ProRealCode » All Posts https://www.prorealcode.com/forums/feed/ Mon, 19 Feb 2018 05:17:53 +0000 http://bbpress.org/?v=2.5.14-6684 en-US https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-2693 <![CDATA[ProOrder Breakout on French cac40 my account performances]]> https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-2693 Fri, 04 Dec 2015 09:12:59 +0000 Nicolas In this topic i will post the performance of the automated trading strategy “Breakout ProOrder” i am actually trading on one of my personnal account, dedicated to this system.

I am related to this blog article : ./blog/automated-breakout-trading-strategy-french-cac40/ where i explain much more how it’s working and why i am using it.

This trading strategy came from the French ProOrder official documentation.

Since inception in late Sept.2015, i gain almost 38.2% on my small 1000€ account.

September ’15: +4.7%

October ’15: +35%

November ’15: +15.3%

  • This topic was modified 2 years, 2 months ago by avatar Nicolas.
  • This topic was modified 2 years, 1 month ago by avatar Nicolas.
  • This topic was modified 2 years ago by avatar Nicolas.
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https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-2904 <![CDATA[Reply To: ProOrder Breakout on French cac40 my account performances]]> https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-2904 Tue, 19 Jan 2016 08:58:41 +0000 Nicolas December 2015 performance : +24.43%

December was again a good month for the strategy, it performs well as the CAC40 indice did nice intraday moves that fit our strategy : let the profit run and cut the losses very quickly.

This is what my mini-account performance look a like presently. Damn good since my first post to introduce it :

automated trading performance breakout proorder

 

 

 

Since the beginning of January, the performance is almost 9%.

 

  • This reply was modified 1 year, 12 months ago by avatar Nicolas.
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https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-2907 <![CDATA[Reply To: ProOrder Breakout on French cac40 my account performances]]> https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-2907 Tue, 19 Jan 2016 10:22:15 +0000 Nicolas I have made some stats works on past performance with the help of my great friend Excel.
I have exported backtest data to a worksheet and made some statistical formulas to get some interesting values : average of the positive and negative deviation of the mean.
Within these values, we get a reliable view of what is the behaviour of the strategy in the past.
The results are of course something we already known as the positive deviation is greater than the negative one. If not, the strategy would have not made so good performance in the past.

To limit Excel memory consumption i have limited the statistical calculation on “only” 1000 trades. Also, because Excel doesnt allow to draw more than 255 lines in the same graph, i have also limited the simulation to 255 random strategies simulation.

  • Trades are simulated this way, for each simulated day :
    Profitable trades are set between 0 and the average positive deviation
    Negative trades are set between the average negative deviation and 0

I then introduced 2 random criteria to let each simulated strategy to choose if a trade is trigger or not and also if it is a profitable day or not.
This way, I can scramble each individual strategy behaviour by playing this 2 criteria.

What a big Excel spreadsheet:

excel spreadsheet for trading analysis

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https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-2911 <![CDATA[Reply To: ProOrder Breakout on French cac40 my account performances]]> https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-2911 Tue, 19 Jan 2016 10:45:00 +0000 Nicolas Here are the results of 255 simulated strategies made of :

60% of days are traded with 50% of profitable days :

Strategies results distribution are quiet centric, it is a good result.

trading simulation 1

60% of days are traded with 40% of profitable days :

Even with 40% of profitable days, these 255 simulated strategies give more positive distribution than negative one. Good point, even if not every simulation are profitable.

trading simulation 2

80% of days are traded with 40% of profitable days :

Since it is a breakout strategy on a 15 minutes timeframe, we can assume that most of the year, the stop orders will be trigger. With 80% of days that are traded, i think that it is a good criteria.

trading simulation 3

(Simulations are made with 2 standards mini contracts).

There a lot of other statistical simulations that could be made, i’m gonna do some Kurtosis now to give confidence interval of probabilistic future performances.

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https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-3017 <![CDATA[Reply To: ProOrder Breakout on French cac40 my account performances]]> https://www.prorealcode.com/topic/proorder-breakout-on-french-cac40-my-account-performances/#post-3017 Tue, 02 Feb 2016 15:16:11 +0000 Nicolas Again a good month for the strategy. In January, we met again with good performance with a nice 10.32% gain since the end of December 2015.

Since inception, the account growth 58.40%

breakout proorder automated trading performance january

  • This reply was modified 2 years ago by avatar Nicolas.
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https://www.prorealcode.com/topic/trading-made-simple-tms-system/#post-3066 <![CDATA[Trading Made Simple – TMS system]]> https://www.prorealcode.com/topic/trading-made-simple-tms-system/#post-3066 Sat, 06 Feb 2016 12:47:11 +0000 Nicolas This is the first topic of a series to introduce manual trading system that have made proof over time as I could have seen all over the internet forums, about trading. If you’re feeling not a technical analyst or like playing with indicators those threads will be your favorites ones 🙂

The TMS system aka “Trading Made Simple” is a common one. It first been post by ‘eelfranz’ in the forexfactory forum in 2011. Since, it has been traded by many with good results. I would like to make the indicators to trade this system available to the PRT traders community, so here there are.

I have never trade this system before, but i can consider give it a try if any would like to test it along with me or have any experience with it. Please give advices if you can ! 🙂

The TMS system is made of 3 indicators which the central one is the Trader Dynamic Index.

Here is the complete chart template :

_ price is Heiken Ashi style

_ Simple Moving Average, 5 periods, shifted 2 with typical price

_ the TDI indicator below, default configuration (see download link above in the indicators library)

trading made simple prorealtime

The basic rules of entries are :

The yellow moving average is a visual reference on the main chart. When a candle cross the MA, the green line of the TDI cross also the red line. If TDI is rising up, that’s a long trade and a short one when it is declining. False signals may occur often if you take care of the main trend (higher timeframes). Also, good signals may take place when the crosses occurs in the overbought (above 68 line) and the oversold (below 32 line) areas.

Exit trades when the TDI cross again or the green line is going flat.

Of course like any other indicators made of system, the higher the timeframe, the better signals.

As i’m not the author of this strategy, i would recommend to trade it safely and to adapt it to your trading style. If you want to make change to the original strategy, please feel free to do it and to post your improvements in this forum thread.

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https://www.prorealcode.com/topic/trading-made-simple-tms-system/#post-3069 <![CDATA[Reply To: Trading Made Simple – TMS system]]> https://www.prorealcode.com/topic/trading-made-simple-tms-system/#post-3069 Sat, 06 Feb 2016 13:39:10 +0000 Nicolas This is a screener made of the basic rules for entries conditions of this system.

TradingMadeSimple screener

TMS screener

You can adapt the “upperzone” and “lowerzone” levels for more or less restrictive rules.

  • This reply was modified 1 year, 12 months ago by avatar Nicolas.
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https://www.prorealcode.com/topic/vincent-intrday-trading-from-france/#post-3298 <![CDATA[Vincent. Intrday trading from France.]]> https://www.prorealcode.com/topic/vincent-intrday-trading-from-france/#post-3298 Sat, 27 Feb 2016 12:06:04 +0000 Sofitech Vincent, daytrader (intraday). Trade sur le France/CAC40 en mode scalping et sur le forex.

Mon scalping est basé sur les graphiques en tick pour le CAC et le forex.

J’utilise ProRealtime depuis des années maintenant and le considère comme une très bonne plateforme. J’aime l’idée du trading automatique de ProOrder… J’ai des codes d’indicateurs, de screener et de backtests mais je ne trade pas automatiquement.

Je serai très heureux de participer sur le forum.

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https://www.prorealcode.com/topic/vincent-intrday-trading-from-france/#post-3300 <![CDATA[Reply To: Vincent. Intrday trading from France.]]> https://www.prorealcode.com/topic/vincent-intrday-trading-from-france/#post-3300 Sat, 27 Feb 2016 17:22:53 +0000 Nicolas Bonjour Sofitech, merci de nous avoir rejoint et pour votre présentation sur le forum.

Je serai très heureux de savoir comment vous trader! N’hésitez pas non plus à poster tout ce qui se rapporte à la programmation pour ProRealTime, le site est jeune et à besoin de contenu 🙂

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https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3304 <![CDATA[The next ProRealTime version 10.3 and new graphical functionnalities]]> https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3304 Mon, 29 Feb 2016 10:19:42 +0000 Nicolas Hello,

I have currently access to the new 10.3 Beta version of ProRealTime and the new possibilities are enormous.

Along the purely “trading” ones (for which i’ll come back later), the new graphical instructions give us, at least, the possibility to draw many things on charts! FYI i had the new graphical instructions in the documentation here : http://www.prorealcode.com/documentation/category/graphical/ where i have already post some little examples.

In this topic i’ll add some new examples of what it’s already possible to achieve in the next generation of ProRealTime!

From arrows signals to complete new dashboard, anyone could make its own “new trading platform”! 🙂 with prorealtime 10.3

I’m gonna add things frequently into this thread, you can subscribe or check it often.

Please be aware that everything posted here are only 10.3 version compatible (code), thanks!

  • This topic was modified 1 year, 11 months ago by avatar Nicolas.
  • This topic was modified 1 year, 11 months ago by avatar Nicolas.
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https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3307 <![CDATA[Reply To: The next ProRealTime version 10.3 and new graphical functionnalities]]> https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3307 Mon, 29 Feb 2016 11:00:54 +0000 Nicolas Here we go, something a lot of people are awaiting for : draw some arrows to show signals of trading conditions.

At least, a simple stochastic crossing can be drawn visually into our charts :

drawarrows stochastic crossing

 

 

  • This reply was modified 1 year, 11 months ago by avatar Nicolas.
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https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3309 <![CDATA[Reply To: The next ProRealTime version 10.3 and new graphical functionnalities]]> https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3309 Mon, 29 Feb 2016 11:33:30 +0000 Nicolas Changing the background color is also now possible.

Here i am simply “coloring” the background chart with red and green colours that reflect the spread between 2 moving averages :

background color prorealtime

 

 

 

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https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3311 <![CDATA[Reply To: The next ProRealTime version 10.3 and new graphical functionnalities]]> https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3311 Mon, 29 Feb 2016 12:11:18 +0000 Nicolas It’s easy to make gradient colour to show greater or less value. Here is an example to show the spread between 2 moving average with a dynamic scaling :

background color gradient

 

In this example, 50 points of spread is the maximum value of the color, set to 200.

  • This reply was modified 1 year, 11 months ago by avatar Nicolas.
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https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3316 <![CDATA[Reply To: The next ProRealTime version 10.3 and new graphical functionnalities]]> https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3316 Mon, 29 Feb 2016 12:40:26 +0000 Nicolas We can now draw customized candlestick and barchart! Imagine that you can set any Open/High/Low/Close values to build your own personalized candles, on chart or in separated windows, like an oscillator.

Drawing Heiken Ashi, smoothed version with values of 4 moving average (MA of 20 period set on Open, High, Low and Close) :

Smooth Heiken Ashi prorealtime

The code example is here in the documentation : http://www.prorealcode.com/documentation/drawcandle/

I have set the bordercolor differently from the candle color itself, because you can now also customize the colour of the border of candles.

Another example of using customize candlestick is to make oscillator, here is the 10.3 version of the “value chart” :

value chart prorealtime

and a nice value chart with alert arrows :

valuechart with alerts prorealtime

 

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https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3321 <![CDATA[Reply To: The next ProRealTime version 10.3 and new graphical functionnalities]]> https://www.prorealcode.com/topic/the-next-prorealtime-version-10-3-and-new-graphical-functionnalities/#post-3321 Mon, 29 Feb 2016 17:13:10 +0000 Nicolas Another nice feature for coders, it is now the possibility of coding different things in the same time does not affect the interface development, as you can add as many coding windows as you like :

prorealtime 10.3 coding IDE

 

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