AWSM (5,34) on DAX 30 minutes

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  • #55447 quote
    Nicolas
    Keymaster
    Master

    You can try yourself by reverting the conditions at line 5. I don’t know if your strategy is the exact inverse one for sellshort side sorry…

    Change the line 6 for a sellshort instruction too, of course 🙂 

    #55451 quote
    dreif123
    Participant
    Average
    the long version works ok with the following code, …so for the long version the awsm (5,34) <0 (=negative teritorium) defparam cumulateorders=true defparam flatbefore=080000 defparam flatafter=173000 ChaosAO=Average[5](MedianPrice)-Average[34](MedianPrice) if ChaosAO>ChaosAO[1] and ChaosAO[1]0 (positive teritorium) so i only have to change to sellshort on the code above ?
    #55461 quote
    dreif123
    Participant
    Average
    just to clarify ..thats the code for the long version..which works ok (on 30min dax) , awsm (5,34) <0 defparam cumulateorders=true defparam flatbefore=080000 defparam flatafter=173000 ChaosAO=Average[5](MedianPrice)-Average[34](MedianPrice) if ChaosAO>ChaosAO[1] and ChaosAO[1]0 , how has the code to be ? like this ? ChaosAO=Average[5](MedianPrice)-Average[34](MedianPrice) if ChaosAO>ChaosAO[1] and ChaosAO[1]>ChaosAO[2] and ChaosAO>0 then buy 1 contract at market endif set target %profit 0 set stop %loss 0.40
    #55467 quote
    Nicolas
    Keymaster
    Master

    Please use the <> button to insert code next time, thank you.

    I still don’t know what are the exact conditions for your short orders! Because you seems to use the same ones as the long order, but only revert the above/below 0. Is it really what you want to be coded? and did you try yourself to test your own code in the backtester? It would give you precise informations to know if you are actually coding it well. 

    #55490 quote
    dreif123
    Participant
    Average
    ok , please have a look to the past attachment chart of the 30minute DAX i have sent a couple of days before on the 27 Nov. at around 18 o Clock ,the chart shows the following at around 18 o clock the colour from a green bar changes to red … at this time of changing from a green bar to a red bar … i am interest in the code to sellshort dax (awsm>0) how has the code to be ? thx for your ongoing help
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AWSM (5,34) on DAX 30 minutes


ProOrder: Automated Strategies & Backtesting

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dreif123 @dreif123 Participant
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This topic contains 19 replies,
has 2 voices, and was last updated by dreif123
8 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/23/2017
Status: Active
Attachments: 2 files
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