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