1 Min Trading Strategy

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  • #40775 quote
    Andyswede
    Participant
    Master

    Inertia, eur/usd instead of DAX, for the question on page 2

    Inertia thanked this post
    #40777 quote
    TheAccountant
    Participant
    Average

    I use this settings of WF. Sorry it is complicated for me to explain with my bad English. PRT is in French with me and I do not have the right words in English. I attach an image.

    80% IN sample and 20% Out of sample x5 “occurences” ( I do not know in english).

    If I just have 1 optimized results i take it. If I have several variables that give good results, I run a classic backtest and I keep the best.

    For example on this strategy I gave tp of 5 to 30 with step of 1.  WF gives me TP 9 and TP 10 on Dax according to the periods.  I test tp 9 and tp 10 in a classic backest on 200k and i keep tp 10 finally.

    I do not know if it’s the best way… I am not an expert 🙂

    WF-2.png WF-2.png
    #40779 quote
    TheAccountant
    Participant
    Average

    Hi Theaccountant, Attached are the result from my side with your strategy…What did I do wrong ? Strange…

    It’s for Dax cfd not eurusd 🙂  🙂   🙂

    Inertia thanked this post
    #40782 quote
    GraHal
    Participant
    Master

    TheAccountant your English is near perfect! I understood exactly what you said, thank you.

    I don’t think any of us have (yet) come up the optimum way to use WF?  It will be better when we can see a whole table of WF results including Drawdown.

    I’ve just been sitting on my deck chair in the sun thinking of a ‘slightly different angle’ on the way I use WF.

    Cheers
    GraHal

    TheAccountant and Inertia thanked this post
    #40784 quote
    GraHal
    Participant
    Master

    Latest versions, but I am already lost myself! 🙂  Please could we type in the Version Number at the top of code?

    If anybody wants to correct, update or even change the format feel free PLEASE!? 🙂

    Jua   V1.0     (1m DAX)         #40559         TAc opti 200K        #40761 
    Jua  V2.0     (1m DAX)          #40653         Jua V2.1 snipp        #40675
    Ine V2.2       (1m EURUSD) #40695          Ine opti 200K        #40773

    Inertia thanked this post
    #40785 quote
    juanj
    Participant
    Master

    @GraHal both my pieces of code was originally optimized for EUR/USD not DAX

    #40786 quote
    GraHal
    Participant
    Master

    (Ahahahah just shows we can all be blinkered! That is why I never got same results as you!!! 🙂 )

    Please add Version, Instrument and Timeframe at top of Code.

    If Time is in your Code, also add Time Standard in Format ‘UTC + – X’.

    If anybody wants to correct, update or change format feel free PLEASE!? 🙂

    Jua   V1.0     (1m EURUSD)      #40559         TAc opti 200K   DAX    #40761 
    Jua  V2.0     (1m EURUSD)      #40653         Jua V2.1 snipp                 #40675
    Ine V2.2       (1m EURUSD)     #40695          Ine opti 200K                 #40773

    #40794 quote
    TheAccountant
    Participant
    Average

    ok so…

    On the DAX cfd M1.

    Time range : 9:00 to 17:30 = 1 pts spread / 17:30 to 22:00 = 2 pts spread  ( french price. check time and spread for your country)

    Optimized with WF :

    TP : 10 and SL : 50

    RSI > 60

    Average 7 and average 150 are the best on 200k.

    Backtest 200k units with spread. Not test in real yet.

    //Stategy: Scalping Candles
    //Market: DAX
    //Timeframe: 1min
    //Spread: 1
    //Author: Juan Jacobs (Jd3gjacobs@gmail.com)
    
    DEFPARAM CumulateOrders = False // Cumul des positions désactivé
    
    noEntryBeforeTime = 090000
    timeEnterBefore = time >= noEntryBeforeTime
    
    noEntryAfterTime = 220000
    timeEnterAfter = time < noEntryAfterTime
    
    daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
    
    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) > 60 and NearMA > Average[150,2](close) and timeEnterBefore and timeEnterAfter and not daysForbiddenEntry 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)and timeEnterBefore and timeEnterAfter and not daysForbiddenEntry Then
    //If longonmarket Then
    //Sell at market
    //EndIf
    //Sellshort possize contract at market
    EndIf
     
    Set Target pProfit 10
    Set Stop pLoss 50
    
    GraHal thanked this post
    Scalping-Candles-Dax-M1-v2.itf scalping-Candles-Dax-M1-v2.png scalping-Candles-Dax-M1-v2.png
    #40811 quote
    Nicolas
    Keymaster
    Master

    @theaccountant this is not the right way to use WF, I made videos in French, you’ll find them in the blog section.

    @grahal always use the most recent optimized variables or reoptimise on the last IS+OOS periods to get the freshest ones.

    GraHal and TheAccountant thanked this post
    #40829 quote
    GraHal
    Participant
    Master

    Please add Version, Instrument and Timeframe at top of Code.

    If Time is in your Code, also add Time Standard in Format UTC + or – (e.g. France / Paris is UTC +2).

    If anybody wants to correct, update or change format feel free PLEASE!? 🙂

    Latest Versions:
    Jua   V1.0     (1m EURUSD)      #40559     TAc V1.1 opti 200K  DAX    #40794
    Jua  V2.0     (1m EURUSD)      #40653     Jua  V2.1 snipp                      #40675
    Ine V2.2       (1m EURUSD)     #40695      Ine opti 200K                        #40773

    #40831 quote
    GraHal
    Participant
    Master

    Inertia am I confused or missing something?

    What are your values for the variables in the error message attached for V2.2 at      #40773 please?

    Thank You
    GraHal

    Inerita.jpg Inerita.jpg
    #40841 quote
    Inertia
    Participant
    Master
    //-------------------------------------------------------------------------
    //Strategy: Scalping Candles
    //Market: EUR/USD
    //Timeframe: 1min
    //Spread: 0.8
    //Author: Juan Jacobs (Jd3gjacobs@gmail.com)
    //Optimized by: Inertia - latest version #post 40773
    //200.000bars, 0.8p spread, Tick by Tick => gives 1.98$ PER TRADE.
    //-------------------------------------------------------------------------
    
    Defparam preloadbars = 2000
    Defparam cumulateorders = False
     
    If longonmarket and close < positionprice and (barindex-tradeindex) > 720 Then //Time Stop set to 12 hours
    Sell at market
    EndIf
     
    //Candle Paramaters
    body=close-open
    abody=abs(body)
     
    if range>0 then
    ratio=abody/range
    else
    ratio=0
    endif
     
    bodytop=max(open, close)
    bodybottom=min(open, close)
    shadowtop=high-bodytop
    longcandle= (ratio>0.6)
     
    Bull = 0
     
    //Bullish Signals
    BullishHarami=(body[1]<0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1])
     
    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
     
    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
     
    BullishEngulfing=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle)
    if BullishEngulfing then
    Bull = 1 //Positive
    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
     
    If (high - low) = 0 Then //Prevents potential division by zero
    HiLo = 1
    Else
    HiLo = (high - low)
    EndIf
     
    HammerUp = min(open[1],close[1])>high[1]-(high[1]-low[1])/3
    HammerUpNeg= max(open,close)<min(open[1],close[1]) and abs(open-close)/HiLo>0.5 //Bullish Hammer Negated = Bearish (used for exit signal)
    HammerDown = max(open[1],close[1])<low[1]+(high[1]-low[1])/3
    HammerDownNeg = min(open,close)>max(open[1],close[1]) and abs(open-close)/HiLo>0.5 //Bearish Hammer Negated = Bullish (used for exit signal)
     
    If HammerUp and HammerUpNeg Then
    //Bull = 0
    ElsIf HammerDown and HammerDownNeg Then
    Bull = 1
    EndIf
     
    dojibull2 = open[2]<close[2] and abs(open[2]-close[2])/(high[2]-low[2])<0.6
    dojibull1 = open[1]<close[1] and abs(open[1]-close[1])/(high[1]-low[1])<0.6
    dojibear2 = open[2]>close[2] and abs(open[2]-close[2])/(high[2]-low[2])<0.6
    dojibear1 = open[1]>close[1] and abs(open[1]-close[1])/(high[1]-low[1])<0.6
    hammerup2 = min(open,close)>high-(high-low)/2 //and max(open,close) < min(open[1],close[1])
    hammerdown2 = max(open,close)<low+(high-low)/2 //and max(open,close)<min(open[1],close[1])//and timeok
     
    If (dojibull2 and dojibull1) and hammerdown2 Then
    Bull = 1
    ElsIf  (dojibear2 and dojibear1) and hammerup2 Then
    //Bull = 0
    EndIf
     
    //Entry/Exit Criteria
     
    possize = 1
     
    ATR = AverageTrueRange[4](close)
    LongMA = Average[50,2](close)//[50;200][50]
    NearMA = Average[4,2](close)//[2;10][2]
    RSIChk = RSI[2](close) >= 80//[2,14][3]
    StoChk = Stochastic[14,3](close) >= 75
    Trendma = average[1500,2]//[500;3000][500]
     
    If countofposition = 0 and Bull = 1 and close > LongMA and NearMA > LongMA and LongMA[1] > LongMA[20] and NearMA[1] > NearMA[3] and ATR[1] > ATR[2] and RSIChk and StoChk and Trendma > trendma [1]Then
    Buy possize contract at market
    EndIf
     
    Set Target $profit 5
    Set Stop $Loss 40
    

    Sorry Grahal.

    Cheers.

    GraHal thanked this post
    #40875 quote
    GraHal
    Participant
    Master

    Thanks Inertia! Two wins on Live today so far!

    I like the ‘not too optimistic’ £5 Target … puts me in a good mood! 🙂

    Could just as easy be £25 if I change to  Set Target pProfit 5  and increase my Lot size to 5.

    Early days yet though!?

    Cheers
    GraHal

    #40877 quote
    Inertia
    Participant
    Master

    Yep… But big thank to JuanJ… He’s the coder.

    Cheers.

    DJ

    GraHal thanked this post
    #41020 quote
    TheAccountant
    Participant
    Average

    Okay so I did my homework and I watched Nicolas’s videos on WF. 🙂

    Here are the results WF (see image) :

    out of sample 1 : 78% WFE

    out of sample 2 : 328% WFE

    out of sample 3 : -54% WFE

    out of sample 4 : 107% WFE

    out of sample 5 : 50% WFE

    The most recent variables are : TP 8 and SL 50 ( last out of sample with 50% WFE)

    So Nicolas: is it better to keep the most recent variables? Or with a negative out of sample of 5 it is better to change something? ( and on the negative out of sample variable are not the same : tp11 sl50)

    thank you for your help ! 🙂

    scalping-Candles-Dax-M1-WF.png scalping-Candles-Dax-M1-WF.png
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1 Min Trading Strategy


ProOrder: Automated Strategies & Backtesting

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juanj @juanj Participant
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This topic contains 219 replies,
has 29 voices, and was last updated by Leo
8 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/13/2017
Status: Active
Attachments: 65 files
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