Stochastic Gold Trader

Stochastic Gold Trader

I have been trading Gold more than usual recently and made an interesting observation regarding the trend waves moving very much in sync with the stochastic. So this prickled my curiosity enough to quickly code-up a strategy based on my observation. And despite the fact that I purposefully fine tuned (aka curve fitted) the stochastic parameters I still think the result is rather promising considering there really isn’t that many essential moving parts outside of the stochastic settings. Also as a professional PRT developer I no longer have the liberty of sharing as many strategies to the community as before, so I sincerely hope there is something that someone here might find useful.

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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. samsampop • 354 days ago #

    Hi Juanj,
    Thank you very much for sharing, at first glance this looks great. I look forward to testing further!
    Thanks

  2. Gaspare • 352 days ago #

    Ottimo TS grazie Juanj
    Si puo’ adattare anche agli indici? Magari ci puoi suggerire qualche dritta per il mini SP500?
    Grazie

  3. pranik • 352 days ago #

    Hi juanj, I don’t undestand line 39 on the uploaded code. There is a stoch -1 on the if statement. Maybe you wanted to write stoch = -1.
    Thanks

  4. juanj • 351 days ago #

    @Pranik that is exactly what I did? Line 39 looks at stoch = -1 and line 45 looks at stoch = 1

  5. juanj • 351 days ago #

    The ‘=’ sign probably got lost during the copy/paste. It is always better to rather import the ITF file to avoid these formatting issues.

  6. bertrandpinoy • 351 days ago #

    hi Juanj, thank you. TF 1 h?

  7. pranik • 351 days ago #

    Hi @Juanj, I imported itf file and the ‘=’ sign is missing. If I put stoch = -1 as you suggest the results are very different from yours. If I remove ‘=’ sign the results are the same.
    Thanks

  8. Poiloulou • 350 days ago #

    The question is how the program understand “Stoch -1”. Because if we remove it, or if we put Stoch = -1 it is not working at all.

  9. pranik • 350 days ago #

    If stoch -1 then
    is equivalent to
    if stoch -1 <> 0 then

  10. Gaspare • 348 days ago #

    io l’ho messo live e qualcosa non va: apre posizioni short, in accordo con lo stocastico che punta al ribasso, mentre sul backtest apre posizioni long.
    Per adesso sono posizioni positive

  11. Gaspare • 348 days ago #

    ho inserito una loss di -25 e un profit di +50 per cui dopo l’ottimizzazione i parametri dello stocastico sono 22 5 4

  12. juanj • 348 days ago #

    Just be careful, this strategy has not been tested live

  13. delynot • 348 days ago #

    Superbe stratégie, elle marche plutôt bien en H1 et H4. Merci 😉

  14. samsampop • 347 days ago #

    Hi – I’ve had a lot of fun testing this out, and trying various iterations and tweaks. Thank you once again for sharing. A nice little strategy in an asset class I don’t currently trade. A useful stop loss mechanism is what I am currently looking to incorporate, along with the ability to exit the market if the direction changes to that of the current trade. Will share when I have something that works.
    Thanks once again, and keep posting!

  15. Jan • 342 days ago #

    This strategy is more than 90% in the market, do you reckon overnight interest costs in your strategy ?

  16. juanj • 342 days ago #

    Hi Jan, I did not include swap fees for this strategy as it is primarily a ‘concept strategy’. I do not personally trade this strategy live neither do I intend to,

  17. jebus89 • 338 days ago #

    heres a pic of 200K bars: https://imgur.com/JNKCJ6u

  18. bibiyanki • 327 days ago #

    doesn’t work , not start

  19. philnunn14 • 272 days ago #

    hi!
    Can you confirm which gold market, Minutes and units?
    On pro real time?

  20. Jan • 181 days ago #

    Thanks for sharing ! I tested it on the hourly graph, it gives very good profits, but also huge drawndowns. I tried a percentage stoploss, that reduces losses per trade, but that also reduces overall profit and % winners significantly.

    • annepfw • 172 days ago #

      Hello Jan, i like to have your little programm of stoploss. thank

  21. LaurentBZH35 • 139 days ago #

    It certainly need an other filter to run less time than 90% on market.
    Any suggestion ?

  22. CLAUDIOZ8 • 132 days ago #

    Hi Juanj, thank’s. good work.

  23. jissey • 65 days ago #

    Bonjour Juanj , avez-vous un programme qui tourne en réel depuis au moins une année et avez-vous fait un backtest pour comparer les résultats ? Pour moi, je trouve qu’il y a des différences entre un backtest et la démo et encore une différence entre la démo et le réel, avez-vous constaté cela? Merci pour votre réponse, cordialement, jc

  24. jissey • 65 days ago #

    bonjour Juanj , avez-vous un programme qui tourne en réel depuis plus d’un an et comprer les résultats avec un backtest ? Merci pour votre réponse, cordialement

  25. juanj • 65 days ago #

    Hi Jissey, your observation is correct. There are most certainly differences between the backtest, demo and live. Please see the screenshots attached to my 2 strategies listed in the marketplace. They contain live results. Sometimes I update strategies after a few months meaning it is rare that I run the same version unchanged for a year.

  26. superfalcio • 44 days ago #

    Hello, on the 2h timeframe I got a better performance in terms of win% and profit factor. I just optimized some parameters of stochastic.

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