10s-Scalp-SP500 Does it work?

phoentzs · Fri, 01 Jul 2022 09:40:53 +0000

@Grahal @PeterST And everyone else dealing with this topic. For a long time I tried to create a scalper in a matter of seconds with a lot of complex code and then eventually came to the conclusion… Why not completely simple? A simple trade initiation and a simple trend seem to suffice. This code here seems to work in the M1 as well. What do the great masters say about this? Would something like this be tradable? Opinions are welcome. Unfortunately, the Paste code function doesn’t work here: //================================================ //SP500 Spread 0.4 //Filter //Trail //maxSL DEFPARAM CUMULATEORDERS = false defparam preloadbars = 10000 //Risk Management PositionSize=5 MA1 = Average[x1,0](close) MA2 = Average[x2,0](close) MA3 = Average[x3,0](close) L1 = MA1 crosses under MA3 L2 = MA1 crosses over MA3 L3 = MA3 > MA3[1] S1 = MA2 crosses over MA3 S2 = MA2 crosses under MA3 S3 = MA3 < MA3[1] long = L1 and L3 short = S1 and S3 ExitL = L2 ExitS = S2 // trading window ONCE BuyTime = 150000 //080000 ONCE SellTime = 210000 // position management IF Time >= BuyTime AND Time <= SellTime THEN If long Then //and myADX Buy PositionSize CONTRACTS AT MARKET ENDIF If short Then //and myADX sellshort PositionSize CONTRACTS AT MARKET ENDIF endif SET STOP %LOSS hl //1 SET TARGET %PROFIT hl if longonmarket and ExitL then sell at market endif if shortonmarket and ExitS then exitshort at market endif if time = 220000 then //and dayofweek=5 sell at market exitshort at market endif ////////////////////////////////////////// //TrailingStop in Punkten //************************************************************************ //trailing stop function trailingstartL = start //LONG trailing will start @trailinstart points profit //30 trailingstartS = start //SHORT trailing will start @trailinstart points profit trailingstepL = step //trailing step to move the "stoploss" //1 trailingstepS = step //trailing step to move the "stoploss" Distance = 1 * PipSize //7 //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstartL*pipsize THEN newSL = tradeprice(1)+trailingstepL*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstepL*pipsize THEN newSL = newSL+trailingstepL*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstartS*pipsize THEN newSL = tradeprice(1)-trailingstepS*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstepS*pipsize THEN newSL = newSL-trailingstepS*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close - Distance) > newSL THEN SELL AT newSL STOP ELSIF (close + Distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnMarket THEN IF (close - Distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSIF (close + Distance) < newSL THEN EXITSHORT AT newSL STOP ELSE EXITSHORT AT Market ENDIF ENDIF endif //************************************************************************

This topic has 24 replies, 4 voices, and was last updated 1 year ago by robertogozzi.

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07/01/2022 at 8:40 PM #196569

phoentzs

@GraHal

No, unfortunately I didn’t understand. 😉

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07/02/2022 at 1:47 AM #196574

PeterSt

phoentzs wrote:

A handful of strategies run with me as a portfolio in the 10s TF with quite good success. But, it’s all price action stuff… market open, breakout range, daily breakouts or even pattern trading (where the signal comes from H1 or higher). So all things where you expect some volume or momentum and the price is going at least a bit in the right direction… and that’s where the 10s time frame comes in… with a trail. Works… as long as the trail is set up well.

phoentzs, I would whish I could understand what you are saying here. Next, my answer most probably would not be suitable for eyes other than yours (and GraHal’s) so I wonder whether you could send me an email. I promise you the best unexpected surprise. Hint : your MA approach does work. 🙂

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07/02/2022 at 2:14 AM #196579

PeterSt

phoentzs wrote:

@GraHal

No, unfortunately I didn’t understand. 😉

hahahaha(ha), I did not understand as well. But that was yesterday. Today I do.
It would be the best if we both had the very same to tell you (not likely but could be). “Has left the server” is related. Remember ?

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07/02/2022 at 2:24 AM #196580

phoentzs

PeterSt wrote:

Phöntz schrieb:

Eine Handvoll Strategien laufen bei mir als Portfolio im 10s TF mit recht gutem Erfolg. Aber es geht um Kursbewegungen … Markteröffnung, Ausbruchsspanne, tägliche Ausbrüche oder sogar Musterhandel (wobei das Signal von H1 oder höher kommt). Also alles Dinge, bei denen Sie ein gewisses Volumen oder Momentum erwarten und der Preis zumindest ein bisschen in die richtige Richtung geht … und da kommt der 10er-Zeitrahmen ins Spiel … mit einer Spur. Funktioniert… solange der Trail gut aufgebaut ist.

phoentzs, ich wünschte, ich könnte verstehen, was du hier sagst. Als nächstes wäre meine Antwort höchstwahrscheinlich nicht für andere Augen als deine (und GraHals) geeignet, also frage ich mich, ob du mir eine E-Mail schicken könntest. Ich verspreche Ihnen die beste unerwartete Überraschung. Hinweis: Ihr MA-Ansatz funktioniert . 🙂

Well, and where do we get our email addresses from without the posted address is deleted immediately? 😉
What does Samam have to do with it?

phoentzs
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07/02/2022 at 2:26 AM #196581

PeterSt

As a quick one :XXXXXXXXXXXXXXXX

I will remove this within 5 minutes.

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07/02/2022 at 2:27 AM #196582

phoentzs

They make me curious.

phoentzs
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07/02/2022 at 2:28 AM #196583

phoentzs

Is saved.

phoentzs
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07/02/2022 at 2:35 AM #196587

PeterSt

I will remove this within 5 minutes.

I failed doing that. But OK.
(apologies to moderators)

PeterSt
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07/02/2022 at 2:44 AM #196588

phoentzs

I sent you something.

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07/02/2022 at 3:12 PM #196627

robertogozzi

@PeterSt

you don’t have to remove anything for which posting is banned. Simply DO NOT post any personal or forbidden data, as is clearly stated and that you have surely read about many times.

Your behaviour is quite unfair for all other members abiding by the rules.

Whenever you are uncertain about something you want to post, just contact the admin, BEFORE posting it.

Thank you 🙂

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