Dax Daily Open Long - timeframe 4 hours

Category: Strategies By: JohnScher Created: January 3, 2018, 2:05 PM
January 3, 2018, 2:05 PM
Strategies
19 Comments

A simple code with differently weighted averages and a stop by repulse.
Supplemented by the seasonal pattern multiplier and a re-invest strategy.
If necessary, the latter can also be omitted, but it still remains a gain that achieves a higher performance than the Dax itself.

Time conditions should be adapted to your timezone. Timeframe = H4.
You can also do without the fixed TP and SL. The insurance can stay.

// MainCode : DailyOpenLong
// Dax 1 Euro
// TimeFrame4H
// created by JohnScher
// with SainsonalPatternMultiplier from Pathfinder-Systems
// with Re-Invest-Strategie

//..............................................................
// Start
//..............................................................


defparam cumulateorders = false

// saisonal pattern muliplier

ONCE January1 = 3 //0 risk(3)
ONCE January2 = 0 //3 ok
ONCE February1 = 3 //3 ok
ONCE February2 = 3 //0 risk(3)
ONCE March1 = 3 //0 risk(3)
ONCE March2 = 2 //3 ok
ONCE April1 = 3 //3 ok
ONCE April2 = 3 //3 ok
ONCE May1 = 1 //0 risk(1)
ONCE May2 = 1 //0 risk(1)
ONCE June1 = 1 //1 ok 2
ONCE June2 = 2 //3 ok
ONCE July1 = 3 //1 chance
ONCE July2 = 2 //3 ok
ONCE August1 = 2 //1 chance 1
ONCE August2 = 3 //3 ok
ONCE September1 = 3 //0 risk(3)
ONCE September2 = 0 //0 ok
ONCE October1 = 3 //0 risk(3)
ONCE October2 = 2 //3 ok
ONCE November1 = 1 //1 ok
ONCE November2 = 3 //3 ok
ONCE December1 = 3 // 1 chance
ONCE December2 = 2 //3 ok


// set saisonal multiplier
currentDayOfTheMonth = Day
midOfMonth = 15
IF CurrentMonth = 1 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = January1
 ELSE
  saisonalPatternMultiplier = January2
 ENDIF
ELSIF CurrentMonth = 2 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = February1
 ELSE
  saisonalPatternMultiplier = February2
 ENDIF
ELSIF CurrentMonth = 3 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = March1
 ELSE
  saisonalPatternMultiplier = March2
 ENDIF
ELSIF CurrentMonth = 4 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = April1
 ELSE
  saisonalPatternMultiplier = April2
 ENDIF
ELSIF CurrentMonth = 5 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = May1
 ELSE
  saisonalPatternMultiplier = May2
 ENDIF
ELSIF CurrentMonth = 6 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = June1
 ELSE
  saisonalPatternMultiplier = June2
 ENDIF
ELSIF CurrentMonth = 7 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = July1
 ELSE
  saisonalPatternMultiplier = July2
 ENDIF
ELSIF CurrentMonth = 8 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = August1
 ELSE
  saisonalPatternMultiplier = August2
 ENDIF
ELSIF CurrentMonth = 9 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = September1
 ELSE
  saisonalPatternMultiplier = September2
 ENDIF
ELSIF CurrentMonth = 10 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = October1
 ELSE
  saisonalPatternMultiplier = October2
 ENDIF
ELSIF CurrentMonth = 11 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = November1
 ELSE
  saisonalPatternMultiplier = November2
 ENDIF
ELSIF CurrentMonth = 12 THEN
 IF currentDayOfTheMonth <= midOfMonth THEN
  saisonalPatternMultiplier = December1
 ELSE
  saisonalPatternMultiplier = December2
 ENDIF
Endif

// end sainsonal pattern multiplier



// code re-invest
Capital = 10000
Equity = Capital + StrategyProfit
Position = Max(1, Equity * (1/Capital))
Position = Round(Position*100)
Position = Position/100

// start maincode

TradingDayLong =  dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or  dayofweek = 4 or dayofweek = 5
TradingtimeLong =   time = 080000 //or  time = 130000 or time = 170000

c1 = TR (close) > 25
c2 = TEMA [4] (close)  >  ExponentialAverage [4] (close)

IF  TradingDayLong and TradingTimeLong Then
 If  c1 and c2 THEN
  buy position*saisonalpatternmultiplier CONTRACT AT MARKET
 Endif
ENDIF

// set stop loss
IF time = 080000 or time = 120000 or time = 160000 or time = 200000 then
 If Repulse[3](close)< -0.3 Then
  sell at market
 Endif
ENDIF

// set target profit set stop loss
//set target %profit 3
Set stop %loss 5
// end maincode

kind regards

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