Larry-Connor converted to DAX M1

Larry-Connor converted to DAX M1

Runs on the 1 minute timeframe on DAX40. It’s traditionally run on the daily timeframe but I found out it works exceptionally on the 1 minute timeframe.

The rules of the 3-day high/low method/strategy converted to the 1 minute timeframe looks like this:

  1. The latest bar close must be higher than the 200bars moving average.

  2. The latest bar close must be lower than the 5-bars moving average.

  3. Two bars ago both the high and low were lower than the bar before.

  4. The high and low of the previous bar must be lower than the bar before that.

  5. The high and low must be lower than the previous bar.

  6. If conditions 1-5 are true, then buy.

  7. Exit at the bar close when prive is above above the 5-bar moving average.

The code

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  1. superfalcio • 337 days ago #

    Hello, i am interested in the code… I noticed that the code do not work taking into consideration the time window:
    noEntryBeforeTime = 080000
    noEntryAfterTime = 1715000
    This condiction must be recalled in the buying IF requirements….

  2. superfalcio • 337 days ago #

    I make this simulation with the time window in 1m with USTech. PF result is 2.71

    DefParam CumulateOrders=False

    noEntryBeforeTime = time > 120000
    noEntryAfterTime = time Average[200](Close)
    C2=Close<Average[5](Close)
    C3A=High[2]<High[3]
    C3B=Low[2]<Low[3]
    C4A=High[1]<High[2]
    C4B=Low[1]<Low[2]
    C5A=High<High[1]
    C5B=LowAverage[5](Close) and (dlow(0) < dlow(1) xor dhigh(0) dlow(1) and dhigh(0) < dhigh(1) then
    sell at market
    endif

  3. ProRealAlgos.com • 336 days ago #

    Hi Superfalcio. You are right, forgot to add it to the if statement.

    Yes it works great on US Tech 100 aswell, however your code seems incomplete. Can you send it here again.

    • T-rader • 336 days ago #

      Thanks for this code. Don´t forget to ad spread tho. 2p spread removes 900 profit

  4. superfalcio • 336 days ago #

    Repost the complete code i reviewed….

    //Simulation 20/07/2023 – USTech Spread=2p – TF 1Minute –> PF=2.57

    DefParam CumulateOrders=False

    noEntryBeforeTime = time > 120000
    noEntryAfterTime = time Average[200](Close)
    C2=Close<Average[5](Close)
    C3A=High[2]<High[3]
    C3B=Low[2]<Low[3]
    C4A=High[1]<High[2]
    C4B=Low[1]<Low[2]
    C5A=High<High[1]
    C5B=LowAverage[5](Close) and (dlow(0) < dlow(1) xor dhigh(0) dlow(1) and dhigh(0) < dhigh(1) then
    sell at market
    endif

  5. ProRealAlgos.com • 335 days ago #

    Hi Superfalcio. IF you look at the code you posted you can see that there are numerous errors e.g. this line:

    noEntryAfterTime = time Average[200](Close)

  6. Jocke • 335 days ago #

    Hello.
    So how to correct this error? I cant get it to work as it is now.
    Go it to work.

  7. superfalcio • 334 days ago #

    sorry, it seams it does not allow me to paste the whole code….

    • ProRealAlgos.com • 334 days ago #

      Here you go. To be run on US Tech 100 on the 1 minute timeframe.

      DefParam CumulateOrders=False

      noEntryBeforeTime = 150000
      noEntryAfterTime = 220000

      C1=Close>Average[200](Close)
      C2=Close<Average[5](Close)
      C3A=High[2]<High[3]
      C3B=Low[2]<Low[3]
      C4A=High[1]<High[2]
      C4B=Low[1]<Low[2]
      C5A=High<High[1]
      C5B=Low<Low[1]

      If C1 and C2 and C3A and C3B and C4A and C4B and C5A and C5B and time >= noEntryBeforeTime and time <= noEntryAfterTime then
      Buy 1 contract at Market
      SET STOP %LOSS 1.4
      EndIf

      If Close>Average[5](Close) and (dlow(0) < dlow(1) xor dhigh(0) < dhigh(1)) then
      Sell at Market
      EndIf

      if dlow(0) > dlow(1) and dhigh(0) < dhigh(1) then
      sell at market
      endif

  8. superfalcio • 334 days ago #

    Yeah finally, thank you. I didn’t understand why if i paste my code here, it get changed … Anyway same code I had. :)))
    Just to notice you took in the last code for US Tech 100 the time window 150000-220000. I investigated (last 100000 periods) diferent windows time and I got the best Profit Factor with the window 120000-200000.
    Moreover (US Tech 100, last 100000 periods), %Stop Loss at 1.6 looks the best.

  9. JohnScher • 334 days ago #

    Please take into account the spread when closing the positions at night

  10. richmoore123 • 332 days ago #

    Hello, many thanks for these strategy ideas. Can you please confirm what time zone your conditions relate to? I am in the UK so I am wondering if I need to adjust these. Thanks

    • ProRealAlgos • 331 days ago #

      Yes this is for UTC+2 so you would have to adjust that

  11. darbes • 331 days ago #

    Hi Guys,
    I tried it on DAX and DOW but no orders are sent when backtesting is recording orders. Any clues ? Best

  12. superfalcio • 327 days ago #

    From my side it is working demo and live 🙂

  13. YvesRobert • 316 days ago #

    Hello, can someone explain this strategy because I don’t understand what the program does exactly ? Thank you.

  14. andyfx79 • 197 days ago #

    l have been demoing for the past couple of weeks with great results , but during a bear market it makes a loss , can this algo be adjusted to work on the short side also to counter this issue ?
    thanks .

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