Code: Select all
// http://www.TradersXchange.com
// Just select features from the Template
// that you need for your strategy
// delete the ones you do not need.
[ IntraBarOrderGeneration = False ];
// True = Enables Entries or Exits
// on every Tick during the bar
// Much more complex coding
// If using IOG then Backtesting
// must have Look Inside Bar Testing
// activated to be approximately accurate
[ BaseCurrency = Account ];
// Can ONLY be put on Forex Symbol
// Give an error on non Forex symbols
// Forces account currency to be
// the default for reports, etc.
//[ SameTickOpt = True ];
// Can ONLY be put on Indicators
// Forces a change in price by one tick
// before TS will process code
//[ InfiniteLoopDetect = False ];
// Forces Loop Detection OFF
[ LegacyColorValue = True ];
// True = Old EL Colors as default
// False = New RGB Colors as default
Inputs:
SMAFLength(18),
SMASLength(34),
StartTime(945),
EndTime(1145),
LTrailingTicks(0),
STrailingTicks(0);
Variables:
//{ Setup Variables For Inputs }
vSMAFLength(0),
vSMASLength(0),
vStartTime(0),
vEndTime(0),
vLTrailingTicks(0),
vSTrailingTicks(0),
Price ( "" ),
Decimals( 0 ),
{ Daily NetProfits }
vNetProfit(0),
vDailyNetProfit(0),
{ Calculation Variables }
IntraBarPersist SMAFast(0),
IntraBarPersist SMASlow(0),
{ Trade High & Low }
IntraBarPersist TLHigh(0),
IntraBarPersist TLLow(0),
{ Daily High, Low, Open & Close when using IntraDay Charts }
IntraBarPersist PriorDayHigh(0),
IntraBarPersist PriorDayLow(0),
IntraBarPersist PriorDayOpen(0),
IntraBarPersist PriorDayClose(0),
IntraBarPersist TodayOpen(0),
IntraBarPersist TodayHigh(0),
IntraBarPersist TodayLow(0),
{ Weekly High & Weekly Low when using IntraDay Charts }
IntraBarPersist WeekHigh(0),
IntraBarPersist WeekLow(0),
{ Monthly High & Monthly Low when using IntraDay Charts }
IntraBarPersist MonthHigh(0),
IntraBarPersist MonthLow(0),
{ TS Variables }
IntraBarPersist MP(0), // MarketPosition
IntraBarPersist MP1(0), // Prior Tick MarketPosition
IntraBarPersist PP(0), // PositionProfit
IntraBarPersist BSE(0), // BarsSinceEntry
IntraBarPersist BarsLastExit(0),
IntraBarPersist CC(0), // CurrentContracts
IntraBarPersist CC1(0), // Prior Tick CurrentContracts
IntraBarPersist PPPC(0), // PositionProfit Per Contract
IntraBarPersist PPPE(0), // PositionProfit Per Entry
IntraBarPersist CE(0), // CurrentEntries
IntraBarPersist EP(0), // EntryPrice
IntraBarPersist AEP(0), // Average Entry Price
IntraBarPersist vBarNumber(0), // BarNumber
IntraBarPersist LastBar(False), // LastBarOnChart
IntraBarPersist vCategory(0), // Category
IntraBarPersist VCurrentBar(0),
IntraBarPersist CE(0), // CurrentEntries
IntraBarPersist PPTotal(0), // PositionProfit Total
OneTick(0),
vBarType(0),
vBarInterval(0);
//{ ++++++++++++++++++++++++++++++ }
//{ +++++++ CurrentBar = 1 +++++++ }
//{ ++++++++++++++++++++++++++++++ }
If CurrentBar = 1 then
begin
// Place code here you want processed ONLY on the First Bar of the Chart
//{ Category Setup }
vCategory=Category;
//{ Decimal Place SetUp by Goose }
Price = NumToStr( MinMove/PriceScale, 10 ) ;
for Value2 = 1 to 12
begin
if RightStr( Price, 1 ) = "0" then
Price = LeftStr( Price, StrLen( Price ) - 1 )
else
Value2 = 12 ; // stop loop when zero not found
end ;
Decimals = StrLen(Price) -2 ; // subtract 2 for decimals
{ One Tick }
OneTick = MinMove / PriceScale;
//{ Order Entry Routing SetUp For Stocks }
If vCategory = 2 then SetRouteName("ARCX");
//{ BarType - // 0=tick 1=IntraDay 2=Daily 3=Weekly 4=Monthly }
vBarType=BarType;
vBarInterval=BarInterval;
//{ Store Inputs into Variables - reduced CPU load }
vSMAFLength = SMAFLength;
vSMASLength = SMASLength;
vStartTime = StartTime;
vEndTime = EndTime;
vLTrailingTicks = LTrailingTicks;
vSTrailingTicks = STrailingTicks;
end;
//{ +++++++++++++++++++++++++++++++ }
//{ ++++ TS Variables +++ }
//{ +++++++++++++++++++++++++++++++ }
//{ Get TS Variables - use commands one time only to reduce CPU load}
LastBar = LastBarOnChart;
MP1 = MP; // Prior Tick MarketPosition
MP = MarketPosition;
EP = EntryPrice;
AEP= AvgEntryPrice;
PP = PositionProfit;
CC1 = CC; // Prior Tick CurrentContracts
CC = CurrentContracts;
CE = CurrentEntries;
If CurrentBar = 1 then
vBarNumber = 1
else
vBarNumber = vBarNumber[1] + 1;
{ TICK level BarsSinceEntry WorkAround }
// TS BarsSinceEntry Command is
// Inaccurate with Stop & Reverse Entries
// or Scaling In Trades
// This workaround is always correct
If (MP <> 0 and MP1 = 0) // This tick in a Trade & Prior tick was Flat
or (MP = 1 and MP1 = -1) // This tick in a LONG Trade & Prior tick was SHORT Trade
or (MP = -1 and MP1 = 1) // This tick in a SHORT Trade & Prior tick was LONG Trade
or (CC > CC1) // Another Entry in the same direction
then
BSE = 0
else
If BarStatus(1) = 2 then // Increase BarSinceEntry Counter at End of Bar only
BSE = BSE + 1
else
If MP = 0 and MP1 <> 0 then // This Tick no trade & last tick was in a trade
BSE = -999;
{ or - Bar Level BarsSinceEntry WorkAround }
If (MP <> 0 and MP[1] = 0) // Current Bar in a Trade, Prior Bar Flat
or (MP = 1 and MP[1] = -1) // Current Bar Long, Prior bar Short
or (MP = -1 and MP[1] = 1) // Current Bar Short, Prior bar Long
or CC > CC[1] then // Scaling In Trade
begin
BSE = 0;
end
else
begin
BSE = BSE[1] + 1;
end;
{ BarsSinceExit WorkAround }
// TS BarsSinceExit Command is Inaccurate with Stop & Reverse Entries and Scaling-In Multiple Entries
If MP <> 0 then
begin
BarsLastExit = 0;
end
else
If BarsSinceExit(1) = 0 or (MP = 0 and MP[1] <> 0) then
begin
BarsLastExit = BarsLastExit[1] + 1;
end;
{ BarStatus(1) = 0 WorkAround }
// Code donated by Goose
// To process code on the First Tick of a Bar BarStatus(1) = 0 is problematic
// This workaround provides a reliable solution
[IntrabarOrderGeneration = True]
Variables:
IntrabarPersist Bar_Number( 0 ) ;
if Bar_Number <> CurrentBar then
begin
Bar_Number = CurrentBar ;
// Put code here you want processed on first tick of a bar
end ;
{ Position Profit Per Contract & Per Entry }
If CE > 0 and CC > 0 then
begin
{ PPTotal = PositionProfit Total }
PPTotal = PP;
{ PPPC = PositionProfit Per Contract }
If PPTotal <> 0 then
PPPC = PPTotal / CC;
{ PPPE = PositionProfit Per Entry }
If PPTotal <> 0 then
PPPE = PPTotal / CE;
end;
{ +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ }
{ ++++ IntraDay Calculation of Daily High, Low, Open & Close ++++++ }
{ +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ }
If Date <> Date[1] then
begin
PriorDayClose = Close[1];
PriorDayHigh = TodayHigh;
PriorDayLow = TodayLow;
PriorDayOpen = TodayOpen;
TodayHigh = High;
TodayLow = Low;
TodayOpen = Open;
end
else
begin
TodayHigh = MaxList( High, TodayHigh ) ;
TodayLow = MinList( Low, TodayLow ) ;
end;
{ +++++++++++++++++++++++++++++++++++++++++++++++ }
{ +++++ IntraDay Chart - Weekly High & Low ++++++ }
{ +++++++++++++++++++++++++++++++++++++++++++++++ }
If DayOfWeek( Date ) < DayOfWeek( Date[1] ) then
begin
WeekHigh = High;
WeekLow = Low;
end
else
begin
WeekHigh = MaxList( High, WeekHigh ) ;
WeekLow = MinList( Low, WeekLow ) ;
end;
{ +++++++++++++++++++++++++++++++++++++++++++++++ }
{ +++++ IntraDay Chart - Monthly High & Low ++++++ }
{ +++++++++++++++++++++++++++++++++++++++++++++++ }
If Month(Date) <> Month(Date[1]) then
begin
MonthHigh = High;
MonthLow = Low;
end
else
begin
MonthHigh = MaxList( High, MonthHigh ) ;
MonthLow = MinList( Low, MonthLow ) ;
end;
//{ ++++++++++++++++++++++++++++++++++++++ }
//{ ++++ First Bar of Each New Day ++++++ }
//{ ++++++++++++++++++++++++++++++++++++++ }
If Date <> Date[1] then
begin
// Place code here you want executed on the first bar of each new day
end;
//{ ++++++++++++++++++++++++++++++++++++++++++ }
//{ ++++ First Bar of Each New Session ++++++ }
//{ ++++++++++++++++++++++++++++++++++++++++++ }
If CurrentSession(0) <> CurrentSession(0)[1] then
begin
// Place code here you want executed on First Bar of each New Session
end;
//{ ++++++++++++++++++++++++++++++++++++++ }
//{ ++++ First Bar of Today ONLY ++++++++ }
//{ ++++++++++++++++++++++++++++++++++++++ }
If Date <> Date[1] and Date = CurrentDate then
begin
// Place code here you want executed on First Bar if Today is the Current Date
end;
//{ ++++++++++++++++++++++++++++++++++++++++++ }
//{ ++++ First Bar of Yesterday ONLY ++++++++ }
//{ ++++++++++++++++++++++++++++++++++++++++++ }
If Date <> Date[1] and Date = CurrentDate - 1 then
begin
// Place code here you want executed on First Bar Of Yesterday ONLY
end;
//{ ++++++++++++++++++++++++++++++++++++++++ }
//{ ++++ First Bar of Each New Week +++++++ }
//{ ++++++++++++++++++++++++++++++++++++++++ }
If (( vCategory = 2 and Date <> Date[1] )
or ( vCategory <> 2 and CurrentSession(0) <> CurrentSession(0)[1] ) )
and ( ( vCategory = 2 and DayOfWeek(Date) = 1 )
or ( vCategory <> 2 and DayOfWeek(Date) = 0 ) ) then
begin
// Place code here you want executed of First Bar of each New Week
end;
//{ ++++++++++++++++++++++++++++++++++++++++ }
//{ ++++ First Bar of Each New Month ++++++ }
//{ ++++++++++++++++++++++++++++++++++++++++ }
If Month(Date) <> Month(Date[1]) then
begin
// Place code here you want executed of First Bar of each New Month
end;
{ ++++++++++++++++++++++++++++++++++++++++++++++++++ }
{ ++++++++++ First Bar of MONDAY Only ++++++++++++ }
{ ++++++++++++++++++++++++++++++++++++++++++++++++++ }
// For this example if you wanted to execute code on the first bar of Monday Opening Bar ONLY
// 0 = Sunday, 1=Monday, 2=Tuesday, etc.
If DayOfWeek(Date) = 1 and Date <> Date[1] then
begin
// Put code here to execute on First Bar of every Monday
end;
//{ +++++++++++++++++++++++++++++++++++ }
//{ ++++ New Trade High & Low +++++++ }
//{ +++++++++++++++++++++++++++++++++++ }
If (MP <> 0 and MP[1] = 0) // In Trade This Bar and Prior Bar Was Flat
or (MP = 1 and MP[1] = -1 ) // In SHORT Trade This Bar and Prior Bar was LONG Trade
or (MP = -1 and MP[1] = 1 ) then // In LONG Trade This Bar and Prior Bar was SHORT Trade
begin
{ First Bar of a New Trade }
TLHigh = High;
TLLow = Low;
end
else
{ Still in Trade so Track Trade High & Trade Low }
If MP <> 0 then
begin
TLHigh = MaxList( High, TLHigh ) ;
TLLow = MinList( Low, TLLow ) ;
end
else
{ Flat - Reset Variables }
If MP = 0 then
begin
TLHigh = 0;
TLLow = 9999;
end;
//{ +++++++++++++++++++++++++++++++++++++++ }
//{ ++++++ Calculations Section ++++++++++ }
//{ +++++++++++++++++++++++++++++++++++++++ }
If Barstatus(1) = 2 then
begin
// Place calculations here you only want to run once per bar at the end of each bar
// IntraDay Chart Calculation of Daily NetProfit
// Strategy Code
// Can use this to calculate Daily NetProfit
// One use is to stop trading if hit a given daily Profit Objective or Loss Amount
If Date = CurrentDate and Date <> Date[1] then
begin
vNetProfit = NetProfit;
end
else
If Date = CurrentDate then
begin
{ Calculate Daily NetProfits }
vDailyNetProfit = NetProfit - vNetProfit;
end;
{ Calculations }
SMAFast = Average(Close,vSMAFLength);
SMASlow = Average(Close,vSMASLength);
end;
//{ +++++++++++++++++++++ }
//{ +++ Entries +++++++++ }
//{ +++++++++++++++++++++ }
If Time >= vStartTime and Time < vEndTime then
begin
//{ Order Routing SetUp For Stocks }
If vCategory = 2 then
SetRouteName("ARCX");
//{ LONG Initial Entry }
If SMAFast crosses above SMASlow then
Buy ("L-SMA-X") next bar at market;
//{ SHORT Initial Entry }
If SMASlow crosses under SMASlow then
SellShort ("S-SMA-X") next bar at market;
end; // If BarStatus(1) = 2 then
//{ +++++++++++++ }
//{ ++ Exits ++++ }
//{ +++++++++++++ }
If MP <> 0 then
begin
//{ Order Routing SetUp for Stocks }
If vCategory = 2 then
SetRouteName("ARCX");
// Exits Here
If MP = 1 and Close < TLHigh - (vLTrailingTicks * OneTick) then
Sell ("LX-Trailing") next bar at market;
If MP = -1 and Close > TLLow + (vSTrailingTicks * OneTick) then
BuyToCover ("SX-Trailing") next bar at market;
end;