3 consecutive LOW on 4h timeframe with cfd CAC40 mini

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  • #39746 quote
    JR1976
    Participant
    Veteran

    3 Consecutive LOW in CAC40 mini CFD , I would share the trading systems on the Community  for other idea.  TIme frame 4 h ,  only long , check the MM200 or MM100  and the  trend of the Average , good entry  but  few trade in 4 years …

     

    //---------------------------------
    //
    // 3low
    // CAC40 timeframe 4h
    //
    // JR1976 TRADERS
    
    //---------------------------------
    
    DEFPARAM CUMULATEORDERS = false
    //defparam FLATBEFORE = 080000
    endtime = 210000
    //endtime = 210000
    starttime = 050000
    
    //If n > 300 then
    //n =250
    //endif
    //// new NEWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWwwww
    If n < 3 then
    n = 4// provissiorio a 1 , TS Standard n+1
    endif
    inside = low > low[1] and high <high[1]
    
    /// moltiplicatore
    //// Modificato provvisioreioa 1 , TS standard n+2
    x1 = n+2
    
    // Variabili
    MM200 = average[100](close)
    //MM10 = average[10](close)
    //MM20 = average[20](close)
    MM5 = average[5](close)
    
    //////////////////
    //GAP
    gap = open < low[1]
    /////
    //
    ca1 = close > MM200
    
    ca2 = low < low[1] and low[1] < low[2] and low[2] < low[3]
    negative = open > close
    ca3 = close < MM5
    ca4 = MM200 > MM200[10]+5
    //ca4 = MM200 > MM200[1]
    
    if currentdayofweek < 5 then
    if CurrentMonth <> 8 then
    
    if not longonmarket and time > starttime and time < endtime then
    if not GAP then
    IF ca1 and ca2 and ca3 and ca4 and negative and not inside AND Currentmonth < 5 then
    BUY x1 shares at market
    //reversal = 0
    ELSE
    IF ca1 and ca2 and ca3 and ca4 and negative and not inside then
    BUY n shares at market
    //reversal = 0
    ENDIF
    endif
    endif
    endif
    endif
    endif
    
    ///
    if longonmarket then
    //if close < Dclose(1) then
    IF close>tradeprice and close>close[3] THEN
    
    sell at market
    ENDIF
    endif
    
    //Stop loss AUD/USD
    SET STOP %LOSS 2
    //SET Target pprofit 40
    1499111523c84lp1.png 1499111523c84lp1.png
    #39749 quote
    Nicolas
    Keymaster
    Master

    Hi JR1976 and thanks a lot for your sharing! 🙂 I hope you do not mind me having moved your post in the forum. I have done backtests over longer periods, the idea is good and seems to work well, however the results are less conclusive in the long run. I think that there is a way to improve it with trend filters, because we realize that the phases where the strategy performs less is during the “bearish” phases, you can clearly see them on my attached pictures.

    backtest-cac40-with-ticks-datas.png backtest-cac40-with-ticks-datas.png backtest-cac40-with-no-ticks-data.png backtest-cac40-with-no-ticks-data.png
    #39752 quote
    JR1976
    Participant
    Veteran

    HI Nicolas,

    thank  you very much for your fast reply

    A little suggest  to limit the loss in the “bearish”  market  ?

    Regards

    #39755 quote
    Nicolas
    Keymaster
    Master

    You could play with any trend following indicators such as 200 SMA, Supertrend, etc.

    JR1976 thanked this post
    #39816 quote
    JR1976
    Participant
    Veteran

    HI Nicolas,

    I insert the new check with MM200 trend also

    DO  you  have the patient to submit and check  backtest before 2014  ??

     

    //———————————
    //
    // 3low
    // CAC40 timeframe 4h
    //
    // JR1976 TRADERS

    //———————————

    DEFPARAM CUMULATEORDERS = false
    //defparam FLATBEFORE = 080000
    endtime = 210000
    //endtime = 210000
    starttime = 050000

     

    //If n > 300 then
    //n =250
    //endif
    //// new NEWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWwwww
    If n < 3 then
    n = 4// provissiorio a 1 , TS Standard n+1
    endif
    inside = low > low[1] and high <high[1]

    /// moltiplicatore
    //// Modificato provvisioreioa 1 , TS standard n+2
    x1 = n+2

    // Variabili
    MM100 = average[100](close)
    MM200 = average[200](close)
    //MM10 = average[10](close)
    //MM20 = average[20](close)
    MM5 = average[5](close)

    //////////////////
    //GAP
    gap = open < low[1]
    /////
    //
    ca1 = close > MM100

    ca2 = low < low[1] and low[1] < low[2] and low[2] < low[3]
    negative = open > close
    ca3 = close < MM5
    ca4 = MM100 > MM100[10]+5
    ca5 = MM200 >MM200[1]

    if currentdayofweek < 5 then
    if CurrentMonth <> 8 then

    if not longonmarket and time > starttime and time < endtime then
    if not GAP then
    IF ca1 and ca2 and ca3 and ca4 and ca5 and negative and not inside AND Currentmonth < 5 then
    BUY x1 shares at market
    //reversal = 0
    ELSE
    IF ca1 and ca2 and ca3 and ca4 and ca5 and negative and not inside then
    BUY n shares at market
    //reversal = 0
    ENDIF
    endif
    endif
    endif
    endif
    endif

     

    ///
    if longonmarket then
    //if close < Dclose(1) then
    IF close>tradeprice and close>close[3] THEN

    sell at market
    ENDIF
    endif

    //Stop loss AUD/USD
    SET STOP %LOSS 2

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3 consecutive LOW on 4h timeframe with cfd CAC40 mini


ProOrder: Automated Strategies & Backtesting

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JR1976 @jr1976 Participant
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This topic contains 4 replies,
has 2 voices, and was last updated by JR1976
8 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/04/2017
Status: Active
Attachments: 3 files
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