post #40695.

The optimised set up are in progress…Takes hours…I’ll get back to you ASAP.

Thx.

On-progress....png

Ok guys. Here is a version for the Dax. I set time filter  for it works only during time with low spread ( 1 pts).

I optimized only SL and TP with WF on 200k units. It’s just version 1 (But it starts to become sexy ; )  )  . I’ll still work on it but I optimize only with WF so it takes time.

DEFPARAM CumulateOrders = False // Cumul des positions désactivé

noEntryBeforeTime = 090000
timeEnterBefore = time >= noEntryBeforeTime

noEntryAfterTime = 173000
timeEnterAfter = time < noEntryAfterTime

daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

If longonmarket and close < positionprice and (barindex-tradeindex) > 650 Then
Sell at market
ElsIf shortonmarket and close > positionprice and (barindex-tradeindex) > 60 then
Exitshort at market
EndIf
 
body=close-open
 
abody=abs(body)
 
if range>0 then
ratio=abody/range
else
ratio=0
endif
 
middle=(open+close)/2
 
bodytop=max(open, close)
 
bodybottom=min(open, close)
 
shadowtop=high-bodytop
 
shadowbottom=bodybottom-low
 
longcandle= (ratio>0.6)
 
Bull = 0
Bear = 0
 
//Bullish Signals
 
MorningStar=(body[2]<0 and body>0 and longcandle[2] and open[1]<close[2] and open>close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and low[1]<low and low[1]<low[2] and high[1]<open[2] and high[1]<close)
if MorningStar then
Bull = 1 //Positive
endif
 
PiercingLine=(body[1]<0 and body>0 and longcandle[1] and longcandle and open<low[1] and close>middle[1] and close<open[1])
if PiercingLine then
Bull = 1 //None
endif
 
AbandonedBabyBottom=(body[2]<0 and body>0 and longcandle[2] and ratio[1]<0.3 and high[1]<low[2] and high[1]<low)
if AbandonedBabyBottom then
Bull = 1 //None
endif
 
ThreeInsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishHarami[1] and close>close[1])
if ThreeInsideUp then
Bull = 1 //Positive
endif
 
ThreeOutsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishEngulfing[1] and close>close[1])
if ThreeOutsideUp then
Bull = 1 //Positive
endif
 
ThreeWhiteSoldiers=(body[2]>0 and body[1]>0 and body>0 and high[1]>high[2] and high>high[1] and close[1]>close[2] and close>close[1] and open[1]>open[2] and open[1]<close[2] and open>open[1] and open<close[1])
if ThreeWhiteSoldiers then
//Bull = 1 //Increase Drawdown
endif
 
ConcealingBabySwallow=(body[3]<0 and body[2]<0 and body[1]<0 and body<0 and ratio[3]>0.8 and ratio[2]>0.8 and ratio>0.8 and open[1]<close[2] and high[1]>close[2] and shadowtop[1]>0.6*(abody[1]+shadowbottom[1]) and bodybottom<bodybottom[1] and bodytop>high[1])
if ConcealingBabySwallow then
Bull = 1 //None
endif
 
BullishHarami=(body[1]<0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1])
if BullishHarami then
//Bull = 1 //Negative Impact
endif
 
HomingPigeon=(body[1]<0 and body<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1])
if HomingPigeon then
Bull = 1 //None
endif
 
BullishEngulfing=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle)
if BullishEngulfing then
Bull = 1 //Positive
endif
 
LastEngulfingBottom=(body[1]>0 and body<0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle)
if LastEngulfingBottom then
Bull = 1 //None
endif
 
DragonflyDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>3*abody and shadowtop<shadowbottom/3)
if DragonflyDojiBottom then
Bull = 1 //None
endif
 
GravestoneDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>3*abody and shadowbottom<shadowtop/3)
if GravestoneDojiBottom then
Bull = 1 //None
endif
 
DojiStarBottom=(body[1]<0 AND longcandle[1] AND low<low[1] AND open<close[1] AND ratio<0.3 AND range<0.3*range[1])
if DojiStarBottom then
Bull = 1 //None
endif
 
BullishHaramiCross=(body[1]<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1])
if BullishHaramiCross then
Bull = 1 //None
endif
 
ThreeStarsInTheSouth=(body[2]<0 and body[1]<0 and body<0 and shadowtop[2]<range[2]/4 and shadowbottom[2]>abody[2]/2 and low[1]>low[2] and high[1]<high[2] and abody[1]<abody[2]  and shadowtop[1]<range[1]/4 and shadowbottom[1]>abody[1]/2 and low>low[1] and high<high[1] and abody<abody[1] and shadowtop<range/4 and shadowbottom<range/4)
if ThreeStarsInTheSouth then
Bull = 1  //None
endif
 
BullishBreakaway=(body[4]<0 and body[3]<0 and body>0 and open[3]<close[4] and close[2]<close[3] and close[1]<close[2] and longcandle and close<close[4] and close>open[3])
if BullishBreakaway then
Bull = 1 //None
endif
 
Hammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>2*abody and shadowtop<0.3*abody)
if Hammer then
Bull = 1 //None
endif
 
InvertedHammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>2*abody and shadowbottom<0.3*abody)
if InvertedHammer then
Bull = 1 //None
endif
 
RisingThreeMethods=(body[4]>0 and body[3]<0 and body[1]<0 and body>0 and longcandle[4] and longcandle and close[2]<close[3] and close[1]<close[2] and high[2]<high[3] and high[1]<high[2] and low[1]>low[4] and open>close[1] and close>high[4] and close>high[3] and close>high[2] and close>high[1])
if RisingThreeMethods then
Bull = 1 //None
endif
 
BullishThreeLineStrike=(body[3]>0 and body[2]>0 and body[1]>0 and body<0 and longcandle[3] and longcandle[2] and longcandle[1] and close[2]>close[3] and close[1]>close[2] and open>close[1] and close<open[3])
if BullishThreeLineStrike then
Bull = 1 //None
endif
 
BullishMatHold=(body[4]>0 and body[3]<0 and body[1]<0 and body>0 and longcandle[4] and close[3]>close[4] and close[2]<close[3] and close[1]<close[2] and high[2]<high[3] and high[1]<high[2] and low[1]>low[4] and open>close[1] and close>high[4] and  close>high[3] and close>high[2] and close>high[1])
if BullishMatHold then
Bull = 1 //None
endif
 
BullSash=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>close[1] AND open<open[1] AND close>open[1] AND shadowtop<0.1*abody)
if BullSash then
Bull = 1 //Positive
endif
 
BullSeparatingLine=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop<0.1*abody)
if BullSeparatingLine then
Bull = 1 //None
endif
 
BullishCounterAttack=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND close<=close[1])
if BullishCounterAttack then
Bull = 1 //None
endif
 
BullishKicking=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop=0 AND shadowbottom=0)
if BullishKicking then
Bull = 1 //None
endif
 
//Bearish Signal
 
EveningStar=(body[2]>0 AND body<0 and longcandle[2] and open[1]>close[2] and open<close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and high[1]>high and high[1]>high[2] and low[1]>open[2] and low[1]>close)
if EveningStar then
Bear = 1
endif
 
DarkCloudCover=(body[1]>0 and body<0 and longcandle[1] and longcandle and open>high[1] and close<middle[1] and close>open[1])
if DarkCloudCover then
Bear = 1
endif
 
AbandonedBabyTop=(body[2]>0 and body<0 and longcandle[2] and ratio[1]<0.3 and low[1]>high[2] and low[1]>high)
if AbandonedBabyTop then
Bear = 1
endif
 
ThreeInsideDown=(body[2]>0 and body[1]<0 and body<0 and bearishharami[1] and close<close[1])
if ThreeInsideDown then
Bear = 1
endif
 
ThreeOutsideDown=(body[2]>0 and body[1]<0 and body<0 and bearishengulfing[1] and close<close[1])
if ThreeOutsideDown then
Bear = 1
endif
 
ThreeBlackCrows=(body[2]<0 and body[1]<0 and body<0 and longcandle[2] and longcandle[1] and longcandle and low[1]<low[2] and low<low[1] and close[1]<close[2] and close<close[1] and open[1]<open[2] and open[1]>close[2] and open<open[1] and open>close[1])
if ThreeBlackCrows then
Bear = 1
endif
 
UpsideGapTwoCrows=(body[2]>0 and body[1]<0 and body<0 and longcandle[2] and open[1]>close[2] and bodytop>bodytop[1] and bodybottom<bodybottom[1] and close>close[2])
if UpsideGapTwoCrows then
Bear = 1
endif
 
BearishHarami=(body[1]>0 and body<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1])
if BearishHarami then
Bear = 1
endif
 
DescendingHawk=(body[1]>0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1])
if DescendingHawk then
Bear = 1
endif
 
BearishEngulfing=(body[1]>0 and body<0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle)
if BearishEngulfing then
Bear = 1
endif
 
LastEngulfingTop=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle)
if LastEngulfingTop then
Bear = 1
endif
 
DragonflyDojiTop=(body[1]>0 and longcandle[1] and high>high[1] and shadowbottom>3*abody and shadowtop<shadowbottom/3)
if DragonflyDojiTop then
Bear = 1
endif
 
GravestoneDojiTop=(body[1]>0 and longcandle[1] and high>high[1] and shadowtop>3*abody and shadowbottom<shadowtop/3)
if GravestoneDojiTop then
Bear = 1
endif
 
DojiStarTop=(body[1]>0 AND longcandle[1] AND high>high[1] AND open>close[1] AND ratio<0.3 AND range<0.3*range[1])
if DojiStarTop then
Bear = 1
endif
 
BearishHaramiCross=(body[1]>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1])
if BearishHaramiCross then
Bear = 1
endif
 
AdvanceBlock=(body[2]>0 and body[1]>0 and body>0 and high[2]<high[1] and high[1]<high and open[1]>bodybottom[2] and open[1]<bodytop[2] and open>bodybottom[1] and open<bodytop[1] and abody[1]<abody[2] and abody<abody[1])
if AdvanceBlock then
Bear = 1
endif
 
TwoCrows=(body[2]>0 and body[1]<0 and body<0 and longcandle[2] and open[1]>close[2] and close[1]>close[2] and open<bodytop[1] and open>bodybottom[1] and close<bodytop[2] and close>bodybottom[2])
if TwoCrows then
Bear = 1
endif
 
BearishBreakaway=(body[4]>0 and body[3]>0 and body<0 and open[3]>close[4] and close[2]>close[3] and close[1]>close[2] and longcandle and close>close[4] and close<open[3])
if BearishBreakaway then
Bear = 1
endif
 
ShootingStar=(body[1]>0 and longcandle[1] and high>high[1] and shadowtop>2*abody and shadowbottom<0.3*abody)
if ShootingStar then
Bear = 1
endif
 
HangingMan=(body[1]>0 and longcandle[1] and high>high[1] and shadowbottom>2*abody and shadowtop<0.3*abody)
if HangingMan then
Bear = 1
endif
 
FallingThreeMethods=(body[4]<0 and body[3]>0 and body[1]>0 and body<0 and longcandle[4] and longcandle and close[2]>close[3] and close[1]>close[2] and low[2]>low[3] and low[1]>low[2] and high[1]<high[4] and open<close[1] and close<low[4] and close<low[3] and close<low[2] and close<low[1])
if FallingThreeMethods then
Bear = 1
endif
 
BearishThreeLineStrike=(body[3]<0 and body[2]<0 and body[1]<0 and body>0 and longcandle[3] and longcandle[2] and longcandle[1] and close[2]<close[3] and close[1]<close[2] and open<close[1] and close>open[3])
if BearishThreeLineStrike then
Bear = 1
endif
 
BearishMatHold=(body[4]<0 and body[3]>0 and body[1]>0 and body<0 and longcandle[4] and close[3]<close[4] and close[2]>close[3] and close[1]>close[2] and low[2]>low[3] and low[1]>low[2] and high[1]<high[4] and open<close[1] and close<low[4] and close<low[3] and close<low[2] and close<low[1])
if BearishMatHold then
Bear = 1
endif
 
BearSash=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open>open[1] AND open<close[1] AND close<open[1] AND shadowbottom<0.1*abody)
if BearSash then
Bear = 1
endif
 
BearSeparatingLine=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open<=open[1] AND shadowbottom<0.1*abody)
if BearSeparatingLine then
Bear = 1
endif
 
BearishCounterAttack=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND close>=close[1])
if BearishCounterAttack then
Bear = 1
endif
 
BearishKicking=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open<=open[1] AND shadowtop=0 AND shadowbottom=0)
if BearishKicking then
Bear = 1
endif
 
//Entry/Exit Criteria
 
possize = 1
 
NearMA = Average[7,2](close)
 
If countofposition = 0 and Bull = 1 and NearMA[1] > NearMA[3] and RSI[2](close) > 75 and NearMA > Average[150,2](close) and timeEnterBefore and timeEnterAfter and not daysForbiddenEntry Then
//If shortonmarket Then
//Exitshort at market
//EndIf
Buy possize contract at market
EndIf
 
If countofposition = 0 and Bear = 1 and NearMA[1] < NearMA[3] and RSI[2](close) < 25 and NearMA < Average[150,2](close) Then
//If longonmarket Then
//Sell at market
//EndIf
//Sellshort possize contract at market
EndIf
 
Set Target pProfit 10
Set Stop pLoss 50

dax-m1-juanj-v1.png Dax-m1-juanj-v1.itf

Hi Theaccountant,

Attached are the result from my side with your strategy…What did I do wrong ? Strange…

Backtest.png backtest-0.8pip.png