Hello, Grahal.

Of course I can post the code here and ask if it should be discussed.
If the code meets with a positive response, I wanted to try to have the code recorded in the “library”.

It is a relatively simple strategy, but only short. And this in rising markets. With only a few indicators and easy to understand. Like all trend-following systems, it clearly has problems with sudden changes of direction and in range phases.

The advantage I see especially with regard to the backtestes is that the success is not measured in percent or points, but in the relatively well ascertainable levels of the indicators for the full 4H.

With regard to the “Investical Behavoir” approach, whose discussion I have initiated here, this approach has been incorporated into the code. Therefore I provide the code here 2x.
Once without “Investical Behavoir” and once with “Investical Behavoir” as timebased.

Translated with http://www.DeepL.com/Translator

//-------------------------------------------------------------------------
// STORM ... ShorT On Rising Markets
// 4H Short Repulse
//-------------------------------------------------------------------------


//-------------------------------------------------------------------------
// Dax 1 Euro Mini
// TimeFrame 4H  utc+2 "Berlin-Time"
// Maincode: 4H Short with Repulse-Stop
// created by JohnScher



defparam flatafter = 210000
defparam cumulateorders = false



Once position = 1

c1 = cci [21] (close) >-95
c2 = TR (close) >24
c3 = repulse [3] (close) <0.1



TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
TradingTimeShort = time = 090000 or time = 130000 or time = 170000
 
If TradingDayShort and TradingTimeShort Then
IF c1 and c2 and c3  Then
IF Exponentialaverage [1] (close) < ExponentialAverage [4] (close) THEN
sellshort position CONTRACTS AT MARKET
Endif
Endif
Endif


If repulse [3] (close) >0.1 then
Exitshort at market
Endif

// not tested
// on other major indizes
// with Saisonalpatternmultipler from Pathfinder-Systems
// with some Re-invest-Stategies

// greets JohnScher

//-------------------------------------------------------------------------
// STORM ... ShorT On Rising Markets
// 4H Short Repulse Timebased
//-------------------------------------------------------------------------


//-------------------------------------------------------------------------
// Dax 1 Euro Mini
// TimeFrame 4H, utc+2 "Berlin Time"
// Haupttode: 4H Short with Repulse-Stop Timebased
// created by JohnScher


defparam flatafter = 210000
defparam cumulateorders = false



Once position = 0.1

r = 0.1

c1 = cci [21] (close) >-95
c2 = TR (close) >24
c3 = repulse [3] (close) <r



t1 =  dayofweek = 1 and time = 130000
t2 =  dayofweek = 1 and time = 170000
t3 =  dayofweek = 2 and time = 090000
t4 =  dayofweek = 2 and time = 130000
t5 =  dayofweek = 3 and time = 130000
t6 =  dayofweek = 4 and time = 090000
t7 =  dayofweek = 4 and time = 130000
t8 =  dayofweek = 5 and time = 090000


TradingTimeShort =  t1  or t2 or t3 or t4 or t5 or t6 or t7 or t8

If TradingTimeShort Then
IF c1 and c2 and c3  Then
IF ExponentialAverage [1] (close) < ExponentialAverage [4] (close) THEN
sellshort position CONTRACTS AT MARKET
Endif
Endif
Endif


If repulse [3] (close) >r then
Exitshort at market
Endif

// not tested:
// -on other major indizes
// -with saisonalpatternmultipler from Pathfinder-Systems
// -with some Re-invest-Stategies

// greets JohnScher

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