Spécifications
// Setting the initial parameters
double capital = 1000;
double risk = 0.015; // 1.5% stop loss
double take_profit = 0.10;
double lot_size = 0.10;
int max_executions = 6;
// Calculating the Ichimoku indicator
int period1 = 9;
int period2 = 26;
int period3 = 52;
int period4 = 26;
double tenkan_sen[];
double kijun_sen[];
int init()
{
// Calculate the Ichimoku indicator
ArrayResize(tenkan_sen, Bars);
ArrayResize(kijun_sen, Bars);
for (int i = 0; i < Bars; i++)
{
double ichimoku[4];
iIchimoku(Symbol(), 0, period1, period2, period3, period4, PRICE_HIGH, ichimoku);
tenkan_sen[i] = ichimoku[0];
kijun_sen[i] = ichimoku[1];
}
return (0);
}
int start()
{
// Implementing the trading strategy
static int position = 0; // 0 represents no position, 1 represents long position
static int executions = 0; // Number of executions
double stop_loss, take_profit_price;
for (int i = 1; i < Bars; i++)
{
if (tenkan_sen[i - 1] > kijun_sen[i - 1] && tenkan_sen[i] < kijun_sen[i] && position == 0)
{
if (executions < max_executions)
{
position = 1;
executions++;
stop_loss = iClose(Symbol(), 0, i) * (1 - risk);
take_profit_price = iClose(Symbol(), 0, i) * (1 + take_profit);
capital -= lot_size * iClose(Symbol(), 0, i); // Entering the market
}
}
else if (tenkan_sen[i - 1] > kijun_sen[i - 1] && tenkan_sen[i] < kijun_sen[i] && position == 1)
{
position = 0;
executions--;
capital += lot_size * iClose(Symbol(), 0, i); // Exiting the market
}
else if (iClose(Symbol(), 0, i) < stop_loss && position == 1)
{
position = 0;
executions--;
capital += lot_size * stop_loss; // Exiting the market with stop loss
}
else if (iClose(Symbol(), 0, i) > take_profit_price && position == 1)
{
position = 0;
executions--;
capital += lot_size * take_profit_price; // Exiting the market with take profit
}
}
// Print the final capital
Print("Final Capital: $", capital);
return (0);
}
Répondu
1
Évaluation
Projets
481
23%
Arbitrage
58
55%
/
26%
En retard
56
12%
Chargé
2
Évaluation
Projets
4
50%
Arbitrage
4
0%
/
75%
En retard
0
Gratuit
3
Évaluation
Projets
118
17%
Arbitrage
44
23%
/
39%
En retard
20
17%
Gratuit
4
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
5
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
6
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
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