This is what i’am testing. It provided some nice profits before, now it doesn’t look good in a backtest.

Goal is more to have consistent opening-trades from the backtest & live.

I removed a few lines which defined renkomax/min and didn’t expect it would work but it did.

//-------------------------------------------------------------------------
// Hoofd code : Renko dji   5s A3.1
//-------------------------------------------------------------------------

defparam cumulateorders = false
defparam preloadbars    = 1000
defparam flatbefore     = 080000
defparam flatafter      = 173000

once tradetype        = 1 // [1]long&short;[2]long;[3]short

boxsizeL=40
boxsizeS=30

// strategy
ctime= time>=080000 and time<150000

if close > renkomax + boxsizeL  and not (close < renkomin - boxsizeS) then
renkomax = renkomax + boxsizeL
renkomin = renkomin + boxsizeL
endif
if close < renkomin - boxsizeS and not (close > renkomax + boxsizeL) then
renkomax = renkomax - boxsizeS
renkomin = renkomin - boxsizeS
endif

// conditions
condbuy=high > (renkomax + boxsizeL)
condbuy=condbuy and open<>close and low<>close and open<>high

condsell=low < (renkomin - boxsizeS)
condsell=condsell and open<>close and high<>close and open<>low

// entry
if ctime then
If (tradetype=1 or tradetype=2) then
if condbuy and not longonmarket then
buy 1 contract at market
endif
endif
if (tradetype=1 or tradetype=3) then
if condsell and not shortonmarket then
sellshort 1 contract at market
endif
endif
endif

// trailing atr stop
once trailingstoptype     = 1    // trailing stop - 0 off, 1 on

once steps     = 0.1             // set to 0 to ignore steps
once minatrdist= 1.0

once atrtrailingperiod    = 14   // atr parameter
once minstop              = 10   // minimum trailing stop distance

once sensitivityts        = 0    // [0]close;[1]high/low

if trailingstoptype then
if barindex=tradeindex then
trailingstoplong     = 3   // trailing stop atr distance
trailingstopshort    = 3   // trailing stop atr distance
else
if longonmarket then
if newsl>0 then
if trailingstoplong>minatrdist then
if newsl>newsl[1] then
trailingstoplong=trailingstoplong
else
trailingstoplong=trailingstoplong-steps
endif
else
trailingstoplong=minatrdist
endif
endif
endif

if shortonmarket then
if newsl>0 then
if trailingstopshort>minatrdist then
if newsl<newsl[1] then
trailingstopshort=trailingstopshort
else
trailingstopshort=trailingstopshort-steps
endif
else
trailingstopshort=minatrdist
endif
endif
endif
endif
//
atrtrail=averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000
tgl=round(atrtrail*trailingstoplong)
tgs=round(atrtrail*trailingstopshort)

if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
maxprice=0
minprice=close
newsl=0
endif
//
if sensitivityts then
sensitivitytslong=high
sensitivitytsshort=low
else
sensitivitytslong=close
sensitivitytsshort=close
endif
//
if longonmarket then
maxprice=max(maxprice,sensitivitytslong)
if maxprice-tradeprice(1)>=tgl*pointsize then
if maxprice-tradeprice(1)>=minstop then
newsl=maxprice-tgl*pointsize
else
newsl=maxprice-minstop*pointsize
endif
endif
endif
//
if shortonmarket then
minprice=min(minprice,sensitivitytsshort)
if tradeprice(1)-minprice>=tgs*pointsize then
if tradeprice(1)-minprice>=minstop then
newsl=minprice+tgs*pointsize
else
newsl=minprice+minstop*pointsize
endif
endif
endif
//
if longonmarket then
if newsl>0 then
sell at newsl stop
endif
if newsl>0 then
if low crosses under newsl then
sell at market //when stop is rejected
endif
endif
endif
//
if shortonmarket then
if newsl>0 then
exitshort at newsl stop
endif
if newsl>0 then
if high crosses over newsl then
exitshort at market //when stop is rejected
endif
endif
endif
endif

set stop %loss .4

Screenshot-2020-05-07-at-03.10.29.jpg Screenshot-2020-05-07-at-03.10.16.jpg

yeah understand what y’re saying and you are right. This version is a bit different and give me somewhat hope 🙂 Here’s today so far.

What I see now in the screenshot, left it’s defined as exit at 9.06.55 and on the right as entry. Why is that?  There was no market position before that.

Screenshot-2020-05-07-at-10.37.19.jpg Screenshot-2020-05-07-at-10.36.20.jpg

profits are gone. A really bad day!

Still every entry is the same as the entry in the backtest. So maybe there’s a basis for ML.

Screenshot-2020-05-14-at-15.53.24.jpg