SP500 – riding the trend

SP500 – riding the trend

 

Simple strategy on S&P500 with “controlled” averaging down orders. Strategy has stoploss (100 points by default). Default is 5 contracts per order, but you can modify it in the code if you want (please adapt it to your account size). Could be adapted to other markets for sure.

 

 

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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.

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  1. Leonida1984 • 09/04/2017 #

    Troppi pochi trade per uno storico così elevato. La probabilità nella sua accezione frequentista , è attendibile se il campione preso a riferimento sia ampio. Mia personalissima opinione. Buona giornata!

  2. reedthomaslawrence • 09/04/2017 #

    Is there anyway to make this system work for the us market? Thanks!

  3. JR1976 • 09/04/2017 #

    DO you mean US Market ? Like Nasdaq or Dow ?

  4. reedthomaslawrence • 09/04/2017 #

    Yes! Thanks for your reply. Also, can you give any more details on how this system works? It says it’s automated. Does that mean that it will automatically make daily trades or weekly trades? What type of returns will it generate and does it work with any portfolio size? I know you have to sign-up for Prorealtime monthly in order to use. Thanks in advance!

  5. JR1976 • 09/04/2017 #

    Hi Thomas,
    The system is totally automatic , make daily trade ( daily timeframe ) .
    Follow the trend because need to know if the close is above or below the ‘Average 125’ and entry when the market have the weak points , only at the break of previous Daily high or low

    About your portfolio size …
    Depend of your risk , but I think 3000 €/US is the minimum

  6. Ricx • 09/04/2017 #

    Hi! Looks like a good system, I would like to try it out and see if I can make it fit into any of my ideas. However I’m having a hard time understanding the system, can you explain in words when the system is supposed to enter a long position?

    • JR1976 • 09/04/2017 #

      I Ricx,
      Thanks an advance for your comment
      The most important condition to go long are :

      SP500 – riding the trend 3
      SP500 – riding the trend

      Simple strategy on S&P500 with “controlled” averaging down orders. Strategy has stoploss (100 points by default). Default is 5 contracts per order, but you can modify it in the code if you want (please adapt it to your account size). Could be adapted to other markets for sure.

      // TF Giornaliero
      // JR1976 TRADERS
      // Molto Buono con Cumulate order LONG

      // MM125=filtro lungo periodo , MM14 media di corto periodo per le operazioni long , MM4 media di corto periodo per le operazioni short + check RSI 2
      // TIme Frame DAYLY
      // MAX dd …
      // Loss …

      // JR1976 TRADERS

      DEFPARAM Cumulateorders = true
      //defparam flatafter = 220000
      //defparam flatbefore = 130000

      MM125=average[125](close)
      MM14=average[14](close)
      MM4=average[4](close)

      RSI2 = RSI[2](close)
      //h1 = high > Bollingerup[20]
      short = RSI2 > 90
      mm200=average[200](close)

      // Condizioni per entrare su posizioni long
      IF NOT LongOnMarket and close >MM125 and MM125>MM125[1] and close<MM14 THEN
      BUY 5 CONTRACTS AT high stop
      trading = 0
      ENDIF
      //if trading < 7 then
      if trading mm200 and Close-TRADEPRICE(1)>1 then
      IF LongOnMarket and close>mm200 and TRADEPRICE(1)- close>1 then
      BUY 5 CONTRACTS AT market
      trading = trading +1
      ENDIF
      endif

      // Condizioni per uscire da posizioni long
      //If LongOnMarket AND close>mml and close>close[1] THEN
      If LongOnMarket AND close>MM14 THEN
      SELL AT market
      ENDIF

      // Stop e target: Inserisci qui i tuoi stop di protezione e profit target
      if not shortonmarket and close<MM125 and MM125MM4 and short then
      sellshort 5 contracts at low-3 stop
      endif

      if shortonmarket and close<MM4 and close1 then
      exitshort at market
      endif

      //if shortonmarket then
      //exitshort at high+10 stop
      //endif
      //set target pprofit 25
      set stop ploss 100

      // TF Giornaliero
      // JR1976 TRADERS
      // Molto Buono con Cumulate order LONG

      // MM125=filtro lungo periodo , MM14 media di corto periodo per le operazioni long , MM4 media di corto periodo per le operazioni short + check RSI 2
      // TIme Frame DAYLY
      // MAX dd …
      // Loss …

      // JR1976 TRADERS

      DEFPARAM Cumulateorders = true
      //defparam flatafter = 220000
      //defparam flatbefore = 130000

      MM125=average[125](close)
      MM14=average[14](close)
      MM4=average[4](close)

      RSI2 = RSI[2](close)
      //h1 = high > Bollingerup[20]
      short = RSI2 > 90
      mm200=average[200](close)

      // Condizioni per entrare su posizioni long
      IF NOT LongOnMarket and close >MM125 and MM125>MM125[1] and close<MM14 THEN
      BUY 5 CONTRACTS AT high stop

      First of all, simple average 125 , previous close must be above
      Then the trend of the average 125 must be in up direction
      Previous close are below average 14
      And the last condition but important is to break the previous high to entry in the market

      To avoid the big drawdown , cumulate order if you are not in profit

      The stop loss obviously are most important

      Regards

    • JR1976 • 09/04/2017 #

      I Ricx
      Sorry but there is an error in copy paste of the previous reply.

      The follow the simple condition to set up LONG

      1 previous close must be above simple moving average 125
      2 the trend of the average 125 must be up direcction
      3 previous bar close below average 14
      4 at the last open a position if the current price break the previous daily high

      Cumulate order (limited) if you are not in profit

      That’s all
      Regarda

  7. ALE • 09/04/2017 #

    Good ideas!

  8. danibo • 09/04/2017 #

    Hi JR1976,
    thank you for posting this trading system.

    In the screenshot you attached there are some incoherences that make me think you messed up with the screenshot because in the bigger window I see:

    the CFD is “US 500 cash”
    the timeframe is “Daily” (Giornaliero)
    the test period is from somewhere before 1999 and september 2018

    while in the “Rapporto dettagliato” window I see:

    the CFD is “France 40 cash”
    the timeframe is 4 hours
    the test period is from 29/04/2013 to 01/09/2017

    The system applied to US 500 on a daily frame breaks after a few positions and if applied to the CAC 40 index, it works better but not that much.

    Please may you review your whole post?

    Thank you

    Danibo

  9. JR1976 • 09/04/2017 #

    Hi Danibo ,
    Is an error in the attachment
    Not consider screenshot cac40 .
    Soon I enclosed the complete figure of the equity Us
    obviously you can try to play the strategy on other index like cac ecc

  10. danibo • 09/04/2017 #

    JR1976, thank you for your reply.

    Still I can’t make the TS work with the US 550 because it breaks after few trades.
    Did you change the code?

  11. JR1976 • 09/04/2017 #

    NOthing change … tried with CFD US500 cash mini

  12. EchnatonX • 09/04/2017 #

    Hallo
    Im Demomodus bei IG habe ich das Problem, dass oft keine Orders ausgeführt werden können, da anscheinend der STOP Kauf zu nahe am gegenwärtigen Martlevel liegt. Änderung von STOP Kauf auf Market funktioniert im Code leider nicht. Was müsste ich da ändern?

    Translate:
    In demo mode with IG I have the problem that often no orders can be executed, because apparently the STOP purchase is too close to the current market level.
    The minimum distance must be 10 points. Change of STOP Buying on Market does not work in the code unfortunately. What should I change there?

  13. Jan • 09/04/2017 #

    EchnatonX, nice late answer of me:
    Make the stop loss a percentage of the close, like 100/10000 * close. For currency pairs just use the required pips distance x close, like 100 * close /// for Euro/dollar likewise 100 * 1,09

  14. guleny • 09/04/2017 #

    Hello
    I made some optimization to make it better. But there are 5 transacttion which increase drawdown. Can you help to optmize too
    Thanks

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