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Strat_1NightStand.c

@@ -0,0 +1,146 @@
+// #define FULLY_OPTIM	
+// #define STOP_OPTIM	
+// #define SMA_OPTIM	
+// #define SMA_AND_STOP_OPTIM	
+// #define ONLY_REINV_OPTIM
+#define NOT_OPTIM
+
+
+function tradeOneNightStand()	
+    {	
+	#ifdef FULLY_OPTIM
+        vars Price = series(price());	
+        vars SMAShort = series(SMA(Price, optimize(10,5,20)));	
+        vars SMALong = series(SMA(Price, optimize(40,30,80,5)));	
+
+        Stop = optimize(100,100,500,10) * PIP;	
+        var BuyStop = HH(10) + 1*PIP;	
+        var SellStop = LL(10) - 1*PIP;	
+
+        if(between(tow(),42355,50005)) {	// check the time interval around thursday midnight 
+            if (SMAShort[0] > SMALong[0] && rising(SMAShort) && rising(SMALong) && NumOpenLong == 0 && NumPendingLong == 0) {	
+                Margin = 0.1 * OptimalFLong * Capital * sqrt(1 + ProfitClosed/Capital);	
+                enterLong(0,BuyStop);	
+                }	
+            else if (SMAShort[0] < SMALong[0] && falling(SMAShort) && falling(SMALong) && NumOpenShort == 0 && NumPendingShort == 0) {	
+                Margin = 0.1 * OptimalFShort * Capital * sqrt(1 + ProfitClosed/Capital);	
+                enterShort(0,SellStop);	
+                }	
+            }	    
+    #endif
+
+	#ifdef STOP_OPTIM
+        vars Price = series(price());	
+        vars SMAShort = series(SMA(Price, 10));	
+        vars SMALong = series(SMA(Price, 40));	
+
+        Stop = optimize(100,100,500,10) * PIP;	
+        var BuyStop = HH(10) + 1*PIP;	
+        var SellStop = LL(10) - 1*PIP;	
+
+        if(between(tow(),42355,50005)) {	// check the time interval around thursday midnight 
+            if (SMAShort[0] > SMALong[0] && rising(SMAShort) && rising(SMALong) && NumOpenLong == 0 && NumPendingLong == 0) {	
+                enterLong(0,BuyStop);	
+                }	
+            else if (SMAShort[0] < SMALong[0] && falling(SMAShort) && falling(SMALong) && NumOpenShort == 0 && NumPendingShort == 0) {	
+                enterShort(0,SellStop);	
+                }	
+            }	
+    #endif
+
+	#ifdef SMA_OPTIM
+        vars Price = series(price());	
+        vars SMAShort = series(SMA(Price, optimize(10,5,20)));	
+        vars SMALong = series(SMA(Price, optimize(40,30,80,5)));	
+
+        Stop = 100 * PIP;	
+        var BuyStop = HH(10) + 1*PIP;	
+        var SellStop = LL(10) - 1*PIP;	
+
+        if(between(tow(),42355,50005)) {	// check the time interval around thursday midnight 
+            if (SMAShort[0] > SMALong[0] && rising(SMAShort) && rising(SMALong) && NumOpenLong == 0 && NumPendingLong == 0) {	
+                enterLong(0,BuyStop);	
+                }	
+            else if (SMAShort[0] < SMALong[0] && falling(SMAShort) && falling(SMALong) && NumOpenShort == 0 && NumPendingShort == 0) {	
+                enterShort(0,SellStop);	
+                }	
+            }	
+    #endif
+
+	#ifdef SMA_AND_STOP_OPTIM
+        vars Price = series(price());	
+        vars SMAShort = series(SMA(Price, optimize(10,5,20)));	
+        vars SMALong = series(SMA(Price, optimize(40,30,80,5)));	
+
+        Stop = optimize(100,100,500,10) * PIP;	
+        var BuyStop = HH(10) + 1*PIP;	
+        var SellStop = LL(10) - 1*PIP;	
+
+        if(between(tow(),42355,50005)) {	// check the time interval around thursday midnight 
+            if (SMAShort[0] > SMALong[0] && rising(SMAShort) && rising(SMALong) && NumOpenLong == 0 && NumPendingLong == 0) {	
+                enterLong(0,BuyStop);	
+                }	
+            else if (SMAShort[0] < SMALong[0] && falling(SMAShort) && falling(SMALong) && NumOpenShort == 0 && NumPendingShort == 0) {	
+                enterShort(0,SellStop);	
+                }	
+            }	
+    #endif
+
+	#ifdef ONLY_REINV_OPTIM
+        vars Price = series(price());	
+        vars SMAShort = series(SMA(Price, 10));	
+        vars SMALong = series(SMA(Price, 40));	
+
+        Stop = 100 * PIP;	
+        var BuyStop = HH(10) + 1*PIP;	
+        var SellStop = LL(10) - 1*PIP;	
+
+        if(between(tow(),42355,50005)) {	// check the time interval around thursday midnight 
+            if (SMAShort[0] > SMALong[0] && rising(SMAShort) && rising(SMALong) && NumOpenLong == 0 && NumPendingLong == 0) {	
+                Margin = 0.1 * OptimalFLong * Capital * sqrt(1 + ProfitClosed/Capital);	
+                enterLong(0,BuyStop);	
+                }	
+            else if (SMAShort[0] < SMALong[0] && falling(SMAShort) && falling(SMALong) && NumOpenShort == 0 && NumPendingShort == 0) {	
+                Margin = 0.1 * OptimalFShort * Capital * sqrt(1 + ProfitClosed/Capital);	
+                enterShort(0,SellStop);	
+                }	
+            }	    
+    #endif
+
+
+	#ifdef NOT_OPTIM
+        vars Price = series(price());	
+        vars SMAShort = series(SMA(Price, 10));	
+        vars SMALong = series(SMA(Price, 40));	
+
+        Stop = 100 * PIP;	
+        var BuyStop = HH(10) + 1*PIP;	
+        var SellStop = LL(10) - 1*PIP;	
+
+        if(between(tow(),42355,50005)) {	// check the time interval around thursday midnight 
+            if (SMAShort[0] > SMALong[0] && rising(SMAShort) && rising(SMALong) && NumOpenLong == 0 && NumPendingLong == 0) {	
+                enterLong(0,BuyStop);	
+                }	
+            else if (SMAShort[0] < SMALong[0] && falling(SMAShort) && falling(SMALong) && NumOpenShort == 0 && NumPendingShort == 0) {	
+                enterShort(0,SellStop);	
+                }	
+            }	
+    #endif
+
+    if (dow() != 4 && dow() != 5 && dow() != 6)	// exit on Monday morning's open, or Tuesday morning's open, if Monday is a holiday
+        {
+        exitShort();	
+        exitLong();	
+        }	
+}	
+
+function run()	
+    {	
+	set(LOGFILE|PLOTNOW);
+   	// set(PARAMETERS,FACTORS,LOGFILE,PLOTNOW);  // generate and use optimized parameters and factors
+
+    BarPeriod = 15;	
+    // while(asset(loop("EUR/USD","USD/CHF","GBP/USD","USD/JPY")))	
+    asset("USD/CHF");
+    tradeOneNightStand();	
+}	

Strat_BTFD.c

@@ -1,12 +1,15 @@
 function run()
 {
-set(PARAMETERS|TESTNOW|LOGFILE);  // generate and use optimized parameters
+set(TESTNOW|LOGFILE|PLOTNOW); 
+set(PARAMETERS);  // generate and use optimized parameters
 
+BarPeriod = 60;
 TimeFrame = 1;
 
 vars Price = series(price());
 vars Trend = series(LowPass(Price,500)); // Like moving average but faster
-Stop = optimize(4,2,10) * ATR(100);
+Stop = ATR(100);
+// Stop = optimize(4,2,10) * ATR(100);
 
 
 vars MMI_Raw = series(MMI(Price,300)); // Is market trending or not? Market Meanness Index

Strat_BrokerArb.c

@@ -1,4 +1,8 @@
 // Broker arbitrage example ////////////////////////////
+// you can compare currency or CFD prices between broker A and broker B ...
+// ... and enter a long position with the cheaper broker and a short position with the other
+
+// There is special account list and asset list
 
 #define ASSET_A "EURUSD_A"
 #define ASSET_B "EURUSD_B"
@@ -18,24 +22,16 @@ function tick()
 		strdate(HMS,0),1000.*modf(second(),0),PriceA,PriceB);
 
 	asset(ASSET_A);
-	if(NumOpenShort && Difference < 0)
-		exitShort();
-	else if(NumOpenLong && Difference > 0)
-		exitLong();
-	else if(!NumOpenShort && Difference > Threshold)	// go short with the expensive asset
-		enterShort();
-	else if(!NumOpenLong && Difference < -Threshold) // go long with the cheap asset
-		enterLong();
-
+	if(NumOpenShort && Difference < 0) exitShort();
+	else if(NumOpenLong && Difference > 0) exitLong();
+	else if(!NumOpenShort && Difference > Threshold) enterShort(); // go short with the expensive asset
+	else if(!NumOpenLong && Difference < -Threshold) enterLong(); // go long with the cheap asset
+
 	asset(ASSET_B);
-	if(NumOpenShort && Difference > 0)
-		exitShort();
-	else if(NumOpenLong && Difference < 0)
-		exitLong();
-	else if(!NumOpenShort && Difference < -Threshold)
-		enterShort();
-	else if(!NumOpenLong && Difference > Threshold)
-		enterLong();
+	if(NumOpenShort && Difference > 0) exitShort();
+	else if(NumOpenLong && Difference < 0) exitLong();		
+	else if(!NumOpenShort && Difference < -Threshold) enterShort();
+	else if(!NumOpenLong && Difference > Threshold) enterLong();
 }
 
 function run()

Strat_CNTR_with_EquityCurve.c

@@ -0,0 +1,43 @@
+
+function checkEquity() {	
+        vars EquityCurve = series(EquityLong+EquityShort);	//	generate equity curve including phantom trades
+        vars EquityLP = series(LowPass(EquityCurve,10));	
+        if(EquityLP[0] < LowPass(EquityLP,100) && falling(EquityLP)) //	don't trade when the equity curve goes down & and is below its own lowpass filtered value
+                setf(TradeMode,TR_PHANTOM);	//	drawdown -> phantom trades
+        else	
+                resf(TradeMode,TR_PHANTOM);	//	profitable -> normal trades
+		}	
+
+function tradeCounterTrend()
+{
+
+	BarPeriod = 240; 
+// Counter trend trading is affected by market cycles and more sensitive to the bar period than trend trading
+// Bar periods that are in sync with the worldwide markets - such as 4 or 8 hours - ...
+// ... are especially profitable with this type of trading
+
+	LookBack = 500;
+	set(PARAMETERS);
+	StartDate = 2005;
+
+	NumWFOCycles = 10;
+
+	vars Price = series(price());
+	vars Filtered = series(BandPass(Price,optimize(30,20,40),0.5));
+	// BandPass is similar to LowPass + it dampens short cycles => curve with medium-period peaks and valleys
+
+	vars Signal = series(FisherN(Filtered,500)); // Normalisation in order to compare with threshold
+
+	var Threshold = optimize(1,0.5,1.5,0.1);
+
+	checkEquity(); // equity curve trading 
+
+	// buy and sell
+	Stop = optimize(4,2,10) * ATR(100);
+	Trail = 4*ATR(100); // 4 average candles away from the current price
+// Trailing often - not always - improves the profit of a strategy, ...
+// but is almost always better than placing a profit target
+
+	if(crossUnder(Signal,-Threshold)) enterLong(); // price is supposedly close to the bottom of the main cycle
+	else if(crossOver(Signal,Threshold)) enterShort(); // price is closed to peak
+}

Strat_Ehlers_Trend.c

@@ -0,0 +1,24 @@
+function trade_Ehlers()
+{
+// simplier than in the Excel
+
+TimeFrame = 2;
+
+vars Price = series(price());
+vars Smoothed = series(LowPass(Price,optimize(100,50,200,25)));
+vars Trendline = series(HTTrendline(Price));
+vars Trendmode = series(HTTrendMode(Price));
+
+MaxLong = MaxShort = 1;
+
+Stop = optimize(30,3,21,3) * ATR(30);
+
+if(Trendmode == 1) {
+          if(crossOver(Smoothed, Trendline)) enterLong();
+          else if(crossUnder(Smoothed, Trendline)) enterShort();
+                    }
+else if(Trendmode == 0){
+          if(Smoothed[0] > Trendline[0]) enterLong();
+          else if(Smoothed[0] < Trendline[0]) enterShort();
+                    }
+}

Strat_GridTrader.c

@@ -22,20 +22,16 @@ int run()
 	var Price, Grid = 200*PIP; // set grid distance to 200 pips
 	var Close = priceClose();
 
-// place pending trades at 5 grid lines 
-// above and below the current price
+	// place pending trades at 5 grid lines 
+	// above and below the current price
 	for(Price = 0; Price < Close+5*Grid; Price += Grid)
 	{
-// find the lowest grid line
-		if(Price < Close-5*Grid) continue;
-// place not more than 200 trades		
-		if(NumOpenTotal + NumPendingTotal > 200) break;
-// place short trades below the current price
+		if(Price < Close-5*Grid) continue; // find the lowest grid line
+		if(NumOpenTotal + NumPendingTotal > 200) break; // place not more than 200 trades
 		if(Price < Close and !findTrade(Price,Grid,true))
-			enterShort(1,Price,20*Grid,Grid);  		
-// place long trades above the current price
+			enterShort(1,Price,20*Grid,Grid);  // place short trades below the current price		
 		else if(Price > Close and !findTrade(Price,Grid,false))
-			enterLong(1,Price,20*Grid,Grid);
+			enterLong(1,Price,20*Grid,Grid); // place long trades above the current price
 	}
 }
 

Strat_Intraday_2.c

@@ -0,0 +1,16 @@
+void run() {	
+        set(LOGFILE); // could print the hour and lhour to the log for checking
+
+		BarPeriod = 15;
+		StartDate = 2010;
+		EndDate = 2019;
+		asset("USD/JPY");
+
+		int timezone = JST;	
+		if(lhour(timezone) == 10 && minute() == 00) enterShort();
+		if(lhour(timezone) == 12 && minute() == 30) exitShort();
+
+        BarZone = JST;
+        if(hour() == 10 && minute() == 00) enterShort();
+        if(hour() == 12 && minute() == 30) exitShort();
+	}