Williams %R system

deleted_account · 2017-10-24T15:22:26+00:00

// Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = Williams[3](close) c1 = (indicator1 -69) IF c2 THEN SELL AT MARKET ENDIF https://www.youtube.com/channel/UCdYlcMOUVnm1iOFlg0_1udQ?disable_polymer=true

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10/24/2017 at 4:22 PM #50296 quote

deleted_account
Member

New

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
indicator1 = Williams[3](close)
c1 = (indicator1 < -90)

IF c1 THEN
BUY 100 SHARES AT MARKET
ENDIF

// Conditions to exit long positions
indicator2 = Williams[3](close)
c2 = (indicator2 > -69)

IF c2 THEN
SELL AT MARKET
ENDIF

https://www.youtube.com/channel/UCdYlcMOUVnm1iOFlg0_1udQ?disable_polymer=true

Skarmklipp.jpg skrmklipp-150875175184lpc.jpg

10/24/2017 at 4:29 PM #50401 quote

Nicolas
Keymaster

Legend

Hi Bubo, thanks for sharing this code with us.

I did test myself on a CFD contract (which are the only instruments possible for automatic trading through prorealtime) and I got almost the same results. However, I’d like to know how you did you defined the Williams percent levels?

I also did some comparison with buy and hold and it outperforms the strategy, are you aware of this?

Anyway, thanks again!

DJ30-buy-and-hold-comparison.png

10/26/2017 at 7:27 AM #50562 quote

Inertia
Participant

Master

Hi Nicolas, how do you insert the price line on the backtest please ? Cannot figure out that trick.

Thank you.

10/26/2017 at 9:48 AM #50584 quote

Nicolas
Keymaster

Legend

It’s not the price line but a buy and hold calculation :

https://www.prorealcode.com/blog/learning/buy-hold-comparison-automated-trading-strategies/

Inertia thanked this post

10/26/2017 at 10:46 AM #50591 quote

Inertia
Participant

Master

Awesome.

That will be from now on a new “Strategy criteria of quality”.

Thank you again Nicolas for your help.

FYI: The picture attached shows the comparison only but the strategy is NOT the one mentioned on this post.

FYI2: It is a customised version of the 1 minute strategy from JunaJ.

comparaison.png

10/26/2017 at 11:18 AM #50593 quote

raphaelopilski
Participant

Senior

@Inierta

which code did you use in the attachment of post #50591 ?

Thanks?

10/26/2017 at 11:21 AM #50595 quote

raphaelopilski
Participant

Senior

oh, sorry. I meant @Inertia 🙂

10/26/2017 at 11:33 AM #50597 quote

Nicolas
Keymaster

Legend

Buy and hold comparison is much more a way to compare with pure and simple investment in a share or index in daily timeframe than with speculation 1 minute strategy.

Inertia thanked this post

10/27/2017 at 9:52 AM #50677 quote

tradingwwww
Participant

New

Nicolas wrote:

Hi Bubo, thanks for sharing this code with us. I did test myself on a CFD contract (which are the only instruments possible for automatic trading through prorealtime) and I got almost the same results. However, I’d like to know how you did you defined the Williams percent levels? I also did some comparison with buy and hold and it outperforms the strategy, are you aware of this? Anyway, thanks again!

oaooo good profit
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