A request that was addressed to ProRealTime:
– Underlying: DAX Mini Future
– Time: 5 minute candle
– CLOSE: closing price of the 5-minute-candle
– HIGH: highest price 8:00:00 to 8:59:59 PM
– LOW: lowest price 8:00:00 to 8:59:59 PM
– OPEN RANGE: difference between HIGH and LOW
– TRIGGER LONG: HIGH + 10 points
– TRIGGER SHORT: LOW -10 points
Time filter:
– Time Filter 1: If OPEN RANGE> 30, then earliest entry at 9:05 PM (Open 14th candle)
– Time Filter 2: If OPEN RANGE <= 30, then earliest entry at 9:10 PM (Open 15th candle)
– Time Filter 3: last possible entry at 9:25 pm (Open 18th candle)
ENTRY LONG:
– ENTRY LONG: If CLOSE >= TRIGGER LONG, then BUY 5 MINI DAX Market
– Initial Stop Long: If the price falls 25 points below ENTRY LONG, then SELL 5 MINI DAX Market
Target limits:
– ENTRY LONG + 20 points: SELL 1 Mini DAX + Stop = ENTRY LONG
– ENTRY LONG + 40 points: SELL 1 Mini DAX
– ENTRY LONG + 60 points: SELL 1 Mini DAX
– When at 11:30 contracts are still open, the rest would be closed to OPEN at 11:30 Candle
ENTRY SHORT:
– ENTRY SHORT: If CLOSE <= TRIGGER SHORT, then SELL 5 MINI DAX Market
– Initial Stop Short: If the price goes up 25 points on ENTRY SHORT, then BUY 5 MINI DAX Market
Target limits:
– ENTRY SHORT – 20 points: BUY 1 Mini DAX + Stop = ENTRY SHORT
– ENTRY SHORT – 40 points: BUY 1 Mini DAX
– ENTRY SHORT – 60 points: BUY 1 Mini DAX
– When at 11:30 contracts are still open, the rest would be closed to OPEN at 11:30 Candle
Suggestion for an anwser:
defparam flatafter=113000
if time =080000 or intradaybarindex=0 then
tradethisday=1
myhigh=high
mylow=low
elsif time <080000 and time <= 090000 then
myhigh=max(high,myhigh)
mylow=min(low,mylow)
else
OPENRANGE=myhigh-mylow
TRIGGERLONG=myhigh+10*pointsize
TRIGGERSHORT=mylow-10*pointsize
endif
if OPENRANGE> 30 then
starttime=090500
else
starttime=091000
endif
if barindex=tradeindex then
tradethisday=0
endif
if time >= starttime and time <=092500 and tradethisday then
If not longonmarket and close > TRIGGERLONG then
buy 5 shares at market
set stop ploss 25
sell 1 share at close+20*pointsize limit
sell 1 share at close+40*pointsize limit
sell 1 share at close+60*pointsize limit
elsif not shortonmarket and close < TRIGGERSHORT then
sellshort 5 shares at market
set stop ploss 25
exitshort 1 share at close-20*pointsize limit
exitshort 1 share at close-40*pointsize limit
exitshort 1 share at close-60*pointsize limit
endif
endif
if longonmarket then
if countoflongshares=5 then
sell 1 share at tradeprice+20*pointsize limit
sell 1 share at tradeprice+40*pointsize limit
sell 1 share at tradeprice+60*pointsize limit
elsif countoflongshares=4 then
sell 1 share at tradeprice(2)+40*pointsize limit
sell 1 share at tradeprice(2)+60*pointsize limit
sell at tradeprice(2) stop
elsif countoflongshares=3 then
sell 1 share at tradeprice(3)+60*pointsize limit
sell at tradeprice(3) stop
elsif countoflongshares=2 then
sell at tradeprice(4) stop
endif
elsif shortonmarket then
if countofshortshares=5 then
exitshort 1 share at tradeprice-20*pointsize limit
exitshort 1 share at tradeprice-40*pointsize limit
exitshort 1 share at tradeprice-60*pointsize limit
elsif countofshortshares=4 then
exitshort 1 share at tradeprice(2)-40*pointsize limit
exitshort 1 share at tradeprice(2)-60*pointsize limit
exitshort at tradeprice(2) stop
elsif countofshortshares=3 then
exitshort 1 share at tradeprice(3)-60*pointsize limit
exitshort at tradeprice(3) stop
elsif countofshortshares=2 then
exitshort at tradeprice(4) stop
endif
endif
Post hat sich erledigt. sorry…
Hello,
I try this to get it in the automatic trading but i get a error.
ex: SELL 3 SHARES AT MARKET. Ex: SELL AT MARKET EXITSHORT AT 1,5 LIMIT.
Do you know what i must do?
Thank you.
Regards Steve
I believe you have tried to launch it in real time trading (with ProOrder)? The problem is this strategy can only be traded with paper trading since it uses partial close of positions, which is still not possible.
Oke thank you.
Yes i have try id in the automatic trading.
Unfortunate its not working maybe later.
Thank you and good evening.
Regards Steve
