1 Min Trading Strategy
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123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224//-------------------------------------------------------------------------// Code principal : Wall Street Good Morning !//-------------------------------------------------------------------------//Stategy: Scalping Candles//Market: DAX//Timeframe: 1min//Spread: 1//Author: Juan Jacobs ()// Définition des paramètres du codeDEFPARAM CumulateOrders = FalseDEFPARAM FLATBEFORE = 152500DEFPARAM FLATAFTER = 234500noEntryBeforeTime = 152500timeEnterBefore = time >= noEntryBeforeTimenoEntryAfterTime = 190000timeEnterAfter = time < noEntryAfterTimedaysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0TS = 10 // 10n= 500If longonmarket and close < positionprice and (barindex-tradeindex) > 650 ThenSell at marketElsIf shortonmarket and close > positionprice and (barindex-tradeindex) > 60 thenExitshort at marketEndIfbody=close-openabody=abs(body)if (range+0.0000001)>0 thenratio=abody/(range+0.0000001)elseratio=0endifmiddle=(open+close)/2bodytop=max(open, close)bodybottom=min(open, close)shadowtop=high-bodytopshadowbottom=bodybottom-lowlongcandle= (ratio>0.6)Bull = 0//Bullish SignalsMorningStar=(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 thenBull = 1 //PositiveendifPiercingLine=(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 thenBull = 1 //NoneendifAbandonedBabyBottom=(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 thenBull = 1 //NoneendifThreeInsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishHarami[1] and close>close[1])if ThreeInsideUp thenBull = 1 //PositiveendifThreeOutsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishEngulfing[1] and close>close[1])if ThreeOutsideUp thenBull = 1 //PositiveendifThreeWhiteSoldiers=(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 DrawdownendifConcealingBabySwallow=(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 thenBull = 1 //NoneendifBullishHarami=(body[1]<0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1])if BullishHarami then//Bull = 1 //Negative ImpactendifHomingPigeon=(body[1]<0 and body<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1])if HomingPigeon thenBull = 1 //NoneendifBullishEngulfing=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle)if BullishEngulfing thenBull = 1 //PositiveendifLastEngulfingBottom=(body[1]>0 and body<0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle)if LastEngulfingBottom thenBull = 1 //NoneendifDragonflyDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>3*abody and shadowtop<shadowbottom/3)if DragonflyDojiBottom thenBull = 1 //NoneendifGravestoneDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>3*abody and shadowbottom<shadowtop/3)if GravestoneDojiBottom thenBull = 1 //NoneendifDojiStarBottom=(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 thenBull = 1 //NoneendifBullishHaramiCross=(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 thenBull = 1 //NoneendifThreeStarsInTheSouth=(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 thenBull = 1 //NoneendifBullishBreakaway=(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 thenBull = 1 //NoneendifHammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>2*abody and shadowtop<0.3*abody)if Hammer thenBull = 1 //NoneendifInvertedHammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>2*abody and shadowbottom<0.3*abody)if InvertedHammer thenBull = 1 //NoneendifRisingThreeMethods=(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 thenBull = 1 //NoneendifBullishThreeLineStrike=(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 thenBull = 1 //NoneendifBullishMatHold=(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 thenBull = 1 //NoneendifBullSash=(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 thenBull = 1 //PositiveendifBullSeparatingLine=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop<0.1*abody)if BullSeparatingLine thenBull = 1 //NoneendifBullishCounterAttack=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND close<=close[1])if BullishCounterAttack thenBull = 1 //NoneendifBullishKicking=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop=0 AND shadowbottom=0)if BullishKicking thenBull = 1 //Noneendifindicator1 = ExponentialAverage[n](close)c3 = (close > indicator1)indicator1 = ExponentialAverage[n](close)indicator1 = ExponentialAverage[n](close)c4 = (indicator1 > indicator1[2])//Entry/Exit Criteriapossize = 1NearMA = Average[7,2](close)If countofposition = 0 and Bull = 1 and NearMA[1] > NearMA[3] and RSI[2](close) > 60 and NearMA > Average[150,2](close) and timeEnterBefore and timeEnterAfter and not daysForbiddenEntry and (c3 AND c4) Then//If shortonmarket Then//Exitshort at market//EndIfBuy possize contract at marketEndIfIf countofposition = 0 and NearMA[1] < NearMA[3] and RSI[2](close) < 25 and NearMA < Average[150,2](close)and timeEnterBefore and timeEnterAfter and not daysForbiddenEntry Then//If longonmarket Then//Sell at market//EndIf//Sellshort possize contract at marketEndIf//trailing stoptrailingstop = TSif not onmarket thenMAXPRICE = 0priceexit = 0endif//LONG orderif longonmarket thenMAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current tradeif MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop thenpriceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price levelendifendif//exit on trailing stop price levelsif onmarket and priceexit>0 thenEXITSHORT AT priceexit STOPSELL AT priceexit STOPendifSet Target %Profit 0.8 // 0.42SET STOP %loss 0.4// 0.46
Thank you JuanJ !
2 users thanked author for this post.
The strategy is profitable, I have modified different versions of the strategy with success.
I have been taking a break from the forum and development the last couple of weeks but will be back in January.
Algo development is continuous trial and error, you have to risk some to gain some.
Algo’s are unlikely to remain profitable in the long run without some minor modifications.
1 user thanked author for this post.
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