//-------------------------------------------------------------------------
// Hoofd code : BarHunter v3p
//-------------------------------------------------------------------------
//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
//South Africa 40 //24 uur ZAR50 ZAR10
//07.30-16.30 8
//Alle andere tijden 30
//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 = 1000
once enablets = 1 // trailing stop
once enabletsvir = 1 // trailing stop virtual
once displayts = 0 // trailing stop
once holiday = 1
once closebeforeweekend = 0
once closebeforeweekendinloss =0
once securebeforeweekendprofit=0
once entrytype= 1
//entrytype=1 first version with error minimum distance stop
//entrytype=2 entry modified with stop
//entrytype=3 entry modified with market
//entrytype=4 stop distance defnined first entry as entrytype 1
tds= 4// trend detection system off when optimising barnumbers
// separate long/short or go both
once longtrading =1
once shorttrading=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
breakpoint=5
//=========
once limitSLbroker=0
if time >210000 and time<070000 and CurrentDayOfWeek>=0 then
limitSLbroker=12
elsif time>070000 and time<210000 and CurrentDayOfWeek>=0 then
limitSLbroker =10
elsif time>210000 and CurrentDayOfWeek>5 then
limitSLbroker=271
endif
//fixed value 10 for dax (the minimum distance the stop can be place to the current close)
if breakpoint <= limitSLbroker then
if (15-breakpoint)>=0 and (15-breakpoint)<=15 then
once minstopdistance=(15-breakpoint)
else
once minstopdistance = 15
endif
else
once minstopdistance = 0
endif
// main criteria
if intradaybarindex=0 then
tradecounter=0
breakvaluelong=99999
breakvalueshort=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
tradecount = tradecounter < 1 //perhaps 2 if using seperate bars for long & short
//
if entrytype>=1 and entrytype<4 then
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
elsif entrytype=4 then
if longtrading or (longtrading and shorttrading) then
if intradaybarindex=barnumberlong then
breakvaluelong=high
if high-close<minstopdistance then
breakvaluelong=close+minstopdistance
else
breakvaluelong=breakvaluelong
endif
endif
endif
if shorttrading or (longtrading and shorttrading) then
if intradaybarindex=barnumbershort then
breakvalueshort=low
if close-low<minstopdistance then
breakvalueshort=close-minstopdistance
else
breakvalueshort=breakvalueshort
endif
endif
endif
endif
// trend detection
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
bbup=BollingerUp[20](close)
bbdn=BollingerDown[20](close)
bbav=(bbup+bbdn)/2
trendup=bbav>bbav[1]
trenddown=bbav<bbav[1]
else
if tds=3 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=4 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
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
S3 = daylow - 2 * (dayhigh- Pivot)
R3 = dayhigh + 2* (Pivot - daylow)
ecart=4
ecartWP=5
EC= HIGH-low/pointsize
//SP=call"filtre_barhunter"
// entry criteria
if entrytype=1 and tradeday=1 then
// entry criteria
if hour<=21 then
if longtrading then
if intradaybarindex >= barnumberlong then
if trendup and tradecount and (close>pivot or (close <pivot and (pivot-close)/pointsize >ecart)) and (close>weeklypivot or (close <weeklypivot and (weeklypivot-close)/pointsize >ecartWP))and ec>3.9 then
buy 1 contract at breakvaluelong+breakpoint stop
ppf=0
tradecounter=tradecounter+1
endif
endif
endif
if shorttrading then
if intradaybarindex >= barnumbershort then
if trenddown and tradecount and (close<pivot or (close>pivot and (close-pivot)/pointsize >ecart))and (close<weeklypivot or (close>weeklypivot and (close-weeklypivot)/pointsize >ecartWP)) and ec>3.1 then
sellshort 1 contract at breakvalueshort-breakpoint stop
ppf=0
tradecounter=tradecounter+1
endif
endif
endif
endif
elsif entrytype=2 then
if hour<=23 then
if longtrading then
if intradaybarindex >= barnumberlong then
if trendup and tradecount then
if ((breakvaluelong+breakpoint)-close)>=minstopdistance then
buy 1 contract at breakvaluelong+breakpoint stop
tradecounter=tradecounter+1
else
buy 1 contract at close+(minstopdistance+breakpoint) stop
tradecounter=tradecounter+1
endif
endif
endif
endif
if shorttrading then
if intradaybarindex >= barnumbershort then
if trenddown and tradecount then
if (close-(breakvalueshort-breakpoint))>=minstopdistance then
sellshort 1 contract at breakvalueshort-breakpoint stop
tradecounter=tradecounter+1
else
sellshort 1 contract at close-(minstopdistance-breakpoint) stop
tradecounter=tradecounter+1
endif
endif
endif
endif
endif
elsif entrytype=3 then
if hour<=23 then
if longtrading then
if intradaybarindex >= barnumberlong then
if trendup and tradecount then
if high crosses over (breakvaluelong+breakpoint) then
buy 1 contract at market
endif
endif
endif
endif
if shorttrading then
if intradaybarindex >= barnumbershort then
if trenddown and tradecount then
if low crosses under (breakvalueshort-breakpoint) then
sellshort 1 contract at market
tradecounter=tradecounter+1
endif
endif
endif
endif
endif
elsif entrytype=4 then
if hour<=23 then
if longtrading then
if intradaybarindex >= barnumberlong then
if trendup and tradecount then
buy 1 contract at breakvaluelong+breakpoint stop
tradecounter=tradecounter+1
endif
endif
endif
if shorttrading then
if intradaybarindex >= barnumbershort then
if trenddown and tradecount then
sellshort 1 contract at breakvalueshort-breakpoint stop
tradecounter=tradecounter+1
endif
endif
endif
endif
endif
// trailing atr stop
if enablets then
//
once steps=0.05
once minatrdist=3
once atrtrailingperiod = 14 // atr parameter
once minstop = 15 // minimum distance
if barindex=tradeindex then
trailingstoplong = 5 // trailing stop atr distance
trailingstopshort = 5 // trailing stop atr distance
else
if longonmarket then
if newsl>0 then
if trailingstoplong>minatrdist then
if newsl>newsl[1] then
trailingstoplong=trailingstoplong
else
trailingstoplong=trailingstoplong-steps
endif
else
trailingstoplong=minatrdist
endif
endif
endif
if shortonmarket then
if newsl>0 then
if trailingstopshort>minatrdist then
if newsl<newsl[1] then
trailingstopshort=trailingstopshort
else
trailingstopshort=trailingstopshort-steps
endif
else
trailingstopshort=minatrdist
endif
endif
endif
endif
//
atrtrail=averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000
trailingstartl=round(atrtrail*trailingstoplong)
trailingstarts=round(atrtrail*trailingstopshort)
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
//
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
if displayts then
//graphonprice newsl coloured(0,0,255,255) as "trailingstop atr"
endif
endif
// ================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
if displayts then
//graphonprice newsl coloured(0,0,255,255) as "trailingstop atr"
endif
endif
//======================AJOUTER PAR FIFI
PP=positionperf(0)*100
if pp>ppf then
ppf=pp
endif
filtre=call"Forme_bougie"
spread=abs(OPEN-CLOSE)
coeff=spread/highest[200](spread)*100
//=================
// coefficient de la bougie
if longonmarket and barindex-tradeindex>1 AND ppf>0.5 and pp<ppF and coeff<4 and close<positionprice then
sell at market
endif
if longonmarket AND coeff[1]<3 and coeff>80 and close>positionprice then
sell at market
endif
//===============SHORT
if shortonmarket and barindex-tradeindex<3 and pp<ppF and coeff>55 and close>positionprice then
exitshort at market
endif
if shortonmarket and barindex-tradeindex>6 AND ppf>0.1 and pp<ppF and coeff<3 and close>positionprice then
exitshort at market
endif
if shortonmarket AND coeff[1]<6 and coeff>70 and close<positionprice then
exitshort at market
endif
//===================FORME DE BOUGIE
if filtre[1]=-1 and barindex-tradeindex<4 and pp<ppF and longonmarket and close>positionprice then
sell at market
endif
if filtre[1]=-1 and pp>0.7 and pp<ppF and longonmarket and close>positionprice then
sell at market
endif
if filtre=1 and pp>2.5 and pp<PPF and shortonmarket and close<positionprice then
exitshort at market
endif
if filtre[1]=1 and barindex-tradeindex<7 and pp<PPF and shortonmarket and close<positionprice then
exitshort at market
endif
//=====================CROSS POINT DE PIVOT
If longonmarket and close[1] < R3 and high[1]>R3 and open>close and pp>ppF-pp and close>positionprice then
sell at market
endif
if shortonmarket and close[1]>S3 and low[1]<S3 and open<close and pp>ppF-pp and close<positionprice then
exitshort at market
endif
//=======================================
if longonmarket and pp>ppF-pp and close>positionprice and open>close and( (high-open>18)or(open=high and open-close>9)or(open[1]<close[1] and close[1]=high[1] and open[1]>close)) then
sell at market
endif
if shortonmarket and pp>ppF-pp and close<positionprice and open<close and open[1]>close[1] and close[1]=LOW[1] and open[1]<close then
exitshort at market
endif
// test de nombre de bar negative ajouter fifi743
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
//===============AJOUTER FERMETURE DES POSITIONS RSI ET barindex-tradeindex =====
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
//=========================NB bar
for i=0 to 3
if longonmarket and barindex-tradeindex<4 AND COEFF[i]>60 AND COEFF<10 and coeff[i]>coeff and ppf=0 then
sell at market
break
endif
if shortonmarket and barindex-tradeindex<5 AND COEFF[i]>60 AND COEFF<10 and coeff[i]>coeff and ppf=0 then
exitshort at market
endif
next
// =================== FORME DE BOUGIE DOJI ====================
if longonmarket and abs(open-close)<1 and high-close>18 and high[1]<high and close>positionprice then
sell at market
endif
if shortonmarket and abs(open-close)<1 and low[1]<low and close<positionprice then
exitshort at market
endif
//====================PAUL
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+15 then
sell at tradeprice(1)+10 stop
//else
//if hour>=22 then
//sell at market
//endif
endif
endif
if shortonmarket then
if close<positionprice-15 then
exitshort at tradeprice(1)-10 stop
else
if hour>=22 then
exitshort at market
endif
endif
endif
endif
endif
if closebeforeweekendinloss then
if (dayofweek=5 and hour>=22) then
if longonmarket then
if close<positionprice then
sell at market
endif
endif
if shortonmarket then
if close>positionprice then
exitshort at market
endif
endif
endif
endif
//==============================
if CurrentDayOfWeek=1 and time>060000 and time<180000 then
SL=160
elsif CurrentDayOfWeek=2 and time>060000 and time<180000 then
SL=160
elsif CurrentDayOfWeek=3 and time>060000 and time<180000 then
SL=170
elsif CurrentDayOfWeek=4 and time>060000 and time<180000 then
SL=130
elsif CurrentDayOfWeek=5 and time>060000 and time<180000 then
SL=150
elsif time>180000 and time<060000 then
sl=270
endif
SET STOP PLOSS sl
//set stop %loss 2
//set target %profit 3
.
