Trading system Mini dax Timeframe 5 min

• 08/24/2016 at 10:39 AM #12157
  Henry

  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

  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

  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

   

  

  Henry

  Participant

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  08/24/2016 at 2:01 PM #12162
  Pascal Heilemann

  Post hat sich erledigt. sorry…

   

  

  Pascal Heilemann

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  01/05/2017 at 7:52 PM #19962
  stevesteve

  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

  

  stevesteve

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  01/05/2017 at 8:04 PM #19963
  Nicolas

  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.

  

  Nicolas

  Keymaster

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  01/05/2017 at 8:15 PM #19966
  stevesteve

  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

  

  stevesteve

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