Moving average trading system
EN / Hello everyone,
Here is an automatic trading strategy based on the Mobile Averages.
This code is very simple because I started in this discipline! 🙂
I need your help to optimize the code. I would like to filter out false signals in order to have more winning positions and reduce drawdown.
Thank you in advance for your help.
Best regards,
DJ
FR / Bonjour à tous,
Voici une stratégie de trading automatique basée sur les Moyennes Mobiles.
Ce code est très simple car je débute dans cette discipline ! 🙂
Je sollicite votre aide afin d’optimiser ce code. J’aimerais filtrer les faux signaux afin d’avoir davantage de positions gagnantes et réduire le drawdown.
Merci d’avance pour votre aide.
Bien cordialement,
DJ
// Définition des paramètres du code
DEFPARAM CumulateOrders = True // Cumul des positions activé
// Conditions pour ouvrir une position acheteuse
indicator1 = close
indicator2 = Average[100](close)*1.002
c1 = (indicator1 CROSSES OVER indicator2)
indicator3 = close
indicator4 = Average[1000](close)
c2 = (indicator3 > indicator4)
IF c1 AND c2 THEN
BUY 1 CONTRACT AT MARKET
ENDIF
// Conditions pour fermer une position acheteuse
indicator5 = close
indicator6 = Average[100](close)*0.998
c3 = (indicator5 CROSSES UNDER indicator6)
IF c3 THEN
SELL AT MARKET
ENDIF
// Conditions pour ouvrir une position en vente à découvert
indicator7 = close
indicator8 = Average[100](close)*0.998
c4 = (indicator7 CROSSES UNDER indicator8)
indicator9 = close
indicator10 = Average[1000](close)
c5 = (indicator9 < indicator10)
IF c4 AND c5 THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
// Conditions pour fermer une position en vente à découvert
indicator11 = close
indicator12 = Average[100](close)*1.002
c6 = (indicator11 CROSSES OVER indicator12)
IF c6 THEN
EXITSHORT AT MARKET
ENDIF
Comments
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Theres some bugs still with this program , can somebody help to improve on the following?
Improvements needed
- BUY if current close is higher than previous close
- No stoploss or take profit settings
Notes : Strategy only works in a upward trending market, heavy losses in a downward or whipped saw trend
Dear Matriciel , can you add in the following ? stoploss=30pips , take profit= 4pips <=== after you are done pls paste it back here. Thanks
Dear Matriciel , you should try removing these 1.0998 , 0.0998 , these functions actually draws down your profits .I made it more cleaner but it is for scalping only. i only tested on some of the pairs so far. maybe you want to have a further look at it. This is only for a trending market that has a definate trend, if its a sideway market dont use this because the MAs will trigger and you will get whipped sawed.
// Conditions pour ouvrir une position acheteuse setting (1000units 15mins chart )
indicator1 = close
indicator2 = Average[5](close)
c1 = (indicator1 CROSSES OVER indicator2)
IF c1 THEN
BUY 3 CONTRACT AT MARKET
ENDIF
// Conditions pour fermer une position acheteuse
indicator3 = close
indicator4 = Average[7](close)
c2 = (indicator3 CROSSES OVER indicator4)
IF c2 THEN
BUY 3 CONTRACT AT MARKET
ENDIF
// Conditions pour ouvrir une position acheteuse
indicator5 = close
indicator6 = Average[60](close)
c3 = (indicator5 CROSSES OVER indicator6)
IF c3 THEN
SELL AT MARKET
ENDIF
hi marticiel , can you email me at xxxx ? i want to work with you on the development of the codes
Please dont put your email address publicly on the website. If you want to make a dev team for improvements of this strategy, I suggest you to make a new thread on the forums where everyone in interest should help. It makes senses since everything here is completely free and share the same sharing spirit. Thanks.
Hi Matriciel,
How do you change the limit to take profit ? kindly advice
It's incredible, this little offset make big difference! dunno why..
what do 0.998 and 1.002 factors represents?
Hi Chaostrader82,
You know, I'm starting in automatic strategy coding so I'm not going to be able to help you a lot.