Hi everyone,

First I’d like to thank you all for your contribution on this website. It’s been a goldmine for me so far 😉

You all found good names for your strategies but to be honest I haven’t find mine yet..

Anyway, here is the thing:

• Index: Dax 1€
• TF: 15M
• $Risk: You choose ! 😉 – 1.5% of capital per trade in my backtest. Up to 3.7% due to seasonality (Thanks ALE for your piece of code about seasonality)
• Spread: 2 pips

Variables were optimized different ways. Optimization from the beggining of PRT datas to 31/12/13 shows substantially the same trend. I hope my curve remains not so fitted..

Drawbacks:

• Not so many trades
• Several trades could last a very long time
• Time between trades is also too long
• The reverse short strategy does not lead to gains..

Thus, if you have any comments, ideas or anything that could improve this strategy, it would be really appreciated ! 😉

Thank you all and keep posting interesting things here, I like it !

Maxime

DEFPARAM CumulateOrders = false
//DAX - 15M

sl=80
tp=150
p=18
d=20
m=1.5
Rg = 0.5

ONCE Januaryl = 1
ONCE Februaryl = 2
ONCE Marchl = 3
ONCE Aprill = 1
ONCE Mayl = 1
ONCE Junel = 2
ONCE Julyl = 3
ONCE Augustl = 1
ONCE Septemberl = 1
ONCE Octoberl = 1
ONCE Novemberl =2
ONCE Decemberl = 2
ONCE Monday = 2
ONCE Tuesday = 2
ONCE Wednesday = 1
Once Thursday = 1
Once Friday = 1
Once Saturday = 1
Once Sunday = 1

If Opendayofweek = 1 then
 DayMult = Monday
ElsIf Opendayofweek = 2 then
 DayMult = Tuesday
ElsIf Opendayofweek = 3 then
 DayMult = Wednesday
ElsIf Opendayofweek = 4 then
 DayMult = Thursday
ElsIf Opendayofweek = 5 then
 DayMult = Friday
ElsIf Opendayofweek = 6 then
 DayMult = Saturday
ElsIf Opendayofweek = 7 then
 DayMult = Sunday
Endif
// saisonal pattern long position
IF CurrentMonth = 1 THEN
 saisonalPatternMultiplierl = Januaryl
ELSIF CurrentMonth = 2 THEN
 saisonalPatternMultiplierl = Februaryl
ELSIF CurrentMonth = 3 THEN
 saisonalPatternMultiplierl = Marchl
ELSIF CurrentMonth = 4 THEN
 saisonalPatternMultiplierl = Aprill
ELSIF CurrentMonth = 5 THEN
 saisonalPatternMultiplierl = Mayl
ELSIF CurrentMonth = 6 THEN
 saisonalPatternMultiplierl = Junel
ELSIF CurrentMonth = 7 THEN
 saisonalPatternMultiplierl = Julyl
ELSIF CurrentMonth = 8 THEN
 saisonalPatternMultiplierl = Augustl
ELSIF CurrentMonth = 9 THEN
 saisonalPatternMultiplierl = Septemberl
ELSIF CurrentMonth = 10 THEN
 saisonalPatternMultiplierl = Octoberl
ELSIF CurrentMonth = 11 THEN
 saisonalPatternMultiplierl = Novemberl
ELSIF CurrentMonth = 12 THEN
 saisonalPatternMultiplierl = Decemberl
ENDIF

aMax = Highest[d](High)
aMin = Lowest[d](Low)
SupTnd = SuperTrend[m,p]
RngOk = (High-Low)/(aMax-aMin)<Rg

Equity = 10000+StrategyProfit
Risk = 0.015
n = Max(1,Equity*Risk/Sl/PipValue*SQRT(DayMult*saisonalPatternMultiplierl))
//n=1
cBuy = aMin[1]<aMin[2] And High<aMax[1] And Close>Open And RngOk And Close>SupTnd

If cBuy Then
 Buy n Shares at Market
EndIf

SET STOP ploss sl
SET TARGET pPROFIT tp