defparam cumulateorders = true
defparam preloadbars    = 10000

once tradetype         = 1 // [1]long/short [2]long [3]short
once reenter           = 1 // [1]on [0]off (off ignores positionperftype/value below)
once positionperftype  = 0 // [0]loss/gain [1]loss [2]gain
once positionperfvalue = 0.1 // % (0 or higher)

once stochasticrsi = 1

once sll = 1.6  // stoploss long
once sls = 1.8  // stoploss short

once ptl = undefined  // profit target long
once pts = undefined  // profit target short

once overnightposition  = 1
once weekendposition    = 1

// money management
MM = 0 // = 0 for optimization
if MM = 0 then
positionsize=1 //
ENDIF

if MM = 1 then

ENDIF
ENDIF

if overnightposition=1 and weekendposition=1 then
ctime = (time>=14000 and time=<240000 or time>=000000 and time<3500) and not (time>=120000 and time<130000 or time>=50000 and time<60000)
elsif overnightposition=0 then
ctime = (time>=044500 and time<220000) //and not (time>=153000 and time<163300)
elsif overnightposition=1 and weekendposition=0 then
ctime = ((dayofweek<5 and time>=044500 and time<230000) or (dayofweek=5 and time>=044500 and time<220000)) //and not (time>=153000 and time<163300)
endif

once periodea      = 33  //14
once nbchandeliera = 14 //20
once periodeb      = 32 //29
once nbchandelierb = 48 //41

mma = exponentialaverage[periodea](close)
adjasuroppo = (mma-mma[nbchandeliera]*pipsize) / nbchandeliera
angle = (atan(adjasuroppo))

mmb = exponentialaverage[periodeb](close)
pente = (mmb-mmb[nbchandelierb]*pipsize) / nbchandelierb
trigger = exponentialaverage[periodeb](pente)

cb1 = angle >= 34
cs1 = angle <= -28

cb2 = (pente crosses over  trigger) and (pente >-6 and pente < 1)
cs2 = (pente crosses under trigger) and (pente >-11 and pente < 9)

//entrees en position
condbuy  = cb1 and cb2 //and low<>dlow(0) //and close<>low
condsell = cs1 and cs2 //and high<>dhigh(0) //and close<>high

//stochastic rsi | indicator
if stochasticrsi then
lengthrsi   = 11 // 2 rsi period
lengthstoch = 2 // 6 stochastic period
smoothk     = 4 // 4 smooth signal of stochastic rsi
smoothd     = 10 // 8 smooth signal of smoothed stochastic rsi
myrsi  = rsi[lengthrsi](totalprice)
minrsi = lowest[lengthstoch](myrsi)
maxrsi = highest[lengthstoch](myrsi)
stochrsi = (myrsi-minrsi) / (maxrsi-minrsi)
k = average[smoothk](stochrsi)*100
d = average[smoothd](k)
c13 = k>d
c14 = k<d
condbuy = condbuy  and c13
condsell= condsell and c14
else
c13=c13
c14=c14
endif

// entry criteria
if ctime  then
if (tradetype=1 or tradetype=2) then
if condbuy and not longonmarket then
buy positionsize contract at market
if tradetype=1 then
set stop %loss sll
set target %profit ptl
elsif tradetype=2 then
set stop %loss sll
set target %profit ptl
endif
endif
endif
if (tradetype=1 or tradetype=3) then
if condsell and not shortonmarket then
sellshort positionsize contract at market
if tradetype=1 then
set stop %loss sls
set target %profit pts
elsif tradetype=3 then
set stop %loss sls
set target %profit pts
endif
endif
endif
if reenter then
if positionperftype=1 then
positionperformance=positionperf(0)*100<-positionperfvalue
elsif positionperftype=2 then
positionperformance=positionperf(0)*100>positionperfvalue
else
positionperformance=((positionperf(0)*100)<-positionperfvalue or (positionperf(0)*100)>positionperfvalue)
endif
if (tradetype=1 or tradetype=2) then
if condbuy and longonmarket and positionperformance then
sell at market
endif
if condbuy[1] and not longonmarket then
buy positionsize contract at market
if tradetype=1 then
set stop %loss sll
set target %profit ptl
elsif tradetype=2 then
set stop %loss sll
set target %profit ptl
endif
endif
endif
if (tradetype=1 or tradetype=3) then
if condsell and shortonmarket and positionperformance then
exitshort at market
endif
if condsell[1] and not shortonmarket then
sellshort positionsize contract at market
if tradetype=1 then
set stop %loss sls
set target %profit pts
elsif tradetype=3 then
set stop %loss sls
set target %profit pts
endif
endif
endif
endif
else
if longonmarket and condsell then
//sell at market
endif
if shortonmarket and condbuy then
//exitshort at market
endif
endif

// break even stop
once enablebe = 1

if enablebe then
once besg = 0.89//0.25   //% break even stop gain
once besl = -0.001//0.75  //% break even stop level (+ or -)
if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
benewsl=0
endif
if longonmarket then
if high-tradeprice(1)>=((tradeprice(1)/100)*besg)*pointsize then
benewsl=tradeprice(1)+((tradeprice(1)/100)*besl)*pointsize
endif
endif
if shortonmarket then
if tradeprice(1)-low>=((tradeprice(1)/100)*besg)*pointsize then
benewsl=tradeprice(1)-((tradeprice(1)/100)*besl)*pointsize
endif
endif
if barindex-tradeindex>1 then
if longonmarket then
if benewsl>0 then
sell at benewsl stop
endif
if benewsl>0 then
if low crosses under benewsl then
sell at market
endif
endif
endif
if shortonmarket then
if benewsl>0 then
exitshort at benewsl stop
endif
if benewsl>0 then
if high crosses over benewsl then
exitshort at market
endif
endif
endif
endif
endif

// trailing atr stop
once trailingstoptype1     = 1      // trailing stop - 0 off, 1 on

if trailingstoptype1 then
once tsincrements = 0.11         // set to 0 to ignore tsincrements
once tsminatrdist = 1

once tsatrperiod    = 9         // ts atr parameter
once tsminstop      = 20         // ts minimum stop distance

once tssensitivity        = 1    // [0]close;[1]high/low
if barindex=tradeindex then
trailingstoplong     = 10      // ts atr distance
trailingstopshort    = 8      // ts atr distance
else
if longonmarket then
if tsnewsl>0 then
if trailingstoplong>tsminatrdist then
if tsnewsl>tsnewsl[1] then
trailingstoplong=trailingstoplong
else
trailingstoplong=trailingstoplong-tsincrements
endif
else
trailingstoplong=tsminatrdist
endif
endif
endif
if shortonmarket then
if tsnewsl>0 then
if trailingstopshort>tsminatrdist then
if tsnewsl<tsnewsl[1] then
trailingstopshort=trailingstopshort
else
trailingstopshort=trailingstopshort-tsincrements
endif
else
trailingstopshort=tsminatrdist
endif
endif
endif
endif
tsatr=averagetruerange[tsatrperiod]((close/10)*pipsize)/1000
//tsatr=averagetruerange[tsatrperiod]((close/1)*pipsize) // (forex)
tgl=round(tsatr*trailingstoplong)
tgs=round(tsatr*trailingstopshort)
if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
tsmaxprice=0
tsminprice=close
tsnewsl=0
endif
if tssensitivity then
tssensitivitylong=high
tssensitivityshort=low
else
tssensitivitylong=close
tssensitivityshort=close
endif
if longonmarket then
tsmaxprice=max(tsmaxprice,tssensitivitylong)
if tsmaxprice-tradeprice(1)>=tgl*pointsize then
if tsmaxprice-tradeprice(1)>=tsminstop then
tsnewsl=tsmaxprice-tgl*pointsize
else
tsnewsl=tsmaxprice-tsminstop*pointsize
endif
endif
endif
if shortonmarket then
tsminprice=min(tsminprice,tssensitivityshort)
if tradeprice(1)-tsminprice>=tgs*pointsize then
if tradeprice(1)-tsminprice>=tsminstop then
tsnewsl=tsminprice+tgs*pointsize
else
tsnewsl=tsminprice+tsminstop*pointsize
endif
endif
endif
if barindex-tradeindex>1 then
if longonmarket then
if tsnewsl>0 then
sell at tsnewsl stop
endif
if tsnewsl>0 then
if low crosses under tsnewsl then
sell at market
endif
endif
endif
if shortonmarket then
if tsnewsl>0 then
exitshort at tsnewsl stop
endif
if tsnewsl>0 then
if high crosses over tsnewsl then
exitshort at market
endif
endif
endif
endif
endif

// trailing stop percentage
once trailingstoptype2=1

if trailingstoptype2 then
once trailingpercent = 1
once steppercent     = (trailingpercent/10)*1
if onmarket then
trailingstart = tradeprice(1)*(trailingpercent/100)
trailingstep = tradeprice(1)*(steppercent/100)
endif
if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
newsl=0
endif
if longonmarket then
if newsl=0 and high-tradeprice(1)>=trailingstart then
newsl = tradeprice(1)+trailingstep
endif
if newsl>0 and high-newsl>trailingstep then
newsl = newsl+trailingstep
endif
endif
if shortonmarket then
if newsl=0 and tradeprice(1)-low>=trailingstart then
newsl = tradeprice(1)-trailingstep
endif
if newsl>0 and newsl-low>trailingstep then
newsl = newsl-trailingstep
endif
endif
if barindex-tradeindex>1 then
if longonmarket then
if newsl>0 then
sell at newsl stop
endif
if newsl>0 then
if low crosses under newsl then
sell at market
endif
endif
endif
if shortonmarket then
if newsl>0 then
exitshort at newsl stop
endif
if newsl>0 then
if high crosses over newsl then
exitshort at market
endif
endif
endif
endif
endif

// market resilience
once mr=1

if mr then
starttime = 0       // 08h00 Pré Market EU (Cac, Dax, Footsie, ect...)
endtime   = 140000  // 09h00 Ouverture session européenne
if intradaybarindex = 0 then
hh = 0
ll = 0
endif

if time >= starttime and time < endtime then
if high > hh then
hh = high
endif
if low < ll or ll = 0 then
ll = low
endif
endif

fib38 = hh
fib0  = ll

fibobull200 = (fib38-fib0)*2.19+fib0
fibobull162 = (fib38-fib0)*1.59+fib0
fibobull124 = (fib38-fib0)*0.73+fib0
fibobull100 = (fib38-fib0)*0.07+fib38
fibobull76 = (fib38-fib0)+fib38
fibobull62 = (fib38-fib0)*1.87+fib0

fibobear62 = (fib0-fib38)*0.29+fib0
fibobear76 = (fib0-fib38)+fib0
fibobear100 = (fib0-fib38)*0.45+fib0
fibobear124 = (fib0-fib38)*0.99+fib0
fibobear162 = (fib0-fib38)*0.67+fib0
fibobear200 = (fib0-fib38)*0.08+fib0

fibobull200=fibobull200
fibobull162=fibobull162
fibobull124=fibobull124
fibobull100=fibobull100
fibobull76=fibobull76
fibobull62=fibobull62

fibobear62=fibobear62
fibobear76=fibobear76
fibobear100=fibobear100
fibobear124=fibobear124
fibobear162=fibobear162
fibobear200=fibobear200

if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
flag1=0
flag2=0
flag3=0
flag4=0
flag5=0
flag6=0
flag7=0
flag8=0
flag9=0
flag10=0
flag11=0
flag12=0
endif

if time>=0 then
if longonmarket then
if close crosses over fibobull62 then
flag1=1
endif
if flag1=1 then
if close crosses under (ll+fibobull62)/2 then
sell at market
endif
endif

if close crosses over fibobull76 then
flag2=1
endif
if flag2=1 then
if close crosses under (hh+fibobull76)/2 then
sell at market
endif
endif

if close crosses over fibobull100 then
flag3=1
endif
if flag3=1 then
if close crosses under (fibobull62+fibobull100)/2 then
sell at market
endif
endif

if close crosses over fibobull124 then
flag4=1
endif
if flag4=1 then
if close crosses under (fibobull76+fibobull124)/2 then
sell at market
endif
endif

if close crosses over fibobull162 then
flag5=1
endif
if flag5=1 then
if close crosses under (fibobull100+fibobull162)/2 then
sell at market
endif
endif

if close crosses over fibobull200 then
flag6=1
endif
if flag6=1 then
if close crosses under (fibobull124+fibobull200)/2 then
sell at market
endif
endif

endif
if shortonmarket then
if close crosses under fibobear62 then
flag7=1
endif
if flag7=1 then
if close crosses over (hh+fibobear62)/2 then
exitshort at market
endif
endif

if close crosses under fibobear76 then
flag8=1
endif
if flag8=1 then
if close crosses over (ll+fibobear76)/2 then
exitshort at market
endif
endif

if close crosses under fibobear100 then
flag9=1
endif
if flag9=1 then
if close crosses over (fibobear62+fibobear100)/2 then
exitshort at market
endif
endif

if close crosses under fibobear124 then
flag10=1
endif
if flag10=1 then
if close crosses over (fibobear76+fibobear124)/2 then
exitshort at market
endif
endif

if close crosses under fibobear162 then
flag11=1
endif
if flag11=1 then
if close crosses over (fibobear100+fibobear162)/2 then
exitshort at market
endif
endif

if close crosses under fibobear200 then
flag12=1
endif
if flag12=1 then
if close crosses over (fibobear124+fibobear200)/2 then
exitshort at market
endif
endif
endif
endif
endif

// display days in market
once displaydim   =0  // displays the number of days in market (activated graph)
once maxdim       =99 // maximum days in market
if displaydim then
if not onmarket then
dim=0
else
if onmarket and not onmarket[1] or (longonmarket and shortonmarket[1]) or (shortonmarket and longonmarket[1]) then
dim=1
endif
endif
if not opendayofweek=0 then
if onmarket then
if openday <> openday[1] then
dim = dim + 1
endif
endif
endif
if onmarket and dim>=maxdim then
sell at market
exitshort at market
endif
//graph dim // display days in market
endif

if not overnightposition then
if time>=215400 then
sell at market
exitshort at market
endif
endif

if not weekendposition then
if (dayofweek=5 and time>=215400) then
exitshort at market
sell at market
endif

Hi Robertogozzi

This is the code and running in Hong Kong instrument with HK time.

It is based on Vectorial strategy and only adjusted the figures for HK.  I have also ran in DJI, DAX, no such issue.

Sometimes, I used the strategy “Mother of Dragon” in Japan and Singapore instruments, also have this issue.

Thanks.