BLUSTER DAX intraday trading strategy

Category: Strategies By: ALE Created: October 11, 2016, 1:28 PM
October 11, 2016, 1:28 PM
Strategies
39 Comments

Simple trading strategy also made with the help of the signals given by the super smoother filter indicator, this time in intraday, on 15 minutes timeframe. Previous strategy made with this indicator is located here: http://www.prorealcode.com/prorealtime-trading-strategies/bund-cfd-strategy-4/

Test were made with mini CFD contracts, 1 point spread.

The strategy trade long and short positions, but long positions are much more triggered.

// THIS SIMPLE STRATEGY CATCH PROFIT BY UNIVERSAL INDICATOR
// IG MARKET GERMANY CASH 1 EUR MINI - SPREAD 1 - 15 M
DEFPARAM CumulateOrders = FALSE
DEFPARAM FlatBefore = 080000
DEFPARAM FlatAfter = 212900
if (time >=080000 and time < 110000) or (time >= 134500 and time <181400) then

 indicator1, ignored = CALL "BLUSTER DAX"
 c1 = (indicator1 >= 1)

 IF c1 AND CurrentDayOfWeek <> 1 THEN
  BUY 1 CONTRACT AT MARKET
 ENDIF

 indicator2, ignored = CALL "BLUSTER DAX"
 c2 = (indicator2 <= -1)

 IF c2  THEN
  SELL  AT MARKET
 ENDIF

 indicator3, ignored = CALL "BLUSTER DAX"
 c3 = (indicator3 <= -1)

 IF c3 AND  CurrentDayOfWeek <> 1  THEN
  SELLSHORT 1 CONTRACT AT MARKET
 ENDIF

 indicator4, ignored = CALL "BLUSTER DAX"
 c4 = (indicator4 >= 1)

 IF c4 THEN
  EXITSHORT  AT MARKET
 ENDIF

 // TRAILING STOP LOGIK BY KENNETH KVISTAD MODIFIED FOR LONG AND SHORT POSITION
 TGL =47
 TGS= 41

 if not onmarket then
  MAXPRICE = 0
  MINPRICE = close
  PREZZOUSCITA = 0
 ENDIF

 if longonmarket then
  MAXPRICE = MAX(MAXPRICE,close)
   if MAXPRICE-tradeprice(1)>=TGL*pointsize then
    PREZZOUSCITA = MAXPRICE-TGL*pointsize
   ENDIF
 ENDIF

 if shortonmarket then
  MINPRICE = MIN(MINPRICE,close)
   if tradeprice(1)-MINPRICE>=TGS*pointsize then
    PREZZOUSCITA = MINPRICE+TGS*pointsize
   ENDIF
 ENDIF

 if onmarket and PREZZOUSCITA>0 then
  EXITSHORT AT PREZZOUSCITA STOP
  SELL AT PREZZOUSCITA STOP
 ENDIF

 SET STOP PLOSS 70
 SET TARGET PPROFIT 87
ENDIF

// REGARDS ALE

Indicator needed to run the strategy : (“BLUSTER DAX”)

//-------------------------------------------------------------------------
// UNIVERSAL CODE POSTED BY NICOLAS
// SET TO RUN BLUSTER DAX STRATEGY
//-------------------------------------------------------------------------
bandedge=40

whitenoise= (Close - Close[1])
if barindex>bandedge then
 // super smoother filter
 a1= Exp(-1.414 * 3.14159 / bandedge) 
 b1= 2*a1 * Cos(1.414*180 /bandedge)
 c2= b1
 c3= -a1 * a1
 c1= 1 - c2 - c3
 filt= c1 * (whitenoise + whitenoise[1])/2+ c2*filt[1] + c3*filt[1]

 filt1 = filt

 if ABS(filt1)>pk[1] then
  pk = ABS(filt1)
 else
  pk = 0.99* pk[1]
 endif

 if pk=0 then
  denom = -1
 else
  denom = pk
 endif

 if denom = -1 then
  result = result[1]
 else
  result = filt1/pk
 endif
endif

RETURN result COLOURED(66,66,255) as "PRICE ACTION", 0 as "0"

 

Download
Filename: BLUSTER-DAX-STRATEGY.itf
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Download
Filename: BLUSTER-DAX.itf
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ALE Master
My name is Alessandro, i'm a trader since 2006 You can find me on my website: <a href="http://www.automatictrading.it/" rel="dofollow">www.automatictrading.it</a> <strong>(trading programming services Italy)</strong> Italy
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