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strategy BarHunter DAX v1p
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BarHunter v4.5p 1h dax
nonetheless thanked this postBarHunter v4.5p 1h saf
On real account there are no rejections as in demo account for information. Before version 4.5 of PAUL, I launched V4.3 by optimizing the stop.
//------------------------------------------------------------------------- // hoofd code : barhunter v4.3p mtf mod fifi //------------------------------------------------------------------------- // dax 1 hour timeframe // spread 4 // fm (fifi43 mods) //germany //24 uur //01.15-08.00 = 4 //08.00-09.00 = 2 //09.00-17.30 = 1 //17.30-22.00 = 2 //22.00-01.15 = 5 //wall street 24 uur $10 / $2 //09.00-15.30 2,4 //15.30-22.00 1,6 //22.15-22.30 9,8 //23.00-00.00 9,8 //alle andere tijden 3,8 defparam cumulateorders = false defparam preloadbars = 10000 timeframe (default) once mode = 1 // use [1] for 1 hour timeframe, [0] for 1 minute timeframe once tds = 3 // trend detection system off when optimising barnumbers once closebeforeweekend = 0 once securebeforeweekendprofit = 1 // separate long/short or go both once longtrading =1 once shorttrading =1 once holiday =1 // select which intradaybar should be analysed (depends on timeframe settings) once barnumberlong =3 //long (timezone dependent) once barnumbershort=3 //short (timezone dependent) // select the number of points above/below the breakvaluelong/short once breakpoint=5 // reset if intradaybarindex=0 then tradecounter=0 tradeday=1 endif // holiday if holiday then if (month = 5 and day = 1) or (month = 12 and day >=15) then tradeday=0 else tradeday=1 endif endif // timeframe (1 hour,updateonclose) if intradaybarindex=0 then breakvaluelong=99999 breakvalueshort=0 endif if longtrading or (longtrading and shorttrading) then if intradaybarindex=barnumberlong then breakvaluelong=high endif endif if shorttrading or (longtrading and shorttrading) then if intradaybarindex=barnumbershort then breakvalueshort=low endif endif // trend detection system if tds=0 then trendup=1 trenddown=1 else if tds=1 then trendup=(average[10](close)>average[10](close)[1]) trenddown=(average[10](close)<average[10](close)[1]) else if tds=2 then period= 3 inner = 2*weightedaverage[round( period/2)](typicalprice)-weightedaverage[period](typicalprice) hull = weightedaverage[round(sqrt(period))](inner) trendup = hull > hull[1] trenddown = hull < hull[1] else if tds=3 then period= 2 inner = 2*weightedaverage[round( period/2)](totalprice)-weightedaverage[period](totalprice) hull = weightedaverage[round(sqrt(period))](inner) trendup = hull > hull[1] trenddown = hull < hull[1] endif endif endif endif // point pivot hebdomadaire if dayofweek < dayofweek[1] then weeklyhigh = prevweekhigh weeklylow = prevweeklow weeklyclose = prevweekclose prevweekhigh = high prevweeklow = low weeklypivot = (weeklyhigh + weeklylow + weeklyclose) / 3 endif prevweekhigh = max(prevweekhigh, high) prevweeklow = min(prevweeklow, low) prevweekclose = close // point pivot journalier if dayofweek = 1 then dayhigh = dhigh(2) daylow = dlow(2) dayclose = dclose(2) endif if dayofweek >=2 and dayofweek < 6 then dayhigh = dhigh(1) daylow = dlow(1) dayclose = dclose(1) endif pivot = (dayhigh + daylow + dayclose) / 3 ecart=4 ecartwp=5 // conditions condbuy=intradaybarindex = barnumberlong condbuy=condbuy and trendup condbuy=condbuy and (close>pivot or (close <pivot and (pivot-close)/pointsize >ecart)) condbuy=condbuy and (close>weeklypivot or (close <weeklypivot and (weeklypivot-close)/pointsize >ecartwp)) condsell=intradaybarindex = barnumbershort condsell=condsell and trenddown condsell=condsell and (close<pivot or (close>pivot and (close-pivot)/pointsize >ecart)) condsell=condsell and (close<weeklypivot or (close>weeklypivot and (close-weeklypivot)/pointsize >ecartwp)) timeframe (default) // entry criteria if mode then if tradeday and tradecounter < 1 then if longtrading and condbuy then buy 1 contract at breakvaluelong+breakpoint stop tradecounter=tradecounter+1 endif if shorttrading and condsell then sellshort 1 contract at breakvalueshort-breakpoint stop tradecounter=tradecounter+1 endif endif else if tradeday and tradecounter < 1 then if longtrading and condbuy then if high > breakvaluelong+breakpoint then buy 1 contract at market tradecounter=tradecounter+1 endif endif if shorttrading and condsell then if low < breakvalueshort-breakpoint then sellshort 1 contract at market tradecounter=tradecounter+1 endif endif endif endif timeframe (1 hour, updateonclose) // trailing atr stop once trailingstoptype = 1 // trailing stop - 0 off, 1 on once trailingstoplong = 4 // trailing stop atr relative distance once trailingstopshort = 4 // trailing stop atr relative distance once atrtrailingperiod = 14 // atr parameter value once minstop = 10 // minimum trailing stop distance // trailingstop //---------------------------------------------- atrtrail = averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000 trailingstartl = round(atrtrail*trailingstoplong) trailingstarts = round(atrtrail*trailingstopshort) if trailingstoptype = 1 then tgl =trailingstartl tgs=trailingstarts if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then maxprice = 0 minprice = close newsl = 0 endif if longonmarket then maxprice = max(maxprice,close) if maxprice-tradeprice(1)>=tgl*pointsize then if maxprice-tradeprice(1)>=minstop then newsl = maxprice-tgl*pointsize else newsl = 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 newsl = minprice+tgs*pointsize else newsl = minprice + minstop*pointsize endif endif endif endif timeframe (default) if longonmarket then if newsl>0 then sell at newsl stop endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif endif //graphonprice newsl coloured(0,0,255,255) as "trailingstop atr" timeframe (1 hour, updateonclose) // mod fifi43 once enabletsvir =0 //trailing atr stop virtual once bna =0 //test de nombre de bar negative ajouter fifi743 once afprsi =0 //ajouter fermeture des positions rsi et barindex-tradeindex once bougiedoji =1 // once timeadjustablestoploss=0 // // ================trailing atr stop virtual================== if enabletsvir then // once stepsvir=0 once minatrdistvir=0 once atrtrailingperiodvir = 2 // atr parameter once minstopvir = 10 // minimum distance if barindex=tradeindex then trailingstoplongvir = 5 // trailing stop atr distance trailingstopshortvir = 5 // trailing stop atr distance else if longonmarket then if newslvir>0 then if trailingstoplongvir>minatrdistvir then if newslvir>newslvir[1] then trailingstoplongvir=trailingstoplongvir else trailingstoplongvir=trailingstoplongvir-stepsvir endif else trailingstoplongvir=minatrdistvir endif endif endif if shortonmarket then if newslvir>0 then if trailingstopshortvir>minatrdistvir then if newslvir<newslvir[1] then trailingstopshortvir=trailingstopshortvir else trailingstopshortvir=trailingstopshortvir-stepsvir endif else trailingstopshortvir=minatrdistvir endif endif endif endif // atrtrailvir=averagetruerange[atrtrailingperiodvir]((close/10)*pipsize)/1000 trailingstartlvir=round(atrtrailvir*trailingstoplongvir) trailingstartsvir=round(atrtrailvir*trailingstopshortvir) tglvir=trailingstartlvir tgsvir=trailingstartsvir // if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then maxpricevir=0 minpricevir=close newslvir=0 endif // if longonmarket then maxpricevir=max(maxpricevir,close) if maxpricevir-tradeprice(1)>=tglvir*pointsize then if maxpricevir-tradeprice(1)>=minstopvir then newslvir=maxpricevir-tglvir*pointsize else newslvir=maxpricevir-minstopvir*pointsize endif endif endif // if shortonmarket then minpricevir=min(minpricevir,close) if tradeprice(1)-minpricevir>=tgsvir*pointsize then if tradeprice(1)-minpricevir>=minstopvir then newslvir=minpricevir+tgsvir*pointsize else newslvir=minpricevir+minstopvir*pointsize endif endif endif // if longonmarket and close <newslvir and newslvir>0 then sell at market endif if shortonmarket and close>newslvir and newslvir>0 then exitshort at market endif //graphonprice newsl coloured(0,0,255,255) as "trailingstop atr" endif // test de nombre de bar negative ajouter fifi743 if bna then if longonmarket and barindex-tradeindex>138 and close<positionprice then sell at market endif if shortonmarket and barindex-tradeindex>11 and close>positionprice then exitshort at market endif endif //=============== ajouter fermeture des positions rsi et barindex-tradeindex ===== if afprsi then myrsi=rsi[15](close) //34 if myrsi<47 and barindex-tradeindex>3 and longonmarket and close>positionprice then sell at market endif if myrsi>69 and barindex-tradeindex>1 and shortonmarket and close<positionprice then exitshort at market endif endif // =================== forme de bougie doji ==================== if bougiedoji then if longonmarket and abs(open-close)<1 and high[1]<high and close>positionprice and high-close>18 then sell at market endif if shortonmarket and abs(open-close)<1 and low[1]<low and close<positionprice then exitshort at market endif endif //============================== if timeadjustablestoploss then if hour>6 and hour<18 then sl=160 else sl=270 endif set stop ploss sl else set stop ploss 230 endif timeframe (default) if closebeforeweekend then if onmarket then if (dayofweek=5 and hour>=22) then sell at market exitshort at market endif endif endif if securebeforeweekendprofit then if (dayofweek=5 and hour>=18) then if longonmarket then if close>positionprice+20 then sell at tradeprice(1)+10 stop //else //if hour>=22 then //sell at market //endif endif endif if shortonmarket then if close<positionprice-20 then exitshort at tradeprice(1)-10 stop else if hour>=22 then exitshort at market endif endif endif endif endif set target %profit 1 //graph barindex-tradeindex //graph intradaybarindex //graphonprice breakvaluelong //graphonprice breakvalueshort //graph breakvaluelong //graph breakvalueshortPaul thanked this post
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| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 01/15/2020 |
| Status: | Active |
| Attachments: | 136 files |
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