strategy BarHunter DAX v1p

• 02/18/2021 at 5:59 PM #161942
  Tanou

  @Paul, do you trust these to let them take orders in real? Only in Demo for now? The drawdown looks a bit high isnt it?

   

  Otherwise incredible job 😀

  

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  03/10/2021 at 8:01 PM #163746
  Paul

  Thnx. Just occasionally I check the how it would’ve performed OOS. I don’t have it in demo or live.

   

   

   

  

  Paul

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  03/10/2021 at 8:57 PM #163750
  Paul

  here is a modified code & idea from Vonasi, instead of seasonal pattens it hunts for intraday patterns. Which in essence is a bit like barhunter, but now better written and changed to fit the purpose.

  Timeframe 15m to 4 hours. There are maybe combinations possible. I post the code so it can be explored.

  This code is setup for forex eurusd mini, 1hour tf and optimised on 30k bars without sl/pt/ts or spread.

  note stepsize is depended on the market it is applied too.

   

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  Midlanddave

  

  Paul

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  03/10/2021 at 11:36 PM #163757
  Vonasi

  Paul wrote:

  here is a modified code & idea from Vonasi, instead of seasonal pattens it hunts for intraday patterns

  The seasonality bit I’ll take credit for but the intraday patterns is all your own doing. Happy curve hunting!

  

  Vonasi

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  03/11/2021 at 12:33 PM #163828
  GraHal

  Thank You Paul for yet another intriguing Strategy!

  I’m putting attached on Demo Forward Test.

  Spread = 5

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  Paul, Midlanddave

  

  GraHal

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  07/05/2023 at 9:37 AM #217290
  Meta Signals Pro

  @Paul @mods

  Hi there,
  I keep getting kicked out by IG in LIVE with this strategy without understanding why. Apparently many people have had the same experience;

  I tried to increase the SL and the Trailing vs the original figure but it doesn’t work;

  Here under the code modified.

  once minstop = 15 // minimum trailing stop distance

  …

  set stop %loss 3

   

  Anybody has manage to launched it live ?

  thanks for your help,

  Chris

   

  //------------------------------------------------------------------------- // Code principal : DAX H1 Timehunter v4.5p //------------------------------------------------------------------------- //------------------------------------------------------------------------- // hoofd code : Timehunter v4.5p 1h dax //------------------------------------------------------------------------- // dax 1 hour timeframe backtest / dax 1 minute live // spread 4 // optimise entryhour 0 to 23 // optimise entryminute 0 to 59 but set to 0 using 1 hour or higher timeframe // on timeframe 5 minutes with entryminute interval of 5 // on timeframe 10 minutes with entryminute interval of 10 // on timeframe 15 minutes with entryminute interval of 15 // on timeframe 30 minutes with entryminute interval of 30 defparam cumulateorders = false defparam preloadbars = 1000 timeframe (default) once positionsize = 1 once mode = 1 // use [1] for 1 hour timeframe, [0] for 1 minute timeframe once tds = 3 // off when optimising [trend detection system] // separate long/short or go both once longtrading =1 once shorttrading =1 once holiday =1 once closefriday =1 once displaydim =1 // displays the number of days in market (activated graph) once maxdim =5 // maximum days in market (first day = 0) // select the number of points above/below the breakvaluelong/short once entryhour =4 once entryminute=0 // select the number of points above/below the breakvaluelong/short once breakpointpercentage=4 // breakpoint calculation breakpoint = ((close/10000)*breakpointpercentage)*pointsize // reset low timeframe if intradaybarindex=0 then tradecounter=0 tradeday=1 endif // holiday if holiday then if (month = 5 and day = 1) or (month = 12 and day >=24) then tradeday=0 else tradeday=1 endif endif timeframe (1 hour, updateonclose) // reset high timeframe if intradaybarindex=0 then breakvaluelong=99999 breakvalueshort=0 endif // define break value if (longtrading and not shorttrading) or (longtrading and shorttrading) then if hour=entryhour and (minute>=entryminute) then startbarlong=intradaybarindex breakvaluelong=high endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if hour=entryhour and (minute>=entryminute) then startbarshort=intradaybarindex 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= 2 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 [fifi743] 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 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=2 ecartwp=3 // conditions condbuy=intradaybarindex=startbarlong 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=startbarshort 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 if mode then // mode[1] backtesting on 1 hour timeframe if tradeday and tradecounter < 1 then if (longtrading and not shorttrading) or (longtrading and shorttrading) then if condbuy then buy positionsize contract at (breakvaluelong+breakpoint) stop tradecounter=tradecounter+1 endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if condsell then sellshort positionsize contract at (breakvalueshort-breakpoint) stop tradecounter=tradecounter+1 endif endif endif else // mode[0] running demo / live on 1 minute timeframe if tradeday and tradecounter < 1 then if (longtrading and not shorttrading) or (longtrading and shorttrading) then if condbuy then if high > breakvaluelong+breakpoint then buy positionsize contract at market tradecounter=tradecounter+1 endif endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if condsell then if low < breakvalueshort-breakpoint then sellshort positionsize contract at market tradecounter=tradecounter+1 endif endif endif endif endif timeframe (1 hour, updateonclose) // trailing atr stop on high timeframe once trailingstoptype = 1 // trailing stop - 0 off, 1 on once trailingstoplong = 5 // trailing stop atr relative distance once trailingstopshort = 5 // trailing stop atr relative distance once atrtrailingperiod = 14 // atr parameter value once minstop = 15 // minimum trailing stop distance //---------------------------------------------- atrtrail = averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000 trailingstartl = round(atrtrail*trailingstoplong) trailingstarts = round(atrtrail*trailingstopshort) // if trailingstoptype 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) // trailing atr stop exits on low timeframe if trailingstoptype then 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 endif // close to reduce risk in the weekend if closefriday then if onmarket then if (dayofweek=5 and hour=22) then sell at market exitshort at market endif endif endif // stoploss & profit target set target %profit 2 set stop %loss 3 // display days in market if displaydim then if (not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket))) then dim=0 endif if not ( dayofweek=1 and hour <= 1) then if onmarket then if openday <> openday[1] then dim = dim + 1 endif endif endif if onmarket and dayofweek=1 and hour=1 then //dim=-1 // shows when position is active on monday first hour endif if onmarket and dim>=maxdim then sell at market exitshort at market endif endif //graph dim // display days in market //graphonprice newsl coloured(0,0,255,255) as "trailingstop atr" //graphonprice breakvaluelong+breakpoint coloured(121,141,35,255) as "breakpoint" //graphonprice breakvalueshort-breakpoint coloured(121,141,35,255) as "breakpoint" //graphonprice breakvaluelong coloured(255,0,0,255) as "breakvaluelong" //graphonprice breakvalueshort coloured(255,0,0,255) as "breakvalueshort" //graph barindex-tradeindex //graph intradaybarindex

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  //------------------------------------------------------------------------- // Code principal : DAX H1 Timehunter v4.5p //------------------------------------------------------------------------- //------------------------------------------------------------------------- // hoofd code : Timehunter v4.5p 1h dax //------------------------------------------------------------------------- // dax 1 hour timeframe backtest / dax 1 minute live // spread 4   // optimise entryhour 0 to 23 // optimise entryminute 0 to 59 but set to 0 using 1 hour or higher timeframe   // on timeframe 5 minutes with entryminute interval of 5 // on timeframe 10 minutes with entryminute interval of 10 // on timeframe 15 minutes with entryminute interval of 15 // on timeframe 30 minutes with entryminute interval of 30   defparam cumulateorders = false defparam preloadbars = 1000   timeframe (default)   once positionsize = 1   once mode = 1 // use [1] for 1 hour timeframe, [0] for 1 minute timeframe   once tds = 3 // off when optimising [trend detection system]   // separate long/short or go both once longtrading =1 once shorttrading =1   once holiday =1 once closefriday =1   once displaydim =1 // displays the number of days in market (activated graph) once maxdim =5 // maximum days in market (first day = 0)   // select the number of points above/below the breakvaluelong/short once entryhour =4 once entryminute=0   // select the number of points above/below the breakvaluelong/short once breakpointpercentage=4   // breakpoint calculation breakpoint = ((close/10000)*breakpointpercentage)*pointsize   // reset low timeframe if intradaybarindex=0 then tradecounter=0 tradeday=1 endif   // holiday if holiday then if (month = 5 and day = 1) or (month = 12 and day >=24) then tradeday=0 else tradeday=1 endif endif     timeframe (1 hour, updateonclose)   // reset high timeframe if intradaybarindex=0 then breakvaluelong=99999 breakvalueshort=0 endif   // define break value if (longtrading and not shorttrading) or (longtrading and shorttrading) then if hour=entryhour and (minute>=entryminute) then startbarlong=intradaybarindex breakvaluelong=high endif endif   if (shorttrading and not longtrading) or (longtrading and shorttrading) then if hour=entryhour and (minute>=entryminute) then startbarshort=intradaybarindex 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= 2 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 [fifi743] 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   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=2 ecartwp=3   // conditions condbuy=intradaybarindex=startbarlong 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=startbarshort 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 if mode then // mode[1] backtesting on 1 hour timeframe if tradeday and tradecounter < 1 then if (longtrading and not shorttrading) or (longtrading and shorttrading) then if condbuy then buy positionsize contract at (breakvaluelong+breakpoint) stop tradecounter=tradecounter+1 endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if condsell then sellshort positionsize contract at (breakvalueshort-breakpoint) stop tradecounter=tradecounter+1 endif endif endif else // mode[0] running demo / live on 1 minute timeframe if tradeday and tradecounter < 1 then if (longtrading and not shorttrading) or (longtrading and shorttrading) then if condbuy then if high > breakvaluelong+breakpoint then buy positionsize contract at market tradecounter=tradecounter+1 endif endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if condsell then if low < breakvalueshort-breakpoint then sellshort positionsize contract at market tradecounter=tradecounter+1 endif endif endif endif endif   timeframe (1 hour, updateonclose)   // trailing atr stop on high timeframe once trailingstoptype = 1 // trailing stop - 0 off, 1 on once trailingstoplong = 5 // trailing stop atr relative distance once trailingstopshort = 5 // trailing stop atr relative distance   once atrtrailingperiod = 14 // atr parameter value once minstop = 15 // minimum trailing stop distance //---------------------------------------------- atrtrail = averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000 trailingstartl = round(atrtrail*trailingstoplong) trailingstarts = round(atrtrail*trailingstopshort) // if trailingstoptype 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)   // trailing atr stop exits on low timeframe if trailingstoptype then 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 endif   // close to reduce risk in the weekend if closefriday then if onmarket then if (dayofweek=5 and hour=22) then sell at market exitshort at market endif endif endif   // stoploss & profit target set target %profit 2 set stop %loss 3   // display days in market if displaydim then if (not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket))) then dim=0 endif if not ( dayofweek=1 and hour <= 1) then if onmarket then if openday <> openday[1] then dim = dim + 1 endif endif endif if onmarket and dayofweek=1 and hour=1 then //dim=-1 // shows when position is active on monday first hour endif if onmarket and dim>=maxdim then sell at market exitshort at market endif endif   //graph dim // display days in market //graphonprice newsl coloured(0,0,255,255) as "trailingstop atr"   //graphonprice breakvaluelong+breakpoint coloured(121,141,35,255) as "breakpoint" //graphonprice breakvalueshort-breakpoint coloured(121,141,35,255) as "breakpoint" //graphonprice breakvaluelong coloured(255,0,0,255) as "breakvaluelong" //graphonprice breakvalueshort coloured(255,0,0,255) as "breakvalueshort"   //graph barindex-tradeindex //graph intradaybarindex

  

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  07/05/2023 at 10:27 AM #217291
  GraHal

  Meta Signals Pro wrote:

  without understanding why

  What Rejection message do you see? Check the Cancelled / Rejected  tab on the Orders List?

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  Meta Signals Pro

  

  GraHal

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  07/05/2023 at 11:39 AM #217302
  Meta Signals Pro

  hi @Grahal,

  It says “the level of order is to close from the market level. The minimum is 10 points”;
  I thought it was the SL; but apparently not.
  I am on IG Live.
  Did you launch it live?

  

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  07/05/2023 at 12:27 PM #217320
  fifi743

  @Meta Signals Pro
  It’s a pending stop order that’s too close ?

  

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  07/05/2023 at 12:45 PM #217321
  GraHal

  Meta Signals Pro wrote:

  the level of order is to close from the market level. The minimum is 10 points”;

  So does it run in Live for a while (over several bars) but then gets Rejected when it tries to exeute an Order / Trade?

  If Yes, then it’s, as fifi says, a pending Buy or SellShort Order as below …

  buy positionsize contract at (breakvaluelong+breakpoint) stop sellshort positionsize contract at (breakvalueshort-breakpoint) stop

  1 2	buy positionsize contract at (breakvaluelong+breakpoint) stop sellshort positionsize contract at (breakvalueshort-breakpoint) stop

   

   

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  fifi743

  

  GraHal

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  07/05/2023 at 12:50 PM #217322
  fifi743

  The breakpoint must be greater than 10 points

  

  fifi743

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  07/05/2023 at 1:05 PM #217323
  fifi743

  replace with the code below

  minidistance=10 buy positionsize contract at (breakvaluelong+max(breakpoint,minidistance)) stop sellshort positionsize contract at (breakvalueshort-max(breakpoint,minidistance)) stop

  1 2 3 4

  minidistance=10   buy positionsize contract at (breakvaluelong+max(breakpoint,minidistance)) stop sellshort positionsize contract at (breakvalueshort-max(breakpoint,minidistance)) stop

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  fifi743

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  07/05/2023 at 4:23 PM #217330
  ProRealAlgos

  You can also, when starting a prepared instance of the system, choose to check the “Re-adjustable stops” checkbox which will allow ProRealTime to adjust the stoploss level based on the current minimum stop distance.

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  ProRealAlgos

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  07/05/2023 at 5:53 PM #217332
  GraHal

  Above only works if the coded pending order is > 10 so best bet is fifi code + enable the adjustabe stop box.

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  GraHal

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  07/06/2023 at 6:02 PM #217376
  Meta Signals Pro

  Thanks Guys ^^

  Here is the modified code for the followers!

   

  DAX H1 Timehunter v4.5p for IG

  //------------------------------------------------------------------------- // hoofd code : Timehunter v4.5p 1h dax //------------------------------------------------------------------------- // dax 1 hour timeframe backtest / dax 1 minute live // spread 4 // optimise entryhour 0 to 23 // optimise entryminute 0 to 59 but set to 0 using 1 hour or higher timeframe // on timeframe 5 minutes with entryminute interval of 5 // on timeframe 10 minutes with entryminute interval of 10 // on timeframe 15 minutes with entryminute interval of 15 // on timeframe 30 minutes with entryminute interval of 30 defparam cumulateorders = false defparam preloadbars = 1000 timeframe (default) once positionsize = 1 once mode = 1 // use [1] for 1 hour timeframe, [0] for 1 minute timeframe once tds = 3 // off when optimising [trend detection system] // separate long/short or go both once longtrading =1 once shorttrading =1 once holiday =1 once closefriday =1 once displaydim =1 // displays the number of days in market (activated graph) once maxdim =5 // maximum days in market (first day = 0) // select the number of points above/below the breakvaluelong/short once entryhour =4 once entryminute=0 // select the number of points above/below the breakvaluelong/short once breakpointpercentage=4 // breakpoint calculation breakpoint = ((close/10000)*breakpointpercentage)*pointsize // reset low timeframe if intradaybarindex=0 then tradecounter=0 tradeday=1 endif // holiday if holiday then if (month = 5 and day = 1) or (month = 12 and day >=24) then tradeday=0 else tradeday=1 endif endif timeframe (1 hour, updateonclose) // reset high timeframe if intradaybarindex=0 then breakvaluelong=99999 breakvalueshort=0 endif // define break value if (longtrading and not shorttrading) or (longtrading and shorttrading) then if hour=entryhour and (minute>=entryminute) then startbarlong=intradaybarindex breakvaluelong=high endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if hour=entryhour and (minute>=entryminute) then startbarshort=intradaybarindex 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= 2 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 [fifi743] 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 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=2 ecartwp=3 // conditions condbuy=intradaybarindex=startbarlong 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=startbarshort 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) minidistance=10 // entry if mode then // mode[1] backtesting on 1 hour timeframe if tradeday and tradecounter < 1 then if (longtrading and not shorttrading) or (longtrading and shorttrading) then if condbuy then buy positionsize contract at (breakvaluelong+max(breakpoint,minidistance)) stop tradecounter=tradecounter+1 endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if condsell then sellshort positionsize contract at (breakvalueshort-max(breakpoint,minidistance)) stop tradecounter=tradecounter+1 endif endif endif else // mode[0] running demo / live on 1 minute timeframe if tradeday and tradecounter < 1 then if (longtrading and not shorttrading) or (longtrading and shorttrading) then if condbuy then if high > breakvaluelong+breakpoint then buy positionsize contract at market tradecounter=tradecounter+1 endif endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if condsell then if low < breakvalueshort-breakpoint then sellshort positionsize contract at market tradecounter=tradecounter+1 endif endif endif endif endif timeframe (1 hour, updateonclose) // trailing atr stop on high timeframe once trailingstoptype = 1 // trailing stop - 0 off, 1 on once trailingstoplong = 5 // trailing stop atr relative distance once trailingstopshort = 5 // trailing stop atr relative distance once atrtrailingperiod = 14 // atr parameter value once minstop = 15 // minimum trailing stop distance //---------------------------------------------- atrtrail = averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000 trailingstartl = round(atrtrail*trailingstoplong) trailingstarts = round(atrtrail*trailingstopshort) // if trailingstoptype 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) // trailing atr stop exits on low timeframe if trailingstoptype then 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 endif // close to reduce risk in the weekend if closefriday then if onmarket then if (dayofweek=5 and hour=22) then sell at market exitshort at market endif endif endif // stoploss & profit target set target %profit 2 set stop %loss 3 // display days in market if displaydim then if (not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket))) then dim=0 endif if not ( dayofweek=1 and hour <= 1) then if onmarket then if openday <> openday[1] then dim = dim + 1 endif endif endif if onmarket and dayofweek=1 and hour=1 then //dim=-1 // shows when position is active on monday first hour endif if onmarket and dim>=maxdim then sell at market exitshort at market endif endif //graph dim // display days in market //graphonprice newsl coloured(0,0,255,255) as "trailingstop atr" //graphonprice breakvaluelong+breakpoint coloured(121,141,35,255) as "breakpoint" //graphonprice breakvalueshort-breakpoint coloured(121,141,35,255) as "breakpoint" //graphonprice breakvaluelong coloured(255,0,0,255) as "breakvaluelong" //graphonprice breakvalueshort coloured(255,0,0,255) as "breakvalueshort" //graph barindex-tradeindex //graph intradaybarindex

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  //------------------------------------------------------------------------- // hoofd code : Timehunter v4.5p 1h dax //------------------------------------------------------------------------- // dax 1 hour timeframe backtest / dax 1 minute live // spread 4   // optimise entryhour   0 to 23 // optimise entryminute 0 to 59 but set to 0 using 1 hour or higher timeframe   // on timeframe  5 minutes with entryminute interval of  5 // on timeframe 10 minutes with entryminute interval of 10 // on timeframe 15 minutes with entryminute interval of 15 // on timeframe 30 minutes with entryminute interval of 30   defparam cumulateorders = false defparam preloadbars    = 1000   timeframe (default)   once positionsize = 1   once mode     = 1 // use [1] for 1 hour timeframe, [0] for 1 minute timeframe   once tds      = 3 // off when optimising [trend detection system]   // separate long/short or go both once longtrading  =1 once shorttrading =1   once holiday      =1 once closefriday  =1   once displaydim   =1 // displays the number of days in market (activated graph) once maxdim       =5 // maximum days in market (first day = 0)   // select the number of points above/below the breakvaluelong/short once entryhour  =4 once entryminute=0   // select the number of points above/below the breakvaluelong/short once breakpointpercentage=4   // breakpoint calculation breakpoint = ((close/10000)*breakpointpercentage)*pointsize   // reset low timeframe if intradaybarindex=0 then tradecounter=0 tradeday=1 endif   // holiday if holiday then if (month = 5 and day = 1) or (month = 12 and day >=24) then tradeday=0 else tradeday=1 endif endif     timeframe (1 hour, updateonclose)   // reset high timeframe if intradaybarindex=0 then breakvaluelong=99999 breakvalueshort=0 endif   // define break value if (longtrading and not shorttrading) or (longtrading and shorttrading) then if hour=entryhour and (minute>=entryminute) then startbarlong=intradaybarindex breakvaluelong=high endif endif   if (shorttrading and not longtrading) or (longtrading and shorttrading) then if hour=entryhour and (minute>=entryminute) then startbarshort=intradaybarindex 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= 2 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 [fifi743] 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   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=2 ecartwp=3   // conditions condbuy=intradaybarindex=startbarlong 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=startbarshort 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)   minidistance=10   // entry if mode then // mode[1] backtesting on 1 hour timeframe if tradeday and tradecounter < 1 then if (longtrading and not shorttrading) or (longtrading and shorttrading) then if condbuy then buy positionsize contract at (breakvaluelong+max(breakpoint,minidistance)) stop tradecounter=tradecounter+1 endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if condsell then sellshort positionsize contract at (breakvalueshort-max(breakpoint,minidistance)) stop tradecounter=tradecounter+1 endif endif endif else        // mode[0] running demo / live on 1 minute timeframe if tradeday and tradecounter < 1 then if (longtrading and not shorttrading) or (longtrading and shorttrading) then if condbuy then if high > breakvaluelong+breakpoint then buy positionsize contract at market tradecounter=tradecounter+1 endif endif endif if (shorttrading and not longtrading) or (longtrading and shorttrading) then if condsell then if low < breakvalueshort-breakpoint then sellshort positionsize contract at market tradecounter=tradecounter+1 endif endif endif endif endif   timeframe (1 hour, updateonclose)   // trailing atr stop on high timeframe once trailingstoptype     = 1    // trailing stop - 0 off, 1 on once trailingstoplong     = 5    // trailing stop atr relative distance once trailingstopshort    = 5    // trailing stop atr relative distance   once atrtrailingperiod    = 14   // atr parameter value once minstop              = 15   // minimum trailing stop distance //---------------------------------------------- atrtrail = averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000 trailingstartl = round(atrtrail*trailingstoplong) trailingstarts = round(atrtrail*trailingstopshort) // if trailingstoptype 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)   // trailing atr stop exits on low timeframe if trailingstoptype then 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 endif   // close to reduce risk in the weekend if closefriday then if onmarket then if (dayofweek=5 and hour=22) then sell at market exitshort at market endif endif endif   // stoploss & profit target set target %profit 2 set stop %loss 3   // display days in market if displaydim then if (not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket))) then dim=0 endif if  not ( dayofweek=1 and hour <= 1) then if onmarket then if openday <> openday[1] then dim = dim + 1 endif endif endif if onmarket and dayofweek=1 and hour=1 then //dim=-1 // shows when position is active on monday first hour endif if onmarket and dim>=maxdim then sell at market exitshort at market endif endif   //graph dim // display days in market //graphonprice newsl coloured(0,0,255,255) as "trailingstop atr"   //graphonprice breakvaluelong+breakpoint coloured(121,141,35,255) as "breakpoint" //graphonprice breakvalueshort-breakpoint coloured(121,141,35,255) as "breakpoint" //graphonprice breakvaluelong coloured(255,0,0,255) as "breakvaluelong" //graphonprice breakvalueshort coloured(255,0,0,255) as "breakvalueshort"   //graph barindex-tradeindex //graph intradaybarindex

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