‘¡¡ Parameters Dim Periodo As Long ‘60 Dim numContratos As Double ‘1 Dim TipoStop As Double ‘1 Dim RangoStop As Double ‘40 Dim Intradiario As Integer ‘1 Dim FinSesion As Integer ‘1730 ‘Parameters !!

Const Data As Long = 0 Dim Precio As Double Dim nBarras As Double Dim TipoOperacion As Double ' Compra=1 Venta=-1 Dim OrigenDato As Price ‘Price ‘Dim FinSesion As Integer ' valor de la hora a la que salgo del sistema Dim Indicador As Long Dim Operando As Double Dim FactorCorrector As Double ' Factor corrector del Trailing Stop Dim ESTADOACTIVO As Boolean Option Explicit Public APP As SysUserApp Implements System

Public Sub System_OnInitCalculate() With APP

  OrigenDato = PriceClose '0
  'LongAverageDataSource = PriceClose
  Indicador = .GetIndicatorIdentifier(BASICREPULSE, Data, Periodo, OrigenDato)
  .StartBar = 0
  TipoOperacion = 0
  Operando = 0
  FactorCorrector = 1

End With End Sub Public Sub System_OnCalculateBar(ByVal Bar As Long) With APP ‘¡¡ compra si el indicador corta el cero hacia arriba y vende si corta hacia abajo

    Operando = .GetMarketPosition(0)
    'Almacena el precio para el que salta el stop en la primera barra
  If .GetBarsSinceEntry = 1 Then
      If TipoOperacion = 1 Then
          Precio = APP.GetEntryPrice(0) - RangoStop
      ElseIf TipoOperacion = -1 Then
          Precio = APP.GetEntryPrice(0) + RangoStop
      End If
   FactorCorrector = 1
  End If
  If (Intradiario = 1 And .Time < FinSesion) Then ESTADOACTIVO = True
  If Operando = 0 And ESTADOACTIVO Then
      If .GetIndicatorValue(Indicador) > 0 And .GetIndicatorValue(Indicador, 1) < 0 Then
          .Buy AtClose, numContratos
          TipoOperacion = 1
      ElseIf .GetIndicatorValue(Indicador) < 0 And .GetIndicatorValue(Indicador, 1) > 0 Then  ' vende en caso contrario
          .Sell AtClose, numContratos
          TipoOperacion = -1
      End If
   Else
   'Condiciones de salida por tiempo en una sesión
      If Intradiario = 1 And .Time >= FinSesion Then
          .ExitLong AtClose, numContratos
          .ExitShort AtClose, numContratos
      Else
          TrailingStop  'llama al trailing Stop
      End If
   End If

End With End Sub

Private Sub TrailingStop() ‘me gustaria incorporar un filtro temporal ‘que segun pasasen las barras ajustara más aún el trailingStop

With APP If .GetBarsSinceEntry > 5 Then FactorCorrector = FactorCorrector - 0.05

  If .CurrentBar >= nBarras Then
      If TipoOperacion = 1 Then
          If TipoStop = 1 Then
              If .Close >= (Precio + RangoStop) Then
                  Precio = .Close - (RangoStop * FactorCorrector)
              End If
          Else
              If .Close >= (Precio + (Precio * RangoStop) / 100) Then
                  Precio = .Close - (.Close * RangoStop * FactorCorrector) / 100
              End If
          End If
          .ExitLong AtStop, numContratos, Precio, Label:="StopL"
      Else
          If TipoOperacion = -1 Then
              If TipoStop = 1 Then
                  If .Close <= (Precio - RangoStop) Then
                      Precio = .Close + (RangoStop * FactorCorrector)
                  End If
              Else
                  If .Close <= (Precio - (Precio * RangoStop) / 100) Then
                      Precio = .Close + (.Close * RangoStop * FactorCorrector) / 100
                  End If
              End If
              .ExitShort AtStop, numContratos, Precio, Label:="StopL"
          End If
      End If
  End If
  

End With End Sub

Public Sub System_OnSetParameters(ParamArray ParamList() As Variant) ‘¡¡ Parameters initialization

  Periodo = ParamList(1)
  numContratos = ParamList(2)
  TipoStop = ParamList(3)
  RangoStop = ParamList(4)
  Intradiario = ParamList(5)
  FinSesion = ParamList(6)

‘Parameters initialization !! End Sub Public Sub System_OnCalculateRange(ByVal StartBar As Long, ByVal FinalBar As Long)

  Dim i As Long
  i = APP.StartBar
  If StartBar > i Then
      i = StartBar
  End If
  While Not APP.ShouldTerminate And i <= FinalBar
      APP.CurrentBar = i
      System_OnCalculateBar i
      i = i + 1
  Wend

End Sub Private Sub SysUserAppInstance_OnConnection(ByVal Application As SysUserApp, ByVal MTDllInst As Object, Custom() As Variant)

  Set APP = Application

End Sub