Hello ! 🙂

Here is a strategy that takes only one position per day. On the DJ in h1 at the opening.

This is my version of a classic strategy that I am trying to improve.

It is very simple: we take position once a day in the direction of the trend. Trend confirmed by the MACD and an MA100 at the time of opening.

We exit postion with the ATR trailing stop (code on prorealcode) :

// Période
p = 14

// Average True Range X
ATRx = AverageTrueRange[p](close) * 1.5


// ATRts = ATR Trailing Stop

// Inversion de tendance
IF close crosses over ATRts THEN
ATRts = close - ATRx
ELSIF close crosses under ATRts THEN
ATRts = close + ATRx
ENDIF

// Cacul de l'ATRts lors de la même tendance
IF close > ATRts THEN
ATRnew = close - ATRx
IF ATRnew > ATRts THEN
ATRts = ATRnew
ENDIF
ELSIF close < ATRts THEN
ATRnew = close + ATRx
IF ATRnew < ATRts THEN
ATRts = ATRnew
ENDIF
ENDIF


return ATRts as "ATR Trailing Stop"

I did not over-optimize it. I code it on 50 000 unit and i test on 200 000 unit. The Spread of 1.8 is included. Starting capital 1000 usd.

The problem is that there are sometimes long series of losses.

Any ideas to reduce the drawdown or to improve the strategy will be appreciated 🙂

TheAccountant

PS : Google translation is my new friends now 🙂  🙂  🙂

// Définition des paramètres du code
DEFPARAM CumulateOrders = False // Cumul des positions désactivé

// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée
noEntryBeforeTime = 145000
timeEnterBefore = time >= noEntryBeforeTime

// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée
noEntryAfterTime = 151000
timeEnterAfter = time < noEntryAfterTime

// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

// Conditions pour ouvrir une position acheteuse
indicator1 = Average[100](close)
c1 = (close > indicator1)
indicator2 = MACD[12,26,9](close)
c2 = (indicator2 > 0)

IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Conditions pour fermer une position acheteuse
indicator3 = CALL "ATR trailling Stop"
c3 = (close CROSSES UNDER indicator3)

IF c3 THEN
SELL AT MARKET
ENDIF

// Conditions pour ouvrir une position en vente à découvert
indicator4 = Average[100](close)
c4 = (close < indicator4)
indicator5 = MACD[12,26,9](close)
c5 = (indicator5 < 0)

IF (c4 AND c5) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// Conditions pour fermer une position en vente à découvert
indicator6 = CALL "ATR trailling Stop"
c6 = (close CROSSES OVER indicator6)

IF c6 THEN
EXITSHORT AT MARKET
ENDIF

// Stops et objectifs
SET STOP pLOSS 50

1-par-jour-DJ-H1.itf 1-par-jour.png 1-par-jour-dj.png