Şartname

// 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);
}

Yanıtlandı

1
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Derecelendirme
(387)
Projeler
499
23%
Arabuluculuk
60
55% / 25%
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59
12%
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2
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(5)
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4
50%
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4
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3
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118
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44
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20
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4
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0
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0
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0
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5
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