15m DJ simple breakout strategy

Forums ProRealTime English forum ProOrder support 15m DJ simple breakout strategy

Currently, there are 0 users and 1 guest visiting this topic.
View all attachments
Viewing 10 posts - 1 through 10 (of 10 total)
  • #142985 Report

    Hi,
    attached a simple DOW breakout strategy. It works fine in the last 2 years. But i think it would be more profitable to add one or 2 variables into ist. But i don´t want to over-fitting this strategy, i want to keep it simple. Only the lots of loosers in a row are negetive. It needs a 2nd variable. New ideas are welcome. 🙂

    TF 15m / 1€ pipsize

    Sry for my simple school-english. 🙂

    Attachments:
    4 users thanked author for this post.
    #143032 Report

    Thanks for the strategy!

    I think you have too many zeros in line 9: feierabend=2200000…

    #143163 Report

    Hi

    I’ve adjusted your code into my layout. The results break completely if I use reentry as a basic test. Have to look into that a bit more, maybe bugged? So it’s off.

    btw I wondered if the short criteria is handled well for c2 because c2 is untested. I used % (in pic 1% stoploss)

    Anyway got some reasonable results with this for 100k, not for 200k bars. Here’s a pic. I will post the code later.

    Attachments:
    1 user thanked author for this post.
    #143165 Report

    & long/short pic + code

     

    Attachments:
    1. breakout-1p.itf
    1 user thanked author for this post.
    #143168 Report

    Hi Paul,

     

    thx for your advise. In 200k looks realy not so good, maybe its possible to pimp it a little bit. The basic code was very simple.

    #143175 Report

    & long/short pic + code

    Weird … I don’t get any short trades over 100k bars??

    Attachments:
    #143183 Report

    that’s probably because tradetype=2 and need to be set to 1

    1 user thanked author for this post.
    #143228 Report

    Why this big take profit 1 000 points (almost 4%)?

    Cant be often that happens “in hours”?

     

    #143236 Report

    I prefer percentage instead of points, especially when markets once were much higher or lower.

    if using cumulate orders = false and you copy this below (made little change) you see how many days a position is in market.

     

    #143281 Report

    Why this big take profit 1 000 points (almost 4%)?

    Cant be often that happens “in hours”?

     

    The idea behind this stragedy was, to let the trend run. And the best profit in the last 2 years was 1000 points, 11 times in 2020. The actual entry of  9/1 is now 640 points in front.

Viewing 10 posts - 1 through 10 (of 10 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login