The “Keep It Simple and Stupid” strategy

The “Keep It Simple and Stupid” strategy

Hello everyone,

I wanted to test a strategy that I used manually in Day Trading on the DAX in graphs 5 minutes.

The problem is that it is not always easy to backtest a manual strategy, particularly it is difficult to determine the slope of the moving averages, the levels of supports / resistances, etc.

So I slightly adapted the parameters for automatic trading.

We have a profit factor of 1.25 (spread included in the backtest) ; in manual trading I am rather at a profit factor of 1.5 (but exit rules are slightly different, on a trailing stop that is difficult to adapt) . I’m quite happy with my backtest that looks pretty close to reality. The strategy is very simple, it is the “KISS”, Keep It Simple and Stupid strategy. It uses only three moving averages, we trade with the trend.

Note that the test is positive in M5 timeframe (but I can only test it on 2,5 years), it is much worse on the upper timeframes.

 

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. Andres • 04/28/2016 #

    Simple and interesting code, Doc! I have a lot of fear of strategies below 15min TF  🙂 , I will trie this.
    What about in other index? Is it still positive?
    Thanks.
    Andrés.

  2. Doctrading • 04/28/2016 #

    Hello,
    I didn’t test it on other indexes. It was just like the way I traded manually the Dax.

  3. Andres • 04/28/2016 #

    Hi,
    Without optimize variables and only in the last year:
    Bad in Spain & France.
    Good in Italy.
    😉

  4. Andres • 04/28/2016 #

    Uffff, I didn’t adjust the different index spreads. With the heavy spread of Italy It’s negative too.

  5. davidp13 • 04/28/2016 #

    Good day. I know this was posted such a long time ago, but I though rebuilding the system on another platform might just seem worth the while. Testing it on multiple FX pairs, mostly USDJPY, USDCHF, USDCAD, GBPUSD and AUDUSD. Seem to have promise and this is over 5yrs data using 5m, 15m and 1hr timeframe. I did however add a position tracking mechanism. Again I did not write it on PRT.

  6. davidp13 • 04/28/2016 #

    Also to note that the one position in my code does not close the other, which as far as I know PRT does not allow hedging or maybe this was just IG stopping hedging. 
     

avatar
Register or

Likes

avatar avatar avatar
Related users ' posts
JOKAMAURICE Thank you but I don't really understand. The values don't fit with what I see on my chart. I...
Alberto Aguilera Hi! Thanks for your strategy Anyone can check it with 200 bars?
TempusFugit Hi, this simple system for DOW and only shorts has worked quite well, maybe because of its q...
phoentzs Unfortunately, I never pursued this strategy further. Maybe I should take a look with what ...
winnie37 yes. "No ground breaking math here, but I am finding very useful and some algo based on it i...
Jan Wind Also interesting to know what does not work, which set up you use, saves me investigating ! ...
winnie37 i just set the proorder like this: buy when 50/100/200 phase >0 and sell when under 0, go...
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'...
Leo I don't know, I just copy paste the strategy. The optimisation of the values I wrote them in...
bertrandpinoy hello Leo I'm spending time on your strategy code. do you agree to try to include this code ...
bertrandpinoy //version a: ajout filtre MM defparam cumulateorders=false // --- paramètres taille =...
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...
tradingpro salve io faccio spread trading e volevo sapere come impostare un profitto da chiudere in a...
Nicolas Per favore non fare domande generali, non correlate al post. Usa invece il forum.
Bard Incredible, that is the clearest depiction of the trend I've ever seen Nicolas. (I just chan...
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
avatar
Anonymous Hi Odin, Thanks for this screener based on the popular criteria to trade trends from Marc...
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...

Top