One year after

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  • #67557 quote
    Gianluca
    Participant
    Master

    Also on EURUSD H1. To confirm earlier posts.

    can you share the variant?

    #67562 quote
    Ronny
    Participant
    Veteran

    Also on EURUSD H1. To confirm earlier posts.

    can you share the variant?

    I have this one running:

    //-------------------------------------------------------------------------
    // Main code : PRC - FBS_EURUSD_60M_V2
    //-------------------------------------------------------------------------
    //EURUSD(-) - IG MARKET
    // TIME FRAME 1H
    // PROBACKTEST TICK by TICK - 200.000 bars
    // SPREAD 0.6 PIP
    // ALE
    
    DEFPARAM CumulateOrders = false
    DC=20// period of Donchian Stop
    TGL=5//Trailing Stop pip distance
    TGS=5
    TP=30
    //SL
    IF LONGONMARKET THEN
    DC=20// period of Donchian Stop
    TGL=5//Trailing Stop pip distance
    TP=30//take profit
    //SL=50// stop loss
    ELSIF SHORTONMARKET THEN
    DC=20// period of Donchian Stop
    TGS=5
    TP=30
    //SL=50
    ENDIF
    //KASPER CODE OF REINVESTMENT
    Reinvest=0
    if reinvest then
    Capital = 10000
    Risk = 1//0.1//in % pr position
    StopLoss = 40
    REM Calculate contracts
    equity = Capital + StrategyProfit
    maxrisk = round(equity*(Risk/100))
    MAXpositionsize=5000
    MINpositionsize=1
    Positionsize= MAX(MINpositionsize,MIN(MAXpositionsize,abs(round((maxrisk/StopLoss)))))//*Pointsize))))
    else
    Positionsize=1
    StopLoss = 40
    Endif
    
    ///BILL WILLIAM FRACTAL INDICATOR MODIFIED
    CPL=80//period of superior fractal level
    CPS=100//period of inferior fractal level
    if close[CPL] >= highest[2*CPL+1](close) then
    LH = 1
    else
    LH=0
    endif
    if LH=1 then
    HIL = close[CPL]
    endif
    if close[CPS] <= lowest[2*CPS+1](close)  then
    LL= -1
    else
    LL=0
    endif
    if LL  = -1 then
    LOL=close[CPS]
    endif
    //LONG and SHORT CONDITIONS
    RL=0 // range long candles
    RS=0 // range short candles
    
    if (time >=100000 and time < 230000) then
    A1 = (close CROSSES OVER HIL)
    A2 = (close CROSSES UNDER LOL)
    FL= (CLOSE-OPEN)>=RL*POINTSIZE
    FS= (CLOSE-OPEN)<=-RS*POINTSIZE
    IF A1 and not shortonmarket AND FL THEN
    BUY positionsize CONTRACT AT MARKET
    ENDIF
    IF A2  and not longonmarket AND FS  THEN
    SELLSHORT positionsize CONTRACT AT MARKET
    ENDIF
    ENDIF
    //TRAILING STOP
    if not onmarket then
    MAXPRICE = 0
    MINPRICE = close
    PREZZOUSCITA = 0
    ENDIF
    if longonmarket then
    MAXPRICE = MAX(MAXPRICE,close)
    if MAXPRICE-tradeprice(1)>=TGL*pointsize then
    PREZZOUSCITA = MAXPRICE-TGL*pointsize
    ENDIF
    ENDIF
    if shortonmarket then
    MINPRICE = MIN(MINPRICE,close)
    if tradeprice(1)-MINPRICE>=TGS*pointsize then
    PREZZOUSCITA = MINPRICE+TGS*pointsize
    ENDIF
    ENDIF
    if onmarket and PREZZOUSCITA>0 then
    EXITSHORT AT PREZZOUSCITA STOP
    SELL AT PREZZOUSCITA STOP
    ENDIF
    // DONCHIAN STOP
    f=Lowest[DC](low)
    e= Highest[DC](high)
    if longonmarket  then
    laststop = f[1]
    endif
    if shortonmarket  then
    laststop = e[1]
    endif
    if onmarket then
    sell at laststop stop
    exitshort at laststop stop
    endif
    SET STOP PLOSS StopLoss
    SET TARGET PPROFIT TP
    
    #68032 quote
    O-jay8
    Participant
    Veteran

    Hello Guys,
    Very good Idea with this thread.
    I Found couple of Strategies which are older than 1 year and were profitable in the last 12 month.

    Breakout Dax 15 min from ALE

    Breakout intraday trading strategy on DAX

    Not as good as the original Backtest but still ok IMO

    GraHal, Aloysius, TempusFugit and Gianluca thanked this post
    #68034 quote
    O-jay8
    Participant
    Veteran

    Another one:
    GBP/USD Reversion 4h from David Somogyl

    GBPUSD REVERSION BARS

    The out of sample for the last 12 month is very close to the backtest

    GraHal thanked this post
    #68036 quote
    O-jay8
    Participant
    Veteran

    QU trading strategy

    QU Trading Strategy DAX Indices CFD

    FTSE 1h from ALE

    Out of Sample quite close to Backtest here as well

    GraHal thanked this post
    #68038 quote
    O-jay8
    Participant
    Veteran

    Ichimoku KBO Chikou

    The “Ichimoku KBO Chikou” trading strategy

    Dax 15 min from Doctrading

    Matched Backtest but the winning rate is very low with 28%

    GraHal thanked this post
    #68254 quote
    Eric
    Participant
    Master
    #69320 quote
    MaoRai54
    Participant
    Master

    Hi guys

    it’s a pity that this thread is not enough considered.

    imho it should be at topo list of arguments. ’cause everybody should share his own experience.

    #69323 quote
    Vonasi
    Moderator
    Master

    Hi guys

    it’s a pity that this thread is not enough considered.

    imho it should be at topo list of arguments. ’cause everybody should share his own experience.

    Maybe it is because not many strategies have survived a year of forward testing or if they have then the authors are keeping them to themselves to try to keep the strategies edge for as long as possible?

    #69334 quote
    GraHal
    Participant
    Master

    How about if I start another Link Library to One Year After Systems and we add brief  comments / results (e.g Live gain / loss April 18 – £100) in separate columns alongside any we test out?

    If it works the idea might have applicability for other Threads that contain a lot of Systems?  The Link Libraries might become Sticky Threads in time if they work?

    My mind likes to see stuff in a tidy sortable list, easy to scan down and find etc?

    But please I don’t want to be the only one to enter data … there will be no room on my tombstone for Creater & Keeper of Link Library 1, 2, 3, … etc (as Vonasi proposed! 🙂 ) 

    GraHal

    Francesco78 thanked this post
    #69341 quote
    Francesco78
    Participant
    Master

    I think is a great idea!

    Can you put a dropbox link in the style of the pathfinder threads?

    So that we can open the link immediatley from the first page?

    #72019 quote
    GraHal
    Participant
    Master

    Right, I went to bed at 9 last night so feeling more up for it I’ve done the One Year After – Library that I promised.  It’s a bit sketchy at the mo, I will improve, but also you feel free to add / amend layout etc.

    Also we need performance data in the Library, not sure on best layout yet so coloured text columns are a trial (can be revised).

    Any Mod PLEASE would you make the 3 changes below …

    1. For ease of access, add the link below to Post 1 of this Thread

    One Year After – Library

    2.  To save confusion, delete my post on this link  https://www.prorealcode.com/topic/one-year-after/#post-66737

    3.  To save confusion, delete  attachment 3 to this Thread.

    Many Thanks to Mods
    GraHal

    CN and Nicolas thanked this post
    #72189 quote
    CN
    Participant
    Senior

    Right, I went to bed at 9 last night so feeling more up for it I’ve done the One Year After – Library that I promised. It’s a bit sketchy at the mo, I will improve, but also you feel free to add / amend layout etc.

    Also we need performance data in the Library, not sure on best layout yet so coloured text columns are a trial (can be revised).

    Any Mod PLEASE would you make the 3 changes below …

    1. For ease of access, add the link below to Post 1 of this Thread

    One Year After – Library

    2. To save confusion, delete my post on this link https://www.prorealcode.com/topic/one-year-after/#post-66737

    3. To save confusion, delete attachment 3 to this Thread.

    Many Thanks to Mods

    GraHal

    Ur such a lad Grahal!!! Most underrated member of this forum :)<3

    GraHal thanked this post
    #72205 quote
    Nicolas
    Keymaster
    Master

    I made the modification GraHal, thank you.

    I need one hundred GraHal on forums 😉

    CN and GraHal thanked this post
    #72800 quote
    GraHal
    Participant
    Master

    So is anybody running any of the Systems from this Thread in Real Time in Demo or Live?

    If Yes, might you be able to enter performance to date in columns F to I on the link below please?

    One Year After – Library

    If No, was it all a flash in the pan, a good idea that fell over before it got started??

    Just asking to keep momentum going as we all seemed so enthusiastic at the beginning?

    Thank You
    GraHal

    PS maybe like me, you started 1 or 2 running in Real Demo and now you can’t remember which ones they are!!! 🙂

    To assist with above issue I will add a column – System Name.

Viewing 15 posts - 46 through 60 (of 81 total)
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One year after


ProOrder: Automated Strategies & Backtesting

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Aloysius @aloysius Participant
Summary

This topic contains 80 replies,
has 18 voices, and was last updated by Nicolas
6 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/29/2018
Status: Active
Attachments: 19 files
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