Strategy TrendImpulse v1

• 05/10/2020 at 1:30 PM #130892
  Vonasi

  What you have posted is not a complete strategy. Where are the buy and sell orders?

  

  Vonasi

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  05/10/2020 at 2:03 PM #130898
  Plaedies

  Hi @vonasi,

  This is the complete code. I’ve managed to get it working by removing SlowLength and FastLength as the error stated the code did not use either variable. Also I’m not sure if i have the UKDSL correct as i’ve removed the US version. Would really appreciate it if someone could just check over that section just to make sure its correct:

  Full UK version

  DEFPARAM CumulateOrders = false DEFPARAM PRELOADBARS = 1000 SL = 200 SlowPipDisplace = 0 FastPipDisplace = 0 length = 200 startingvalue = 50 startingvalue2 = 5 // --------- UK DAY LIGHT SAVINGS MONTHS ---------------- // mar = month = 3 // MONTH START oct = month = 10 // MONTH END IF ( dayofweek >= 0 and mar AND 31-day<7 ) OR ( month > 3 AND month < 10 ) OR ( oct AND 31-day > 6 ) OR (dayofweek = 4 AND oct AND day<31) OR (dayofweek = 3 AND oct AND day+1<31) OR (dayofweek = 2 AND oct AND day+2<31) OR (dayofweek = 1 AND oct AND day+3<31) OR (dayofweek = 0 AND oct AND day+4<31) OR (dayofweek = 5 AND oct AND 31-day<7) THEN UKDLS=1 ELSE UKDLS=0 ENDIF timeok = NOT(time >051500- UKDLS AND time <053000 - UKDLS) AND NOT(time >060000 - UKDLS AND time <070000 - UKDLS) //startingvalue = 15 //5, 100, 10 boxsize increment = 5 //5, 20, 10 maxincrement = 7 //5, 10 limit of no of increments either up or down reps = 3 //1 number of trades to use for analysis //2 maxvalue = 70 //20, 300, 150 //maximum allowed value minvalue = 50 //5, minimum allowed value //startingvalue2 = 55 //5, 100, 50 stop loss increment2 = 3 //5, 10 maxincrement2 = 7 //1, 30 limit of no of increments either up/down //4 reps2 = 3 //1, 2 nos of trades to use for analysis //3 maxvalue2 = 25 //20, 300, 200 maximum allowed value minvalue2 = 5 //5, minimum allowed value heuristicscyclelimit = 2 once heuristicscycle = 0 once heuristicsalgo1 = 1 once heuristicsalgo2 = 0 if heuristicscycle >= heuristicscyclelimit then if heuristicsalgo1 = 1 then heuristicsalgo2 = 1 heuristicsalgo1 = 0 elsif heuristicsalgo2 = 1 then heuristicsalgo1 = 1 heuristicsalgo2 = 0 endif heuristicscycle = 0 else once valuex = startingvalue once valuey = startingvalue2 endif if heuristicsalgo1 = 1 then //heuristics algorithm 1 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise = optimise + 1 endif once valuex = startingvalue once pincpos = 1 //positive increment position once nincpos = 1 //negative increment position once optimise = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode1 = 1 //switches between negative and positive increments //once wincountb = 3 //initialize best win count //graph wincountb coloured (0,0,0) as "wincountb" //once stratavgb = 4353 //initialize best avg strategy profit //graph stratavgb coloured (0,0,0) as "stratavgb" if optimise = reps then wincounta = 0 //initialize current win count stratavga = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i = 1 to reps do if positionperf(i) > 0 then wincounta = wincounta + 1 //increment current wincount endif stratavga = stratavga + (((positionperf(i)*countofposition[i]*close)*-1)*-1) next stratavga = stratavga/reps //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1" //graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2" //graph stratavga*-1 as "stratavga" //once besta = 300 //graph besta coloured (0,0,0) as "besta" if stratavga >= stratavgb then stratavgb = stratavga //update best strategy profit besta = valuex endif //once bestb = 300 //graph bestb coloured (0,0,0) as "bestb" if wincounta >= wincountb then wincountb = wincounta //update best win count bestb = valuex endif if wincounta > wincountb and stratavga > stratavgb then mode1 = 0 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 1 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 1 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 2 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 2 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 endif if nincpos > maxincrement or pincpos > maxincrement then if besta = bestb then valuex = besta else if reps >= 10 then weightedscore = 10 else weightedscore = round((reps/100)*100) endif valuex = round(((besta*(20-weightedscore)) + (bestb*weightedscore))/20) //lower reps = less weight assigned to win% endif nincpos = 1 pincpos = 1 elsif valuex > maxvalue then valuex = maxvalue elsif valuex < minvalue then valuex = minvalue endif optimise = 0 endif // heuristics algorithm 1 end elsif heuristicsalgo2 = 1 then // heuristics algorithm 2 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise2 = optimise2 + 1 endif once valuey = startingvalue2 once pincpos2 = 1 //positive increment position once nincpos2 = 1 //negative increment position once optimise2 = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode2 = 1 //switches between negative and positive increments //once wincountb2 = 3 //initialize best win count //graph wincountb2 coloured (0,0,0) as "wincountb2" //once stratavgb2 = 4353 //initialize best avg strategy profit //graph stratavgb2 coloured (0,0,0) as "stratavgb2" if optimise2 = reps2 then wincounta2 = 0 //initialize current win count stratavga2 = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i2 = 1 to reps2 do if positionperf(i2) > 0 then wincounta2 = wincounta2 + 1 //increment current wincount endif stratavga2 = stratavga2 + (((positionperf(i2)*countofposition[i2]*close)*-1)*-1) next stratavga2 = stratavga2/reps2 //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1-2" //graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2-2" //graph stratavga2*-1 as "stratavga2" //once besta2 = 300 //graph besta2 coloured (0,0,0) as "besta2" if stratavga2 >= stratavgb2 then stratavgb2 = stratavga2 //update best strategy profit besta2 = valuey endif //once bestb2 = 300 //graph bestb2 coloured (0,0,0) as "bestb2" if wincounta2 >= wincountb2 then wincountb2 = wincounta2 //update best win count bestb2 = valuey endif if wincounta2 > wincountb2 and stratavga2 > stratavgb2 then mode2 = 0 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 1 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 1 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 2 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 2 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 endif if nincpos2 > maxincrement2 or pincpos2 > maxincrement2 then if besta2 = bestb2 then valuey = besta2 else if reps2 >= 10 then weightedscore2 = 10 else weightedscore2 = round((reps2/100)*100) endif valuey = round(((besta2*(20-weightedscore2)) + (bestb2*weightedscore2))/20) //lower reps = less weight assigned to win% endif nincpos2 = 1 pincpos2 = 1 elsif valuey > maxvalue2 then valuey = maxvalue2 elsif valuey < minvalue2 then valuey = minvalue2 endif optimise2 = 0 endif // heuristics algorithm 2 end endif //GRAPH valuex //GRAPH valuey timeframe(1 day) volindic = (averagetruerange[5](close)/close)*100 timeframe(5 minute) thigh1 = Highest[valuex](high)+ SlowPipDisplace*pointsize tlow1 = Lowest[valuex](low)- SlowPipDisplace*pointsize thigh2 = Highest[valuey](high)+ FastPipDisplace*pointsize tlow2 = Lowest[valuey](low)- FastPipDisplace*pointsize if barindex>2 then if Close>line1[1] then line1 = tlow1 else line1 = thigh1 endif if Close>line2[1] then line2 = tlow2 else line2 = thigh2 endif endif if (Close[0]<line1[0] and Close[0]<line2[0]) then trend = 1 endif if (Close[0]>line1[0] and Close[0]>line2[0]) then trend = -1 endif if (line1[0]>line2[0] or trend[0] = 1) then trena = 1 endif if (line1[0]<line2[0] or trend[0] = -1) then trena = -1 endif if trena<>trena[1] then if trena=1 then //bear prefecttrend = 2 else //bull prefecttrend = 1 endif endif timeframe(default) bollMA = average[length, 1](close)//50,1 STDDEV = STD[length] bollUP = bollMA + 2 * STDDEV bollDOWN = bollMA - 2 * STDDEV bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN) //====== Enter market - start ===== // LONG side C1 = bollPercent > 60 AND prefecttrend[1] = 2 AND prefecttrend = 1 IF timeok AND Not OnMarket AND C1 AND volindic < 3.5 THEN BUY 1 CONTRACT AT MARKET SET STOP pLOSS SL ENDIF // SHORT side C2 = bollPercent < 40 AND prefecttrend[1] = 1 AND prefecttrend = 2 IF timeok AND Not OnMarket AND C2 AND volindic < 3.5 THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP pLOSS SL ENDIF //====== Enter market - end ===== //====== Exit market - start ===== X1 = prefecttrend[1] = 1 AND prefecttrend = 2 IF LONGONMARKET AND X1 THEN SELL AT MARKET ENDIF X2 = prefecttrend[1] = 2 AND prefecttrend = 1 IF SHORTONMARKET AND X2 THEN EXITSHORT AT MARKET ENDIF // Avoid losing trade not caught by training tradegain = POSITIONPERF * 100 rangelevel = 100* (range)/close gainenough = summation[barindex - tradeindex](tradegain > 0.2) > 1 closefast = gainenough AND rangelevel < 0.5 AND POSITIONPERF * 100 <= 0.1 IF closefast THEN EXITSHORT AT MARKET SELL AT MARKET ENDIF //====== Exit market - end ===== //====== Trailing Stop mechanism - start ===== trailingstart = (0.5 * SL ) / pointsize trailingstep = (0.25 * SL ) / pointsize //resetting variables when no trades are on market if not onmarket then priceexit = 0 endif //case LONG order if longonmarket then //first move (breakeven) IF priceexit=0 AND close-tradeprice(1) >= trailingstart*pointsize THEN priceexit = tradeprice(1) + trailingstep*pointsize ENDIF //next moves IF priceexit>0 THEN P2 = close-priceexit >= trailingstart*pointsize IF P2 THEN priceexit = priceexit + trailingstep*pointsize ENDIF ENDIF endif //case SHORT order if shortonmarket then //first move (breakeven) IF priceexit=0 AND tradeprice(1)-close >= trailingstart*pointsize THEN priceexit = tradeprice(1) - trailingstep*pointsize ENDIF //next moves IF priceexit>0 THEN P2 = priceexit-close >= trailingstart*pointsize IF P2 THEN priceexit = priceexit - trailingstep*pointsize ENDIF ENDIF endif //exit on trailing stop price levels if onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif //====== Trailing Stop mechanism - end =====

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  DEFPARAM CumulateOrders = false DEFPARAM PRELOADBARS = 1000   SL = 200 SlowPipDisplace = 0 FastPipDisplace = 0 length = 200 startingvalue = 50 startingvalue2 = 5   // ---------   UK DAY LIGHT SAVINGS MONTHS      ---------------- // mar = month = 3 // MONTH START oct = month = 10 // MONTH END IF ( dayofweek >= 0 and mar AND 31-day<7 ) OR ( month > 3 AND month < 10 ) OR ( oct AND 31-day > 6 )  OR  (dayofweek = 4 AND oct AND day<31) OR (dayofweek = 3 AND oct AND day+1<31) OR  (dayofweek = 2 AND oct AND day+2<31) OR (dayofweek = 1 AND oct AND day+3<31) OR (dayofweek = 0 AND oct AND day+4<31)  OR (dayofweek = 5 AND oct AND 31-day<7) THEN UKDLS=1 ELSE UKDLS=0 ENDIF     timeok = NOT(time >051500- UKDLS AND time <053000 - UKDLS) AND NOT(time >060000 - UKDLS AND time <070000 - UKDLS)   //startingvalue   = 15 //5, 100, 10 boxsize increment       = 5 //5, 20, 10 maxincrement    = 7 //5, 10 limit of no of increments either up or down reps            = 3  //1 number of trades to use for analysis //2 maxvalue        = 70 //20, 300, 150 //maximum allowed value minvalue        = 50 //5, minimum allowed value   //startingvalue2  = 55 //5, 100, 50 stop loss increment2      = 3 //5, 10 maxincrement2   = 7 //1, 30 limit of no of increments either up/down //4 reps2           = 3  //1, 2 nos of trades to use for analysis //3 maxvalue2       = 25 //20, 300, 200 maximum allowed value minvalue2       = 5 //5, minimum allowed value   heuristicscyclelimit = 2   once heuristicscycle = 0 once heuristicsalgo1 = 1 once heuristicsalgo2 = 0   if heuristicscycle >= heuristicscyclelimit then if heuristicsalgo1 = 1 then heuristicsalgo2 = 1 heuristicsalgo1 = 0 elsif heuristicsalgo2 = 1 then heuristicsalgo1 = 1 heuristicsalgo2 = 0 endif heuristicscycle = 0 else once valuex = startingvalue once valuey = startingvalue2 endif   if heuristicsalgo1 = 1 then   //heuristics algorithm 1 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise = optimise + 1 endif   once valuex  = startingvalue once pincpos = 1 //positive increment position once nincpos = 1 //negative increment position once optimise = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode1 = 1 //switches between negative and positive increments //once wincountb = 3 //initialize best win count //graph wincountb coloured (0,0,0) as "wincountb" //once stratavgb = 4353 //initialize best avg strategy profit //graph stratavgb coloured (0,0,0) as "stratavgb" if optimise = reps then wincounta = 0 //initialize current win count stratavga = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i = 1 to reps do if positionperf(i) > 0 then wincounta = wincounta + 1 //increment current wincount endif stratavga = stratavga + (((positionperf(i)*countofposition[i]*close)*-1)*-1) next stratavga = stratavga/reps //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1" //graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2" //graph stratavga*-1 as "stratavga" //once besta = 300 //graph besta coloured (0,0,0) as "besta" if stratavga >= stratavgb then stratavgb = stratavga //update best strategy profit besta = valuex endif //once bestb = 300 //graph bestb coloured (0,0,0) as "bestb" if wincounta >= wincountb then wincountb = wincounta //update best win count bestb = valuex endif if wincounta > wincountb and stratavga > stratavgb then mode1 = 0 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 1 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 1 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 2 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 2 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 endif if nincpos > maxincrement or pincpos > maxincrement then if besta = bestb then valuex = besta else if reps >= 10 then weightedscore = 10 else weightedscore = round((reps/100)*100) endif valuex = round(((besta*(20-weightedscore)) + (bestb*weightedscore))/20) //lower reps = less weight assigned to win% endif nincpos = 1 pincpos = 1 elsif valuex > maxvalue then valuex = maxvalue elsif valuex < minvalue then valuex = minvalue endif optimise = 0 endif // heuristics algorithm 1 end   elsif heuristicsalgo2 = 1 then   // heuristics algorithm 2 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise2 = optimise2 + 1 endif once valuey = startingvalue2 once pincpos2 = 1 //positive increment position once nincpos2 = 1 //negative increment position once optimise2 = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode2 = 1 //switches between negative and positive increments //once wincountb2 = 3 //initialize best win count //graph wincountb2 coloured (0,0,0) as "wincountb2" //once stratavgb2 = 4353 //initialize best avg strategy profit //graph stratavgb2 coloured (0,0,0) as "stratavgb2" if optimise2 = reps2 then wincounta2 = 0 //initialize current win count stratavga2 = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i2 = 1 to reps2 do if positionperf(i2) > 0 then wincounta2 = wincounta2 + 1 //increment current wincount endif stratavga2 = stratavga2 + (((positionperf(i2)*countofposition[i2]*close)*-1)*-1) next stratavga2 = stratavga2/reps2 //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1-2" //graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2-2" //graph stratavga2*-1 as "stratavga2" //once besta2 = 300 //graph besta2 coloured (0,0,0) as "besta2" if stratavga2 >= stratavgb2 then stratavgb2 = stratavga2 //update best strategy profit besta2 = valuey endif //once bestb2 = 300 //graph bestb2 coloured (0,0,0) as "bestb2" if wincounta2 >= wincountb2 then wincountb2 = wincounta2 //update best win count bestb2 = valuey endif if wincounta2 > wincountb2 and stratavga2 > stratavgb2 then mode2 = 0 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 1 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 1 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 2 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 2 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 endif if nincpos2 > maxincrement2 or pincpos2 > maxincrement2 then if besta2 = bestb2 then valuey = besta2 else if reps2 >= 10 then weightedscore2 = 10 else weightedscore2 = round((reps2/100)*100) endif valuey = round(((besta2*(20-weightedscore2)) + (bestb2*weightedscore2))/20) //lower reps = less weight assigned to win% endif nincpos2 = 1 pincpos2 = 1 elsif valuey > maxvalue2 then valuey = maxvalue2 elsif valuey < minvalue2 then valuey = minvalue2 endif optimise2 = 0 endif // heuristics algorithm 2 end endif   //GRAPH valuex //GRAPH valuey   timeframe(1 day) volindic = (averagetruerange[5](close)/close)*100   timeframe(5 minute) thigh1 = Highest[valuex](high)+ SlowPipDisplace*pointsize tlow1  = Lowest[valuex](low)- SlowPipDisplace*pointsize thigh2 = Highest[valuey](high)+ FastPipDisplace*pointsize tlow2  = Lowest[valuey](low)- FastPipDisplace*pointsize   if barindex>2 then if Close>line1[1] then line1 = tlow1 else line1 = thigh1 endif if Close>line2[1] then line2 = tlow2 else line2 = thigh2 endif endif   if (Close[0]<line1[0] and Close[0]<line2[0]) then trend =  1 endif if (Close[0]>line1[0] and Close[0]>line2[0]) then trend = -1 endif if (line1[0]>line2[0] or trend[0] =  1) then trena =  1 endif if (line1[0]<line2[0] or trend[0] = -1) then trena = -1 endif if trena<>trena[1] then if trena=1 then //bear prefecttrend = 2 else //bull prefecttrend = 1 endif endif   timeframe(default)   bollMA = average[length, 1](close)//50,1 STDDEV = STD[length] bollUP = bollMA + 2 * STDDEV bollDOWN = bollMA - 2 * STDDEV bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN)     //====== Enter market - start =====   //  LONG  side C1 = bollPercent > 60 AND prefecttrend[1] = 2 AND prefecttrend = 1   IF timeok AND Not OnMarket AND C1 AND volindic < 3.5 THEN BUY 1 CONTRACT AT MARKET SET STOP   pLOSS   SL   ENDIF   //  SHORT side C2 = bollPercent < 40 AND prefecttrend[1] = 1 AND prefecttrend = 2   IF timeok AND Not OnMarket AND C2 AND volindic < 3.5 THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP   pLOSS   SL   ENDIF     //====== Enter market - end =====   //====== Exit market - start =====   X1 = prefecttrend[1] = 1 AND prefecttrend = 2 IF LONGONMARKET AND X1 THEN SELL AT MARKET ENDIF     X2 = prefecttrend[1] = 2 AND prefecttrend = 1 IF SHORTONMARKET AND X2 THEN EXITSHORT AT MARKET ENDIF   // Avoid losing trade not caught by training tradegain = POSITIONPERF * 100 rangelevel = 100* (range)/close gainenough = summation[barindex - tradeindex](tradegain > 0.2) > 1 closefast = gainenough AND rangelevel < 0.5 AND POSITIONPERF * 100 <= 0.1   IF closefast THEN EXITSHORT AT MARKET SELL AT MARKET ENDIF     //====== Exit market - end =====   //====== Trailing Stop mechanism - start =====   trailingstart = (0.5 * SL ) / pointsize trailingstep = (0.25 * SL ) / pointsize   //resetting variables when no trades are on market if not onmarket then priceexit = 0 endif   //case LONG order if longonmarket then   //first move (breakeven) IF priceexit=0 AND close-tradeprice(1) >= trailingstart*pointsize THEN priceexit = tradeprice(1) + trailingstep*pointsize ENDIF //next moves IF priceexit>0 THEN   P2 = close-priceexit >= trailingstart*pointsize IF P2 THEN priceexit = priceexit + trailingstep*pointsize ENDIF   ENDIF   endif   //case SHORT order if shortonmarket then   //first move (breakeven) IF priceexit=0 AND tradeprice(1)-close >= trailingstart*pointsize THEN priceexit = tradeprice(1) - trailingstep*pointsize ENDIF //next moves IF priceexit>0 THEN   P2 = priceexit-close >= trailingstart*pointsize IF P2 THEN priceexit = priceexit - trailingstep*pointsize ENDIF   ENDIF   endif   //exit on trailing stop price levels if onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif   //====== Trailing Stop mechanism - end =====

   

  

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  05/10/2020 at 8:30 PM #131023
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  Hi @Yahootew3000

  Could you please explain in simple terms what this section of the code is doing and should the same values be used with the UKDLS code?

  timeok = NOT(time >051500- USDLS AND time <053000 - USDLS) AND NOT(time >060000 - USDLS AND time <070000 - USDLS)

  1	timeok = NOT(time >051500- USDLS AND time <053000 - USDLS) AND NOT(time >060000 - USDLS AND time <070000 - USDLS)

  Best Wishes,

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  05/11/2020 at 10:08 AM #131087
  Plaedies

  Hi Guys,

  On reflection of my last post i’m assuming this piece of software holds off from any trades during 2 periods :

  05:15 – 05:30

  06:00 – 07:00

  As this is considered too much volitility? Would that be correct?

  Best wishes,

  Plaedies

  

  Plaedies

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  05/11/2020 at 10:33 AM #131101
  Yomihou

  Hi Plaedis,

  This section is to avoid high spread period where you add the DLS (-USDLS) when it has to apply.

  Code line 308 : volindic <3.5 is for high volatility

   

   

  

  Yomihou

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  05/11/2020 at 10:36 AM #131104
  Plaedies

  Thanks @Yomihou,

  As I live in the UK I have deleted the USDLS code and instead used the below.. Would that be correct for the Wall Street DJI?

  // --------- UK DAY LIGHT SAVINGS MONTHS ---------------- // mar = month = 3 // MONTH START oct = month = 10 // MONTH END IF ( dayofweek >= 0 and mar AND 31-day<7 ) OR ( month > 3 AND month < 10 ) OR ( oct AND 31-day > 6 ) OR (dayofweek = 4 AND oct AND day<31) OR (dayofweek = 3 AND oct AND day+1<31) OR (dayofweek = 2 AND oct AND day+2<31) OR (dayofweek = 1 AND oct AND day+3<31) OR (dayofweek = 0 AND oct AND day+4<31) OR (dayofweek = 5 AND oct AND 31-day<7) THEN UKDLS=1 ELSE UKDLS=0 ENDIF timeok = NOT(time >051500- UKDLS AND time <053000 - UKDLS) AND NOT(time >060000 - UKDLS AND time <070000 - UKDLS)

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  // ---------   UK DAY LIGHT SAVINGS MONTHS      ---------------- // mar = month = 3 // MONTH START oct = month = 10 // MONTH END IF ( dayofweek >= 0 and mar AND 31-day<7 ) OR ( month > 3 AND month < 10 ) OR ( oct AND 31-day > 6 )  OR  (dayofweek = 4 AND oct AND day<31) OR (dayofweek = 3 AND oct AND day+1<31) OR  (dayofweek = 2 AND oct AND day+2<31) OR (dayofweek = 1 AND oct AND day+3<31) OR (dayofweek = 0 AND oct AND day+4<31)  OR (dayofweek = 5 AND oct AND 31-day<7) THEN UKDLS=1 ELSE UKDLS=0 ENDIF timeok = NOT(time >051500- UKDLS AND time <053000 - UKDLS) AND NOT(time >060000 - UKDLS AND time <070000 - UKDLS)

   

  

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  05/11/2020 at 4:53 PM #131164
  Dow Jones

  Hello All,

  Sorry that I wasn’t available for couple of days. Thank you @Vonasi for helping to answer those question.

  Due to much confusion with the time zone, let me create another version change to new york time zone, it will probably remove the need of conversion of daylight saving.

  

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  05/12/2020 at 7:38 PM #131381
  Dow Jones

  In fact, I realize I should not need to do that. You can actually change the Time Zone from Options -> Platform options -> Time zones & Trading hours -> Display all data in this time zone: <select the UTC+0800>

  You can also prepare it into the ProOrder for demo or live account. Once prepared, it will record the preset UTC+0800. Then you may change back to your original time zone if you wish for other strategies.

  

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  05/12/2020 at 7:47 PM #131383
  Plaedies

  @Yahootew3000

  Great, so should I revert back to the original USDLS code and use the platform to add the UTC+8 ?

  Kind regards,

  Plaedies

  

  Plaedies

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  05/15/2020 at 3:16 AM #131728
  Dow Jones

  Plaedies wrote:

  Great, so should I revert back to the original USDLS code and use the platform to add the UTC+8 ?

  
  @Plaedies, yes, should revert it back.

  

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  05/15/2020 at 7:24 AM #131729
  abro163

  Hi I am also new and having trouble. When trying to automate it says I need to edit the code.  I tried doing as below but it didnt work?

   

  DEFPARAM CumulateOrders = false DEFPARAM PRELOADBARS = 1000 SL = 100 SlowPipDisplace = 0 FastPipDisplace = 0 SlowLength = 15 FastLength = 85 centertrend = 1 length = 27 // --------- US DAY LIGHT SAVINGS MONTHS ---------------- // mar = month = 3 // MONTH START nov = month = 11 // MONTH END IF (month > 3 AND month < 11) OR (mar AND day>14) OR (mar AND day-dayofweek>7) OR (nov AND day<=dayofweek AND day<7) THEN USDLS=010000 ELSE USDLS=0 ENDIF timeok = NOT(time >051500- USDLS AND time <053000 - USDLS) AND NOT(time >060000 - USDLS AND time <070000 - USDLS) timeframe(5 minute) thigh1 = Highest[SlowLength](high)+ SlowPipDisplace*pointsize tlow1 = Lowest[SlowLength](low)- SlowPipDisplace*pointsize thigh2 = Highest[FastLength](high)+ FastPipDisplace*pointsize tlow2 = Lowest[FastLength](low)- FastPipDisplace*pointsize if barindex>2 then if Close>line1[1] then line1 = tlow1 else line1 = thigh1 endif if Close>line2[1] then line2 = tlow2 else line2 = thigh2 endif endif if (Close[0]<line1[0] and Close[0]<line2[0]) then trend = 1 endif if (Close[0]>line1[0] and Close[0]>line2[0]) then trend = -1 endif if (line1[0]>line2[0] or trend[0] = 1) then trena = 1 endif if (line1[0]<line2[0] or trend[0] = -1) then trena = -1 endif if trena<>trena[1] then if trena=1 then //bear prefecttrend = 2 else //bull prefecttrend = 1 endif endif timeframe(default) once bb = src if barindex>length then src = (highest[length](high)+lowest[length](low))/2 rising = src-src[length]>0 falling = src-src[length]<0 aa = rising or falling bb = exponentialaverage[centertrend](aa*src+(1-aa)*bb[1]) //—- if bb>bb[1] then //bull trendimpulse = 1 elsif bb<bb[1] then //bear trendimpulse = 2 endif endif //====== Enter market - start ===== // LONG side C1 = trendimpulse = 1 AND prefecttrend[1] = 2 AND prefecttrend = 1 IF timeok AND Not OnMarket AND C1 THEN BUY 1 CONTRACT AT MARKET SET STOP pLOSS SL ENDIF // SHORT side C2 = trendimpulse = 2 AND prefecttrend[1] = 1 AND prefecttrend = 2 IF timeok AND Not OnMarket AND C2 THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP pLOSS SL ENDIF //====== Enter market - end ===== //====== Exit market - start ===== X1 = prefecttrend[1] = 1 AND prefecttrend = 2 IF LONGONMARKET AND X1 THEN SELL AT MARKET ENDIF X2 = prefecttrend[1] = 2 AND prefecttrend = 1 IF SHORTONMARKET AND X2 THEN EXITSHORT AT MARKET ENDIF //====== Exit market - end =====

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123

  DEFPARAM CumulateOrders = false DEFPARAM PRELOADBARS = 1000   SL = 100 SlowPipDisplace = 0 FastPipDisplace = 0 SlowLength = 15 FastLength = 85 centertrend = 1 length = 27   // --------- US DAY LIGHT SAVINGS MONTHS ---------------- // mar = month = 3 // MONTH START nov = month = 11 // MONTH END IF (month > 3 AND month < 11) OR (mar AND day>14) OR (mar AND day-dayofweek>7) OR (nov AND day<=dayofweek AND day<7) THEN USDLS=010000 ELSE USDLS=0 ENDIF   timeok = NOT(time >051500- USDLS AND time <053000 - USDLS) AND NOT(time >060000 - USDLS AND time <070000 - USDLS)   timeframe(5 minute) thigh1 = Highest[SlowLength](high)+ SlowPipDisplace*pointsize tlow1 = Lowest[SlowLength](low)- SlowPipDisplace*pointsize thigh2 = Highest[FastLength](high)+ FastPipDisplace*pointsize tlow2 = Lowest[FastLength](low)- FastPipDisplace*pointsize   if barindex>2 then if Close>line1[1] then line1 = tlow1 else line1 = thigh1 endif if Close>line2[1] then line2 = tlow2 else line2 = thigh2 endif endif   if (Close[0]<line1[0] and Close[0]<line2[0]) then trend = 1 endif if (Close[0]>line1[0] and Close[0]>line2[0]) then trend = -1 endif if (line1[0]>line2[0] or trend[0] = 1) then trena = 1 endif if (line1[0]<line2[0] or trend[0] = -1) then trena = -1 endif if trena<>trena[1] then if trena=1 then //bear prefecttrend = 2 else //bull prefecttrend = 1 endif endif   timeframe(default)   once bb = src if barindex>length then src = (highest[length](high)+lowest[length](low))/2 rising = src-src[length]>0 falling = src-src[length]<0 aa = rising or falling bb = exponentialaverage[centertrend](aa*src+(1-aa)*bb[1]) //—-   if bb>bb[1] then //bull trendimpulse = 1 elsif bb<bb[1] then //bear trendimpulse = 2 endif   endif     //====== Enter market - start =====   // LONG side C1 = trendimpulse = 1 AND prefecttrend[1] = 2 AND prefecttrend = 1   IF timeok AND Not OnMarket AND C1 THEN BUY 1 CONTRACT AT MARKET SET STOP pLOSS SL   ENDIF   // SHORT side C2 = trendimpulse = 2 AND prefecttrend[1] = 1 AND prefecttrend = 2   IF timeok AND Not OnMarket AND C2 THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP pLOSS SL   ENDIF     //====== Enter market - end =====   //====== Exit market - start =====   X1 = prefecttrend[1] = 1 AND prefecttrend = 2 IF LONGONMARKET AND X1 THEN SELL AT MARKET ENDIF     X2 = prefecttrend[1] = 2 AND prefecttrend = 1 IF SHORTONMARKET AND X2 THEN EXITSHORT AT MARKET ENDIF     //====== Exit market - end =====

   

  

  abro163

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  05/15/2020 at 11:51 AM #131752
  abro163

  Lines 23-62 are in blue in the code editor – like something is wrong?

  

  abro163

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  05/15/2020 at 2:17 PM #131774
  keewee

  @abro163 , the colored “zones” simply shows the Timeframe. Line 23-60 in this case means that the code within those lines are for the 5 minute Timeframe.

  

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  05/16/2020 at 8:21 AM #131853
  abro163

  Thanks keewee 🙂   Anyhow  I figured it out, you have to remove all the variables from the code editor optimization window.

  

  abro163

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  05/26/2020 at 10:25 AM #133285
  Wil

  I’m confused about this part of the code:

  define trena

  if (line1[0]>line2[0] or trend[0] = 1) then trena = 1 endif if (line1[0]<line2[0] or trend[0] = -1) then trena = -1 endif

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  if (line1[0]>line2[0] or trend[0] = 1) then trena = 1 endif if (line1[0]<line2[0] or trend[0] = -1) then trena = -1 endif

  Its logic seem to favor trena=-1 (since it’s only 1 if trend = 1 and line1>=line2). How does this make sense?

  Also, I’m confused by the numbers switching from 1 for bullish to -1 for bullish to 2 for bearish, etc. It would make more sense to just use 1 for bullish and -1 for bearish imho.

  Does anyone else have any comments about the code? Maybe we can improve it together 😉

  

  Wil

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