function run()
{
BarPeriod = 240; // 4 hour bars
// calculate the buy/sell signal
vars Price = series(price());
vars DomPeriod = series(DominantPeriod(Price,30));
var LowPeriod = LowPass(DomPeriod,500);
vars HP = series(HighPass(Price,LowPeriod));
vars Signal = series(Fisher(HP,500));
var Threshold = 1.0;
// buy and sell
Stop = 4*ATR(100);
Trail = 4*ATR(100);
if(crossUnder(Signal,-Threshold))
enterLong();
else if(crossOver(Signal,Threshold))
enterShort();
// plot signals and thresholds
plot("DominantPeriod",LowPeriod,NEW,BLUE);
plot("Signal",Signal[0],NEW,RED);
plot("Threshold1",Threshold,0,BLACK);
plot("Threshold2",-Threshold,0,BLACK);
PlotWidth = 600;
PlotHeight1 = 300;
}
function strategy1()
{
if(random() > 0)
enterLong();
else
enterShort();
}
function run()
{
vars Price = series(price());
vars Trend = series(LowPass(Price,1000));
Stop = 100*PIP;
TakeProfit = 100*PIP;
if(valley(Trend)) {
//plotPriceProfile(50,0);
enterLong();
} else if(peak(Trend)) {
//plotPriceProfile(50,PMINUS);
enterShort();
}
PlotWidth = 1000;
PlotHeight1 = 320;
PlotScale = 4;
//plotDay(Equity,PDIFF);
//plotWeek(Equity,PDIFF);
//plotMonth(Equity,PDIFF);
//plotYear(Equity,PDIFF);
plotTradeProfile(50);
}
function strategy2()
{
Stop = 200*PIP;
TakeProfit = 10*PIP;
if(NumOpenTotal == 0) {
if(random() < 0)
enterShort();
else
enterLong();
}
}
// brute force optimization
function run(){
set(PARAMETERS);
int PeriodsEMA1[4] = { 5, 10, 15, 20 };
int PeriodsEMA2[3] = { 100, 150, 200 }; LookBack = 250;
int Index = optimize(1,1,4*3,1) - 1; int PeriodEMA1 = PeriodsEMA1[Index%4];
int PeriodEMA2 = PeriodsEMA2[Index/4]; vars Price = series(price(0));
vars EMA1 = series(EMA(Price,PeriodEMA1));
vars EMA2 = series(EMA(Price,PeriodEMA2));
if(crossOver(EMA1,EMA2))
enterLong();
else if(crossUnder(EMA1,EMA2))
enterShort();
}
function tradeCounterTrend()
{
TimeFrame = 4;
vars Price = series(price());
vars Filtered = series(BandPass(Price,optimize(30,25,35),0.5));
vars Signal = series(Fisher(Filtered,500));
var Threshold = optimize(1,0.5,1.5,0.1);
Stop = optimize(4,2,10) * ATR(100);
Trail = 4*ATR(100);
if(crossUnder(Signal,-Threshold))
enterLong();
else if(crossOver(Signal,Threshold))
enterShort();
}
function tradeTrend()
{
TimeFrame = 1;
vars Price = series(price());
vars Trend = series(LowPass(Price,optimize(500,300,700)));
Stop = optimize(4,2,10) * ATR(100);
Trail = 0;
vars MMI_Raw = series(MMI(Price,300));
vars MMI_Smooth = series(LowPass(MMI_Raw,500));
if(falling(MMI_Smooth)) {
if(valley(Trend))
enterLong();
else if(peak(Trend))
enterShort();
}
}
// EUR/CHF grid trader main function
int run()
{
BarPeriod = 60;
Hedge = 5; // activate virtual hedging
var Grid = 20*PIP; // set grid distance to 20 pips
var Close = priceClose();
// place pending trades at 5 grid lines above and below the Close
int i;
for(i = Close/Grid - 4; i < Close/Grid + 4; i++)
{
var Price = i*Grid;
// place short trades with profit target below the current price
if(Price < Close && isFree(Price,Grid,true))
enterShort(10,Price,0,Grid);
// place long trades with profit target above the current price
else if(Price > Close && isFree(Price,Grid,false))
enterLong(10,Price,0,Grid);
}
}
function tradeOneNightStand() {
vars Price = series(price());
vars SMA10 = series(SMA(Price, 10));
vars SMA40 = series(SMA(Price, 40));
//Stop = 3 * 90 * PIP;
var BuyStop,SellStop;
BuyStop = HH(10) + 1*PIP;
SellStop = LL(10) - 1*PIP;
if (dow() == 5 && NumOpenLong == 0 && NumPendingLong == 0 && SMA10[0] > SMA40[0])
enterLong(0,BuyStop);
else if (dow() == 5 && NumOpenShort == 0 && NumPendingShort == 0 && SMA10[0] < SMA40[0])
enterShort(0,SellStop);
if (dow() != 5 && dow() != 6 && dow() != 7) {
exitLong();
exitShort();
}
}
