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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  1. TempusFugit • 11/14/2017 #

    Thanks Bin, nice code, I can use several ideas of the way you build it

    • DarioMazza • 11/14/2017 #

      Thanks Bin, great concentration, i understand the first idea, but may u indicate me the asset where did you run it pls

  2. Bin • 11/14/2017 #

    Hi Mazza
    This robot is optimized for DAX30.

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bjoern With the same parameters? For me the results are negative
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otty82  all right. thanks
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Nicolas You can send it to contact@prorealcode.com and I'll attach it here. Thanks for your sharing!
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