Great idea @Aloysius!
I checked Francesco78 EURUSD Systems, but couldn’t find the code above; maybe Francesco will be along at some stage and tell us?
Anyway I reworked the values over 100k bars using the WF tool and selecting values showing against more recent OOS periods. Readers can tell me if they think v1.1 below is now curve fitted?
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//------------------------------------------------------------------------- // Code principal : FrancATR EURUSD 1H v1.1 //------------------------------------------------------------------------- // EUR/USD(mini) - IG MARKETS// TIME FRAME 1H// SPREAD 2.0 PIPS DEFPARAM CumulateOrders = False DEFPARAM FLATBEFORE =080000 DEFPARAM FLATAFTER =210000 indicator1 = Average[160](close)//200 indicator2 = Average[15](close)//50 c1 = (indicator2-indicator1)/close c2= abs(c1)< 0.012 //0.012 atr = AverageTrueRange[15]//30 if c2 then m = 2 profits = 60 //40??//70//100//130 losses = 30//40//40 // LONG IF (abs(open-close) > (atr*m) and close > open) THEN buy 1 CONTRACTS AT MARKET SET STOP pLOSS losses SET TARGET pPROFIT profits ENDIF //SHORT IF (abs(open-close) > (atr*m) and close < open) THEN sellshort 1 CONTRACTS AT MARKET SET STOP pLOSS losses SET TARGET pPROFIT profits ENDIF endif |
