Big Three Trading Strategy

Big Three Trading Strategy

I found this strategy description on the web and use my limited knowledge translate to PRT robot, please kindly try, comment and feel free modify to fit for your need.

It is mainly composed of trading criteria based upon a set of 3 moving averages, breakout of recent highest high or lowest low and on a candlesticks pattern.

Settings are optimized (please read the code to find what are the optimized variables). A Walk Forward analysis is attached.

The code also embed:

  • a money management position sizing
  • a trailing stop based on Max Favorable Excursion (MFE trailing stop)

 

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Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

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TempusFugit My timezone is UTC+00:00... and I think that´s the backtest timezone
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CSR strategy DAX 1 D
CSR strategy DAX 1 D
13
Strategies
Nicolas The code has been updated in the attachment of the post with the last version which contain ...
ALE Thanks as always Nicolas
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Francesco78 I did a little bit of work on that and now the results looks better and more stable. Please...
Francesco78 I did a little bit of work on that and now the results looks better and more stable. Please...
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