1 Min Trading Strategy

• 07/16/2017 at 1:56 PM #40775
  Andyswede

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

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  Inertia

  

  Andyswede

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  07/16/2017 at 2:03 PM #40777
  TheAccountant

  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 🙂

   

  

  TheAccountant

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  07/16/2017 at 2:05 PM #40779
  TheAccountant

  Inertia wrote:

  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 🙂  🙂   🙂

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  Inertia

  

  TheAccountant

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  07/16/2017 at 2:58 PM #40782
  GraHal

  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

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  Inertia, TheAccountant

  

  GraHal

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  07/16/2017 at 3:21 PM #40784
  GraHal

  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

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  Inertia

  

  GraHal

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  07/16/2017 at 3:41 PM #40785
  juanj

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

  

  juanj

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  07/16/2017 at 4:03 PM #40786
  GraHal

  (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

  

  GraHal

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  07/16/2017 at 5:42 PM #40794
  TheAccountant

  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

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  //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

   

   

   

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  TheAccountant

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  07/16/2017 at 7:14 PM #40811
  Nicolas

  @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.

  2 users thanked author for this post.

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  Nicolas

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  07/16/2017 at 9:34 PM #40829
  GraHal

  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

  

  GraHal

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  07/16/2017 at 10:55 PM #40831
  GraHal

  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

  

  GraHal

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  07/17/2017 at 7:42 AM #40841
  Inertia

  //------------------------------------------------------------------------- //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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109

  //------------------------------------------------------------------------- //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.

   

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  Inertia

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  07/17/2017 at 3:28 PM #40875
  GraHal

  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

  

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  07/17/2017 at 3:46 PM #40877
  Inertia

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

  Cheers.

  DJ

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  07/18/2017 at 5:55 PM #41020
  TheAccountant

  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 ! 🙂

   

  

  TheAccountant

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