Dax Daily Open Long – timeframe 4 hours

Dax Daily Open Long – timeframe 4 hours

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.

kind regards

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?

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

  1. Vonasi • 01/03/2018 #

    JohnScher has requested that I post my very slightly modified version of his strategy that gives better profits and a higher win/loss ratio on here but unfortunately I am unable to post code for some strange reason. Please go to
    https://www.prorealcode.com/topic/wanted-small-code-snippet/#post-57152
    where you can find the new code. You may wish to adjust the SET Target %Profit to 3.75 instead of the 3 that it is as this is a more optimized number.

  2. AVT • 01/03/2018 #

    What does the last sentence mean: The insurance can stay. (A typical german is over-insured, but a “Robot insurance” is really the final straw). Thx.

  3. JohnScher • 01/03/2018 #

    The “insurance” is against the general dangers such as the sudden appearance of a black hole in the middle of the earth or simply against an exploding nuclear power plant.

  4. Kv6 • 01/03/2018 #

    I’m trying to make a probacktest in the suggested 4H timeframe and don’t perform any operations…

  5. JohnScher • 01/03/2018 #

    @Kv6

    Try this code, see below.

    Please pay attention to the correct time settings.
    The trade starts at 09:00 GMT+1 or 08:00 GMT.
    Correspondingly then the closes
    09.00/13.00/17.00/21.00 GMT+1
    08.00/12.00/16.00/22.00 GMT

    Here in the code i use GMT+1

    Then it should work.

    If it doesn’t work, please use ScreenShots.

  6. JohnScher • 01/03/2018 #

    // MainCode: DailyOpenLong
    // Dax 1 Euro
    // TimeFrame 4H
    // created by JohnScher
    // with SaisonalPatternMultiplier 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 25
    c2 = TEMA [4] (close) > ExponentialAverage [4] (close)
    c3 = Repulse [3] (close) > 0.3

    IF TradingDayLong and TradingTimeLong Then
    If c1 and c2 and c3 THEN
    buy position*saisonalpatternmultiplier CONTRACT AT MARKET
    Endif
    ENDIF

    // set stop loss
    IF time = 090000 or time = 130000 or time = 170000 or time = 210000 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

  7. Kv6 • 01/03/2018 #

    Line 111: I replaced “IF CurrentDayOfTheMonth 25” with “IF CurrentDayOfTheMonth <= 25 THEN"
    In the end, when I try to validate, the error shown in the screenshot comes out.

  8. JohnScher • 01/03/2018 #

    Are you sure you changed in my code the line 111?

  9. JohnScher • 01/03/2018 #

  10. JohnScher • 01/03/2018 #

    Add PRT code – function don´t work correct on my personal computer
    i try againe

  11. JohnScher • 01/03/2018 #

    next try

    doesn´t work
    so here it is

    // MainCode : DailyOpenLong
    // Dax 1 Euro
    // Timezone GMT
    // 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 25
    c2 = TEMA [4] (close) > ExponentialAverage [4] (close)

    IF TradingDayLong and TradingTimeLong Then
    If c1 and c2 THEN
    buy position*saisonalpatternmultiplier contracts at market
    Endif
    ENDIF

    // condition to exit
    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
    // Stop Loss as an insurace e.g. an exploiting nuclear power plant
    // end maincode

    // end

    all right?

  12. Mags67 • 01/03/2018 #

    Sorry don’t get your system to work. Miss definition of c1, december etc.

    Pls try again!

  13. Yannick • 01/03/2018 #

    Hello It doesn’t work for me also

  14. JohnScher • 01/03/2018 #

    this one runs

    // 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 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 = 090000 or time = 130000 or time = 170000 or time = 210000 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

    // end

  15. JohnScher • 01/03/2018 #

    Why do i have problems to insert a code with “add prt code” ??

  16. Yannick • 01/03/2018 #

    Hello
    The problem of the code might the time of the candle if you modifiy by TradingtimeLong = time > 075900 and time<095000 For GMT/UTC +1 (Europe).
    i have also a problem with add prt code

  17. Yannick • 01/03/2018 #

    TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
    TradingtimeLong = time > 075900 and time 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 Repulse[3](close)< -0.3 Then
    sell at market
    Endif

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

  18. Marlon • 01/03/2018 #

    Hey JohnScher,
    your code works fine, but my results aren’t as good as yours. Even if I use the same timeframe as you.
    What is wrong with my code? I just copied it.
    Did I miss something?

  19. DarioMazza • 01/03/2018 #

    Bha… this code dont work. gg

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
darbes Hi How does it go on live ? JC
antonio73 Balmora74, io vedo che funziona anche su timeframe ad 1 minuto con piccole ottimizzazioni, t...
Juananantoniorodriguez hola buenas, a este sistema automático, Cómo se le podría poner un stoploss de beneficio sim...
Exalaxe Hey, i just noticed you optimized this strategy. Could i see your new version, please?
Andrea.1981 sorry i add my code but it not enter why i dont know
Andrea.1981 this is code simply stop , and you can see another version for stop / Codice principale...
avatar
unkown ;-) sfido chiunque a riuscirci!
avatar
unkown infatti basta leggere i post degli altri....
nicola papangelo ciao Francesco vorrei contattarti su facebook o in privato. Grazie
hartgeld Hallo Atxeel, sehr interessanter Code, habe das installiert und funktioniert. Danke! Kannst ...
atxeel Hallo hartgeld, die Ziele sind schlicht, bspw. die Range beträgt 10 Punkte, dann ist das Zie...
Maik2404 wie kann ich den Code bekommen Paul?
jens_kittner Works with US Crude at 1h as well!
Jean-Claude REGIS Je préconise de regarder les graphiques H1 et M15 pour visualiser la tendance de fond et d'...
ALE Very Very Nice
manel Hi - Many thanks for this and your other analytical codes, stellar work - very useful ! With...
Vonasi Good idea Manel. I have posted a new version here that shows results as a percentage: https:...
Vonasi No problem pableitor - I'm glad you like it.
pableitor Hi Vonasi, I was checking a few random weeks with your indicator and sometimes it seems to ...
Vonasi I have not checked your query on a chart but my guess is that you are reading the indicator ...
Paul the last update can be found in topic Strategy DayOpen Straddle for DAX on page 14.
bertrandpinoy l instruction GRAPH pose problème sur PRT... pas vous? cordialement
Nicolas Supprimer simplement les lignes avec GRAPH pour passer en ProOrder, trading live.
TraderFelix
6 years ago
Bebbo Thank you for your contribution. I have tested your system on some instruments and I like i...
bertrandpinoy bonjour j ai tente l installation mais PRT m indique que ce code ne peut etre utilisé qu en ...
Nicolas en effet, il faut utiliser l'éditeur de code ProBacktest, il ne s'agit pas d'un indicateur m...
Xusto Hello, Fully Agree, I will update it with your advice. Btw Can would you like share you co...
Niklas johansson hägglund do you now if it's possible to use this strategy with this code in tradingview also?
Alexander9 This code for metastock ?, can for amibroker . Thanks
Petersson Kristian Hi when I do back test I get 0 results, what do I do wrong? Trade Well Chris
JohnScher Yes i did before, see library/strategys/repulse and dpo https://www.prorealcode.com/proreal...
JohnScher Don't know what you're doing wrong. Import ITF and observe time zone settings. This should...
osupero https://www.screencast.com/t/2fCW8fkGsOeZ....solo posiciones largas por ahora
osupero https://www.screencast.com/t/MIaSZ2PRg
ALZ Hi JohnSher, Nice but not the same result Do you have the last itf of it ? Good result i...
ak5hay2 Works like crazy on bitcoin. Use different timeframes. Thanks a lot Doc!!!
richyowen Hi, great code thanks. Very new to this forum. Is there a way to add a 100point target on an...
lisamitch50 Morning all, Just backtested on quite a few instruments, worked well on backtesting, but tel...
FULVIO09 Attualmente non c'è sufficiente volatilità : la condizione "C0 = AverageTrueRange[1500](Clos...
vlongobardo67 Ma io intendevo in backtest ! Scusa non l’ho menzionato.
ciniselloftse salve fulvio .il trading sistem e sempre profittevole?
reb Hello have you used this strat since last year ? live or Back test ? What are the results ?
beeb Yes last Year. But only back test
drysheep Hi all, did anyone test this strategy recently? As i dont get a single trade in the backt...
Vonasi Thanks for the compliments ALE. If you use any results from it in a strategy then please sha...
CKW this is Awesome tool. thanks Vonasi
Vonasi ....and thank you for the compliment CKW.
Reiner great work:-)
Vonasi Thanks Reiner. that is compliments indeed from the seasonality expert. I have a second vers...
Sagal Hi Vonasi, Can it be presented as a 1 year graph displaying a 5 year average or 10 year aver...
ALE
6 years ago
settival CIAO ALE CREDO DI AVER SETTATO PER BENINO LO SCALPING INDICATOR MA NON VISUALIZZO I SEGNALI ...
graff.laetitia Hello, I'm sorry to bother you, I'm new to trading, I managed to download the indicator but ...
Alby118 i can get it to work? dax 1 min. upload indicator on the4 chart. thank you

Top