Hello, I want to share this strategy of Semi Swing Trading on DAX 4H
It includes a non-conventional PSAR setup, an RSI and 1 simple moving average. Only for Longs looking for brief small trends.
WF with 100000 bars attached.
Any suggestions to improve ratio win/loss or % of wins are always welcome =D
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//ROCK CLIMBER DAX 4 HR defparam cumulateorders = false Positionsize = 2 MyPSAR = SAR[0.09,0.08,0.2] If BarIndex = 0 then xClose = TotalPrice xOpen = Open xHigh = max(High,max(xOpen, xClose)) xLow = min(Low,min(xOpen,Xclose)) ELSE xClose = Totalprice xOpen = (xOpen[1] + xClose[1])/2 xHigh = max(High,max(xOpen, xClose)) xLow = min(Low,min(xOpen,Xclose)) ENDIF MyRSI = RSI[6](close) If MyRSI crosses over 60 and close> Average[25] then Buy Positionsize contracts at market ENDIF If LongonMarket and ((xOpen > xClose and XHigh-XOpen and XLow < Xclose) or (MyPSAR crosses over close)) then Sell at market ENDIF set stop loss 80 |
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Hello David, thanks for your strategy !!
I have a question on your code, can you explain me the condition below :
(xOpen > xClose and XHigh-XOpen and XLow < Xclose)
I don't understand the condition XHigh-XOpen ?
Do you want to test XHigh < XOpen ??
I improve your stategy with a trailing stop but the performance is less but with a better drawdown !
Regards.
JM
Hello JM, thanks for your comment.
Actually i should have name it XMid instead of Xopen. xHigh means Highest value in the set, while xMid means Midpoint of the previous bar. XMid = [xOpen(Previous Bar) + Close(Previous Bar)]/2
Also, an upper bollinger band crossing over close instead of PSAR works too as an exit.
Regards
David thanks for your return and your explication !
But I have a problem of interstand the logical sequence of programmation : “XHigh-XOpen” -> this must be equal at 1 or 0 in the condition if …. ??
Anyway perhaps I have to search in the ProBuilder language…
Do you have test this strategy in real mode with the DAX ?
I want to test with my IG account with CFD.
Regards.
JM,
Actually you can remove that part of the code. Look at below:
//ROCK CLIMBER DAX 4 HR
defparam cumulateorders = false
Positionsize = 2
//MyPSAR = SAR[0.09,0.03,0.2]
If BarIndex = 0 then
xClose = TotalPrice
xOpen = Open
//xHigh = max(High,max(xOpen, xClose))
xLow = min(Low,min(xOpen,Xclose))
ELSE
xClose = Totalprice
xOpen = (xOpen[1] + xClose[1])/2
//xHigh = max(High,max(xOpen, xClose))
xLow = min(Low,min(xOpen,Xclose))
ENDIF
MyRSI = RSI[7](close)
If MyRSI crosses over 60 and close> Average[25] then
Buy Positionsize contracts at market
ENDIF
If LongonMarket and (xOpen > xClose and XLow < Xclose) or BollingerUp[7] crosses over close then
Sell at market
ENDIF
set stop loss 80
No, I currently don't have this system in my real portfolio but it is a good candidate.
David,
Thanks a lot and next week I begin the test of this strategy in real…
You have other strategy in real account better then that one ??
hello david,
i’ll try it
could you tell me wich strategy do you use in real?
thanks
Hello,
I have a couple of DAX strategies of breakout and mean reversion. I’ll try to post them later on.
Regards,
Hi David, I just saw your strategy and it’s good!!! I’m going to try it from today in real and I’ll tell you. I’ve also tried it on the Dow Jones and it also works very well. I know this post is from many years ago but it’s great that to this day it keeps working. Thank you so much for this job.