It is of no surprise to me the lack of mechanical thus back testable strategies.

Hello

a strategy that is supposed to be applicable on any market and without any optimisation is triangle breakout.

https://www.prorealcode.com/topic/pseudo-triangle-trading-system-5-min-using-volume-and-volatity/

Eric wrote:

Glen Marquis wrote:

Glen Marquis wrote:

It is of no surprise to me the lack of successful mechanical systems with positive backtest results.

would you share for free a system that makes a lot of $?

Hi Eric, can you tell me why would you not share your code and why yes?

Hi,  found this message on the internet after searching for this number serie

“Goichi Hosada spent 4.5years studying both eastern and western number theories and the core numbers he got out of his studies were 9, 17, and 26. When one really understands the entire ichimoku number system, the rest really come out of these numbers, but perhaps I’ll talk about this further in the future.

I’ll be writing an article on my website soon, but the main ichimoku numbers have a certain vibration that hosada had discovered, and that is why I always recommend keeping the original ichimoku numbers regardless of time frame.

Hope this helps

Kind Regards,
Chris Capre
Founder
2ndSkiesForex”

What about a strategy that trades big lines only?

The idea is that there is more support or resistance, which is applicable in any market I guess. So the right position has then a higher chance of success.

Here a quick strategy for the dax 5min timeframe with stop loss and trailing stop at 1% and spread set to 1

Would be nice though if biglines were automatically defined based on close.

//-------------------------------------------------------------------------
// Main code : template_test
//-------------------------------------------------------------------------

// common rules
DEFPARAM CUMULATEORDERS = false
DEFPARAM PRELOADBARS = 10000
//DEFPARAM FLATBEFORE = 100000
//DEFPARAM FLATAFTER = 200000

// time rules
ONCE entertime = 090000
ONCE lasttime  = 183000
ONCE closetime = 240000
ONCE closetimefriday=210000

tt1 = time >= entertime
tt2 = time <= lasttime
tradetime = tt1 and tt2

// positionsize and stops
positionsize=1
sl=1
ts=1

// setup number of trades intraday
if IntradayBarIndex = 0 then
longtradecounter = 0
Shorttradecounter = 0
endif

// trade criteria
lc = tradetime and countoflongshares < 1 and longtradecounter < 2
sc = tradetime and countofshortshares < 1 and shorttradecounter < 0

// indicator
// --- settings

l1= close crosses over 13100 or close crosses over 12100 or close crosses over 11100 or close crosses over 10100 or close crosses over 9100
l2= close crosses over 13200 or close crosses over 12200 or close crosses over 11200 or close crosses over 10200 or close crosses over 9200
l3= close crosses over 13300 or close crosses over 12300 or close crosses over 11300 or close crosses over 10300 or close crosses over 9300
l4= close crosses over 13400 or close crosses over 12400 or close crosses over 11400 or close crosses over 10400 or close crosses over 9400
l5= close crosses over 13500 or close crosses over 12500 or close crosses over 11500 or close crosses over 10500 or close crosses over 9500
l6= close crosses over 13600 or close crosses over 12600 or close crosses over 11600 or close crosses over 10600 or close crosses over 9600
l7= close crosses over 13700 or close crosses over 12700 or close crosses over 11700 or close crosses over 10700 or close crosses over 9700
l8= close crosses over 13800 or close crosses over 12800 or close crosses over 11800 or close crosses over 10800 or close crosses over 9800
l9= close crosses over 13900 or close crosses over 12900 or close crosses over 11900 or close crosses over 10900 or close crosses over 9900
l10=close crosses over 14000 or  close crosses over 13000 or close crosses over 12000 or close crosses over 11100 or close crosses over 10000

s1= close crosses under 13100 or close crosses under 12100 or close crosses under 11100 or close crosses under 10100 or close crosses under 9100
s2= close crosses under 13200 or close crosses under 12200 or close crosses under 11200 or close crosses under 10200 or close crosses under 9200
s3= close crosses under 13300 or close crosses under 12300 or close crosses under 11300 or close crosses under 10300 or close crosses under 9300
s4= close crosses under 13400 or close crosses under 12400 or close crosses under 11400 or close crosses under 10400 or close crosses under 9400
s5= close crosses under 13500 or close crosses under 12500 or close crosses under 11500 or close crosses under 10500 or close crosses under 9500
s6= close crosses under 13600 or close crosses under 12600 or close crosses under 11600 or close crosses under 10600 or close crosses under 9600
s7= close crosses under 13700 or close crosses under 12700 or close crosses under 11700 or close crosses under 10700 or close crosses under 9700
s8= close crosses under 13800 or close crosses under 12800 or close crosses under 11800 or close crosses under 10800 or close crosses under 9800
s9= close crosses under 13900 or close crosses under 12900 or close crosses under 11900 or close crosses under 10900 or close crosses under 9900
s10= close crosses under 14000 or close crosses under 13000 or close crosses under 12000 or close crosses under 11000 or close crosses under 10000

If lc and (l1 or l2 or l3 or l4 or l5 or l6 or l7 or l8 or l9 or l10) and high < dhigh(1) then
buy positionsize contract at market
longtradecounter=longtradecounter + 1
endif
if sc and (s1 or s2 or s3 or s4 or s5 or s6 or s7 or s8 or s9 or s10) and low > dlow(1) then
sellshort positionsize contract at market
shorttradecounter=shorttradecounter + 1
endif

// exit all
If onmarket then
if time >= closetime then
sell at market
exitshort at market
elsif (CurrentDayOfWeek=5 and time>=closetimefriday) then
sell at market
exitshort at market
endif
endif

SET STOP %LOSS sl %TRAILING ts

//GRAPH 0 coloured(300,0,0) AS "zeroline"
//GRAPH (positionperf*100)coloured(0,0,0,255) AS "PositionPerformance"

Hi, Here is an optimised version of this strategy for the DAX H1; Has anyone run this strat live? Can anyone optimise maybe other markets? Let’s synergize ;-))  

//Stategy: Universal Bollinger Breakout/Reversal
//Author: Juan Jacobs
//Market: Neutral
//Timeframe: 1Hr but not timeframe dependant
//https://www.prorealcode.com/topic/profitable-strategy-that-work-on-any-market/
//https://www.prorealcode.com/prorealtime-trading-strategies/universal-strategy/

DEFPARAM CumulateOrders = False // Cumulating positions deactivated

//OpenH, ClosingH and VarPeriod have to be placed as variables to be optimised
// DAX: 1, 23, 41 are the optimised variable for this index

If hour > OpenH and hour < ClosingH then //(CAC: 0-18, ZA: 0-18, ,OMX: 8-11, US: 8-16, FTSE: 15-22, DOW: 8-22, EUR/USD: 9-23, AUD/USD: 3-17, GBP/USD: 10-23, EUR/GBP: 0-13, USCrude: 17-21, BrentCrude: 16-22, Gold: <2 or >22)
possize = 1
Else
possize = 0
EndIf

If dayofweek >= 5 and hour > 22 Then
If longonmarket Then
Sell at market
ElsIf shortonmarket Then
Exitshort at market
EndIf
EndIf

// Conditions to enter long positions

Periods = VarPeriod //42
Deviations = 1.618

PriceStrat  = LOG(customclose)
alpha  = 2/(PERIODS+1)

if barindex < PERIODS then
EWMA = AVERAGE[3](PriceStrat)
else
EWMA = alpha * PriceStrat + (1-alpha)*EWMA
endif

error = PriceStrat - EWMA
dev   = SQUARE(error)
if barindex < PERIODS+1 then
var  = dev
else
var   = alpha * dev + (1-alpha) * var
endif
ESD   = SQRT(var)

BollU = EXP(EWMA + (DEVIATIONS*ESD))
BollL = EXP(EWMA - (DEVIATIONS*ESD))

LongMA = Average[100](close)
RS2 = RSI[2](close)
ATR = AverageTrueRange[2](close)

If close > LongMA and RS2 > 70 and close[1] > BollU and close > BollU and open > open[2] Then
Buy possize contract at market
ElsIf close > LongMA and RS2 < 50 and close[1] > BollU and close < BollU Then
Sellshort possize contract at market
EndIf

If close < LongMA and RS2 < 40 and close[1] < BollL and close < BollL and open < open[2] Then
Sellshort possize contract at market
ElsIf close < LongMA and RS2 > 50 and close[1] < BollL and close > BollL Then
Buy possize contract at market
EndIf

If longonmarket and ((close < close[1] - ATR and RS2 < 5)) Then
Sell at market
ElsIf shortonmarket and ((close > close[1] + ATR and RS2 > 95)) Then
Exitshort at market
EndIf

juanj wrote:

I suppose we have all searched for, or at least though about the idea of a strategy that could be applied to any market (regardless of the spread) and be profitable. So I want to put a challenge out here to create such a strategy: I have myself been trying to develop such a strategy for quite some time and think I might of finally found one. And I will be sharing it here, but first I want some participation. My criteria for such a strategy is simple:

1. The strategy must remain completely un-optimized (i.e. other than the spread all code must be static) – average spread have to be taken into account.
2. The strategy does not have to outperform buy and hold or have exceptional returns but it has to be in the blue regardless whether the market ends in the blue or not.
3. The strategy must work on any market (Forex pairs, Indexes, etc.)

Some pointers from my experience: … What I was able to achieve so far is a market neutral strategy that could remain profitable in all of the major FX pairs as well as the US500 and other major indexes.

A “strategy that could be applied to any market” and that must “remain completely un-optimized” would work the same for any market and any time, and for eternity! I would add to make the challenge even more fun : it has to work in any time frame! If it’s doable, there is only one way to do this, to my point of view : 1 – The stratrgy have to identify first the type of the market (trending up or down ot ranging market) 2 – Use only Price action rules (No indicators at all or maybe only moving average ?!) Even RSI with 2 periods is a bad idea, because RSI levels are sensible to time frame (extreme readings of rsi are not the same on 4h time frame and 5 min time frame…)