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)

 

Share this

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?

New! PRC is also now on YouTube, subscribe to our channel for exclusive content and tutorials

  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.

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar

+3 more likes

Related users ' posts
verdi55 Running a single Renko strategy with a fixed box size is usually not a good idea, because th...
Fabrizio_T Hi, have you tested on the period 30 julay - 30 September 2015?
grzemariusz Hi I use your strategy but i don't know how to implement position size to the code thanks f...
gackeen Scusa Pier, scusate tutti, sono nuovo. Ho caricato il file e mi viene restituito il messaggi...
JR1976 HI Nicolas , I tried to copy paste but not import directly and the code works well I hav...
mcosta This code doesn't work on 10.3 platform(IG), neither with copy/paste nor with itf import, an...
dkinse Hey, Yes it´s running in 30 m timeframe. I had it running and it made two trads in januar...
Wing There's a few threads on the forum about backtest and live trades being different at times. ...
ET I agree with verdi55. As it is now, the code will only test for a breakout on the upside (li...
Nicolas Thanks for sharing your automated trading strategy idea. Even if you accumulate loosing orde...
Maz Ok. Potential here to build onto this. Have opened a forum thread for further discussion: h...
ALE
2 years ago
CSR strategy DAX 1 D
CSR strategy DAX 1 D
15
Strategies
Toto le Heros It looks very interresting. I have one question related to the following result in ProbackTe...
StefanStrand I tried running this on IG ProRealTime and get the following error message, why could this b...
Jesper I tried it on dax 1D and I did not get any trades. Shifted to 10H and it started working. Wo...
Francesco78 Hi Keemax, I dont have it on real at the moment, in any case the strategy is very long term ...
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...
JR1976 HI all , anyone test 200k bar for this great code ?
JanWd Thank you for the coding, it seems promising. FTSE gives for the short term (5 min) promis...
Jan Wind 21.04.2019: I retested the strategy for the DAX 5 minutes , it works fine for 10.000 bars, b...
avatar
bjoern With the same parameters? For me the results are negative
avatar
bjoern Oh ok, with the initial posted parameters it is positive
victormork yes! It's not like you want to put it on live but when I for example take the version I have...
otty82  all right. thanks
mmichael Hello, I noticed that the indicator shows the initial balance of today but also for all the ...
leyoy Bonjour, comment l'adapter sur 15 minutes au lieu de 1 heures ... j'ai changé 090000 par 081...
Derek Nice strategy. Have you tried adding a stop loss since there are a few sharp drawdowns? I ...
Piston_Broke Non so .... da qui la mia domanda iniziale :-)
Piston_Broke Hi Derek. I have tried many different ways to apply SL's to this and similar versions of th...
Nicolas Indeed, if you are not willing to loose, you will always win. Averaging down losers can carr...
David You're always safer going Long especially with averaging down on an index as the probability...
Oskar Bergvall  I noted Davids and Nicolas remarks. Could it be possible to make an indicator for contraria...
Lotar
2 years ago
Nicolas You can send it to contact@prorealcode.com and I'll attach it here. Thanks for your sharing!
Francesco78 Hi Lotar, which variables would you choose to recalibrate it to the present market condition...
Degardin Arnaud unfortunatly in today's market it's not working at all...
rejo007 hello, Anybody have test it in real for few month? thanks a lot
barbagio Hi Reiner, great system. I was wondering how you decide the month multiplier value.
Nicolas it is based on seasonality of DAX.
Wing Yes, investigate as much as you want. For more insight, you can view the linet1, linet2 etc....
CKW Hi Wing, Thanks for your sharing. I am still trying to breakdown & understand your code...
Wing Hello CKW. No, the parameter, 7 in this case, is used when calling the RSI indicator to ide...
Nacho Buenos días Raul, tengo puesto este sistema desde hace unos días en una cuenta demo en la ve...
Dominik Hola Raul ... it looks wonderful :-) Why does it not work if I use less than 100,000 € capi...
Bobbi Hola y gracias por compartir! Descubrí que en 5 minutos teníamos algo muy bueno! Pero no ...
Elsborgtrading Hi Triss. the File is in the post for download. There is nothing wrong with the code. Your e...
danhei Hi I am tryong to figure out how trist strategy works. I am new to pro real time. Can some...
Plop61 Hello,Thank you for sharing this beautiful strategy.Is it possible to indicate the code for ...
ALE
3 years ago
ALE Ciao Puo andare nel forum Supporto pro order In fondo troverai lo spazio per inserire un ...
pollon Ciao Ale,  anche a me da questo errore  "QQE_QUDAX1HBUY"  "QQE_QUDAX1HSELL"  "UNIV_QUDAX...
reb Hi Ale do you trade these QU strategies?  Are the results same as backtests Thnaks in adv...
larouedegann best with this hour IF TIME =081000 THEN plushaut=highest[2](high) plusbas = lowest[2](lo...
CanAny1Trade Hi! I'm trying to put together a similar indicator but struggling. I want to mark the NY Pit...
ALE Ciao GURU78, Puoi aprire un TOPIC sul forum ProOrder Italiano, cosi ci spieghi che difficol...
fserra Ciao Ale grazie per il tuo apporto ma a me non restituisce nessuna operazione sul dax a 15 m...
ironshirow Ciao Ale, il tuo codice è veramente interessante ma avrei bisogno di capire meglio questi pa...
ALE
3 years ago
ALE no, only with TF 15m
enzo_52 Grazie tante, Thanks so much 
JanWd Hallo Ale, First of all, thank you for this strategy. Could you explain what the BLUSTER ...

Top