//************************************************************************
//                 Kama & Sma Trading System DAX mtf
//************************************************************************
//
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars    = 2000
////////////////////////////////////////////////////////////////////////
TIMEFRAME (default)
ONCE nLots         = 1
ONCE LongTrading   = 1                                //1=allowed   0=banned
ONCE ShortTrading  = 1                                //1=allowed   0=banned
//
ONCE TP            = 200                              //200  pips
ONCE SL            = 50                               //50   pips
//
TimeForbidden      = OpenTime < 090000 AND OpenTime > 190000
LongCond           = (Not TimeForbidden) AND LongTrading
ShortCond          = (Not TimeForbidden) AND ShortTrading
//
TIMEFRAME (1 hour, updateonclose)                                             //h1
IF Not OnMarket THEN
BarCount = 0
ELSE
BarCount = BarCount + 1
ENDIF
//------------------------------------------------------------------------------------
//                         Kama & Sma Strategy
//
//https://www.forexstrategiesresources.com/trend-following-forex-strategies/111-kama-strategy/
//
Period     = 2                                              //2        (standard 10)
FastPeriod = 2                                              //standard
SlowPeriod = 30                                             //standard
//
Fastest  = 2 / (FastPeriod + 1)
Slowest  = 2 / (SlowPeriod + 1)
if barindex >= (Period + 1) then
Num   = abs(close-close[Period])
Den   = summation[Period](abs(close-close[1]))
ER    = Num / Den
Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest)
Kama  = (Alpha * Close) + ((1 -Alpha)* Kama[1])
else
Kama  = close
endif
//------------------------------------------------------------------------------------
Sma        = average[22,0](close)                           //22
//------------------------------------------------------------------------------------
a1 = Kama CROSSES OVER  Sma
// --- SHORT
b1 = Kama CROSSES UNDER Sma
////////////////////////////////////////////////////////////////////////
TIMEFRAME (default)                                                           //1 min
ONCE TradeON = 1
IF IntraDayBarIndex = 0 THEN
TradeON = 1
ENDIF
TradeBar = BarCount
IF Not OnMarket AND TradeBar <> TradeBar[1] THEN
TradeON = 1
ENDIF
//************************************************************************
//                           LONG  trades
//************************************************************************
IF a1 AND TradeON AND LongCond THEN
BUY nLots CONTRACT AT MARKET
TradeON = 0
ENDIF
//************************************************************************
//                           SHORT trades
//************************************************************************
IF b1 AND TradeON AND ShortCond THEN
SELLSHORT nLots CONTRACT AT MARKET
TradeON = 0
ENDIF
//
SET TARGET pPROFIT TP
SET STOP   pLOSS   SL
//////////////////////////////////////////////////////////////////////////////////////////////////////////
//                                Trailing Stop
//------------------------------------------------------------------------------------
IF Not OnMarket THEN
TrailStart    = 10          //10     Start trailing profits from this point
BasePerCent   = 0.100       //10.0%  Profit to keep
StepSize      = 6           //6      Pips chunks to increase Percentage
PerCentInc    = 0.100       //10.0%  PerCent increment after each StepSize chunk
RoundTO       = -0.5        //-0.5   rounds to Lower integer,  +0.4 rounds to Higher integer
PriceDistance = 7 * pipsize//8.9    minimun distance from current price
y1            = 0
y2            = 0
ProfitPerCent = BasePerCent
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG
x1 = (close - tradeprice) / pipsize                            //convert price to pips
IF x1 >= TrailStart THEN                                       //go ahead only if N+ pips
Diff1         = abs(TrailStart - x1)
Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc))
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))
y1 = max(x1 * ProfitPerCent, y1)                            //y = % of max profit
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN//SHORT
x2 = (tradeprice - close) / pipsize                            //convert price to pips
IF x2 >= TrailStart THEN                                       //go ahead only if N+ pips
Diff2         = abs(TrailStart - x2)
Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO))
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc))
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))
y2 = max(x2 * ProfitPerCent, y2)                           //y = % of max profit
ENDIF
ENDIF
IF y1 THEN                                        //Place pending STOP order when y>0
SellPrice = Tradeprice + (y1 * pipsize)        //convert pips to price
IF abs(close - SellPrice) > PriceDistance THEN
IF close >= SellPrice THEN
SELL AT SellPrice STOP
ELSE
SELL AT SellPrice LIMIT
ENDIF
ELSE
SELL AT Market
ENDIF
ENDIF
IF y2 THEN                                        //Place pending STOP order when y>0
ExitPrice = Tradeprice - (y2 * pipsize)        //convert pips to price
IF abs(close - ExitPrice) > PriceDistance THEN
IF close <= ExitPrice THEN
EXITSHORT AT ExitPrice STOP
ELSE
EXITSHORT AT ExitPrice LIMIT
ENDIF
ELSE
EXITSHORT AT Market
ENDIF
ENDIF