ZiBoll Indicator system

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  • #120744 quote
    robertogozzi
    Moderator
    Master

    I made an MTF version for DAX €1, 5 minutes and added Nicolas’trailing stop code, trading hours, target profit  and removed FlatBefore and FlatAfter:

    //                       _ZiBoll DAX mtf
    //
    // https://www.prorealcode.com/topic/ziboll-indicator/#post-120704
    //
    defparam CumulateOrders = false
    TIMEFRAME(4 hour,updateonclose)                                              //4h
    TradingTime = OpenTime >= 090000 AND OpenTime <= 210000   //09:00 - 21:00
    p = 11                                                    //11
    s = 0.3                                                   //0.3
    // Computes the basic moving average from the low and from the high
    BollMALow = WeightedAverage[p](Low)
    BollMAHigh= Weightedaverage[p](High)
    // Computes the Standard Deviation (You can also take fx for colculate the "StdSTD[20](close)")
    //Compute the Special Bollinger Bands.
    //Instead of two times the STDDEV we calculate 0.5 times the STDDEV , and subtract it from the LowMA
    //For the upper value we take 0.5 times the STDDEV and add it to the HighMA
    BupH = BollMaHigh + (s * STD[p](high)) //Boll+
    BdnL = BollMALow - (s * STD[p](low))//Boll-
    //Compare the results with the close of each candle
    //Lower than the close its -1
    //Higher than the close its +1
    //Between the two values equals the previous values
    if close < BdnL then
    ZHL=-1
    elsif close> Buph then
    ZHL=1
    else
    ZHL=ZHL[1]
    endif
    //First check the trend by means of the regressionslope
    zbsl=sin(LinearRegressionSlope[p](bdnl)+LinearRegressionSlope[p](buph))/2
    //The Boolean value of ZHL
    if zbsl > 0 then
    if ZHL crosses over 0and TradingTime  then
    buy 1 contract at market
    endif
    elsif zbsl < 0 then
    if zhl crosses under 0 and TradingTime then
    sellshort 1 contract at market
    endif
    endif
    if longonmarket then
    if zhl crosses under 0 then
    sell at market
    endif
    elsif shortonmarket then
    if zhl > 0 then
    exitshort at market
    endif
    endif
    // Stops en targets
    set target pprofit 60   //60
    set stop   ploss   23   //23
    //
    TIMEFRAME(default)                                                           //5 min
    //************************************************************************
    //trailing stop function
    trailingstart = 20      //20  trailing will start @trailinstart points profit
    trailingstep  = 26      //26  trailing step to move the "stoploss"
     
    //reset the stoploss value
    IF NOT ONMARKET THEN
    newSL=0
    ENDIF
    //manage long positions
    IF LONGONMARKET THEN
    //first move (breakeven)
    IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN
    newSL = tradeprice(1)+trailingstep*pipsize
    ENDIF
    //next moves
    IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN
    newSL = newSL+trailingstep*pipsize
    ENDIF
    ENDIF
    //manage short positions
    IF SHORTONMARKET THEN
    //first move (breakeven)
    IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN
    newSL = tradeprice(1)-trailingstep*pipsize
    ENDIF
    //next moves
    IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN
    newSL = newSL-trailingstep*pipsize
    ENDIF
    ENDIF
    //stop order to exit the positions
    IF newSL>0 THEN
    SELL      AT newSL STOP
    EXITSHORT AT newSL STOP
    ENDIF
    //************************************************************************
    Pic1-1.jpg Pic1-1.jpg Pic2-1.jpg Pic2-1.jpg ZiBoll-DAX-mtf.itf
    #120754 quote
    GraHal
    Participant
    Master

    I did a 5 min version also on the DJI, I thought I had posted results last night, but either I flicked to another screen before it got sent fully or the site was doing it’s security wiping of Logins?

    All I did was optimise the 2 variables as below, so it may not be as predictable as Roberto DAX M5 version.

    p= 6 //11
    s= 1.7 //0.5
    Zigo-3.jpg Zigo-3.jpg Zigo-4.jpg Zigo-4.jpg
    #120758 quote
    Zigo
    Participant
    Master

    ok

    #120769 quote
    Nicolas
    Keymaster
    Master

    Done.

    GraHal thanked this post
    #120771 quote
    Zigo
    Participant
    Master

    Thank You Nicolas!

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ZiBoll Indicator system


ProOrder: Automated Strategies & Backtesting

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Zigo @zigo Participant
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This topic contains 19 replies,
has 4 voices, and was last updated by Zigo
6 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/20/2020
Status: Active
Attachments: 16 files
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