No Trend Strategy

No Trend Strategy

This strategy uses the “TrendNoTrend indicator” (see in the library).
Once the “No Trend” phase has been identified (beta = 0), swing trading will take place: BUY MIN and SELL MAX. To do this you can use, for example, a SmoothedStochastic.
A simple SuperTrend [3,10] follows the position.
It seems to have positive results on different indices and different time frames, after optimization of the observation period.

 

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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?

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  1. Nicolas • 341 days ago #

    Thank you for sharing this strategy. Although I think the optimization should be done with Walk Forward to test its robustness, I salute the work and the idea. This strategy deserves to attract more attention than in a topic “lost” in the forum, it has its place in the library 🙂
    PS: I changed your illustration picture with another one (it was too small 🙂 )

  2. Teddy Coronak • 341 days ago #

    Merci pour cette stratégie. comment remplacez les variables par les valeurs fixes ?
    à quel endroit dois je remplacer ? c’est le pro order qui me le demande.

    • FULVIO09 • 340 days ago #

      At line 15 establish the value of “period”. For example: AA = 180

  3. FULVIO09 • 340 days ago #

    Sorry for lines 39 and 62 we need to set the ABS value:
    39 ST = ABS ((LOWEST [10] (LOW)) – OPENBUY) / PXT
    62 ST = ABS (OPENSELL- (HIGHEST [10] (HIGH))) / PXT

  4. Teddy Coronak • 340 days ago #

    Bonjour merci BEAUCOUP !!!
    cela fonctionne!!!

  5. Dymjohn • 332 days ago #

    Good piece of work. I’ve tried trading in live but always falls over suggesting I haven’t loaded enough bars. I changed code to set DEFPARAM to 2000 and still suggests not enough bars on the 10 minute time frame. Any ideas as to what might be wrong? The period of linear regression is set to 240.

    • FULVIO09 • 331 days ago #

      I ran the strategy on differents instruments and timeframes and I never encountered problems. Sorry but I have no idea how to solve your problem.

  6. POLLO • 317 days ago #

    ciao Fulvio continua a dirmi di sostituire le variabili. Come posso risolvere?
    scusa ma sono ignorante in materia

    • FULVIO09 • 314 days ago #

      Con il file notrendstrategy.itf che hai scaricato puoi eseguire un probacktest sullo strumento finanziario e timeframe che preferisci e trovare il valore della variabile “period” che ti dà la migliore performance.
      Se vuoi avviare l’autotrading proorder sullo strumento e time frame prescelto devi fissare alla linea 15 il valore di period (ad es. AA = 180) e cliccare sull’icona a forma di chiave inglese in alto a destra “ottimizzazione variabili” cancellare le variabili da ottimizzare (clicca sulla x rossa).

  7. kuroobi • 315 days ago #

    FULVIO09 • 25 days ago #

    At line 15 establish the value of “period”. For example: AA = 180

    avatar
    FULVIO09 • 25 days ago #

    Sorry for lines 39 and 62 we need to set the ABS value:
    39 ST = ABS ((LOWEST [10] (LOW)) – OPENBUY) / PXT
    62 ST = ABS (OPENSELL- (HIGHEST [10] (HIGH))) / PXT

    Même après cette manipulation , ça ne fonctionne pas pour moi .
    Pouvez vous expliquer en détail ?

    • FULVIO09 • 314 days ago #

      Avec le file notrendstrategy.itf, vous pouvez exécuter un probacktest sur l’instrument financier et la période que vous préférez et trouver la valeur de la variable “period” qui vous offre les meilleures performances.
      Si vous souhaitez démarrer le processus de négociation automatique sur l’instrument et la période choisie, vous devez fixer la valeur de period à la ligne 15 (par exemple AA = 180) et cliquer sur l’icône en forme de clé en haut à droite “optimisation variables” effacer la variable “period” à optimiser (cliquez sur la x rouge).

    • Johann • 228 days ago #

      Hi @FULVI09,
      I understand the instructions however I’m not too sure how to determine the “period” that generate the best performance, you mentioned 180 in the previous post, could you kindly explain where you got it from and what method you use to determine the “period” that generate the best performance.
      Thanks for your contribution and looking forward to read your response.
      Regards,
      Johann.

  8. kuroobi • 312 days ago #

    Parfait , merci beaucoup .

  9. Juan Salas • 275 days ago #

    Hi FULVIO09,

    Nice piece of work. It seems to work very well. Does only work for INDEXES?? Have you tried it on commodities or FOREX???
    Many thanks,

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