchiSell AND DistIchiSSB >= VarDistIchiSell
Endif
CONDBUY = CONDBUY and CondDistIchi
CONDSELL = CONDSELL and CondDistIchi
//--------------------------------------------------------------------------------------------------------------------------------------------------
//Entry en position
//POSITION LONG
IF CONDBUY THEN
buy positionsize contract at market
SET STOP %LOSS 2.6
SET TARGET %PROFIT 2.2
ENDIF
//POSITION SHORT
IF CONDSELL THEN
Sellshort positionsize contract at market
SET STOP %LOSS 1.2//.5
SET TARGET %PROFIT 1.2//2.5
ENDIF
//Break even
breakevenPercent = 0.21
PointsToKeep = 5
startBreakeven = tradeprice(1)*(breakevenpercent/100)
once breakeven = 1//1 on - 0 off
//reset the breakevenLevel when no trade are on market
if breakeven>0 then
IF NOT ONMARKET THEN
breakevenLevel=0
ENDIF
// --- BUY SIDE ---
//test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven THEN
//calculate the breakevenLevel
breakevenLevel = tradeprice(1)+PointsToKeep
ENDIF
//place the new stop orders on market at breakevenLevel
IF breakevenLevel>0 THEN
SELL AT breakevenLevel STOP
ENDIF
// --- end of BUY SIDE ---
IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven THEN
//calculate the breakevenLevel
breakevenLevel = tradeprice(1)-PointsToKeep
ENDIF
//place the new stop orders on market at breakevenLevel
IF breakevenLevel>0 THEN
EXITSHORT AT breakevenLevel STOP
ENDIF
endif
// trailing atr stop
once trailingstoptype = 1 // trailing stop - 0 off, 1 on
once tsincrements = .05 // set to 0 to ignore tsincrements
once tsminatrdist = 7
once tsatrperiod = 18 // ts atr parameter
once tsminstop = 12 // ts minimum stop distance
once tssensitivity = 1 // [0]close;[1]high/low
if trailingstoptype then
if barindex=tradeindex then
trailingstoplong = 3 // ts atr distance
trailingstopshort = 3 // ts atr distance
else
if longonmarket then
if tsnewsl>0 then
if trailingstoplong>tsminatrdist then
if tsnewsl>tsnewsl[1] then
trailingstoplong=trailingstoplong
else
trailingstoplong=trailingstoplong-tsincrements
endif
else
trailingstoplong=tsminatrdist
endif
endif
endif
if shortonmarket then
if tsnewsl>0 then
if trailingstopshort>tsminatrdist then
if tsnewsl<tsnewsl[1] then
trailingstopshort=trailingstopshort
else
trailingstopshort=trailingstopshort-tsincrements
endif
else
trailingstopshort=tsminatrdist
endif
endif
endif
endif
tsatr=averagetruerange[tsatrperiod]((close/8.8))/1000
//tsatr=averagetruerange[tsatrperiod]((close/1)) // (forex)
tgl=round(tsatr*trailingstoplong)
tgs=round(tsatr*trailingstopshort)
if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
tsmaxprice=0
tsminprice=close
tsnewsl=0
endif
if tssensitivity then
tssensitivitylong=high
tssensitivityshort=low
else
tssensitivitylong=close
tssensitivityshort=close
endif
if longonmarket then
tsmaxprice=max(tsmaxprice,tssensitivitylong)
if tsmaxprice-tradeprice(1)>=tgl*pointsize then
if tsmaxprice-tradeprice(1)>=tsminstop then
tsnewsl=tsmaxprice-tgl*pointsize
else
tsnewsl=tsmaxprice-tsminstop*pointsize
endif
endif
endif
if shortonmarket then
tsminprice=min(tsminprice,tssensitivityshort)
if tradeprice(1)-tsminprice>=tgs*pointsize then
if tradeprice(1)-tsminprice>=tsminstop then
tsnewsl=tsminprice+tgs*pointsize
else
tsnewsl=tsminprice+tsminstop*pointsize
endif
endif
endif
if longonmarket then
if tsnewsl>0 then
sell at tsnewsl stop
endif
if tsnewsl>0 then
if low crosses under tsnewsl then
sell at market // when stop is rejected
endif
endif
endif
if shortonmarket then
if tsnewsl>0 then
exitshort at tsnewsl stop
endif
if tsnewsl>0 then
if high crosses over tsnewsl then
exitshort at market // when stop is rejected
endif
endif
endif
endif
if onmarket then
if dayofweek=0 and (hour=0 and minute>=57) and abs(dopen(0)-dclose(1))>50 and positionperf(0)>0 then
if shortonmarket and close>dopen(0) then
exitshort at market
endif
if longonmarket and close<dopen(0) then
sell at market
endif
endif
endif
.
