Indicatore Run-Up Drawdown

                                                                                   // Indicatore Run-Up Drawdown //
                                                                            //  Esempio Futures @S Soia Long E Short //

// ==========================================================================================================================================================================================//
//                                                                                          ESEMPIO STRATEGIA SOLO LONG
// ==========================================================================================================================================================================================//

// Apertura posizione long il 1° giorno del mese
if DayOfMonth(Date) = 1 and MarketPosition = 0 then
    buy ("LongStart") next bar at market;

// Chiusura long il 7 del mese
if MarketPosition = 1 and DayOfMonth(Date) = 7 then
    sell ("LongExit") next bar at market;

// ==========================================================================================================================================================================================//
//                                                                                          SOLO LONG
// ==========================================================================================================================================================================================//
// BLOCCO DRAWNDOWN INTEGRATO SOLO LONG "DISATTIVA TK E STOP LOSS PRIMA DI ATTIVARLO E IMPOSTA VALORE PUNTO FUTURES IN: Vars: ContractMultiplier(50)";
// ==========================================================================================================================================================================================//

// Moltiplicatore contratto @S (1 punto = 50$)
Vars: ContractMultiplier(50);                                           // ATTENZIONE METTI QUI IL VALORE DEL PUNTO DELLO STRUMENTO !!! //

// Variabili drawdown
Vars: MyEntryPrice(0), MinPriceDuringTrade(0), MinPriceDate(0), MinPriceTime(0),
      TradeEntryDate(0), TradeEntryTime(0), TradeExitDate(0), TradeExitTime(0), TradeExitPrice(0),
      DrawdownPerc(0), DrawdownDollar(0), SumDrawdownPerc(0), SumDrawdownDollar(0), NumTrades(0);

// ===============================
// REGISTRAZIONE PREZZO D'ENTRATA E MINIMO DURANTE IL TRADE
// ===============================
if MarketPosition = 1 and MyEntryPrice = 0 then begin
    MyEntryPrice = EntryPrice(0);
    MinPriceDuringTrade = MyEntryPrice;
    MinPriceDate = Date;
    MinPriceTime = Time;

    TradeEntryDate = Date;
    TradeEntryTime = Time;
end;

// Aggiorna minimo intratrade
if MarketPosition = 1 then begin
    if Low < MinPriceDuringTrade then begin
        MinPriceDuringTrade = Low;
        MinPriceDate = Date;
        MinPriceTime = Time;
    end;
end;

// ===============================
// CALCOLO DRAWDOWN ALLA CHIUSURA DEL TRADE O FINE BAR
// ===============================
if (MarketPosition(1) = 1 and MarketPosition = 0) or
   (LastBarOnChart and MarketPosition = 1) then
begin
    if MarketPosition = 0 then
        TradeExitPrice = ExitPrice(1)
    else
        TradeExitPrice = Close;

    TradeExitDate = Date;
    TradeExitTime = Time;

    if MyEntryPrice > 0 then begin
        // Drawdown %
        DrawdownPerc = ((MinPriceDuringTrade - MyEntryPrice) / MyEntryPrice) * 100;

        // Drawdown in $ per contratto
        DrawdownDollar = (MinPriceDuringTrade - MyEntryPrice) * ContractMultiplier;

        // accumula somme per media
        SumDrawdownPerc = SumDrawdownPerc + DrawdownPerc;
        SumDrawdownDollar = SumDrawdownDollar + DrawdownDollar;

        NumTrades = NumTrades + 1;

        // stampa dettagli del trade
        Print("Trade ", NumTrades,
              " | Entry Price: ", MyEntryPrice:0:2,
              " | Entry Date: ", TradeEntryDate,
              " | Entry Time: ", TradeEntryTime,
              " | Exit Price: ", TradeExitPrice:0:2,
              " | Exit Date: ", TradeExitDate,
              " | Exit Time: ", TradeExitTime,
              " | Min Price: ", MinPriceDuringTrade:0:2,
              " | Min Date: ", MinPriceDate,
              " | Min Time: ", MinPriceTime,
              " | Drawdown %: ", DrawdownPerc:5:2,
              " | Drawdown $: ", DrawdownDollar:0:2);
    end;

    // reset variabili drawdown per prossimo trade
    MyEntryPrice = 0;
    MinPriceDuringTrade = 0;
    MinPriceDate = 0;
    MinPriceTime = 0;
    TradeEntryDate = 0;
    TradeEntryTime = 0;
    TradeExitDate = 0;
    TradeExitTime = 0;
    TradeExitPrice = 0;
end;

// ===============================
// STAMPA MEDIA FINALE
// ===============================
if LastBarOnChart then
begin
    if NumTrades > 0 then
        Print("Media Drawdown % = ", (SumDrawdownPerc / NumTrades):5:2,
              " | Media Drawdown $ = ", (SumDrawdownDollar / NumTrades):0:2)
    else
        Print("Nessun trade eseguito.");
end;


// ==========================================================================================================================================================================================//
//                                                                                          SOLO LONG
// ==========================================================================================================================================================================================//
// BLOCCO RUN-UP INTEGRATO SOLO LONG "DISATTIVA TK E STOP LOSS PRIMA DI ATTIVARLO E IMPOSTA VALORE PUNTO FUTURES IN: Vars: ContractMultiplier(50)";
// ==========================================================================================================================================================================================//

// Moltiplicatore contratto @S (1 punto = 50$)
{Vars: ContractMultiplier(50);                                          // ATTENZIONE METTI QUI IL VALORE DEL PUNTO DELLO STRUMENTO !!! //

// Variabili run-up
Vars: MyEntryPrice(0), MaxPriceDuringTrade(0), MaxPriceDate(0), MaxPriceTime(0),
      TradeEntryDate(0), TradeEntryTime(0), TradeExitDate(0), TradeExitTime(0), TradeExitPrice(0),
      RunupPerc(0), RunupDollar(0), SumRunupPerc(0), SumRunupDollar(0), NumTrades(0);

// ===============================
// REGISTRAZIONE PREZZO D'ENTRATA E MASSIMO DURANTE IL TRADE
// ===============================
if MarketPosition = 1 and MyEntryPrice = 0 then begin
    MyEntryPrice = EntryPrice(0);
    MaxPriceDuringTrade = MyEntryPrice;
    MaxPriceDate = Date;
    MaxPriceTime = Time;

    TradeEntryDate = Date;
    TradeEntryTime = Time;
end;

// Aggiorna massimo intratrade
if MarketPosition = 1 then begin
    if High > MaxPriceDuringTrade then begin
        MaxPriceDuringTrade = High;
        MaxPriceDate = Date;
        MaxPriceTime = Time;
    end;
end;

// ===============================
// CALCOLO RUN-UP ALLA CHIUSURA DEL TRADE O FINE BAR
// ===============================
if (MarketPosition(1) = 1 and MarketPosition = 0) or
   (LastBarOnChart and MarketPosition = 1) then
begin
    if MarketPosition = 0 then
        TradeExitPrice = ExitPrice(1)
    else
        TradeExitPrice = Close;

    TradeExitDate = Date;
    TradeExitTime = Time;

    if MyEntryPrice > 0 then begin
        // Run-Up %
        RunupPerc = ((MaxPriceDuringTrade - MyEntryPrice) / MyEntryPrice) * 100;

        // Run-Up in $ per contratto
        RunupDollar = (MaxPriceDuringTrade - MyEntryPrice) * ContractMultiplier;

        // accumula somme per media
        SumRunupPerc = SumRunupPerc + RunupPerc;
        SumRunupDollar = SumRunupDollar + RunupDollar;

        NumTrades = NumTrades + 1;

        // stampa dettagli del trade
        Print("Trade ", NumTrades,
              " | Entry Price: ", MyEntryPrice:0:2,
              " | Entry Date: ", TradeEntryDate,
              " | Entry Time: ", TradeEntryTime,
              " | Exit Price: ", TradeExitPrice:0:2,
              " | Exit Date: ", TradeExitDate,
              " | Exit Time: ", TradeExitTime,
              " | Max Price: ", MaxPriceDuringTrade:0:2,
              " | Max Date: ", MaxPriceDate,
              " | Max Time: ", MaxPriceTime,
              " | Run-up %: ", RunupPerc:5:2,
              " | Run-up $: ", RunupDollar:0:2);
    end;

    // reset variabili run-up per prossimo trade
    MyEntryPrice = 0;
    MaxPriceDuringTrade = 0;
    MaxPriceDate = 0;
    MaxPriceTime = 0;
    TradeEntryDate = 0;
    TradeEntryTime = 0;
    TradeExitDate = 0;
    TradeExitTime = 0;
    TradeExitPrice = 0;
end;

// ===============================
// STAMPA MEDIA FINALE
// ===============================
if LastBarOnChart then
begin
    if NumTrades > 0 then
        Print("Media Run-up % = ", (SumRunupPerc / NumTrades):5:2,
              " | Media Run-up $ = ", (SumRunupDollar / NumTrades):0:2)
    else
        Print("Nessun trade eseguito.");
end;      }


// ==========================================================================================================================================================================================//
//                                                                                          ESEMPIO STRATEGIA SOLO SHORT
// ==========================================================================================================================================================================================//

// Apertura posizione short il 1° giorno del mese
if DayOfMonth(Date) = 1 and MarketPosition = 0 then
    sellshort ("ShortStart") next bar at market;

// Chiusura short il 7 del mese
if MarketPosition = -1 and DayOfMonth(Date) = 7 then
    buytocover ("ShortExit") next bar at market;

// ==========================================================================================================================================================================================//
//                                                                                          SOLO SHORT
// ==========================================================================================================================================================================================//
// ==========================================================================================================================================================================================//
// BLOCCO DRAWNDOWN INTEGRATO SOLO SHORT "DISATTIVA TK E STOP LOSS PRIMA DI ATTIVARLO E IMPOSTA VALORE PUNTO FUTURES IN: Vars: ContractMultiplier(50)";
// ==========================================================================================================================================================================================//

// Moltiplicatore contratto @S (1 punto = 50$)
{Vars: ContractMultiplier(50);                                          // ATTENZIONE METTI QUI IL VALORE DEL PUNTO DELLO STRUMENTO !!! //

// Variabili drawdown Short
Vars: MyEntryPriceS(0), MaxPriceDuringTrade(0), MaxPriceDate(0), MaxPriceTime(0),
      TradeEntryDateS(0), TradeEntryTimeS(0), TradeExitDateS(0), TradeExitTimeS(0), TradeExitPriceS(0),
      DrawdownPercS(0), DrawdownDollarS(0), SumDrawdownPercS(0), SumDrawdownDollarS(0), NumTradesS(0);

// ===============================
// REGISTRAZIONE PREZZO D'ENTRATA E MASSIMO DURANTE IL TRADE SHORT
// ===============================
if MarketPosition = -1 and MyEntryPriceS = 0 then begin
    MyEntryPriceS = EntryPrice(0);
    MaxPriceDuringTrade = MyEntryPriceS;
    MaxPriceDate = Date;
    MaxPriceTime = Time;

    TradeEntryDateS = Date;
    TradeEntryTimeS = Time;
end;

// Aggiorna massimo intratrade (short)
if MarketPosition = -1 then begin
    if High > MaxPriceDuringTrade then begin
        MaxPriceDuringTrade = High;
        MaxPriceDate = Date;
        MaxPriceTime = Time;
    end;
end;

// ===============================
// CALCOLO DRAWDOWN ALLA CHIUSURA DEL TRADE O FINE BAR SHORT
// ===============================
if (MarketPosition(1) = -1 and MarketPosition = 0) or
   (LastBarOnChart and MarketPosition = -1) then
begin
    if MarketPosition = 0 then
        TradeExitPriceS = ExitPrice(1)
    else
        TradeExitPriceS = Close;

    TradeExitDateS = Date;
    TradeExitTimeS = Time;

    if MyEntryPriceS > 0 then begin
        // Drawdown % Short
        DrawdownPercS = ((MaxPriceDuringTrade - MyEntryPriceS) / MyEntryPriceS) * 100;

        // Drawdown in $ per contratto Short
        DrawdownDollarS = (MaxPriceDuringTrade - MyEntryPriceS) * ContractMultiplier;

        // accumula somme per media
        SumDrawdownPercS = SumDrawdownPercS + DrawdownPercS;
        SumDrawdownDollarS = SumDrawdownDollarS + DrawdownDollarS;

        NumTradesS = NumTradesS + 1;

        // stampa dettagli trade Short
        Print("Trade ", NumTradesS,
              " | Entry Price: ", MyEntryPriceS:0:2,
              " | Entry Date: ", TradeEntryDateS,
              " | Entry Time: ", TradeEntryTimeS,
              " | Exit Price: ", TradeExitPriceS:0:2,
              " | Exit Date: ", TradeExitDateS,
              " | Exit Time: ", TradeExitTimeS,
              " | Max Price: ", MaxPriceDuringTrade:0:2,
              " | Max Date: ", MaxPriceDate,
              " | Max Time: ", MaxPriceTime,
              " | Drawdown %: ", DrawdownPercS:5:2,
              " | Drawdown $: ", DrawdownDollarS:0:2);
    end;

    // reset variabili per prossimo trade Short
    MyEntryPriceS = 0;
    MaxPriceDuringTrade = 0;
    MaxPriceDate = 0;
    MaxPriceTime = 0;
    TradeEntryDateS = 0;
    TradeEntryTimeS = 0;
    TradeExitDateS = 0;
    TradeExitTimeS = 0;
    TradeExitPriceS = 0;
end;

// ===============================
// STAMPA MEDIA FINALE SHORT
// ===============================
if LastBarOnChart then
begin
    if NumTradesS > 0 then
        Print("Media Drawdown % = ", (SumDrawdownPercS / NumTradesS):5:2,
              " | Media Drawdown $ = ", (SumDrawdownDollarS / NumTradesS):0:2)
    else
        Print("Nessun trade eseguito.");
end;      }


// ==========================================================================================================================================================================================//
//                                                                                          SOLO SHORT
// ==========================================================================================================================================================================================//
// BLOCCO RUN-UP INTEGRATO SOLO SHORT "DISATTIVA TK E STOP LOSS PRIMA DI ATTIVARLO E IMPOSTA VALORE PUNTO FUTURES IN: Vars: ContractMultiplier(50)";
// ==========================================================================================================================================================================================//

// Moltiplicatore contratto @S (1 punto = 50$)
{Vars: ContractMultiplier(50);                                          // ATTENZIONE METTI QUI IL VALORE DEL PUNTO DELLO STRUMENTO !!! //

// Variabili run-up Short
Vars: MyEntryPriceS(0), MinPriceDuringTrade(0), MinPriceDate(0), MinPriceTime(0),
      TradeEntryDateS(0), TradeEntryTimeS(0), TradeExitDateS(0), TradeExitTimeS(0), TradeExitPriceS(0),
      RunupPercS(0), RunupDollarS(0), SumRunupPercS(0), SumRunupDollarS(0), NumTradesS(0);

// ===============================
// REGISTRAZIONE PREZZO D'ENTRATA E MINIMO DURANTE IL TRADE SHORT
// ===============================
if MarketPosition = -1 and MyEntryPriceS = 0 then begin
    MyEntryPriceS = EntryPrice(0);
    MinPriceDuringTrade = MyEntryPriceS;
    MinPriceDate = Date;
    MinPriceTime = Time;

    TradeEntryDateS = Date;
    TradeEntryTimeS = Time;
end;

// Aggiorna minimo intratrade (short)
if MarketPosition = -1 then begin
    if Low < MinPriceDuringTrade then begin
        MinPriceDuringTrade = Low;
        MinPriceDate = Date;
        MinPriceTime = Time;
    end;
end;

// ===============================
// CALCOLO RUN-UP ALLA CHIUSURA DEL TRADE O FINE BAR SHORT
// ===============================
if (MarketPosition(1) = -1 and MarketPosition = 0) or
   (LastBarOnChart and MarketPosition = -1) then
begin
    if MarketPosition = 0 then
        TradeExitPriceS = ExitPrice(1)
    else
        TradeExitPriceS = Close;

    TradeExitDateS = Date;
    TradeExitTimeS = Time;

    if MyEntryPriceS > 0 then begin
        // Run-up % Short
        RunupPercS = ((MyEntryPriceS - MinPriceDuringTrade) / MyEntryPriceS) * 100;

        // Run-up in $ per contratto Short
        RunupDollarS = (MyEntryPriceS - MinPriceDuringTrade) * ContractMultiplier;

        // accumula somme per media
        SumRunupPercS = SumRunupPercS + RunupPercS;
        SumRunupDollarS = SumRunupDollarS + RunupDollarS;

        NumTradesS = NumTradesS + 1;

        // stampa dettagli trade Short
        Print("Trade ", NumTradesS,
              " | Entry Price: ", MyEntryPriceS:0:2,
              " | Entry Date: ", TradeEntryDateS,
              " | Entry Time: ", TradeEntryTimeS,
              " | Exit Price: ", TradeExitPriceS:0:2,
              " | Exit Date: ", TradeExitDateS,
              " | Exit Time: ", TradeExitTimeS,
              " | Min Price: ", MinPriceDuringTrade:0:2,
              " | Min Date: ", MinPriceDate,
              " | Min Time: ", MinPriceTime,
              " | Run-up %: ", RunupPercS:5:2,
              " | Run-up $: ", RunupDollarS:0:2);
    end;

    // reset variabili per prossimo trade Short
    MyEntryPriceS = 0;
    MinPriceDuringTrade = 0;
    MinPriceDate = 0;
    MinPriceTime = 0;
    TradeEntryDateS = 0;
    TradeEntryTimeS = 0;
    TradeExitDateS = 0;
    TradeExitTimeS = 0;
    TradeExitPriceS = 0;
end;

// ===============================
// STAMPA MEDIA FINALE SHORT
// ===============================
if LastBarOnChart then
begin
    if NumTradesS > 0 then
        Print("Media Run-up % = ", (SumRunupPercS / NumTradesS):5:2,
              " | Media Run-up $ = ", (SumRunupDollarS / NumTradesS):0:2)
    else
        Print("Nessun trade eseguito.");
end;        }