intraday DAX strategy 5min mini1€ spread 1

• 01/22/2017 at 5:06 PM #22047
  Raul Vg

  HoraEntradaLimite = 090600

  HoraInicio = 090500

  HoraEntradaLimite <span class="token operator">=</span> <span class="token number">080600</span> HoraInicio <span class="token operator">=</span> <span class="token number">080500</span>

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  HoraEntradaLimite <span class="token operator">=</span> <span class="token number">080600</span>   HoraInicio <span class="token operator">=</span> <span class="token number">080500</span>

  

  Raul Vg

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  01/22/2017 at 6:30 PM #22054
  Raul Vg

  To see that you think some changes I have made in the program, n = 3 is the contract multiplier. Has an adder: +5 contracts in the event that it succeeds, / 2 in the event of failure. These contracts are multiplied by the multiplier n = 3. that is to say, Starts with 1 * 3 = 3, hits and adds 5 * 3 = 15, the second day will put 18 contracts, if you add another 15 contracts, if it fails divide between 2. N = 3, can be changed by n = 1 to reduce risks.

  // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada DEFPARAM FlatAfter =173000 once ordersize=1 HoraEntradaLimite = 090600 HoraInicio = 090500 if Ordersize>40 then Ordersize=30 endif n=3 if Time >= HoraInicio and time <= HoraEntradaLimite then c1 = open < close-2 if not onmarket then IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+5 if ordersize<1 then ordersize=1 ENDIF endif buy ordersize*n contract AT close+2 stop endif c2= open > close-1 IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+5 if ordersize<1 then ordersize=1 endif ENDIF sellshort ordersize*n contract AT close-1 stop endif endif endif SET STOP ptrailing 5 set target profit 10

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  // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada   DEFPARAM FlatAfter =173000   once ordersize=1   HoraEntradaLimite = 090600   HoraInicio = 090500   if Ordersize>40 then Ordersize=30 endif   n=3   if Time >= HoraInicio and time <= HoraEntradaLimite then     c1 = open < close-2 if not onmarket then IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+5 if ordersize<1 then ordersize=1 ENDIF endif buy ordersize*n contract AT close+2 stop endif   c2= open > close-1   IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+5 if ordersize<1 then ordersize=1 endif ENDIF sellshort ordersize*n contract AT close-1 stop endif endif endif         SET STOP ptrailing 5 set target profit 10

  

  Raul Vg

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  01/22/2017 at 11:20 PM #22070
  GraHal

  Hi Raul

  Your screen shot (attached) does not show any positions below the equity curve, why is this?  How many ‘zerobars’ do you have to get the results below?

  Do you not at any stage get the tick-tick warning screen attached?

  Regards
  GraHal

   

  

  GraHal

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  01/23/2017 at 9:25 AM #22084
  volpiemanuele

  @Raul

  hi,

  today gain of 20 euros…my version and trailing 5 points. Good !!!

   

  

  volpiemanuele

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  01/23/2017 at 9:28 AM #22085
  4everTrading

  Good morning guys

   

  I had gained 40 euros with trailling 5 points, nice way to start a hard Monday.

   

  HappyTrading guys!!!

   

   

  

  4everTrading

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  01/23/2017 at 9:29 AM #22086
  mamio

  @volpiemanuele. Contrats! Did you enter with 1 contract? I followed your robot in demo and it did 6 dax short 11532 and closed 11517.

  

  mamio

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  01/23/2017 at 9:35 AM #22087
  4everTrading

  Hello again guys,

   

  I worder if there was a option to create something similar for SP500, it would be something like this i think, but the problem when i try the backtest is that i don’t get any result so i think that i have to change somehing else.

  Basicly I only changed the date parameters.

  Some else is more than welcome and thanks guys to be patient with me.

  // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada DEFPARAM FlatAfter =223000 once ordersize=1 HoraEntradaLimite = 153600 HoraInicio = 153500 .......

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  // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada   DEFPARAM FlatAfter =223000   once ordersize=1   HoraEntradaLimite = 153600   HoraInicio = 153500   .......

   

  

  4everTrading

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  01/23/2017 at 9:40 AM #22092
  CN

  @Raul @Manuele

  Thanks for the inspo, here’s the first day with the system.

  

  CN

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  01/23/2017 at 9:41 AM #22095
  volpiemanuele

  hi,

  Should be enough to change the time … tonight I check today can not do it. I start in realwith my version that starts with 1 contract. Thanks

  

  volpiemanuele

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  01/23/2017 at 9:43 AM #22096
  volpiemanuele

  hi,

  the different results dipend on slippage.

   

  

  volpiemanuele

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  01/23/2017 at 9:52 AM #22100
  4everTrading

  @volpiemanuele  thanks,

   

  I’ll  try to attach the files tonight. Basicly this an idea, it would be nice do something like this for some indices or some pairs.

   

  Have a good day

  

  4everTrading

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  01/23/2017 at 10:09 AM #22102
  Raul Vg

  Good morning guys, today has given good result, the important thing is that it results several days in a row winner. To see that such goes what remains of the month. And to see if it returns jonjon and test other robots that I have with 200,000 bars

  

  Raul Vg

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  01/23/2017 at 10:09 AM #22103
  volpiemanuele

  @Carlos

  good idea !!

  Another similar idea would be to store the maximum and the minimum of one day of an index and go to the end of the session (in the last 10 minutes). If, 10 minutes before the end of the session is greater than the maximum enter long and vicevesa. What do you think ? If anyone has time now to write the code we can see that the results we have. Thanks

   

  

  volpiemanuele

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  01/23/2017 at 10:37 AM #22110
  4everTrading

  @volpiemanuele good idea as well, it is a diffrent point of view. I need some more time in the day to do everything i like, that’s the big problem we have all of us.

  Right now, I keep in the mind create the code for SP500, EUR/USD , EUR/GBP and USD/JPY

  The pair EUR/USD open at 08:00 for example, i just need to figure out why only changing the date parameter doesn’t work, I think the code sould be work for any instrument because the conditions are the same for any instruments regularly.

   

  Regards

  

  4everTrading

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  01/23/2017 at 10:53 AM #22113
  Alco

  @volpiemanuele,

  What’s your start capital with the code you are using?

  

  Alco

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