Basic coding question
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Forgive me @Bin, what I said in #36845 re Stop Loss not triggering was incorrect … I need to concentrate and not have one eye on the TV! 🙁
Thanks Francesco78, I can’t replicate Bin’s results either with code on this Thread.
I tried to optimise 4 variables for 5m and 15m (not good) and settled on attached for Dax @ 30M. Results over 100,000 bars attached and .itf attached with 4 variables in the Optimiser.
//defparam preloadbars = 3000 defparam cumulateorders =false //true //false //Big Three MA FMA=Average[f](close) //green coloured(0,255,0) MMA=Average[m](close)//blue coloured(0,0,255) SMA=Average[s](close)//red coloured(255,0,0) //High Low Bar Setting CP=cp //Buy Signal B1=low > SMA and low>MMA and low>FMA B2=high >= highest[CP](high) BC=B1 and B2 //Buy Candle BC1 = Close[1] < Close[2] BC2 = Close > Close[1] BC3 = Close > Open BCandle = BC1 and BC2 and BC3 //Sell Signal S1=high < FMA and high<MMA and high<SMA S2=low <= lowest[CP](low) SC=S1 and S2 //Sell Caandle SC1 = Close[1] > Close[2] SC2 = Close < Close[1] SC3 = Close < Open SCandle = SC1 and SC2 and SC3 //Long Entry if BC and BCandle then BUY 1 CONTRACT AT MARKET BuyPrice=Close StopLossLong = BuyPrice - SMA endif //Long Exit if LongonMarket and close crosses under SMA then sell at market endif //short entry if SC and SCandle then //SELLSHORT min(25,PositionSizeShort) CONTRACT AT MARKET SELLSHORT 1 CONTRACT AT MARKET SellPrice=Close StopLossShort=SMA-SellPrice //takeProfit = takeProfitShort endif //Short Exit if ShortonMarket and close crosses over SMA then exitshort at market endif // Stop Loss if LongonMarket then SET STOP LOSS StopLossLong endif if ShortonMarket then SET STOP LOSS StopLossShort endif //graph SMA //graph Tradeprice //graph StopLossLong //graph StopLossShortFrancesco78 thanked this postHi Francesco
A modified version with WF result attached.
defparam preloadbars = 3000 defparam cumulateorders =false //true //false //Big Three MA FMA=Average[20](close) //green coloured(0,255,0) MMA=Average[40](close)//blue coloured(0,0,255) SMA=Average[80](close)//red coloured(255,0,0) //High Low Bar Setting CP=3 // Money Management Capital = 2000 //Risk = 5 //in % MaxD = 50 equity = Capital + StrategyProfit //Time Management ONCE maxCandlesLongWithoutProfit = 62 // 46, 62 ONCE maxCandlesShortWithoutProfit = 72 // 46, 72 //Check system account balance if equity<QuickLevel then quit endif recordhighest = MAX(recordhighest,equity) QuickLevel = recordhighest*((100-MaxD)/100) //Buy Signal B1=low > SMA and low>MMA and low>FMA B2=high >= highest[CP](high) BC=B1 and B2 //Buy Candle BC1 = Close[1] < Close[2] BC2 = Close > Close[1] BC3 = Close > Open BCandle = BC1 and BC2 and BC3 //Sell Signal S1=high < FMA and high<MMA and high<SMA S2=low <= lowest[CP](low) SC=S1 and S2 //Sell Caandle SC1 = Close[1] > Close[2] SC2 = Close < Close[1] SC3 = Close < Open SCandle = SC1 and SC2 and SC3 //Long Entry if BC and BCandle then BUY 1 CONTRACT AT MARKET BuyPrice=Close StopLossLong = MIN(100,MAX(30,(BuyPrice - SMA))) //100, 30 TakeProfitLong = StopLossLong * 4.5 //1-5 StopLoss = StopLossLong TakeProfit = TakeProfitLong endif //Long Exit if LongonMarket and close crosses under SMA then sell at market endif //short entry if SC and SCandle then SELLSHORT 1 CONTRACT AT MARKET SellPrice=Close StopLossShort = MIN(60,MAX(10,(SMA - SellPrice))) //60, 10 TakeProfitShort = StopLossShort * 2.5 //1-5 StopLoss = StopLossShort TakeProfit = TakeProfitShort endif //Short Exit if ShortonMarket and close crosses over SMA then exitshort at market endif // stop and profit management IF LONGONMARKET THEN posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize ELSIF SHORTONMARKET THEN posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize ENDIF //Time Exit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit IF LONGONMARKET AND m3 THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND m4 THEN EXITSHORT AT MARKET ENDIF //Stop Loss SET STOP LOSS StopLoss //Target Profit SET TARGET PROFIT TakeProfit
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 05/25/2017 |
| Status: | Active |
| Attachments: | 8 files |
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