Raul – There is no difference in results from the exit day being 4 or 5. See attached, 4 on left and 5 on right. System 3 was the only code that had the exit day as 5 so I assume that’s what you wanted checked, the rest (including fixed contract) were already on day 4. This is probably because in-between Tuesday and Thursday there has always been a 50pt move up or down from the position entry level, hence no position left live when you get to Day 5.

I will post the 4 hr results shortly but they are worse than the 1hr ones so using this on a 1hr timescale is definitely better.

dax-1H-day-4-vs-5.jpg

Attached are the 4hr results for system 2&3. Not much to say apart from results are not as good (partly due to less trades obviously) but also that the draw is quite big at 23% and 44% respectively. System 2 performs better in this timeframe as its more consistent with less draw and is also mostly positive in prior years to 2012 (except 2010).

dax-1-4-h-pic-4hr-1.jpg dax-1-4-h-pic-4hr-2.jpg dax-1-4-h-pic-4hr-3.jpg

Okay 🙂

It is a tool to know the:

• Maxrisk (for the whole backtest)
• Risk at each trade
• RR (Risk/Reward) at each trade

Optimize line 23 and 29 for risk management

I have made a complete code with the DAX-1H-system-1.itf

here it is:

If any questions just ask 🙂

DEFPARAM CumulateOrders = true
once ordersize=1

// Conditions

MA1 = Average [1]
MA2 = Average [2]

c1 = Ma1>MA2

t1 = time >= 090000
t2 = time = 180000

d1 =dayofweek = 2
d2 = dayofweek = 4



//REM Money Management
Reinvest=1
if reinvest then
Capital = 10000
Risk = 1//in % pr position
StopLoss = 100 // Could be our variable X
REM Calculate contracts
equity = Capital + StrategyProfit
maxrisk = round(equity*(Risk/100))
MAXpositionsize=625
MINpositionsize=20
ordersize= MAX(MINpositionsize,MIN(MAXpositionsize,abs(round((maxrisk/StopLoss)/PointValue)*pipsize)))
else
ordersize=1
endif

indicator13 = MACD[12,26,9](close)
c13 = (indicator13 < 30)

indicator11 = ExponentialAverage[20](close)
c11 = (close >= indicator11)

indicator1 = MACDline[12,26,9](close)
indicator2 = ExponentialAverage[12](indicator1)
c12 = (indicator1 > indicator2)

If   d1 And t1 and c1 and c11 and c12 and c13 THEN
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-1
if ordersize<1 then
ordersize= 1
ENDIF
endif
buy ordersize Contract At Market
Endif


If d2 and t2 then
sell at market
endif
endif
endif

Set Stop Ploss 50 // from Trade
Set Target PProfit 50 // from Trade

//===============Graphs RR, Winnings, Max recorded risk, Max risk%
ONCE maxriskrecorded=0
If onmarket then
maxriskrecorded=ABS((COUNTOFPOSITION*stoploss*pipsize*pointvalue/equity)*100)
if maxriskrecorded<maxriskrecorded[1]then
maxriskrecorded=maxriskrecorded[1]
else
maxriskrecorded=maxriskrecorded
endif
endif
if not onmarket then
winnings=StrategyProfit-StrategyProfit[1]
else
winnings=0
endif
riskprtrade=abs(COUNTOFPOSITION*stoploss*pipsize)
RR=winnings/riskprtrade[1]




graph abs((COUNTOFPOSITION*stoploss*pipsize*pointvalue/equity)*100) COLOURED(255,20,147) AS "MAXRISK%"
graph maxriskrecorded COLOURED(255,0,255) AS "MAXrisk%recorded"
graph RR COLOURED(0,0,255) AS "RR"
graph winnings COLOURED(0,0,0) AS "Winnings"

Screenshot_191.jpg