// Pathfinder Trading System based on ProRealTime 10.2
// Breakout system triggered by previous daily high/low crossings with smart position management
// Version 2   - long only
//*******************************************************************************************************
// Instrument: RUT FUTURES, 1D, 0.5 points spread, account size 25.000
// Rating      A
//*******************************************************************************************************
DEFPARAM CUMULATEORDERS = true
DEFPARAM PRELOADBARS    = 10000
//*******************************************************************************************************
periodFirstMA  = 5
periodSecondMA = 10
capital        = 25000
risk           = 5
positionSize   = 20
maxPosSizeLong = 240
//*******************************************************************************************************
periodThirdMA  = 0
periodLongMA   = 0
stopLossLong   = 0
takeProfitLong = 0
maxCandlesLongWithProfit    = 0
maxCandlesLongWithoutProfit = 0
//*******************************************************************************************************
midOfMonth         = 15
IF CurrentMonth    = 1 THEN
// ---- January ----
IF Day <= midOfMonth THEN
saisonalPatternMultiplier = 0    // January1
ELSE
saisonalPatternMultiplier = 0    // January2
ENDIF
ELSIF CurrentMonth = 2 THEN
// ---- February----
periodThirdMA  = 8
periodLongMA   = 65
stopLossLong   = 8
takeProfitLong = 10
maxCandlesLongWithProfit    = 11
maxCandlesLongWithoutProfit = 15
IF Day <= midOfMonth THEN
saisonalPatternMultiplier   = 1  // February1
ELSE
saisonalPatternMultiplier   = 1  // February2
ENDIF
ELSIF CurrentMonth = 3 THEN
// ---- March ----
periodThirdMA  = 5
periodLongMA   = 20
stopLossLong   = 7
takeProfitLong = 10
maxCandlesLongWithProfit    = 10
maxCandlesLongWithoutProfit = 16
IF Day <= midOfMonth THEN
saisonalPatternMultiplier = 2    // March1
ELSE
saisonalPatternMultiplier = 2    // March2
ENDIF
ELSIF CurrentMonth = 4 THEN
// ---- April ----
periodThirdMA  = 4
periodLongMA   = 13
stopLossLong   = 5
takeProfitLong = 4
maxCandlesLongWithProfit    = 12
maxCandlesLongWithoutProfit = 12
IF Day <= midOfMonth THEN
saisonalPatternMultiplier = 1    // April1
ELSE
saisonalPatternMultiplier = 1    // April2
ENDIF
ELSIF CurrentMonth = 5 THEN
// ---- May ----
periodThirdMA  = 9
periodLongMA   = 20
stopLossLong   = 5
takeProfitLong = 5
maxCandlesLongWithProfit    = 14
maxCandlesLongWithoutProfit = 13
IF Day <= midOfMonth THEN
saisonalPatternMultiplier = 3    // May1
ELSE
saisonalPatternMultiplier = 3    // May2
ENDIF
ELSIF CurrentMonth = 6 THEN
// ---- June ----
periodThirdMA  = 2
periodLongMA   = 85
stopLossLong   = 8
takeProfitLong = 9
maxCandlesLongWithProfit    = 12
maxCandlesLongWithoutProfit = 16
IF Day <= midOfMonth THEN           // June1
saisonalPatternMultiplier = 2
ELSE                                // June2
saisonalPatternMultiplier = 3
ENDIF
ELSIF CurrentMonth = 7 THEN
// ---- July ----
IF Day <= midOfMonth THEN           // July1
saisonalPatternMultiplier = 0
ELSE                                // July2
saisonalPatternMultiplier = 0
ENDIF
ELSIF CurrentMonth = 8 THEN
// ---- August ----
IF Day <= midOfMonth THEN           // August1
saisonalPatternMultiplier = 0
ELSE                                // August2
saisonalPatternMultiplier = 0
ENDIF
ELSIF CurrentMonth = 9 THEN
// ---- September ----
IF Day <= midOfMonth THEN           // September1
saisonalPatternMultiplier = 0
ELSE                                // September2
saisonalPatternMultiplier = 0
ENDIF
ELSIF CurrentMonth = 10 THEN
// ---- October ----
periodThirdMA  = 10
periodLongMA   = 80
stopLossLong   = 8
takeProfitLong = 10
maxCandlesLongWithProfit    = 16
maxCandlesLongWithoutProfit = 15
IF Day <= midOfMonth THEN           // October1
saisonalPatternMultiplier = 2
ELSE                                // October2
saisonalPatternMultiplier = 3
ENDIF
ELSIF CurrentMonth = 11 THEN
// ---- November ----
periodThirdMA  = 2
periodLongMA   = 12
stopLossLong   = 7
takeProfitLong = 10
maxCandlesLongWithProfit    = 15
maxCandlesLongWithoutProfit = 15
IF Day <= midOfMonth THEN           // November1
saisonalPatternMultiplier = 0
ELSE                                // November2
saisonalPatternMultiplier = 3
ENDIF
ELSIF CurrentMonth = 12 THEN
// ---- Dezember ----
periodThirdMA  = 2
periodLongMA   = 12
stopLossLong   = 7
takeProfitLong = 10
maxCandlesLongWithProfit    = 15
maxCandlesLongWithoutProfit = 15
IF Day <= midOfMonth THEN           // Dezember1
saisonalPatternMultiplier = 3
ELSE                                // Dezember2
saisonalPatternMultiplier = 0
ENDIF
ENDIF
//*******************************************************************************************************
equity              = capital + StrategyProfit
maxRisk             = round(equity * risk / 100)
maxPositionSizeLong = MAX(maxPosSizeLong, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize))
//*******************************************************************************************************
dailyHigh  = DHigh(1)
dailyLow   = DLow (1)
//*******************************************************************************************************
firstMA    = WilderAverage    [periodFirstMA] (close)
secondMA   = TimeSeriesAverage[periodSecondMA](firstMA)
signalLine = TimeSeriesAverage[periodThirdMA] (secondMA)
//*******************************************************************************************************
//*******************************************************************************************************
f1 = close > Average[periodLongMA](close)
f2 = close < Average[periodLongMA](close)
l  = signalLine CROSSES OVER  dailyHigh
s  = signalLine CROSSES UNDER dailyLow

IF (l AND f2) THEN
IF saisonalPatternMultiplier > 0 THEN
IF (COUNTOFPOSITION + (positionSize * saisonalPatternMultiplier)) <= maxPositionSizeLong THEN
BUY positionSize * saisonalPatternMultiplier CONTRACT AT MARKET
ENDIF
ELSIF saisonalPatternMultiplier <> 0 THEN
IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN
BUY positionSize CONTRACT AT MARKET
ENDIF
ENDIF
stopLoss   = stopLossLong
takeProfit = takeProfitLong
ENDIF

IF  (s AND f1)  THEN
SELL AT MARKET
ENDIF
//*******************************************************************************************************
posProfit     = (((close  - positionprice) * pointvalue) * countofposition) / pipsize
numberCandles = (BarIndex - TradeIndex)
m1            = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit
m2            = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit
IF LONGONMARKET AND (m1 OR m2) THEN
SELL AT MARKET
ENDIF
//*******************************************************************************************************
SET STOP %LOSS     stopLoss
SET TARGET %PROFIT takeProfit
//*******************************************************************************************************