Hi,
Script is below with the logic removed.
The skipped has only appeared whilst demo trading, does not happen on a back test.
/////////////////////
#include<profile.c>
function run()
{
set(PLOTNOW|PARAMETERS|LOGFILE);
// set(TICKS);
NumCores = -1;
// Verbose = 3;
// is = 0 .. oos = 1
int mydate = 2;
switch(mydate)
{
case 0:
//IS DATES
StartDate= 20100101;
EndDate = 20131231;
break;
case 1:
//OOS DATES
StartDate = 20140101;
EndDate = 20180101;
break;
case 2:
//full data
StartDate = 20170101;
// EndDate = 20180701;
break;
}
LookBack = 7200;
BarPeriod = 10;
BarOffset = 0;
// StartWeek = 70000;
// EndWeek = 52200;
Weekend = 3;
assetList("AssetsDarwin");
// Capital = 1000;
// var mysize = Lots = round(7 * sqrt( 1 + (WinTotal-LossTotal)/Capital));
var mysize = Lots = 10;
if(is(INITRUN)) ccyReset();
TimeFrame = 6;
if(week(0) != week(1)) ccyReset();
while(asset(loop("AUD/USD","GBP/USD","USD/CHF","USD/CAD","EUR/USD","NZD/USD","USD/JPY")))
{
vars Prices = series(price());
ccySet(ROC(Prices,1)); // store price change as strength
}
string longAsset = ccyMax();
string shortAsset = ccyMin();
// long atr
asset(longAsset);
var len = 50;
var Lrng[51];
int i, N = 0;
for(i=0; i < (LookBack/6) && N < len; i++)
{
if(hour(i) == hour(0) && minute(i) == minute(0))
{
calc something
N++;
}
}
vars longprice = series(price(),31);
var longtrend = (LowPass(longprice,15) - LowPass(longprice,30))/PIP;
// short atr
asset(shortAsset);
var Srng[51];
int i, N = 0;
for(i=0; i < (LookBack/6) && N < len; i++)
{
if(hour(i) == hour(0) && minute(i) == minute(0))
{
calc something
N++;
}
}
vars shortprice = series(price());
var shorttrend = (LowPass(shortprice,15) - LowPass(shortprice,30))/PIP;
double mySMed = mycalc
double myLMed = mycalc
double percLong = mycalc
double percShort = mycalc ;
var upThreshold = 8;
var downThreshold = 12;
// 10min for entry
TimeFrame = 1;
static double fracHigh = 0;
static double fracLow = 0;
// longs
asset(longAsset);
if (priceHigh(0) > HH(12,1) )
{
fracHigh = priceHigh(0);
// if (NumOpenLong == 0 )
if (NumOpenLong == 0 && percLong >= 0.0010 && longtrend >= upThreshold)
{
algo("1st");
for(current_trades) {if(TradeIsPending) exitTrade(ThisTrade);}
EntryTime = 50;
Stop = percLong;
TakeProfit = myLMed;
enterLong(mysize,-percLong);
// algo("2nd");
// for(current_trades) {if(TradeIsPending) exitTrade(ThisTrade);}
// EntryTime = 50;
// Stop = percLong;
// TakeProfit = percLong;
// Trail = myLMed;
// TrailStep = 50;
// enterLong(mysize,-percLong);
}
}
// shorts
asset(shortAsset);
if (priceLow(0) < LL(12,1) )
{
fracLow = priceLow(0);
if (NumOpenShort == 0 )
if (NumOpenShort == 0 && percShort >= 0.0010 && shorttrend <= downThreshold*-1)
{
algo("1stS");
for(current_trades) {if(TradeIsPending) exitTrade(ThisTrade);}
EntryTime = 50;
Stop = percShort;
TakeProfit = mySMed;
enterShort(mysize,-percShort);
// algo("2ndS");
// for(current_trades) {if(TradeIsPending) exitTrade(ThisTrade);}
// EntryTime = 50;
// Stop = percShort;
// TakeProfit = percShort;
// Trail = mySMed;
// TrailStep = 50;
// enterShort(mysize,-percShort);
}
}
///-------------------
/// Plotting
//PlotBars = -1000;
PlotHeight1 = 700;
PlotHeight2 = 500;
PlotWidth = 1300;
PlotScale = 8;
// if (priceHigh(0) > HH(20,1)) plot("HH", priceHigh(0),DOT,BLUE);
// if (priceLow(0) < LL(20,1)) plot("LL", priceLow(0),DOT,YELLOW);
// ColorEquity = ColorDD = 0;
// plotPriceProfile(20,0); //put these at entries to record and with number of bars and 0 for long and 2 for short
//plotProfitHack(1);
// plotTradeProfile(50);
//plotMAEGraph(10);
//plotMFEGraph(10);
// plotDay(Equity,0);
// plotWeek(Equity,0);
//plotMonth(Equity,0);
// plotYear(Equity,1);
// plot periodic profitability
// static int periodWin;
// static int periodCount;
// if(is(INITRUN)) {periodWin = 0; periodCount =0;}
// periodWin += plotDayProfitHack();
// if(day(0) != day(1)) {periodCount +=1;}
// periodWin += plotWeekProfitHack();
// if(week(0) != week(1)) {periodCount +=1;}
// periodWin += plotMonthProfitHack();
// if(month(0) != month(1)) {periodCount +=1;}
// periodWin += plotQuarterProfitHack();
// if(is(EXITRUN)) printf("nWinning Periods: %d out of %d", periodWin, periodCount);
//printf("nStop: %.4f", (var)Stop);
//if(is(EXITRUN)) watch("Stop", (Stop * Lots * PIPCost/PIP)/(MarginMax+(MAE*1.5)));
print(TO_REPORT,"nTotal Equityttt%.2f nTotal Profit(inc Op)t%.2f nMaxDD/Return(<.60)tt%.2f nMin Equity(Max Margin)t%.2f nReturn/DD > 2ttt%.2f nAverage Loss Perctt%.2f",Balance,ProfitTotal, MAE/ProfitClosed, MarginMax+(MAE*1.5), ProfitClosed/DrawDownMax, (LossTotal/NumLossTotal)/(MarginMax+(MAE*1.5)) );
}
///////////////////////
Obviously the code will not run without the logic of the system. But you can see the the structure.
Thanks in advance.
