Navigator kalenderhandelssystem

// ============================================================
// Navigator
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 10 minutes
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = true
DEFPARAM PreloadBars = 10000

// --- Parameters ---
positionSize = 1           // contracts per size unit
shortEntryDay = 1          // trading day of the month that opens the short
longEntryDay = 8           // trading day of the month that opens the long
maxLongContracts = 10      // cap on total contracts held long
maxShortContracts = 10     // cap on total contracts held short
minLongSize = 1            // small long size unit
midLongSize = 5            // medium long size unit
maxLongSize = 10           // full long size unit
maxShortSize = -10         // full short size unit (negative means short)
longStopLossPct = 8.5      // stop on longs, percent
longTakeProfitPct = 3      // target on longs, percent
shortStopLossPct = 3.75    // stop on shorts, percent
shortTakeProfitPct = 1     // target on shorts, percent

// Size units per calendar month. 0 means no trade on that side that month.
longSizeJanuary = 0
shortSizeJanuary = maxShortSize
longSizeFebruary = 0
shortSizeFebruary = maxShortSize
longSizeMarch = maxLongSize
shortSizeMarch = 0
longSizeApril = minLongSize
shortSizeApril = 0
longSizeMay = minLongSize
shortSizeMay = maxShortSize
longSizeJune = minLongSize
shortSizeJune = 0
longSizeJuly = midLongSize
shortSizeJuly = maxShortSize
longSizeAugust = 0
shortSizeAugust = maxShortSize
longSizeSeptember = 0
shortSizeSeptember = maxShortSize
longSizeOctober = midLongSize
shortSizeOctober = maxShortSize
longSizeNovember = midLongSize
shortSizeNovember = maxShortSize
longSizeDecember = midLongSize
shortSizeDecember = maxShortSize

// Stop and target carry over between bars, seeded with the long values.
ONCE stopLossPct = longStopLossPct
ONCE takeProfitPct = longTakeProfitPct
ONCE tradingDayOfMonth = 0

// --- Indicators ---
// First bar of a new calendar day, works on any intraday timeframe.
newDay = 0
IF Date <> Date[1] THEN
  newDay = 1
ENDIF

// Count trading days (Monday to Friday) since the month began.
IF Month <> Month[1] THEN
  tradingDayOfMonth = 0
ENDIF
IF newDay THEN
  IF CurrentDayOfWeek > 0 AND CurrentDayOfWeek < 6 THEN
    tradingDayOfMonth = tradingDayOfMonth + 1
  ENDIF
ENDIF

// Pick this month's size units.
IF CurrentMonth = 1 THEN
  longSizeMultiplier = longSizeJanuary
  shortSizeMultiplier = shortSizeJanuary
ELSIF CurrentMonth = 2 THEN
  longSizeMultiplier = longSizeFebruary
  shortSizeMultiplier = shortSizeFebruary
ELSIF CurrentMonth = 3 THEN
  longSizeMultiplier = longSizeMarch
  shortSizeMultiplier = shortSizeMarch
ELSIF CurrentMonth = 4 THEN
  longSizeMultiplier = longSizeApril
  shortSizeMultiplier = shortSizeApril
ELSIF CurrentMonth = 5 THEN
  longSizeMultiplier = longSizeMay
  shortSizeMultiplier = shortSizeMay
ELSIF CurrentMonth = 6 THEN
  longSizeMultiplier = longSizeJune
  shortSizeMultiplier = shortSizeJune
ELSIF CurrentMonth = 7 THEN
  longSizeMultiplier = longSizeJuly
  shortSizeMultiplier = shortSizeJuly
ELSIF CurrentMonth = 8 THEN
  longSizeMultiplier = longSizeAugust
  shortSizeMultiplier = shortSizeAugust
ELSIF CurrentMonth = 9 THEN
  longSizeMultiplier = longSizeSeptember
  shortSizeMultiplier = shortSizeSeptember
ELSIF CurrentMonth = 10 THEN
  longSizeMultiplier = longSizeOctober
  shortSizeMultiplier = shortSizeOctober
ELSIF CurrentMonth = 11 THEN
  longSizeMultiplier = longSizeNovember
  shortSizeMultiplier = shortSizeNovember
ELSIF CurrentMonth = 12 THEN
  longSizeMultiplier = longSizeDecember
  shortSizeMultiplier = shortSizeDecember
ENDIF

// Go full size when the long entry day falls on a Monday or Tuesday.
IF tradingDayOfMonth = longEntryDay AND (CurrentDayOfWeek = 1 OR CurrentDayOfWeek = 2) THEN
  longSizeMultiplier = maxLongSize
ENDIF

openProfitPips = (((close - PositionPrice) * PointValue) * CountOfPosition) / PipSize