EURUSD Mini overnight trading strategy 3 minutes TF

EURUSD Mini overnight trading strategy 3 minutes TF

Good afternoon,

This strategy is designed for the Eur / Usd mini 1 € with a 3-minute timeframe and a spread of 0.6 pips. It only works in the evenings. Let’s see what you think and if anyone is encouraged to improve it. 😉 I have already put it with real money for a month and the backtest corresponds to what the robot does in real.

Buenas tardes,

Esta estrategia esta diseñada para el Eur/Usd mini 1€ con un timeframe de 3 minutos y un spread de 0,6 pips. Exclusivamente funciona por las noches. A ver que os parece y si alguno se anima a mejorarlo. 😉 Ya lo tengo puesto con dinero real desde hace un mes y el backtest se corresponde a lo que hace el robot en real.

 

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. Nicolas • 158 days ago #

    Thank you Raul for sharing your strategy with the community. Every code sharing is appreciated. I have successfully backtest your strategy with new backtest engine of the new PRT version, and results are accurate. I found that you use averaging down to compensate loosing orders, even if you cut all orders at the beginning of a new day, the drawdown of the money equity can be huge sometimes. Maybe you could de-leverage a bit or avoid stacking orders at each new candle if the takeprofit was not met at the first glance. This is just my own thoughts by now, will be happy to discuss more. 

  2. Raul Vg • 157 days ago #

    Thanks Nicolas, I’m sorry, my English is bad, I will translate it in google hehe. In the code, I have put that it does not operate the night of the brexit or of the elections of the usa,
    These days better not have automatismes. In the code you can change the number of contracts as the benefits of the strategy increase, currently limited to a contract.

  3. Joachim Nilsson • 157 days ago #

    Great code but those drawdowns is huge! 

  4. mbaker15 • 155 days ago #

    Hi,

    Could somebody translate this code into english for me?

    Regards, Mark

    • Nicolas • 155 days ago #

      I think Google Translate can do this job for you 🙂

  5. iramirez55 • 155 days ago #

    Hola, gracias primero de todo.

    Por la mañana entre 7 y 12 también fuciona.

    Chao

  6. Jesús • 154 days ago #

    Hola Raul VG, muchas gracias por compartir la estrategia, parece muy interesante el concepto.

    Saludos,

    Jesús

  7. jonjon • 114 days ago #

    Hi Raul. Thanks for this code. I understand it all apart from the stop and target code. Can I ask a stupid question: where do you get the 300000 and the 80000 numbers from? I understand what the ATR is but I can’t get my head around why you then multiply by these numbers. Thanks

  8. Raul Vg • 114 days ago #

    Hi jonjon, these figures are the most appropriate for the strategy. Atr is an average true range indicator, in eur / usd it has values of 0.001, so multiply by that amount. Anyway is a very risky strategy, to accumulate orders, can be all night accumulating orders without stopping and produce large losses

  9. barbagio • 111 days ago #

    Hola Raul,
    gracias por compartir sistema, muy interesante. Tengo unicamente una duda sobre el spread que me parece verdaderamente muy bajo. Has probado otra combinaciòn aumentandolo? A la noche normalmente no està tan bajo.
    Otra pregunta: el sistema ya està optimizado?

    gracias
    Giovanni

  10. jonjon • 108 days ago #

    Hi Raul. Just a thought, is there a way to limit the maximum number or orders that can be accumulated? This could help a little with risk? With the following:

    DEFPARAM CumulateOrders = true

    is it possible to limit it to a maximum to 4 accumulated orders, for example? If so do you, or anyone else, know the code as I’m being a little slow today? Thanks 

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
Maz At this time trading BTC/crosses via leveraged spread betting or CFD derivatives is very exp...
juanj Interestingly I noticed that the spread usually quotes as 10 and lately sometimes as 20, pro...
Francesco78  Ah I thought you meant 20 is too small as a spread for Bitcoin, I traded them since last ag...
ALE
1 week ago
CSR strategy DAX 1 D
CSR strategy DAX 1 D
12
Strategies
ALE Hello GuysI'm trying to fix a problem that I missed during the probacktest, I update you as ...
Nicolas The code has been updated in the attachment of the post with the last version which contain ...
ALE Thanks as always Nicolas
Francesco78 Hi Grahal, thanks for your attention to my strategy, yes there is a forum thread I opened. ...
DarioMazza THIS doesn't work. no operations
Francesco78 ciao Dario,  try to change line 19 with  volok = volindic > atrmin*pointsize Let me kn...
reb Hello Marc your strat seems very intersting, will take a look Reb
juanj
2 weeks ago
zilliq Game over on sp500 too ...
zilliq I tried with less variables and on mini 500 (as juan) Same results sadly...
juanj Hi Zilliq, thank you for taking the time in doing some walk forward testing. You mentioned y...
Maz Nice idea thanks for sharing. I think you forgot to simulate spread thought, in the back tes...
Maz https://www.prorealcode.com/topic/ftse-is-lying-strategy-discussion/
Maz Have added a basic framework for further optimization and left some screen shots and source ...
juanj Here are another small tweak (just check Flatafter time as I am in a different timezone); /...
juanj Also change the ATR multiplier to 2 instead of 3. Slightly better drawdown.
GraHal I started he thread below as I get the results shown on image below. Please help on the Foru...
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...
Francesco78 Ciao JR  Francesco here not Ale :)) thanks so much for checking the code, I will have a lo...
JR1976 Ok sorry Francesco :-)  
Francesco78 These are the comparison with my lates version and yours, I think it improves by all the mea...
Dagge99 What is the spread that time of day in Italy40?
Francesco78 6 ticks noramlly here in Italy.
Francesco78 Peter, Tick by tick test here is not necessary as the strategy doesnt have stop losses and ...
victormork @GraHal shall we move this to the forum thread advised above?
Maz Thanks guys. Please see forum post for more details. I encourage you guys to play / pull it ...
Pierluigi Cavagnoli It works well even short on EUR/USD 15 min. I did this way: maLong / maShort instead of maSh...
bjoern You are absolutely right, thank for your comment. Already working on an optimization while u...
bjoern Added a range filter for entering positions. Performance seems to be much better, even with ...
Nicolas Thanks!
Francesco78 Hi Bjoern, I have created a strategy largely based on your nice and simple idea applied on D...
victormork Hi, I would just like to share my own take on this strategy. I'm using 30 min on EURUSD but ...
mckubik Thanks. I will run a Test. 
ALE :-) Wim Thank you!
GDKLockout Hi, Im new to this forum and automated trading, so please excuse the nooby question: If you...
ALE Hello because this trailing stop start next candles if condition is verified.  For more in...
Francesco78 Grazie a te per il commento, per quanto riguarda lo spread basta impostare l'entrata alle su...
Nacho Molto bene, ho voluto parlare di una cosa che sto trovando con questa strategia, ho girato s...
Francesco78 Ciao Nacho, grazie per il commento, onestamente  a me non e' mai capitato, ma ho fatto solo ...
Nicolas What are you calling a finished strategy? This one has been coded by a request on forums, si...
clanli Hi Nicolas Thanks for a fantistic piece of code. I tried the following with really good res...
rama where is Z variable in the program? i want to have look back period says 3 candles. I want...
TempusFugit Aloysius, Would you so kind to post your results here?:  https://www.prorealcode.com/topic...
CERROGATO hola tempus , estoy usando tu código, por que sólo de 8 a 19 siendo 24 horas el eurusd?  
TempusFugit Hi C, The hours the System don´t opperate the market use to be more flat so the highs and l...
hhintzen Hey Deio, Good strategy, but Why only long postitions?? We are once again come in a baer mar...
DEIO hi Harry, surely it's possible, I will try .... even if I think that the setting could be a...
hhintzen Di Deio, I know, i test your system. I will trey what it does in short market. Can you tel...
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...

Top