automatic trading supertrend

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Viewing 10 posts - 1 through 10 (of 10 total)
  • #4032
    Entry date Exit date Type Nbr Bars Abs Perf Relat Perf(%) Brokerage fee
    21-Mar-2016 08:10:00 21-Mar-2016 09:45:00 Short 19 -154 -0.31% 4
    21-Mar-2016 08:00:00 21-Mar-2016 08:10:00 Long 2 -51.5 -0.10% 4
    18-Mar-2016 10:05:00 18-Mar-2016 10:45:00 Long 8 -154 -0.31% 4
    18-Mar-2016 09:05:00 18-Mar-2016 09:40:00 Short 7 -154 -0.31% 4
    18-Mar-2016 08:05:00 18-Mar-2016 09:00:00 Long 11 -154 -0.31% 4
    18-Mar-2016 08:00:00 18-Mar-2016 08:05:00 Short 1 -108 -0.22% 4
    17-Mar-2016 09:10:00 17-Mar-2016 12:00:00 Short 34 1,185.50 2.36% 4
    17-Mar-2016 08:00:00 17-Mar-2016 09:10:00 Long 14 -27.5 -0.05% 4
    16-Mar-2016 11:15:00 16-Mar-2016 12:00:00 Short 9 -32.5 -0.07% 4
    16-Mar-2016 09:05:00 16-Mar-2016 11:15:00 Long 26 -16.5 -0.03% 4
    16-Mar-2016 08:00:00 16-Mar-2016 09:05:00 Short 13 -65 -0.13% 4
    15-Mar-2016 08:00:00 15-Mar-2016 12:00:00 Short 48 58.5 0.12% 4
    14-Mar-2016 10:50:00 14-Mar-2016 11:30:00 Short 8 -154 -0.31% 4
    14-Mar-2016 08:00:00 14-Mar-2016 10:50:00 Long 34 412 0.83% 4
    11-Mar-2016 08:00:00 11-Mar-2016 12:00:00 Long 48 705.5 1.46% 4
    10-Mar-2016 09:25:00 10-Mar-2016 09:50:00 Long 5 -154 -0.32% 4
    10-Mar-2016 08:25:00 10-Mar-2016 09:20:00 Short 11 -154 -0.32% 4
    10-Mar-2016 08:00:00 10-Mar-2016 08:25:00 Long 5 -90.5 -0.19% 4
    09-Mar-2016 09:20:00 09-Mar-2016 12:00:00 Long 32 137 0.28% 4
    09-Mar-2016 08:10:00 09-Mar-2016 09:20:00 Short 14 -119 -0.25% 4
    09-Mar-2016 08:00:00 09-Mar-2016 08:10:00 Long 2 -36.5 -0.08% 4
    08-Mar-2016 08:00:00 08-Mar-2016 12:00:00 Short 48 362.5 0.75% 4
    07-Mar-2016 08:35:00 07-Mar-2016 12:00:00 Short 41 326.5 0.67% 4
    07-Mar-2016 08:00:00 07-Mar-2016 08:35:00 Long 7 -54 -0.11% 4
    04-Mar-2016 11:40:00 04-Mar-2016 12:00:00 Long 4 84.5 0.17% 4
    04-Mar-2016 09:10:00 04-Mar-2016 11:40:00 Short 30 -45 -0.09% 4
    04-Mar-2016 08:00:00 04-Mar-2016 09:10:00 Long 14 -3.5 -0.01% 4
    03-Mar-2016 08:00:00 03-Mar-2016 12:00:00 Short 48 99 0.20% 4
    02-Mar-2016 10:25:00 02-Mar-2016 12:00:00 Short 19 200 0.41% 4
    02-Mar-2016 09:50:00 02-Mar-2016 10:15:00 Long 5 -154 -0.31% 4
    02-Mar-2016 08:00:00 02-Mar-2016 09:50:00 Short 22 5 0.01% 4
    01-Mar-2016 08:00:00 01-Mar-2016 12:00:00 Long 48 1,038.50 2.20% 4
    29/02/2016 11:10 29/02/2016 11:25 Long 3 -154 -0.33% 4
    29/02/2016 9:40 29/02/2016 11:10 Short 18 77.5 0.16% 4
    29/02/2016 9:35 29/02/2016 9:35 Short 0 -154 -0.33% 4
    29/02/2016 8:00 29/02/2016 8:05 Long 1 -154 -0.33% 4
    26/02/2016 11:55 26/02/2016 12:00 Short 1 6.5 0.01% 4
    26/02/2016 8:00 26/02/2016 11:55 Long 47 532 1.13% 4
    25/02/2016 8:00 25/02/2016 12:00 Short 48 51 0.11% 4
    24/02/2016 9:10 24/02/2016 12:00 Short 34 957.5 2.04% 4
    24/02/2016 8:00 24/02/2016 9:10 Long 14 14.5 0.03% 4
    23/02/2016 9:55 23/02/2016 10:45 Long 10 -154 -0.32% 4
    23/02/2016 8:00 23/02/2016 9:55 Short 23 -129 -0.27% 4
    22/02/2016 11:55 22/02/2016 12:00 Short 1 -18.5 -0.04% 4
    22/02/2016 8:10 22/02/2016 11:55 Long 44 440.5 0.93% 4
    22/02/2016 8:00 22/02/2016 8:10 Short 2 -117 -0.25% 4
    #4035

    Ok groen! you did it! you have posted something on the forum 🙂

    So if this the result of a backtest or a real-traded strategy performance? And tell us what is your question?

    #4051

    i want not more loss then 300 a day

    this is my code

     

     

    #4052

    i hope it is ok now

    #4172

    Hello groen200, I see that someone else have changed the code a bit since the last time I helped you.

    In your code, the “daylossmax” parameter cut only actual trade but do not un-allow new ones to be launched. I think that I solved your problem :

     

    #5097

    Dear Nicolas,

    Thank you for the support on this forum.

    I’ve also tried your code with the supertrend. I understand that this is for trading with daily bars.

    My question is if this code easily can be modified for usage on the 15 or 20 minutes timeframe?

    Thanks in advance for your reply.

    Regards,

    Patrick

    #5110

    Hello wp01,

    Since SuperTrend is an indicator that can be traded in any timeframe, this automated trading strategy code can be used for 15 or 20 minutes ones with no problem. This is not my code but a strategy made/submitted by groen200.

    As I remember correctly this strategy is already traded by this member in intraday charts, so you can use it as is, or adapt the Supertrend period to the instrument or timeframe you’d like to trade with. Change the period at line 20 :

     

    #5137

    Thanks for the reply Nicolas.

    I understand that i can use it in 15 or 20 minutes but I have no idea what to change in line 20.

     

    #5231

    The System is performing very well , I ‘m using it with one more timesetup e.g from 09:00 – 13:00 with also good results

    #5232

    @wp01

    At line 20, you’ll find the Supertrend parameters to adapt, look at the documentation and you’ll understand what I mean : http://www.prorealcode.com/documentation/supertrend/

Viewing 10 posts - 1 through 10 (of 10 total)

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