strategy BarHunter DAX v1p

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01/26/2020 at 10:38 AM #117859 quote

fifi743
Participant

Master

Hi Paul
From line 140 add the daily and weekly pivot.
With a gap between the price and the pivot

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Capture-d’écran-492.png BarHunter-v3p-MOD-FIFI-1.itf

01/26/2020 at 1:01 PM #117879 quote
Paul
Participant

Master
Goodmorning Fifi,

nice! I found last half part of december is not so good and better not to trade.
```
once holiday            = 1

// reset
if intradaybarindex=0 then
tradecounter=0
breakvaluelong=99999
breakvalueshort=0
tradeday=1
endif


// holiday
if holiday then
if month=12 and day>=15 then
tradeday=0
else
tradeday=1
endif
endif
```
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Screenshot-2020-01-26-at-12.56.12.jpg
01/26/2020 at 2:32 PM #117886 quote

Florian
Participant

Senior

Hello ,

The FIFI BarHunter-v3p-MOD-FIFI-1.itf strategy is excellent on SAF40! GOOD JOB @fifi743 for creating the virtual stop!

fifi743 thanked this post

01/26/2020 at 2:38 PM #117887 quote

fifi743
Participant

Master

edit

GraHal thanked this post

BarHunter-v3p-MOD-FIFI-2.itf Capture-d’écran-494.png

01/26/2020 at 4:26 PM #117914 quote

GraHal
Participant

Master

Florian Legeard wrote:

excellent on SAF40

I agree but the spread at 30 points on entry would knock a chunk out of the profits?

Florian.jpg

01/26/2020 at 4:26 PM #117916 quote

Jeremy8
Participant

Junior

Merci Fifi pour le partage.

En effet la stratégie est tres prometteuse.

Toutefois, j’ai essayé de l’automatiser sur un compte réel mais PRT m’en empeche à cause de “remplacer variables par de valeurs fixes” et “l’instruction graph”.

Avez vous essayé de la faire tourner en réel? Si oui comment avez vous fait?

Merci

01/26/2020 at 4:32 PM #117917 quote

Francesco
Participant

Veteran

Speak English in the english forum

01/26/2020 at 4:38 PM #117919 quote

fifi743
Participant

Master

LINE 468 I added
RSI position closing + barindex-tradeindex

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Capture-d’écran-495.png BarHunter-v3p-MOD-FIFI-3.itf

01/26/2020 at 5:22 PM #117922 quote

fifi743
Participant

Master

Jeremy8 wrote:

Merci Fifi pour le partage.

Did you ask the creator of the algorithm for permission?
If you do not have authorization the algorithm will put your account at 0

01/26/2020 at 5:45 PM #117923 quote

fifi743
Participant

Master

Do you know the Backtrader site ?
there are very interesting things in the articles.

01/26/2020 at 6:10 PM #117925 quote

Florian
Participant

Senior

@GraHal I agree with you! But I prefer to take 50% of something, rather than 100% of nothing 🙂

To go further, I have a strategy that allows me to diversify and decorrelate my strategies.
I develop strategies that are complementary and this one is little in the market, rather regular and generates gains when my other strategies are losing.
The other interesting point is that I integrated a reinvestment of earnings compared to the starting capital which allows to compensate for the penalizing spread.

Maybe you have any suggestions? 🙂

GraHal thanked this post

01/26/2020 at 6:15 PM #117926 quote

Paul
Participant

Master

Thanks for the tip. Will take a look!

01/26/2020 at 6:37 PM #117935 quote

fifi743
Participant

Master

Interesting but how to decorrelate strategies.
Since no strategy is connected together.

01/26/2020 at 7:08 PM #117942 quote

fifi743
Participant

Master

Less loss more position

Francesco, Paul, GraHal and winnie37 thanked this post

Capture-d’écran-499.png BarHunter-v3p-MOD-FIFI-4.itf

01/26/2020 at 7:57 PM #117954 quote
Paul
Participant

Master
always liked to close the position if possible before the weekend.

So I’ve this
```
once closebeforeweekend = 0

once closebeforeweekendinloss =0
once securebeforeweekendprofit=1

if closebeforeweekend then
if onmarket then
if (dayofweek=5 and hour>=22) then
sell at market
exitshort at market
endif
endif
endif

if securebeforeweekendprofit then
if (dayofweek=5 and hour>=18) then
if longonmarket then
if close>positionprice+15 then
sell at tradeprice(1)+10 stop
//else
//if hour>=22 then
//sell at market
//endif
endif
endif
if shortonmarket then
if close<positionprice-15 then
exitshort at tradeprice(1)-10 stop
else
if hour>=22 then
exitshort at market
endif
endif
endif
endif
endif

if closebeforeweekendinloss then
if (dayofweek=5 and hour>=22) then
if longonmarket then
if close<positionprice then
sell at market
endif
endif
if shortonmarket then
if close>positionprice then
exitshort at market
endif
endif
endif
endif
```
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