Strategy TrendImpulse v1

Strategy TrendImpulse v1

Here is a new strategy on Wall Street/DJI 5 min TF that utilize Perfect Trend Line as entry/exit and Trend Impulse Filter as trend direction. All credits to the original author.

DLS code is added to avoid high spread period. Time Zone used is UTC+08:00.

Forum for discussion https://www.prorealcode.com/topic/strategy-trendimpulse-v1/

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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. Dom • 178 days ago #

    Excellent en 1mn…;-)

  2. discomusic • 177 days ago #

    Hi! Many thanks! Can you please indicate us some value of the variables?

  3. yahootew3000 • 176 days ago #

    Hi, only 3 variables to optimize: SlowLength, FastLength and length. Other variables are actually fixed. You can see the range by importing the .itf,

  4. Pascal Christophe • 175 days ago #

    MERCI yahootew3000, SUPPER la programmation! belle perf avec ProBacktest. Je rencontre un petit problĂšme avec ProOrder Auto Trading (Remplacez les variables par des valeurs fixe… )

    • Souhail Sam • 175 days ago #

      @Pascal, Oui effectivement, une fois le Backtest terminé, il te propose des valeurs pour le résultat obtenus pour les variables. Avant de lancer en ProOrder, il suffis soit de déclarer les variables sur le code et de mettres les valeurs du backtest avant de lancer au auto. exemple de déclaration :
      once SL=300
      once SlowLength = 50
      once FastLength = 35
      once SlowPipDisplace = 0
      once FastPipDisplace = 0
      once length = 2
      once centertrend = 1

  5. Pascal Christophe • 175 days ago #

    Merci Souhail Sam pour ta rĂ©ponse rapide et prĂ©cise. 😉 Je suis novice.

  6. Lucho0712 • 173 days ago #

    Hi, I have a question regarding the frequency of the points and the backtest time window. Looking at your screenshot it seems that you have 1 point every 5 minutes and a backtest of a duation of 2 years and a half. When I try to do a backtest with a data point every 5 minutes, the maximum backtest I can achieve is 11 days. Is there a trick to allow longer analysis?
    Cheers

    • yahootew3000 • 173 days ago #

      Hi, you need to adjust the unit to higher number, for normal account, it is 100k units (the option is on the left of the time frame option, default maybe is 10k). You will need a premium PRT for longer test period (200k unit). I build strategy on 100k then ask my friend to test on 200k.

  7. yahootew3000 • 173 days ago #

    Thank you Souhail Sam for the help. Btw, I have improved the strategy, you can get the latest from here, https://www.prorealcode.com/topic/strategy-trendimpulse-v1/page/2/#post-129779

    • Souhail Sam • 165 days ago #

      It is me that i must thank you for your work.
      I have worked a lot on this version, I will finish some ameliorations before sharing it here.
      The strategie is running live in demo and it has given me good results.
      Just one problem is one day, 6 positions oppened in the same time and lost -164e six times. The problem is i have fixed 1 position a time in proOrder and cumulateorder is on false on the code, maybe it’s a bug, hope that it will not do it on live trades in Real account.
      Thank you again for your work. I will take a look on the new version.

  8. buru • 162 days ago #

    bonjour il m’est impossible de me servir de vos stratĂ©gie il y a message d’erreur .avez vous rĂ©ussi de votre cotĂ© ?
    merci pour votre travail

    • Souhail Sam • 160 days ago #

      Bonjour, télécharge le fichier itf et importe le directement sur la plateforme, évite le copier coller. Bon courage

  9. Darren Nash • 162 days ago #

    Hi all, thanks for the code. I would like to test and have loaded into the backtest but its asking me to add variables even though I see them loaded at the top of the backtest window. do I need to add them variables to the code itself? sorry, fairly new to this.
    Thanks
    Darren

    • Darren Nash • 162 days ago #

      btw i added the below but still asks me to ‘replace variables with specific values’

      once SL=300
      once SlowLength = 50
      once FastLength = 35
      once SlowPipDisplace = 0
      once FastPipDisplace = 0
      once length = 2
      once centertrend = 1

      Thanks
      Darren

    • Souhail Sam • 160 days ago #

      Hello,
      Do you use the itf to import it in the platform ? if yes, i can’t see why it keeps asking you to replace variables … :/

  10. Darren Nash • 158 days ago #

    Thanks Souhail, in the end i just copy/paste the logic with variables and it works.
    I removed the time function and use on Australia 200 (ASX) and have had good results. Currently testing with 1min and 5min

  11. Darren Nash • 158 days ago #

    One thing to note also for DOW trading if using IG, change the buy/sell qty from 1 to 2

  12. mostafa samady • 145 days ago #

    How can I optimize it for DAX 30? Thanks!

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