ProOrder: error on long only strategy with ATR and RSI

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Posts
02/23/2026 at 8:56 PM #258429 quote

jereco273
Participant

New

Hello , Please I made this code but pro Order do not accept it and I really need help ,
It’s a code only buying position no short.

// ===============================
//       PARAMETRES
// ===============================
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars = 1000

capitalPerTrade = 1000
tradeCount = 0
positionSize = 0

// ===============================
//       VARIABLES
// ===============================
atrValue = 0
emaShort = 0
rsiValue = 0
volumeAvg = 0
vwapValue = 0
atrMultiplier = 0
trailATRMultiplier = 1
currentHour = 0
hourStart1 = 9.5
hourEnd1 = 11.5
hourStart2 = 14
hourEnd2 = 16
maxTradesPerDay = 0
inTradingHours = 0
longCondition = 0
liquidCondition = 0

// ===============================
//       INDICATEURS
// ===============================
atrValue = ATR[14](high, low, close)
emaShort = EMA[9](close)
rsiValue = RSI[14](close)
volumeAvg = SMA[20](volume)
vwapValue = VWAP[0]

// ===============================
//       FILTRE LIQUIDITE
// ===============================
liquidCondition = IFF(volumeAvg >= 500000, 1, 0)

// ===============================
//       HORAIRES US
// ===============================
currentHour = HOUR + MINUTE / 60
inTradingHours = IFF(((currentHour >= hourStart1) AND (currentHour <= hourEnd1)) OR ((currentHour >= hourStart2) AND (currentHour <= hourEnd2)), 1, 0)

// ===============================
//    LIMITE DYNAMIQUE TRADES
// ===============================
IF atrValue < 1 THEN
  maxTradesPerDay = 2
ELSIF atrValue < 2 THEN
  maxTradesPerDay = 3
ELSE
  maxTradesPerDay = 5
ENDIF

// ===============================
//     TAILLE POSITION
// ===============================
positionSize = FLOOR(capitalPerTrade / close)
IF positionSize < 1 THEN
  positionSize = 1
ENDIF

// ===============================
//     CONDITION LONG
// ===============================
longCondition = IFF(close > vwapValue AND low <= vwapValue AND close > open AND close > emaShort AND volume > volumeAvg AND rsiValue < 70 AND liquidCondition AND inTradingHours, 1, 0)

IF longCondition = 1 AND tradeCount < maxTradesPerDay AND NOT ONMARKET THEN
  BUY positionSize SHARES AT MARKET
  tradeCount = tradeCount + 1
ENDIF

// ===============================
//     STOP & TARGET ATR
// ===============================
IF atrValue < 1 THEN
  atrMultiplier = 2
ELSIF atrValue < 2 THEN
  atrMultiplier = 2.5
ELSE
  atrMultiplier = 3
ENDIF

SET STOP atrValue
SET TARGET atrValue * atrMultiplier

// ===============================
//     BREAK EVEN
// ===============================
IF ONMARKET AND (close – ENTRYPRICE) >= (atrValue / 2) THEN
  MODIFY STOP ENTRYPRICE
ENDIF

// ===============================
//     TRAILING STOP
// ===============================
IF ONMARKET AND (close – ENTRYPRICE) >= atrValue THEN
  MODIFY STOP (close – atrValue * trailATRMultiplier)
ENDIF

02/23/2026 at 9:05 PM #258433 quote

Nicolas
Keymaster

Legend

Please next time open a new topic rather than replying to an existing one not linked to your query.

This code is made by AI and needs a lot of recoding. We’ll look at fix it as soon as possible.

02/23/2026 at 9:12 PM #258434 quote

jereco273
Participant

New

Yes , I had written one previously and I ask AI to make it correct but it’s seems with AI it’s still wrong

02/23/2026 at 9:24 PM #258435 quote

jereco273
Participant

New

I waiting for your reply thanks for your help

02/24/2026 at 1:10 AM #258436 quote
Snålänningen
Participant

Average
Try this:
```
// ===============================
//        PARAMETERS
// ===============================
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars = 1000


//PRC Rolling VWAP
//version = 0
//06.03.24
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
///inputs
src = customclose
minBarsInput = 10
stdevMult1 = 1
stdevMult2 = 1.5
stdevMult3 = 2.5
showbands = 1


//////BARS TO CALCULATE VWAP/////////
if gettimeframe < 86400 then
bars = minbarsinput
elsif gettimeframe >= 86400 and gettimeframe < 604800 then
bars = MAX(22,minbarsinput)
elsif gettimeframe = 604800 then
bars = MAX(round(90/5),minbarsinput)
else
bars = MAX(round(252/22),minbarsinput)
endif
//////////////////////////////////////


sumSrcVol = summation[bars](src*volume)
sumVol = summation[bars](volume)
sumSrcSrcVol = summation[bars](pow(src,2)*volume)


rollingvwap = sumSrcVol / SumVol




//TRADING LOGIC


// RESET tradeCount 
IF Day <> Day[1] THEN
tradeCount = 0
ENDIF


capitalPerTrade = 1000


// ===============================
//        INDICATOR
// ===============================
atrValue = AverageTrueRange[14](close)
emaShort = ExponentialAverage[9](close)
rsiValue = RSI[14](close)
volumeAvg = Average[20](volume)
vwapValue = rollingvwap 


// ===============================
//        FILTER & LOGIC
// ===============================
liquidCondition = volumeAvg >= 500000



inTradingHours = (Time >= 093000 AND Time <= 113000) OR (Time >= 140000 AND Time <= 160000)


// Dynamic values
IF atrValue < 1 THEN
maxTradesPerDay = 2
atrMultiplier = 2
ELSIF atrValue < 2 THEN
maxTradesPerDay = 3
atrMultiplier = 2.5
ELSE
maxTradesPerDay = 5
atrMultiplier = 3
ENDIF


// ===============================
//        POSITIONSIZE 
// ===============================
posSize = MAX(1, FLOOR(capitalPerTrade / close))


longCondition = close > vwapValue AND low <= vwapValue and  close > open AND close > emaShort AND volume > volumeAvg AND rsiValue < 70 AND liquidCondition AND inTradingHours


IF longCondition AND tradeCount < maxTradesPerDay AND NOT ONMARKET THEN
BUY posSize SHARES AT MARKET
tradeCount = tradeCount + 1
ENDIF


// ===============================
//        EXIT LOGIC
// ===============================




SET STOP LOSS atrValue
SET TARGET PROFIT (atrValue * atrMultiplier)


// Break Even & Trailing 
IF ONMARKET THEN
// Break Even
IF (close - PositionPrice) >= (atrValue / 2) THEN
SELL AT PositionPrice STOP
ENDIF
    
//  Trailing
IF (close - PositionPrice) >= atrValue THEN
SELL AT (close - atrValue) STOP
ENDIF
ENDIF
```
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ProOrder: error on long only strategy with ATR and RSI

ProOrder: Automated Strategies & Backtesting

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jereco273 @jereco273 Participant

Summary

This topic contains 4 replies,
has 3 voices, and was last updated by Snålänningen
6 months, 3 weeks ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	02/23/2026
Status:	Active
Attachments:	No files