OPEN-SOURCE SCRIPT

Мой скрипт

242
inputs:
window(1),
type(0), // 0: close, 1: high low, 2: fractals up down, 3: new fractals
persistent(False),
exittype(1),
nbars(160),
adxthres(40),
nstop(3000);

vars:
currentSwingLow(0),
currentSwingHigh(0),
trailStructureValid(false),
downFractal(0),
upFractal(0),
breakStructureHigh(0),
breakStructureLow(0),
BoS_H(0),
BoS_L(0),
Regime(0),
Last_BoS_L(0),
Last_BoS_H(0),
PeakfilterX(false);

BoS(window,persistent,type,Bos_H,BoS_L,upFractal,downFractal,breakStructureHigh,breakStructureLow);

//BOS Regime

If BoS_H[1] <> 0 then begin
Regime = 1; // Bullish
Last_BoS_H = BoS_H[1];
end;

If BoS_L[1] <> 0 Then begin
Regime = -1; // Bearish
Last_BoS_L = BoS_L[1];
end;


//Entry Logic: if we are in BoS regime then wait for break swing to entry

if ADX(5) of data2 < adxthres then begin

if time>900 and Regime = 1 and EntriesToday(date)= 0 and Last_BoS_H<upFractal then
begin
if close > upFractal then buy next bar at market;
end;

if time>900 and EntriesToday(date)= 0 and Regime = -1 and Last_BoS_L>downFractal then
begin
if close < downFractal then sellshort next bar at market;
end;
end;

// Exits: nbars or stoploss or at the end of the day
if marketposition <> 0 and barssinceentry >nbars then begin
sell next bar at market;
buytocover next bar at market;
end;

setstoploss(nstop);
setexitonclose;

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