function tradeOneNightStand() { vars Price = series(price()); vars SMAShort = series(SMA(Price, optimize(10,5,20))); vars SMALong = series(SMA(Price, optimize(40,30,80,5))); Stop = optimize(100,100,500,10) * PIP; var BuyStop = HH(10) + 1*PIP; var SellStop = LL(10) - 1*PIP; if(between(tow(),42355,50005)) { if (SMAShort[0] > SMALong[0] && rising(SMAShort) && rising(SMALong) && NumOpenLong == 0 && NumPendingLong == 0) { Margin = 0.1 * OptimalFLong * Capital * sqrt(1 + ProfitClosed/Capital); enterLong(0,BuyStop); } else if (SMAShort[0] < SMALong[0] && falling(SMAShort) && falling(SMALong) && NumOpenShort == 0 && NumPendingShort == 0) { Margin = 0.1 * OptimalFShort * Capital * sqrt(1 + ProfitClosed/Capital); enterShort(0,SellStop); } } if (dow() != 4 && dow() != 5 && dow() != 6) { exitLong(); exitShort(); } }
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