Discussing the strategy VECTORIAL DAX (M5)
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Here you have the code with english comments:
//————————————————————————-
// Main code : DAX_15M_VECTORIAL_LIVE
//————————————————————————-
// M15
// SPREAD 3
// Optimize date – FEB 2024DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 50000// Variables for trading time
ONCE zz = 36.0
ONCE dd = 64.0
ONCE bb = 41.0
ONCE xx = 8.0
CtimeA = time >= 080000 and time <= 220000
CtimeB = time >= 080000 and time <= 220000
ONCE BarLong = 350 // Closes long position after this number of bars
ONCE BarShort = 350 // Closes short position after this number of bars// Position size
ONCE PositionSizeLong = 0.5 // Size of long position
ONCE PositionSizeShort = 1 // Size of short position// Strategy – Vector calculation of angle
ONCE PeriodeA = xx // Period for exponential moving average (increase for more stability) (short-term trend)
ONCE nbChandelierA = zz // Number of bars for angle calculation (increase to smooth out the calculation)MMA = Exponentialaverage[PeriodeA](close)
ADJASUROPPO = (MMA – MMA[nbChandelierA] * pipsize) / nbChandelierA
ANGLE = (ATAN(ADJASUROPPO)) // Angle calculationCondBuy1 = ANGLE >= 20 // Buy condition based on angle
CondSell1 = ANGLE <= -45 // Sell condition based on angle// Vector calculation of slope and its moving average
ONCE PeriodeB = dd // Period for exponential moving average of slope (increase to capture longer trends)
ONCE nbChandelierB = bb // Number of bars for slope calculation (increase to smooth out the calculation)lag = 6 // Signal delay (increase to delay the signal)
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB – MMB[nbChandelierB] * pipsize) / nbChandelierB
trigger = Exponentialaverage[PeriodeB + lag](pente)CondBuy2 = (pente > trigger) AND (pente < 0) // Buy condition based on slope
CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1) // Sell condition based on slope// Entry conditions for positions
CONDBUY = CondBuy1 and CondBuy2 and CTimeA // Buy conditions
CONDSELL = CondSell1 and CondSell2 and CtimeB // Sell conditions// Long position
IF CONDBUY THEN
buy PositionSizeLong contract at market
SET TARGET %PROFIT 5.0 // Profit target in percentage
ENDIF// Short position
IF CONDSELL THEN
Sellshort PositionSizeShort contract at market
SET TARGET %PROFIT 1.5 // Profit target in percentage
ENDIF// Variables for trailing stop
ONCE trailingStopType = 1 // Trailing stop – 0 OFF, 1 ON
ONCE trailingstoplong = 10 // Trailing stop for long position (increase to protect profits)
ONCE trailingstopshort = 7 // Trailing stop for short position (increase to protect profits)
ONCE atrtrailingperiod = 30 // Period for ATR (adjust for market volatility)
ONCE minstop = 0.8 // Minimum distance for trailing stop (increase for larger distance)// Trailing stop logic
atrtrail = AverageTrueRange[atrtrailingperiod]((close / 10) * pipsize) / 1000
trailingstartl = round(atrtrail * trailingstoplong)
trailingstartS = round(atrtrail * trailingstopshort)
if trailingStopType = 1 THEN
TGL = trailingstartl
TGS = trailingstartS
if not onmarket then
MAXPRICE = 0
MINPRICE = close
PREZZOUSCITA = 0
ENDIF
if longonmarket then
MAXPRICE = MAX(MAXPRICE, close)
if MAXPRICE – tradeprice(1) >= TGL * pointsize then
if MAXPRICE – tradeprice(1) >= minstop then
PREZZOUSCITA = MAXPRICE – TGL * pointsize
ELSE
PREZZOUSCITA = MAXPRICE – minstop * pointsize
ENDIF
ENDIF
ENDIF
if shortonmarket then
MINPRICE = MIN(MINPRICE, close)
if tradeprice(1) – MINPRICE >= TGS * pointsize then
if tradeprice(1) – MINPRICE >= minstop then
PREZZOUSCITA = MINPRICE + TGS * pointsize
ELSE
PREZZOUSCITA = MINPRICE + minstop * pointsize
ENDIF
ENDIF
ENDIF
if onmarket and PREZZOUSCITA > 0 then
EXITSHORT AT PREZZOUSCITA STOP
SELL AT PREZZOUSCITA STOP
ENDIF
ENDIF// Exit zombie trade
IF POSITIONPERF < 0 THEN
IF shortOnMarket AND BARINDEX – TRADEINDEX(1) >= barshort THEN
EXITSHORT AT MARKET
ENDIF
ENDIFIF POSITIONPERF < 0 THEN
IF LongOnMarket AND BARINDEX – TRADEINDEX(1) >= barlong THEN
SELL AT MARKET
ENDIF
ENDIF1 user thanked author for this post.
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