Bollinger reversal strategy
Hello ProRealCode-community,
i´m an enthusiastic prt-user and run about 10 to 15 profitable strategies live with my IG-account. I have market experience about 15 years.
This is one of my real trading strategies. It deals with Bollinger exit and re-entry with RSI comparison. Results are on DAX/GER30 1 hour chart. It’s a long only strategy.
More can follow …. if you like …
Regards,
Somatolysis
… and here is the code …
Feel free to comment.
Happy trading.
defparam preloadpars=5000
defparam cumulateorders=false
a=average[100](Close)
StdDeviation=std[10](Close)
BBdo = a -1* StdDeviation
if not longonmarket and average[200] < average[200][2] and Close < BBdo*0.975 and RSI[10] < 20 then
buy 1 contracts at market
endif
if longonmarket and Barindex - tradeindex >= 2 then
sell at market
endif
set stop %loss 2.5
Comments
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Hi, I cant make it work. And if you doing so much money. Why do you have to sell it? It dont sunds right to me. I cant get it funktion. You wrote, wrong it shuld be this, but it is the same code? Are I stuided???????????????
Eva
Hi IGOSNELL,
you´ll find other of my strategies here - but without the code - maybe I like to start some business out of this.
https://www.facebook.com/Somatolysis-Handelssysteme-1751085848473845/?fref=ts
Description only in German availible at the moment.
Regards,
Soma
Thank you, one of the few strategies that worked out of the box and delivered similar results on the SA top forty index. A lot of the strategies that I have written don't deliver much. Starting to believe that contra trend maybe the way to go not just because your strategy works but at times I have written code and made a mistake by doing the opposite of what I intended and got interesting results. Any more useful strategies you may have please share.
Thanks
Ian
If it doesn't work please send a screenshot of your timesettings
Johan,
do you use the right instrument? Dax 1eur mini or dax 5eur mini
Soma
Hey Somatolysis.
Unfortunately i can't get it to work :( Have tried the time adjustment you suggest following the image. Can i be that i run on PRT 10.2 with java from IG's website?
Cannot compare now cause i'm on the train. But sure this can be true.
This is a system on 1 hour periods. 08:00 to 22:00 (Berlin timezone).
Can this be the reason.
Hi Johan,
first line in the code must be:
defparam preloadbars=5000 (not defparam preloadpars=5000)
Sorry. My mistake
Additionally take care that you change trading hours for correct instruments --> for 1 EUR Mini you have to choose "Indizes - DAX" - for 5 EUR Mini you have to choose "Indices - DAX Mini"
Hope it will help you.
Soma
I'm on ProRealTime from IG. I changed the trading hours to match the screenshot but still can't get a trade. What more can be wrong?
Hi Soma,
ich brauch hier noch einmal Deine Hilfe. Mit der von Dir geposteten Strategie habe ich mal einen Backtest im DaxMini 1 Min auf 1h laufen lassen. Dabei kam eine Rendite raus von 2,9% Getestet wurde der Zeitraum (5000 bars) vom 26.12.2014 bis heute.
Code siehe hier:
defparam preloadbars=5000
defparam cumulateorders=false
defparam FlatBefore = 080000
defparam FlatAfter = 214500
a=average[100](Close)
StdDeviation=std[10](Close)
BBdo = a -1* StdDeviation
if not longonmarket and average[200] < average[200][2] and Close < BBdo*0.975 and RSI[10] < 20 and time<220000 then
buy 1 contracts at market
endif
if longonmarket and Barindex - tradeindex >= 2 then
sell at market
endif
set stop %loss 2.5
Hi Eric,
you can definitely change it. Just use the workstation options and you'll see that the trading hours as well as the basics for indicator calculations will take your settings.
All other things don't make sense for livetrading.
Hi Doctrading,
I only have the German platform.
You have to use the workstation options. See the screenshot.
Don´t use 24 hours - between 220000 and 080000 there is no reference market and spread of 7 points at IG.
salut,
tu peux avoir cela avec
Options
Options plateforme
Fuseaux et plages horaires avec prt cfd
a +
Can't understand this.
dax 5 or 1 eur mini with 1 hour timeframe 080000 to 220000 trading hours (Berlin timezone). Nicolas published the itf file.
if you have any further questions please contact me again.
Regards,
Soma
Hello,
Nice system.
But on ProRealTime CFD, I don't have the same results at all.
Regards,
First line in the code must be:
defparam preloadbars=5000
Sorry. My mistake
Eva... He dosen´t sell anything. He is just a nice guy that want to share on of his strategys with us... To get the code to work you need to change defparam preloadpars=5000 todefparam preloadbars=5000. Thanks for sharing!