QU Trading Strategy DAX Indices CFD

QU Trading Strategy DAX Indices CFD

This is a Multiday Strategy on DAX cfd of Ig Market- Time Frame 1 Hour

Signals are taken from QQE indicator and Universal indicator participates as filter.

The Seasonal optimization is Reiner’s Idea, that work well which we know.

The position are followed by a trailing stop.

Test result are made with DAX 1 € mini Spread 2

Time Frame 1 Hour

Since 26.04.2006 to 01.11.2016

The strategy needs also 3 technical indicators that are also attached  at the bottom of the post. These technical indicators are original ones found on the site and modified for the strategy.

 

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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. miguel33 • 11/07/2016 #

    optimized
    // Definizione dei parametri del codice
    DEFPARAM CumulateOrders = FALSE // Posizioni cumulate disattivate
    // define position and money management parameter
    ONCE positionSize = 1

    // define saisonal position multiplier >0 - long
    ONCE Januaryl = 1
    ONCE Februaryl = 1
    ONCE Marchl = 2
    ONCE Aprill = 1
    ONCE Mayl = 1
    ONCE Junel = 3
    ONCE Julyl = 2
    ONCE Augustl = 1
    ONCE Septemberl = 1
    ONCE Octoberl = 3
    ONCE Novemberl =2
    ONCE Decemberl = 2
    // saisonal pattern long position
    IF CurrentMonth = 1 THEN
    saisonalPatternMultiplierl = Januaryl
    ELSIF CurrentMonth = 2 THEN
    saisonalPatternMultiplierl = Februaryl
    ELSIF CurrentMonth = 3 THEN
    saisonalPatternMultiplierl = Marchl
    ELSIF CurrentMonth = 4 THEN
    saisonalPatternMultiplierl = Aprill
    ELSIF CurrentMonth = 5 THEN
    saisonalPatternMultiplierl = Mayl
    ELSIF CurrentMonth = 6 THEN
    saisonalPatternMultiplierl = Junel
    ELSIF CurrentMonth = 7 THEN
    saisonalPatternMultiplierl = Julyl
    ELSIF CurrentMonth = 8 THEN
    saisonalPatternMultiplierl = Augustl
    ELSIF CurrentMonth = 9 THEN
    saisonalPatternMultiplierl = Septemberl
    ELSIF CurrentMonth = 10 THEN
    saisonalPatternMultiplierl = Octoberl
    ELSIF CurrentMonth = 11 THEN
    saisonalPatternMultiplierl = Novemberl
    ELSIF CurrentMonth = 12 THEN
    saisonalPatternMultiplierl = Decemberl
    ENDIF

    // define saisonal position multiplier >0 short
    ONCE Januarys = 2
    ONCE Februarys = 1
    ONCE Marchs = 1
    ONCE Aprils = 1
    ONCE Mays = 3
    ONCE Junes = 2
    ONCE Julys = 1
    ONCE Augusts = 1
    ONCE Septembers = 3
    ONCE Octobers = 1
    ONCE Novembers = 1
    ONCE Decembers = 1
    // saisonal pattern short position
    IF CurrentMonth = 1 THEN
    saisonalPatternMultipliers = Januarys
    ELSIF CurrentMonth = 2 THEN
    saisonalPatternMultipliers = Februarys
    ELSIF CurrentMonth = 3 THEN
    saisonalPatternMultipliers = Marchs
    ELSIF CurrentMonth = 4 THEN
    saisonalPatternMultipliers = Aprils
    ELSIF CurrentMonth = 5 THEN
    saisonalPatternMultipliers = Mays
    ELSIF CurrentMonth = 6 THEN
    saisonalPatternMultipliers = Junes
    ELSIF CurrentMonth = 7 THEN
    saisonalPatternMultipliers = Julys
    ELSIF CurrentMonth = 8 THEN
    saisonalPatternMultipliers = Augusts
    ELSIF CurrentMonth = 9 THEN
    saisonalPatternMultipliers = Septembers
    ELSIF CurrentMonth = 10 THEN
    saisonalPatternMultipliers = Octobers
    ELSIF CurrentMonth = 11 THEN
    saisonalPatternMultipliers = Novembers
    ELSIF CurrentMonth = 12 THEN
    saisonalPatternMultipliers = Decembers
    ENDIF
    // Condizioni per entrare su posizioni long
    ignored, indicator1, ignored = CALL \"QQE_QUDAX1HBUY\"
    ignored, indicator3, ignored = CALL \"QQE_QUDAX1HSELL\"
    indicator2, ignored = CALL \"UNIV_QUDAX1H_LOW\"
    c1 = (indicator1 CROSSES OVER 50)
    c2 = (indicator2 <= 0)
    c3=(indicator1> 72 )
    c4=(indicator1< 39 )
    // Condizioni per entrare su posizioni short
    c5 = (indicator3 CROSSES UNDER 50)
    c6 = (indicator2 >= 0)
    C7 = (indicator3< 28 )
    C8=(indicator3> 56 )

    IF c1 AND c2 THEN
    IF saisonalPatternMultiplierl > 0 THEN // check saisonal booster setup and max position size
    BUY positionSize * saisonalPatternMultiplierl CONTRACT AT MARKET

    ENDIF
    ENDIF
    IF C3 OR C4 THEN
    SELL AT MARKET

    ELSIF c5 AND c6 THEN
    IF saisonalPatternMultipliers > 0 THEN // check saisonal booster setup and max position size
    SELLSHORT positionSize * saisonalPatternMultipliers CONTRACT AT MARKET
    ENDIF
    ENDIF
    IF C7 OR C8 THEN
    EXITSHORT AT MARKET
    ENDIF

    // TRAILING STOP LOGIK
    TGL = 131
    TGS= 100

    if not onmarket then
    MAXPRICE = 0
    MINPRICE = close
    PREZZOUSCITA = 0
    ENDIF

    if longonmarket then
    MAXPRICE = MAX(MAXPRICE,close)
    if MAXPRICE-tradeprice(1)>=TGL*pointsize then
    PREZZOUSCITA = MAXPRICE-TGL*pointsize
    ENDIF
    ENDIF

    if shortonmarket then
    MINPRICE = MIN(MINPRICE,close)
    if tradeprice(1)-MINPRICE>=TGS*pointsize then
    PREZZOUSCITA = MINPRICE+TGS*pointsize
    ENDIF
    ENDIF

    if onmarket and PREZZOUSCITA>0 then
    EXITSHORT AT PREZZOUSCITA STOP
    SELL AT PREZZOUSCITA STOP

    ENDIF

    ONCE maxCandlesShortWithoutProfit = 72// limit short loss latest after 72 candles
    // stop and profit management
    posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize

    ms = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit

    IF SHORTONMARKET AND ms THEN
    EXITSHORT AT MARKET
    ENDIF
    set stop Ploss 950
    set target Pprofit 500

     

    • ALE • 11/07/2016 #

      Hi,
      have you change stop loss only? Have you test 200.000 Bars?

  2. miguel33 • 11/07/2016 #

    Ale max 100.000  con la mia piattaforma
    how can I put a picture here?
     

    • ALE • 11/07/2016 #

      CiaoI’ve seen your version with 100.000 Bars, yes is better; but with 200.000 results are quite the same and increase drawdown.
       

    • ALE • 11/07/2016 #

      We may look for to run the strategy with Gold and Oil.. Grazie!
       
       

    • ALE • 11/07/2016 #

      Miguel do you find picture of your version near the others files above. It’s tested with 200.000 bars

    • enzo_52 • 11/07/2016 #

      HI MIGUEL, WHAT IS THE  TRADING TIME ? 08:00 – 22:00?   ROME TIME ZONE
      THANKS
       

  3. Cosmic1 • 11/07/2016 #

    Paste here Miguel and send link? https://snag.gy/

  4. miguel33 • 11/07/2016 #

    Cosmic I will attach here the result with photos

  5. Duccio • 11/07/2016 #

    Ciao Ale,
    Are you running this code on real account? The results are the same of backtests?Duccio

    • ALE • 11/07/2016 #

      Ciao Ducci,
      yes the same..

  6. Duccio • 11/07/2016 #

    Oh perfetto. Very good job.
    Ti posso contattare tramite un metodo privato (email o cellulare)per chiederti alcune cose che non c’entrano direttamente con la strategia?

    • ALE • 11/07/2016 #

      Hello Duccio;If you need to contact me don’t hesitate.. 

  7. ALE • 11/07/2016 #

    Ciao
    vuoi darmi il numero che ti chiamo?

  8. Duccio • 11/07/2016 #

    Te lo posso mandare via mail evitando di scriverlo qui pubblico?

    • ALE • 11/07/2016 #

      tradale1980@gmail.com
       

    • ALE • 11/07/2016 #

      Ciao
      manda pure.. 

  9. criscolci • 11/07/2016 #

    Grandi idee….grazie Ale!!

  10. SAM • 11/07/2016 #

    Ciao Ale, intanto ti volevo fare i complimenti per tutto quello che posti!!Premetto che sono un newbie, e mi piacerebbe migliorare la mia programmazione. Leggendo il tuo TS, faccio fatica a capirlo… posso farti alcune domande? Scusa se sono banali… Spero che possano essere utili anche ad altri nella community…sopratutto la prima parte… dalla riga 7 alla 84.. grazie mille
     
     

  11. Pfeiler • 11/07/2016 #

     Off topic: but is it possible to change the language of the PRT interface (eg to English)? Cant find a setting for that.

    • Nicolas • 11/07/2016 #

      No it’s not possible. The platform language is linked to your country language account.

    • marty1974 • 11/07/2016 #

      qualcuno puo aiutarmi per il mio ts? avrei bisogno solo di mettere un entrata per un tf 1m come secondo incrocio ma non trovo come fare qualcuno mi puo contattare?
      grazie
      martina

  12. Arnaudp63 • 11/07/2016 #

    Hello ALE,Thanks for your good strategies,Have you calculated how overnight CFD charges will affect overall gain as ie. for the last 4 years,  77 long trades last  an average of 20 days and 32 short trades, an average of 9 days?Thank you for your answer.

    • ALE • 11/07/2016 #

      Hi Arnaudp63,Not yet

    • ALE • 11/07/2016 #

      Hi Arnaudp63
      Daliy itenterests are about 1700€ since 26.april.2006 to last trade.
      RegardsAle

  13. alemaliz • 11/07/2016 #

    Salve a tutti sono nuovo nel forum ma no nel trading,bella strategia ma nel trading medi lungo periodo non puo bastare il calcolo dello spread 2, ma bisognerebe calcolarlo almeno il doppio per compensare le spese degli interessi che applicano giornalmente.

    • ALE • 11/07/2016 #

      Hi AlemalizAt Christmas time I’ll count interest..
      Thanks
      Ale

    • ALE • 11/07/2016 #

      Hi Alemaliz
      Daliy itenterests are about 1700€ since 26.april.2006 to last trade.
      RegardsAle

  14. Centrocasa Servizi Immobiliari • 11/07/2016 #

    ciao Ale, mi da questo errore quando copio il codice su PRT
    \"QQE_QUDAX1HBUY\"come posso risolvere?Grazie.

    • ALE • 11/07/2016 #

      Ciao 
      Devi fare il download di tutti i file e successivamente dal menù della piattaforma dove trovi tutti gli indicatori e tutte le strategie, cliccata sul tasto importa, alla fine li troverai disponibili nel menù 

  15. ALE • 11/07/2016 #

    Please  write in English 
    you must download every files
    and import them in your platform 
     

  16. Centrocasa Servizi Immobiliari • 11/07/2016 #

    risolto…

  17. ALE • 11/07/2016 #

     https://www.prorealcode.com/import-export-prorealtime-code-platform/
     

  18. ALE • 11/07/2016 #

    ok bene!
     

  19. alemaliz • 11/07/2016 #

    Ciao Ale le stagionalita sono ottimizzate in base al guadagno% ho in %Trade vincenti Grazie?

  20. ALE • 11/07/2016 #

    CiaoGuadagno.

  21. alemaliz • 11/07/2016 #

    Ciao Ale scusa se ti disturbo ancora possiamo sentirci in privato per un chiarimento su questa strategia per il bene di tutti?

  22. ALE • 11/07/2016 #

    Ma certo nel mio profilo trovi le info

  23. maxxb • 11/07/2016 #

    ciao Ale, scusa il disturbo .. ho messo in macchina demo versione 10.03  questa strategia dal 03 gennaio e non ha fatto nessuna operazione cosa ho sbagliato … ?  
    a 1 ora su dax mini  1 euro punto.. 
    grazie .
     

    • ALE • 11/07/2016 #

      Ciaol’ultima operazione long l’ha eseguita il 3 dicembre ed uscito l’8 dicembre.

  24. maxxb • 11/07/2016 #

    a ok quindi potrei anche non aver sbagliato nulla … grazie ..  

  25. sunandsea12345 • 11/07/2016 #

    scusate sono nuovo del forum ,dove posso chiedere come posso generare un codice che mi permetta di acquistare ad una data ora e vendere ad un altra data ora tutti i giorni?

    • ALE • 11/07/2016 #

      Ciao
      Puo andare nel forum
      Supporto pro order
      In fondo troverai lo spazio per inserire un nuovo topic
      li ci sarà lo spazio per spiegarti come fare..
      ciao

  26. pollon • 11/07/2016 #

    Ciao Ale, 
    anche a me da questo errore
     “QQE_QUDAX1HBUY”
     “QQE_QUDAX1HSELL”
     “UNIV_QUDAX1H_LOW”
    dove trovo questi indicatori
    Grazie

  27. reb • 11/07/2016 #

    Hi Ale
    do you trade these QU strategies? 
    Are the results same as backtests
    Thnaks in advance
    Reb

  28. avatar
    crazytrader • 11/07/2016 #

    Hi anyone that has run this lately?

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