Simple Strategy : TF 10S / Bollinger / RSI

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  • #132901 quote
    Scooby
    Participant
    Senior

    Hi all,

    I’ve my new CFD account and then I worked yesterday on a new algo working on a TF30 sec with a Bollinger and an Stochastic.

    I tried it in real today with the minimum risk (0.2 €/pts) on the DOW.

    I share the results.

    I think that the problem on my algo is that I can take 2/3/4 trade for the same “signal” and that should be better to get 1 trade for each brake of the bollinger but with a gap. I mean, get only one trade for each “wave” of the bollinger brake (Picture 1)

    But I don’t know how to code this kind of thing. Someone has an idea ?

    Picture-1.png Picture-1.png 23.05.20-1.png 23.05.20-1.png 23.05.20-2.png 23.05.20-2.png
    #132905 quote
    Scooby
    Participant
    Senior

    The ITF if you wanna try it 🙂

    bertrandpinoy and swedshare thanked this post
    DJI-30S-Boll-Sto-v1.itf
    #132920 quote
    GraHal
    Participant
    Master

    But I don’t know how to code this kind of thing. Someone has an idea ?

    Try below as the Line 1

    defparam cumulateorders = False // Not True
    #132932 quote
    Scooby
    Participant
    Senior

    Hi @grahal.

    If I put “true” on the instruction i will not get multiples orders on 2/3 waves.

    Then for me its not the good way :S

    GraHal thanked this post
    #132944 quote
    danistuta
    Participant
    Senior

    Hi Scooby, I donwloaded this version: EUR-USD-10S-RSIBOL-V3.itf

    I tried lo start becktest but I have no trades…there’s something to change?

    Thank you very much.

    #132949 quote
    Scooby
    Participant
    Senior

    Bellow the ITF which work

    EUR-USD-10S-RSIBOL-V3-1.itf
    #133011 quote
    danistuta
    Participant
    Senior

    Thank you very much, now it works but it seems going only in short positions. Did you optimize too much for last days? Any fix for long positions?

    Thanks.

    #133086 quote
    Scooby
    Participant
    Senior

    Sorry Dani, I did’nt work anymore with this one because I lost some data when I deleted my account for a PRT account.

    Then I did a new one with a stochastic in TF30 secondes.

    #133092 quote
    danistuta
    Participant
    Senior

    What is the post link of the new one? Thanks.

    #133099 quote
    Scooby
    Participant
    Senior

    I did’nt create a new one.
    This is the first post of this page 😉

    #133101 quote
    swedshare
    Participant
    Senior

    Any thought of doing it on 1min TF to get much more historical data?

    #133207 quote
    Scooby
    Participant
    Senior

    That could be good but I didnt find good parameters with the 1 min timeframe. Due to less volatility maybe.

    I gonna work a bit on it and if something is good I gonna share here.

     

    However currenlty I did the 30 sec for CAC/Russell/Dow/dax/australia and it works. Hope it gonna work for a long Time 😀

    #133218 quote
    danistuta
    Participant
    Senior

    Great, thank you! And where’s the post for 30sec strategy, I’d like to test with Dax😊

    #133220 quote
    Scooby
    Participant
    Senior

    Following my version for the DAX which is not optimised

    DAX-30S-Boll-Sto-v1.itf
    #133367 quote
    OboeOpt
    Participant
    Veteran

    Very interesting @scooby! I usually don´t bother with timeframes like 30s because it´s very dificult.

    Have you changed anything in the code to make it work for other markets or just optimized values?

    Do you optimize “all” the values or only specific ones?

    I would really appreciate if you would like to share your versions for CAC/Russell/Dow/dax/Australia so I can put them on test account for a while!

    Good luck!

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Simple Strategy : TF 10S / Bollinger / RSI


ProOrder: Automated Strategies & Backtesting

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Scooby @scooby Participant
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This topic contains 49 replies,
has 9 voices, and was last updated by Francesco
5 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/27/2020
Status: Active
Attachments: 34 files
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