Strategy 3 CANDLES with CAC40

Strategy 3 CANDLES with CAC40

I would like to share a simple meanreverting system that is based on the analysis of the last 3 candles.

A long range of the last 3 candles of at least 10 pips is considered, and for the short side a move of at least 25 pips.

Preferred indices France 40, Ftse 100 and Dax.

Timeframe 1 minute.Target 75 pips, Stop 70 pips and breakeven update every 30 pips.

Suggestions would be welcome.

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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. Matteo MC • 62 days ago #

    Hello Stanko.
    I hace tested your system ad i’have noticed that it works very well only quen the market is going up.
    So I have added a condition to enter the market :
    i1=triangularaverage[9000](close)
    if i1[0]>i1[1] then
    TRE=1
    ELSE
    TRE=0
    ENDIF
    The system enters long or short only when TRE=1. Whit this filter the equity line on 200k candels becames very better!
    try and Let me know if you are agree with me.

    • Stanko • 58 days ago #

      Ciao Matteo MC. Grazie per il tuo consiglio. Ho provato la strategia con tuo filtro ed il miglioramento è stato netto. Le operazioni si dimezzano ed aumentano i profitti. Attualmente sembra ottimo solo per il CAC40.

    • ivan66 • 51 days ago #

      Ciao Matteo, scusami , la modifica che hai suggerito, dove e come va inserita nel programma sopra? Ti ringrazio ciao

  2. rominet44 • 60 days ago #

    Hello ! stratégie simple testée et donne de bons résultats, bravo. J’ai essayé une petite optimisation qui améliore légèrement le profit jusqu’à 70k unités en backtest, mais apporte des résultats nettement meilleurs sur une plus longue période (140k et plus ) :
    // essais CAC M1 à partir de Strategy3-CANDLES-with-CAC40
    // mis en service le 30/11/22 à 19h30

    DEFPARAM CumulateOrders = False
    timeEnterBefore = time >= 070000
    timeEnterAfter = time <= 230000

    // *** tendance courte *****************
    M8=average[11](close) // 11
    Tm8h=M8>M8[1]
    Tm8b=M8<M8[1]

    UNO = (open[2] – close) > 9*pipsize // 9
    IF timeEnterAfter AND timeEnterBefore AND (open[2]>close[1]) AND (close[1]>close) AND UNO AND Tm8h THEN
    BUY 1 CONTRACT AT MARKET
    ENDIF

    DUE = (close – open[2]) > 21*pipsize // 21
    IF timeEnterAfter AND timeEnterBefore AND (open[2]<close[1]) AND (close[1]<close) AND DUE AND Tm8b THEN
    SELLSHORT 1 CONTRACT AT MARKET

    Malheureusement je ne sais pas comment ajouter le scan du backtest ???
    La strategie est actuellement en test réel.
    Cordialement
    JPF
    ENDIF

    SET TARGET pPROFIT 72// 72
    SET STOP pLOSS 69 // 69

    //startBreakeven = 5 //30 pips in gain to activate the breakeven function
    //PointsToKeep = 10 //5 pips to keep in profit above/below entry price when the breakeven is activated
    //
    // test if the price have moved favourably of “startBreakeven” points already
    //
    // — LONG side

    SCA = 33
    IF LONGONMARKET AND (close – tradeprice(1)) >= (SCA* pipsize) THEN // 33
    breakevenLevel = tradeprice(1) + (SCA* pipsize) //calculate the breakevenLevel
    //place the new stop orders on market at breakevenLevel

    IF breakevenLevel > 0 THEN
    SELL AT breakevenLevel STOP
    ENDIF
    ENDIF
    //graphonprice breakevenLevel coloured(239,21,21)
    // — SHORT side
    IF SHORTONMARKET AND (tradeprice(1) – close) >= (SCA* pipsize) THEN
    breakevenLevel = tradeprice(1) + (SCA* pipsize) //calculate the breakevenLevel
    //place the new stop orders on market at breakevenLevel
    IF breakevenLevel > 0 THEN
    EXITSHORT AT breakevenLevel STOP
    ENDIF
    ENDIF

    • Stanko • 58 days ago #

      Ciao Rominet44.
      Grazie per il tuo consiglio.
      La tua ottimizzazione è molto interessante perchè riduce notevolmente le operazioni ed aumenta i profitti.
      Ho notato anche un filtro con la media a 11 periodi.
      Attualmente performa bene per CAC40, DAX ed EUR/USD.

    • Chrisinobi • 53 days ago #

      Hallo Rominet 44
      Dein Code gefällt mir ganz gut, zum probieren und testen, kannst du bitte ihn als ITF-Datei hochladen oder so das man ihn gut kopieren kann. Danke

  3. Stanko • 49 days ago #

    In questi ultimi giorni di pesanti vendite nell’azionario il sistema accusa più perdite consecutive perchè, come aveva capito MatteoMC, la maggior parte degli ingressi sono Long. Trovo difficile trovare filtri per limitare i loss consecutivi: rimane opportuno rimanere fuori dal mercato.

  4. shionuk • 36 days ago #

    Sorry I am new here. Seen some really good results on forex with 30 mins. I have commented the code as I understand it in an editor. What is SCA? I am not in this domain so if it is obvious please excuse.

    • Stanko • 30 days ago #

      Ciao shinouk,
      lo SCA è una variabile che fa salire lo stop loss a breakeven, cioè la posizione non potrà chiudere in perdita. In questo caso lo stop loss parte da -70 e se la posizione supera il +30 il programma fa salire lo stop a +30. Spesso la posizione si chiude subito, ma il target del profitto rimane a +75 e può essere comunque raggiunto.

  5. wally • 23 days ago #

    Hola a todos y gracias a Stanco por la maquina principal y a los compañer@s que aportáis modificaciones.
    Para los mas novatos, serian tan amables de poner el archivo ITF, ya que no consigo insertar las modificaciones.
    Gracias por compartir sus conocimientos.

    • Stanko • 23 days ago #

      Ciao wally. Grazie per l’interesse mostrato: non riesco a capire che formato sia ITF. Il mio sistema si può copiare ed incollare senza problemi su ProRealTime. La modifica di MatteoMC la puoi aggiungere manualmente. Per le modifiche di rominet44 puoi provare a copiare il sistema qui sopra ed una volata incollato in ProRealTime potresti cancellare i commenti preceduti dalle due barre “//” perchè potrebbero creare confusione.

  6. jim • 23 days ago #

    wow

  7. wally • 22 days ago #

    Voy a experimentar.
    Gracias Stanko.

  8. BenJuice • 14 days ago #

    Merci Stanko pour ton système:) Il marche très bien.
    J’ai vu que Matteo MC avait trouvé un filtre pour optimiser ton système.
    Je n’arrive pas à intégrer sa condition. Pourrais tu m’aider.
    D’avance merci

    • Stanko • 7 days ago #

      Ciao Benjiuce, scusa per il ritardo della risposta.
      Prova a copiare ed incollare questo codice:

      DEFPARAM PreLoadBars = 100000
      DEFPARAM CumulateOrders = False
      timeEnterBefore = time >= 083000
      timeEnterAfter = time COND[1] THEN
      TRE = 1
      ELSE
      TRE = 0
      ENDIF

      UNO = (open[2] – close) > 10*pipsize

      IF timeEnterAfter AND timeEnterBefore AND (open[2]>close[1]) AND (close[1]>close) AND UNO AND TRE = 1 THEN
      BUY 1 CONTRACT AT MARKET
      ENDIF

      DUE = (close – open[2]) > 25*pipsize

      IF timeEnterAfter AND timeEnterBefore AND (open[2]<close[1]) AND (close[1]= (SCA* pipsize) THEN
      breakevenLevel = tradeprice(1) + (SCA* pipsize) //calculate the breakevenLevel
      //place the new stop orders on market at breakevenLevel
      IF breakevenLevel > 0 THEN
      SELL AT breakevenLevel STOP
      ENDIF
      ENDIF
      // — SHORT side
      IF SHORTONMARKET AND (tradeprice(1) – close) >= (SCA* pipsize) THEN
      breakevenLevel = tradeprice(1) + (SCA* pipsize) //calculate the breakevenLevel
      //place the new stop orders on market at breakevenLevel
      IF breakevenLevel > 0 THEN
      EXITSHORT AT breakevenLevel STOP
      ENDIF
      ENDIF

  9. calliope • 1 day ago #

    Bonjour et merci beaucoup STANKO pour ce code; La première ligne de ce code ressort en anomalie. Quelqu’un peut il m’aider ?
    Merci à tous pour ces beaux partages

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