AWSM (5,34) on DAX 30 minutes

• 12/12/2017 at 8:50 AM #55447
  Nicolas

  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 🙂 

  

  Nicolas

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  12/12/2017 at 9:12 AM #55451
  dreif123

  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 ?

  

  dreif123

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  12/12/2017 at 10:54 AM #55461
  dreif123

  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

  

  dreif123

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  12/12/2017 at 11:24 AM #55467
  Nicolas

  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. 

  

  Nicolas

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  12/12/2017 at 12:55 PM #55490
  dreif123

  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

  

  dreif123

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