again martingale to code

• 12/17/2022 at 2:27 PM #205950
  JohnScher

  Have a great day.

  I have again taken an old indicator from the library, rebuilt it into a strategy and added a temporal component. It is not the holy grail but the result is quite respectable. Explanation attempt is the dependence of the Dax40 on the (strong) us indices and their opening.

  Clear to me is the danger of martingale if you do not have an infinite number of attempts and infinite funds.

  I searched Prorealcode for Martingale and found some things, but there was nothing really suitable. I am sorry.

  What I would like to ask you is that one of you program me here a martingale that after a loss increases the number of positions by 1 position and after a profit decreases the number of positions by 1 position, but at least always trades 1 position.

  Below the code of the strategy and also attached the itf-file.

  //PRC_MACD Platinum | indicator // 29.09.2016 // Nicolas @ www.prorealcode.com // Sharing ProRealTime knowledge // written to a long only strategy buy JohnScher 17.12.2022 // timeframe 15M // timezone europetime, berlin defparam cumulateorders = false short = 12 long = 26 signal = 9 EMAshort1 = exponentialaverage[short](close) EMAshort2 = exponentialaverage[short](EMAshort1) DifferenceShort = EMAshort1 - EMAshort2 ZeroLagShort = EMAshort1 + DifferenceShort EMAlong1 = exponentialaverage[long](close) EMAlong2 = exponentialaverage[long](EMAlong1) DifferenceLong = EMAlong1 - EMAlong2 ZeroLagLong = EMAlong1 + DifferenceLong ZeroLagMACD = ZeroLagShort - ZeroLagLong signal1=ExponentialAverage[signal](ZEROLAGMACD) signal2=ExponentialAverage[signal](signal1) DIFFERENCE2=signal1-signal2 SignalMACD=signal1+DIFFERENCE2 c1 = time >= 160000 and time <= 170000 c2 = signalMACD >= zerolagMACD and zerolagMACD crosses under signalMACD tradebuy = c1 and c2 If tradebuy then buy at market Endif set stop ploss 100 set target pprofit 100

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  //PRC_MACD Platinum | indicator // 29.09.2016 // Nicolas @ www.prorealcode.com // Sharing ProRealTime knowledge // written to a long only strategy buy JohnScher 17.12.2022 // timeframe 15M // timezone europetime, berlin   defparam cumulateorders = false   short = 12 long = 26 signal = 9   EMAshort1 = exponentialaverage[short](close) EMAshort2 = exponentialaverage[short](EMAshort1)   DifferenceShort = EMAshort1 - EMAshort2 ZeroLagShort = EMAshort1 + DifferenceShort   EMAlong1 = exponentialaverage[long](close) EMAlong2 = exponentialaverage[long](EMAlong1)   DifferenceLong = EMAlong1 - EMAlong2 ZeroLagLong = EMAlong1 + DifferenceLong   ZeroLagMACD = ZeroLagShort - ZeroLagLong   signal1=ExponentialAverage[signal](ZEROLAGMACD)   signal2=ExponentialAverage[signal](signal1)   DIFFERENCE2=signal1-signal2 SignalMACD=signal1+DIFFERENCE2   c1 = time >= 160000 and time <= 170000 c2 = signalMACD >= zerolagMACD and zerolagMACD crosses under signalMACD tradebuy = c1 and c2   If tradebuy then buy at market Endif     set stop ploss 100 set target pprofit 100

  

  JohnScher

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  12/17/2022 at 4:04 PM #205959
  robertogozzi

  There you go:

  //PRC_MACD Platinum | indicator //29.09.2016 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings //written to a strategy buy JohnScher 17.12.2022 defparam cumulateorders = false ONCE PositionSize = 1 ONCE Incr = 1 //increments after each win ONCE Decr = 1 //decrements after each loss ONCE MinLots = 1 //not less that 1 position ONCE MaxLots = 999 //max lots to be traded short = 12 long = 26 signal = 9 // IF StrategyProfit > StrategyProfit[1] THEN PositionSize = min(MaxLots,PositionSize + Incr) ELSIF StrategyProfit < StrategyProfit[1] THEN PositionSize = max(MinLots,PositionSize - Decr) ENDIF // --- end of settings EMAshort1 = exponentialaverage[short](close) EMAshort2 = exponentialaverage[short](EMAshort1) DifferenceShort = EMAshort1 - EMAshort2 ZeroLagShort = EMAshort1 + DifferenceShort EMAlong1 = exponentialaverage[long](close) EMAlong2 = exponentialaverage[long](EMAlong1) DifferenceLong = EMAlong1 - EMAlong2 ZeroLagLong = EMAlong1 + DifferenceLong ZeroLagMACD = ZeroLagShort - ZeroLagLong signal1=ExponentialAverage[signal](ZEROLAGMACD) signal2=ExponentialAverage[signal](signal1) DIFFERENCE2=signal1-signal2 SignalMACD=signal1+DIFFERENCE2 c1 = time >= 160000 and time <= 170000 c2 = signalMACD >= zerolagMACD and zerolagMACD crosses under signalMACD tradebuy = c1 and c2 If tradebuy then buy PositionSize contracts at market Endif set stop ploss 100 set target pprofit 100

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  //PRC_MACD Platinum | indicator //29.09.2016 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings //written to a strategy buy JohnScher 17.12.2022   defparam cumulateorders = false   ONCE PositionSize = 1 ONCE Incr         = 1     //increments after each win ONCE Decr         = 1     //decrements after each loss ONCE MinLots      = 1     //not less that 1 position ONCE MaxLots      = 999   //max lots to be traded   short  = 12 long   = 26 signal = 9 // IF StrategyProfit > StrategyProfit[1] THEN PositionSize = min(MaxLots,PositionSize + Incr) ELSIF StrategyProfit < StrategyProfit[1] THEN PositionSize = max(MinLots,PositionSize - Decr) ENDIF   // --- end of settings EMAshort1 = exponentialaverage[short](close) EMAshort2 = exponentialaverage[short](EMAshort1)   DifferenceShort = EMAshort1 - EMAshort2 ZeroLagShort = EMAshort1 + DifferenceShort   EMAlong1 = exponentialaverage[long](close) EMAlong2 = exponentialaverage[long](EMAlong1)   DifferenceLong = EMAlong1 - EMAlong2 ZeroLagLong = EMAlong1 + DifferenceLong   ZeroLagMACD = ZeroLagShort - ZeroLagLong   signal1=ExponentialAverage[signal](ZEROLAGMACD)   signal2=ExponentialAverage[signal](signal1)   DIFFERENCE2=signal1-signal2 SignalMACD=signal1+DIFFERENCE2   c1 = time >= 160000 and time <= 170000 c2 = signalMACD >= zerolagMACD and zerolagMACD crosses under signalMACD tradebuy = c1 and c2   If tradebuy then buy PositionSize contracts at market Endif   set stop ploss 100 set target pprofit 100

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  JohnScher

  

  robertogozzi

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  12/17/2022 at 6:44 PM #205973
  JohnScher

  Thank you, thank you, thank you.
  It’s not the first time you helped me, all the more, thank you!

  

  JohnScher

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  12/17/2022 at 7:07 PM #205975
  JohnScher

  And thanks again, but it doesn’t fit.

  We start with strategy profit = 0 and trade 1 position. We win the first trade. So the strategy profit is bigger than the strategy profit before. So we continue trading with 1 position.
  Only when we have lost 1 trade, we trade with 2 positions. If we have lost 2 trades in a row, we trade with 3 positions. If we then win 1 trade, the number of positions decreases by 1 position (3 to 2). And so one.
  1 Position we won, 1 position decrease. 1 position we lost, 1 position increase. This is not done with your code.
  Can you code it that way?
  see attached

  

  JohnScher

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  12/19/2022 at 5:55 PM #206034
  JohnScher

  Danke.

  Ich habe es hier auf Proreal gefunden.

  Ich habe es in die 4HS Storm integriert…

   

   

  //------------------------------------------------------------------ // OnlyShort Strategy on Dax // Dax 1 Euro Mini // TimeZone europe, berlin // TimeFrame 4H // Maincoce : 4HS STORM - ShorT On Rising Markets with martingale // created and coded by JohnScher //------------------------------------------------------------------ defparam cumulateorders = false // works with true too ONCE OrderSize = 1 ONCE ExitIndex = -2 period1 = 50 period2 = 100 //Pentuple Exponential Moving Average Period = MAX(Period1, 1) MA1 = ExponentialAverage[Period](close) MA2 = ExponentialAverage[Period](MA1) MA3 = ExponentialAverage[Period](MA2) MA4 = ExponentialAverage[Period](MA3) MA5 = ExponentialAverage[Period](MA4) MA6 = ExponentialAverage[Period](MA5) MA7 = ExponentialAverage[Period](MA6) MA8 = ExponentialAverage[Period](MA7) pema = (8 * MA1) - (28 * MA2) + (56 * MA3) - (70 * MA4) + (56 * MA5) - (28 * MA6) + (8 * MA7) - MA8 //Hull Moving Average Period2 = MAX(Period2, 1) hma = WeightedAverage[ROUND(SQRT(Period2))](2 * WeightedAverage[ROUND(Period2 / 2)](close) - WeightedAverage[Period2](close)) tm = openmonth <> 4 and openmonth <> 10 td = opendayofweek >= 2 and opendayofweek <= 5 tt = time >= 090000 and time <= 210000 c1 = close > pema //two averages c2 = pema > hma c3 = close < close[1] // could be tested with some bearish candlestick pattern c4 = close[2] < close[1] c5 = averagetruerange [5] > 40 // filter, someone could be find betterone c11 = tm and td and tt c12 = c1 and c2 and c3 and c4 and c5 IF c11 and c12 then sellshort ordersize contracts at market endif If ShortOnMarket THEN ExitIndex=BarIndex ENDIF set stop %loss 2 set target %profit 2 // positions sizing IF Barindex= ExitIndex+1 THEN ExitIndex =0 IF PositionPerf(1)<0 THEN OrderSize = OrderSize+1 ELSIF PositionPerf(1)>=0 THEN OrderSize =MAX(OrderSize-1,1) ENDIF ENDIF

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  //------------------------------------------------------------------ // OnlyShort Strategy on Dax // Dax 1 Euro Mini // TimeZone europe, berlin // TimeFrame 4H // Maincoce  : 4HS STORM - ShorT On Rising Markets with martingale // created and coded by JohnScher //------------------------------------------------------------------       defparam cumulateorders = false // works with true too   ONCE OrderSize = 1 ONCE ExitIndex = -2     period1 = 50 period2 = 100 //Pentuple Exponential Moving Average Period = MAX(Period1, 1) MA1 = ExponentialAverage[Period](close) MA2 = ExponentialAverage[Period](MA1) MA3 = ExponentialAverage[Period](MA2) MA4 = ExponentialAverage[Period](MA3) MA5 = ExponentialAverage[Period](MA4) MA6 = ExponentialAverage[Period](MA5) MA7 = ExponentialAverage[Period](MA6) MA8 = ExponentialAverage[Period](MA7) pema = (8 * MA1) - (28 * MA2) + (56 * MA3) - (70 * MA4) + (56 * MA5) - (28 * MA6) + (8 * MA7) - MA8 //Hull Moving Average Period2 = MAX(Period2, 1)   hma = WeightedAverage[ROUND(SQRT(Period2))](2 * WeightedAverage[ROUND(Period2 / 2)](close) - WeightedAverage[Period2](close))   tm = openmonth <> 4 and openmonth <> 10 td = opendayofweek >= 2 and opendayofweek <= 5 tt = time >= 090000 and time <= 210000   c1 = close > pema //two averages c2 = pema  > hma   c3 = close    < close[1] // could be tested with some bearish candlestick pattern c4 = close[2] < close[1]   c5 = averagetruerange [5] > 40 // filter, someone could be find betterone   c11 = tm and td and tt c12 = c1 and c2 and c3 and c4 and c5   IF c11 and c12 then sellshort ordersize contracts at market endif   If ShortOnMarket  THEN ExitIndex=BarIndex ENDIF   set stop %loss 2 set target %profit 2   // positions sizing IF Barindex= ExitIndex+1 THEN ExitIndex =0 IF PositionPerf(1)<0 THEN OrderSize = OrderSize+1 ELSIF PositionPerf(1)>=0 THEN OrderSize =MAX(OrderSize-1,1) ENDIF ENDIF

  

  JohnScher

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