1 Min Trading Strategy

juanj · Thu, 13 Jul 2017 11:29:26 +0000

Good Day, I have seen many people asking for a 1 min trading strategy so I decided to make one. I personally don’t like HFT type strategies as the spread can really eat away at profits compared to a nice trend following strategy. The strategy is based on candle formations, along with a Long/Near Moving Average Trend Check and a RSI[2] check. The trigger is made by a Bullish (or Bearish) candle formation and if the MA and RSI checks are valid a position is opened in the direction of the trend. Some candle patterns are counter intuitive and hence some should be commented out (this would require some testing). It is currently configured for long only trades (although the code is included for short trades). I don’t think it is exceptionally effective, but maybe someone here can make something worthwhile out of it. Results on 1min for thr EUR/USD with spread set to 0.8: Defparam cumulateorders = false If longonmarket and close < positionprice and (barindex-tradeindex) > 650 Then Sell at market ElsIf shortonmarket and close > positionprice and (barindex-tradeindex) > 60 then Exitshort at market EndIf body=close-open abody=abs(body) if range>0 then ratio=abody/range else ratio=0 endif middle=(open+close)/2 bodytop=max(open, close) bodybottom=min(open, close) shadowtop=high-bodytop shadowbottom=bodybottom-low longcandle= (ratio>0.6) Bull = 0 Bear = 0 //Bullish Signals MorningStar=(body[2]<0 and body>0 and longcandle[2] and open[1]<close[2] and open>close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and low[1]<low and low[1]<low[2] and high[1]<open[2] and high[1]<close) if MorningStar then Bull = 1 //Positive endif PiercingLine=(body[1]<0 and body>0 and longcandle[1] and longcandle and open<low[1] and close>middle[1] and close<open[1]) if PiercingLine then Bull = 1 //None endif AbandonedBabyBottom=(body[2]<0 and body>0 and longcandle[2] and ratio[1]<0.3 and high[1]<low[2] and high[1]<low) if AbandonedBabyBottom then Bull = 1 //None endif ThreeInsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishHarami[1] and close>close[1]) if ThreeInsideUp then Bull = 1 //Positive endif ThreeOutsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishEngulfing[1] and close>close[1]) if ThreeOutsideUp then Bull = 1 //Positive endif ThreeWhiteSoldiers=(body[2]>0 and body[1]>0 and body>0 and high[1]>high[2] and high>high[1] and close[1]>close[2] and close>close[1] and open[1]>open[2] and open[1]<close[2] and open>open[1] and open<close[1]) if ThreeWhiteSoldiers then //Bull = 1 //Increase Drawdown endif ConcealingBabySwallow=(body[3]<0 and body[2]<0 and body[1]<0 and body<0 and ratio[3]>0.8 and ratio[2]>0.8 and ratio>0.8 and open[1]<close[2] and high[1]>close[2] and shadowtop[1]>0.6*(abody[1]+shadowbottom[1]) and bodybottom<bodybottom[1] and bodytop>high[1]) if ConcealingBabySwallow then Bull = 1 //None endif BullishHarami=(body[1]<0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if BullishHarami then //Bull = 1 //Negative Impact endif HomingPigeon=(body[1]<0 and body<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if HomingPigeon then Bull = 1 //None endif BullishEngulfing=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if BullishEngulfing then Bull = 1 //Positive endif LastEngulfingBottom=(body[1]>0 and body<0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if LastEngulfingBottom then Bull = 1 //None endif DragonflyDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>3*abody and shadowtop<shadowbottom/3) if DragonflyDojiBottom then Bull = 1 //None endif GravestoneDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>3*abody and shadowbottom<shadowtop/3) if GravestoneDojiBottom then Bull = 1 //None endif DojiStarBottom=(body[1]<0 AND longcandle[1] AND low<low[1] AND open<close[1] AND ratio<0.3 AND range<0.3*range[1]) if DojiStarBottom then Bull = 1 //None endif BullishHaramiCross=(body[1]<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1]) if BullishHaramiCross then Bull = 1 //None endif ThreeStarsInTheSouth=(body[2]<0 and body[1]<0 and body<0 and shadowtop[2]<range[2]/4 and shadowbottom[2]>abody[2]/2 and low[1]>low[2] and high[1]<high[2] and abody[1]<abody[2] and shadowtop[1]<range[1]/4 and shadowbottom[1]>abody[1]/2 and low>low[1] and high<high[1] and abody<abody[1] and shadowtop<range/4 and shadowbottom<range/4) if ThreeStarsInTheSouth then Bull = 1 //None endif BullishBreakaway=(body[4]<0 and body[3]<0 and body>0 and open[3]<close[4] and close[2]<close[3] and close[1]<close[2] and longcandle and close<close[4] and close>open[3]) if BullishBreakaway then Bull = 1 //None endif Hammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>2*abody and shadowtop<0.3*abody) if Hammer then Bull = 1 //None endif InvertedHammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>2*abody and shadowbottom<0.3*abody) if InvertedHammer then Bull = 1 //None endif RisingThreeMethods=(body[4]>0 and body[3]<0 and body[1]<0 and body>0 and longcandle[4] and longcandle and close[2]<close[3] and close[1]<close[2] and high[2]<high[3] and high[1]<high[2] and low[1]>low[4] and open>close[1] and close>high[4] and close>high[3] and close>high[2] and close>high[1]) if RisingThreeMethods then Bull = 1 //None endif BullishThreeLineStrike=(body[3]>0 and body[2]>0 and body[1]>0 and body<0 and longcandle[3] and longcandle[2] and longcandle[1] and close[2]>close[3] and close[1]>close[2] and open>close[1] and close<open[3]) if BullishThreeLineStrike then Bull = 1 //None endif BullishMatHold=(body[4]>0 and body[3]<0 and body[1]<0 and body>0 and longcandle[4] and close[3]>close[4] and close[2]<close[3] and close[1]<close[2] and high[2]<high[3] and high[1]<high[2] and low[1]>low[4] and open>close[1] and close>high[4] and close>high[3] and close>high[2] and close>high[1]) if BullishMatHold then Bull = 1 //None endif BullSash=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>close[1] AND open<open[1] AND close>open[1] AND shadowtop<0.1*abody) if BullSash then Bull = 1 //Positive endif BullSeparatingLine=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop<0.1*abody) if BullSeparatingLine then Bull = 1 //None endif BullishCounterAttack=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND close<=close[1]) if BullishCounterAttack then Bull = 1 //None endif BullishKicking=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop=0 AND shadowbottom=0) if BullishKicking then Bull = 1 //None endif //Bearish Signal EveningStar=(body[2]>0 AND body<0 and longcandle[2] and open[1]>close[2] and open<close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and high[1]>high and high[1]>high[2] and low[1]>open[2] and low[1]>close) if EveningStar then Bear = 1 endif DarkCloudCover=(body[1]>0 and body<0 and longcandle[1] and longcandle and open>high[1] and close<middle[1] and close>open[1]) if DarkCloudCover then Bear = 1 endif AbandonedBabyTop=(body[2]>0 and body<0 and longcandle[2] and ratio[1]<0.3 and low[1]>high[2] and low[1]>high) if AbandonedBabyTop then Bear = 1 endif ThreeInsideDown=(body[2]>0 and body[1]<0 and body<0 and bearishharami[1] and close<close[1]) if ThreeInsideDown then Bear = 1 endif ThreeOutsideDown=(body[2]>0 and body[1]<0 and body<0 and bearishengulfing[1] and close<close[1]) if ThreeOutsideDown then Bear = 1 endif ThreeBlackCrows=(body[2]<0 and body[1]<0 and body<0 and longcandle[2] and longcandle[1] and longcandle and low[1]<low[2] and low<low[1] and close[1]<close[2] and close<close[1] and open[1]<open[2] and open[1]>close[2] and open<open[1] and open>close[1]) if ThreeBlackCrows then Bear = 1 endif UpsideGapTwoCrows=(body[2]>0 and body[1]<0 and body<0 and longcandle[2] and open[1]>close[2] and bodytop>bodytop[1] and bodybottom<bodybottom[1] and close>close[2]) if UpsideGapTwoCrows then Bear = 1 endif BearishHarami=(body[1]>0 and body<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if BearishHarami then Bear = 1 endif DescendingHawk=(body[1]>0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if DescendingHawk then Bear = 1 endif BearishEngulfing=(body[1]>0 and body<0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if BearishEngulfing then Bear = 1 endif LastEngulfingTop=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if LastEngulfingTop then Bear = 1 endif DragonflyDojiTop=(body[1]>0 and longcandle[1] and high>high[1] and shadowbottom>3*abody and shadowtop<shadowbottom/3) if DragonflyDojiTop then Bear = 1 endif GravestoneDojiTop=(body[1]>0 and longcandle[1] and high>high[1] and shadowtop>3*abody and shadowbottom<shadowtop/3) if GravestoneDojiTop then Bear = 1 endif DojiStarTop=(body[1]>0 AND longcandle[1] AND high>high[1] AND open>close[1] AND ratio<0.3 AND range<0.3*range[1]) if DojiStarTop then Bear = 1 endif BearishHaramiCross=(body[1]>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1]) if BearishHaramiCross then Bear = 1 endif AdvanceBlock=(body[2]>0 and body[1]>0 and body>0 and high[2]<high[1] and high[1]<high and open[1]>bodybottom[2] and open[1]<bodytop[2] and open>bodybottom[1] and open<bodytop[1] and abody[1]<abody[2] and abody<abody[1]) if AdvanceBlock then Bear = 1 endif TwoCrows=(body[2]>0 and body[1]<0 and body<0 and longcandle[2] and open[1]>close[2] and close[1]>close[2] and open<bodytop[1] and open>bodybottom[1] and close<bodytop[2] and close>bodybottom[2]) if TwoCrows then Bear = 1 endif BearishBreakaway=(body[4]>0 and body[3]>0 and body<0 and open[3]>close[4] and close[2]>close[3] and close[1]>close[2] and longcandle and close>close[4] and close<open[3]) if BearishBreakaway then Bear = 1 endif ShootingStar=(body[1]>0 and longcandle[1] and high>high[1] and shadowtop>2*abody and shadowbottom<0.3*abody) if ShootingStar then Bear = 1 endif HangingMan=(body[1]>0 and longcandle[1] and high>high[1] and shadowbottom>2*abody and shadowtop<0.3*abody) if HangingMan then Bear = 1 endif FallingThreeMethods=(body[4]<0 and body[3]>0 and body[1]>0 and body<0 and longcandle[4] and longcandle and close[2]>close[3] and close[1]>close[2] and low[2]>low[3] and low[1]>low[2] and high[1]<high[4] and open<close[1] and close<low[4] and close<low[3] and close<low[2] and close<low[1]) if FallingThreeMethods then Bear = 1 endif BearishThreeLineStrike=(body[3]<0 and body[2]<0 and body[1]<0 and body>0 and longcandle[3] and longcandle[2] and longcandle[1] and close[2]<close[3] and close[1]<close[2] and open<close[1] and close>open[3]) if BearishThreeLineStrike then Bear = 1 endif BearishMatHold=(body[4]<0 and body[3]>0 and body[1]>0 and body<0 and longcandle[4] and close[3]<close[4] and close[2]>close[3] and close[1]>close[2] and low[2]>low[3] and low[1]>low[2] and high[1]<high[4] and open<close[1] and close<low[4] and close<low[3] and close<low[2] and close<low[1]) if BearishMatHold then Bear = 1 endif BearSash=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open>open[1] AND open<close[1] AND close<open[1] AND shadowbottom<0.1*abody) if BearSash then Bear = 1 endif BearSeparatingLine=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open<=open[1] AND shadowbottom<0.1*abody) if BearSeparatingLine then Bear = 1 endif BearishCounterAttack=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND close>=close[1]) if BearishCounterAttack then Bear = 1 endif BearishKicking=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open<=open[1] AND shadowtop=0 AND shadowbottom=0) if BearishKicking then Bear = 1 endif //Entry/Exit Criteria possize = 1 NearMA = Average[7,2](close) If countofposition = 0 and Bull = 1 and NearMA[1] > NearMA[3] and RSI[2](close) > 75 and NearMA > Average[150,2](close) Then //If shortonmarket Then //Exitshort at market //EndIf Buy possize contract at market EndIf If countofposition = 0 and Bear = 1 and NearMA[1] < NearMA[3] and RSI[2](close) < 25 and NearMA < Average[150,2](close) Then //If longonmarket Then //Sell at market //EndIf //Sellshort possize contract at market EndIf Set Target pProfit 8 Set Stop pLoss 100

This topic has 219 replies, 29 voices, and was last updated 6 years ago by Leo.

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10/06/2017 at 4:39 PM #48461

ozz87

Thanks guys will read up on this 🙂 Any of you got premium to backtest the codes further? Since it’s only long I’m afraid how it will behave on a downtrend.

ozz87
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10/09/2017 at 3:19 AM #48686

ozz87

Did a better version of DOW than the earlier (1 contract/trade this time). Very annoying to optimize, takes so long time with 1 min 😉 Also WF with SL, TP and TS.

ozz87
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10/09/2017 at 3:56 AM #48690

ozz87

And CAC, 1 contract/trade.

ozz87
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10/09/2017 at 9:33 AM #48713

raphaelopilski

@ozz87

how is your TP and SL?? Can´t see that.

raphaelopilski
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10/09/2017 at 11:16 AM #48755

ozz87

Raph: You mean in the wf?

ozz87
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10/09/2017 at 12:15 PM #48764

Francesco78

hi Guys, what is the latest version of the code?

Regards

Francesco

Francesco78
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10/09/2017 at 12:22 PM #48767

ozz87

Francesco: Posted a version of dax without Mondays or Thursdays a page back.

ozz87
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10/10/2017 at 7:33 AM #48855

Sofitech

@ozz87 Nice. Your codes work well on DAX, CAC, DOW..
Will see if i can improve them with another money management.

Did you (or someone else) try the strategy on Oil CFD contracts with an optimization on TP, SL… ?
could be nice and work without limitation of time with a 2 points spread.

Sofitech
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10/10/2017 at 7:36 AM #48856

rejo007

In backtest before 2014, it’s more difficult…

You have the same result?

Thanks

rejo007
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10/10/2017 at 7:45 AM #48858

Sofitech

I am not able to backtest in and before 2014… on a M1 chart i only batckest few months with IG account.

Sofitech
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10/10/2017 at 7:48 AM #48859

rejo007

Sorry, I have write a mistake.

It’s fractal strategy that I test too.

For now, m1 in dax run very good since one month.

rejo007
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10/10/2017 at 7:55 AM #48861

Sofitech

Good for you if you run it live on real account.
you run the strategy only on DAX ?

Sofitech
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10/10/2017 at 8:01 AM #48863

rejo007

Yes only on dax for now

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10/10/2017 at 9:51 AM #48879

ozz87

Sofitech: Tried it on currency pairs, but couldn’t get good results. The spread should be very low, since it’s short trades. Takes very long time to optimize it unfortunately.

ozz87
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10/10/2017 at 6:41 PM #48969

Henrik

Hi!

Here is dow and cac on 200bars

Regards

Henrik

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