Wanted: small code snippet for reinvestment
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Ich sehe das wir uns hier auf Deutsch unterhalten können.
Damit wird es für mich einfacher, verständlich zu bleiben.
Kannst du mir einen Gefallen tun, und den folgenden Code durch einen Backtest jagen und gucken ob die Ergebnisse halbwegs gleich sind?
Ich halte das Ergebnis schlichtweg für unglaublich.
den “Call NR7” kann ich nachreichen
Nikolas meinete “overfitted” dazu …. aber ja, von mir aus.
// Hauptcode : H4 live cxxxx last PF flat2100 //------------------------------------------------------------------------- // Start Pathfinder-System // with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) defparam flatafter = 210000 ONCE January1 = 3 //0 risk(3) ONCE January2 = 0 //3 ok ONCE February1 = 3 //3 ok ONCE February2 = 3 //0 risk(3) ONCE March1 = 3 //0 risk(3) ONCE March2 = 2 //3 ok ONCE April1 = 3 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 1 //0 risk(1) ONCE June1 = 1 //1 ok 2 ONCE June2 = 2 //3 ok ONCE July1 = 3 //1 chance ONCE July2 = 2 //3 ok ONCE August1 = 2 //1 chance 1 ONCE August2 = 3 //3 ok ONCE September1 = 3 //0 risk(3) ONCE September2 = 0 //0 ok ONCE October1 = 3 //0 risk(3) ONCE October2 = 2 //3 ok ONCE November1 = 1 //1 ok ONCE November2 = 3 //3 ok ONCE December1 = 3 // 1 chance ONCE December2 = 2 //3 ok // set saisonal multiplier currentDayOfTheMonth = Day midOfMonth = 15 IF CurrentMonth = 1 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = January1 ELSE saisonalPatternMultiplier = January2 ENDIF ELSIF CurrentMonth = 2 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = February1 ELSE saisonalPatternMultiplier = February2 ENDIF ELSIF CurrentMonth = 3 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = March1 ELSE saisonalPatternMultiplier = March2 ENDIF ELSIF CurrentMonth = 4 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = April1 ELSE saisonalPatternMultiplier = April2 ENDIF ELSIF CurrentMonth = 5 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = May1 ELSE saisonalPatternMultiplier = May2 ENDIF ELSIF CurrentMonth = 6 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = June1 ELSE saisonalPatternMultiplier = June2 ENDIF ELSIF CurrentMonth = 7 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = July1 ELSE saisonalPatternMultiplier = July2 ENDIF ELSIF CurrentMonth = 8 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = August1 ELSE saisonalPatternMultiplier = August2 ENDIF ELSIF CurrentMonth = 9 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = September1 ELSE saisonalPatternMultiplier = September2 ENDIF ELSIF CurrentMonth = 10 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = October1 ELSE saisonalPatternMultiplier = October2 ENDIF ELSIF CurrentMonth = 11 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = November1 ELSE saisonalPatternMultiplier = November2 ENDIF ELSIF CurrentMonth = 12 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = December1 ELSE saisonalPatternMultiplier = December2 ENDIF Endif position = 2 // End Pathfinder-System //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Code Indicator NR7 //------------------------------------------------------------------------- // C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] // RETURN C1 //------------------------------------------------------------------------- // End Code IndicatorNr7 //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Hauptcode //------------------------------------------------------------------------- // Hauptcode : H4 Live //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- //cx = CALL "NR7" cx1 = cci[11]<80 cx2 = cci[21]>-90 cx3 = Momentum[6](close)>0 cx4 = ADX[11] >15 // cx5 = MoneyFlow[11](close)<0 cx6 = TR(close) >25 //cx7 = PVT(close)<1 cx8 = EaseOfMovement[14]<95 cx9 = SmoothedStochastic[14,3](close)<95 cx10 = PriceOscillator[5,25](close)<0.5 cx11 = LinearRegressionSlope[10](close)>-14 cx12 = AccumDistr(close)>-0.1 cx13 = Chandle [20](close)>-51 cx14 = STD[6](close)<99 cx15 = DPO[21](close)>-50 cx16 = DPO[21](close)<50 TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingTimeShort = time = 090000 or time = 130000 or time = 170000 TradingtimeLong = time = 090000 or Time = 130000 or time = 170000 IF TradingDayShort and TradingTimeShort Then //IF not cx Then IF cx1 and cx4 and cx8 and cx9 and cx10 and cx12 and cx14 and cx15 Then IF ExponentialAverage [1] (close) < ExponentialAverage [8] (close) THEN sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET ENDIF Endif //Endif Endif IF TradingDayLong and TradingTimeLong Then IF cx2 and cx3 and cx6 and cx11 and cx13 and cx16 Then IF ExponentialAverage [1] (close) > ExponentialAverage [8] (close) THEN buy position*saisonalPatternMultiplier CONTRACT AT MARKET ENDIF Endif Endif Set Stop %Loss 1 Set Target %profit 2und das hier noch, hat oben nicht mehr reingepasst
Hello JohnScher. Yes speaking German is fine….. only I don’t understand a word of it…. oh and the moderators will be along any minute to tell you not to in an English speaking forum. I just use Google translate though – it is normally good for a laugh.
I have not tested the above strategy for two reasons that are shown in the images. It just will not work in real life which is why the equity line is so perfect.
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 12/31/2017 |
| Status: | Active |
| Attachments: | 23 files |
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