Big Three Trading Strategy

• 06/10/2017 at 2:39 PM #37978
  BC

  I found this strategy via below link and use my limited knowledge translate to PRT robot, please kindly try, comment and feel free modify to fit for your need.

  http://www.tradingstrategyguides.com/big-three-trading-str

  // Big Three Trading Strategy // Original Idea from: http://www.tradingstrategyguides.com/big-three-trading-strategy/ // Market: DAX 30 // Time Frame: 1 Hour // Time Zone: Any // Spread: 2.9 // Version : V 2.0 defparam preloadbars = 3000 defparam cumulateorders =false //true //false //// Core Indicator Parameter Setting //// // Moving Average Setting (Original: 20, 40, 80) Fast = 20 // Medium = 40 // Slow = 80 // // Look Back Bar (Original: N/A) CP = 3 // 1-20 //// Optional Function Switch ( 1 = Enable 0 = Disable ) //// FixedMinMaxStopLoss = 1 TargetProfit = 1 TimeExit = 1 MFETrailing = 1 MoneyManagement = 0 //// Optional Function and Parameter Setting //// // 1) Fixed Min Max Stop Loss Setting If FixedMinMaxStopLoss = 1 then //Long MaxLong = 80 // 40-100 (90) 80 MinLong = 30 // 5-30 (30) 30 //Short MaxShort = 60 // 40-100 (50) 60 MinShort = 5 // 5-30 (10) 5 Endif // 2) Take Profit Setting If TargetProfit = 1 then //Long TakeProfitLongRate = 2.5 // 1-5 //Short TakeProfitShortRate = 2.5 // 1-5 Endif // 3) Time Exit Setting If TimeExit = 1 then //Long ONCE maxCandlesLongWithProfit = 78 // 12-120 (72) ONCE maxCandlesLongWithoutProfit = 66 // 12-72 (72) //Short ONCE maxCandlesShortWithProfit = 60 // 12-96 (60) ONCE maxCandlesShortWithoutProfit = 54 // 12-48 (48) Endif // 4) MFE Step Setting If MFETrailing = 1 then //Long MFELongStep = 1.5 // 2-12 2 //Short MFEShortStep = 1 // 2-12 9 Endif // 5) Money Management If MoneyManagement = 1 then LongRisk = 5 //% 1-5 ShortRisk = 3 //% 1-5 CloseBalanceMaxDrop = 50 //% 30-60 Capital = 2000 //$ Equity = Capital + StrategyProfit LongMaxRisk = Round(Equity*LongRisk/100) ShortMaxRisk = Round(Equity*ShortRisk/100) //Max Contract MaxLongContract = 500 // 50-100 (1000) MaxShortContract = 100 // 10-50 (200) //Check system account balance If equity<QuickLevel then Quit Endif RecordHighest = MAX(RecordHighest,Equity) QuickLevel = RecordHighest*((100-CloseBalanceMaxDrop)/100) Endif // Core indicator //Big Three MA FMA = Average[Fast](close) //green coloured(0,255,0) MMA = Average[Medium](close)//blue coloured(0,0,255) SMA = Average[Slow](close)//red coloured(255,0,0) // Entry Rules //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 // Exit Rules LongExit = Close crosses under SMA ShortExit = Close crosses over SMA //Long Entry If BC and BCandle then BuyPrice = Close If FixedMinMaxStopLoss = 1 then StopLossLong = MIN(MaxLong,MAX(MinLong,(BuyPrice - SMA))) Else StopLossLong = BuyPrice - SMA Endif If TargetProfit = 1 then TakeProfitLong = StopLossLong * TakeProfitLongRate TakeProfit = TakeProfitLong Endif If MoneyManagement = 1 then PositionSizeLong = min(MaxLongContract,(max(1,abs(round((LongMaxRisk/StopLossLong)/PointValue)*pipsize)))) BUY PositionSizeLong CONTRACT AT MARKET Else BUY 1 CONTRACT AT MARKET Endif Endif //Long Exit If LongonMarket and LongExit then sell at market Endif //short entry If SC and SCandle then SellPrice = Close If FixedMinMaxStopLoss = 1 then StopLossShort = MIN(MaxShort,MAX(MinShort,(SMA - SellPrice))) Else StopLossShort = SMA - SellPrice Endif If TargetProfit = 1 then TakeProfitShort = StopLossShort * TakeProfitShortRate TakeProfit = TakeProfitShort Endif If MoneyManagement = 1 then PositionSizeShort = min(MaxShortContract,(max(1,abs(round((ShortMaxRisk/StopLossShort)/PointValue)*pipsize)))) SELLSHORT PositionSizeShort CONTRACT AT MARKET Else SELLSHORT 1 CONTRACT AT MARKET Endif Endif //Short Exit If ShortonMarket and ShortExit then exitshort at market Endif // Time Exit If TimeExit = 1 then If LongonMarket then posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize elsif ShortonMarket then posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize Endif m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN sell at market endif IF SHORTONMARKET AND (m2 OR m4) THEN exitshort at market endif Endif //MFE Trailing stop If MFETrailing = 1 then MFELong = (TakeProfitLong/MFELongStep) MFEShort = (TakeProfitShort/MFEShortStep) If not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 Endif If longonmarket then MAXPRICE = MAX(MAXPRICE,close) If MAXPRICE-tradeprice(1)>=MFELong*pointsize then priceexit = MAXPRICE-MFELong*pointsize Endif Endif If shortonmarket then MINPRICE = MIN(MINPRICE,close) If tradeprice(1)-MINPRICE>=MFEShort*pointsize then priceexit = MINPRICE+MFEShort*pointsize Endif Endif If onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP Endif Endif // Stop Loss if LongonMarket then SET STOP LOSS StopLossLong endif if ShortonMarket then SET STOP LOSS StopLossShort endif // Target Profit If TargetProfit = 1 then SET TARGET PROFIT TakeProfit Endif //graph BuyPrice //graph SellPrice //graph StopLossLong //graph StopLossShort

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  // Big Three Trading Strategy // Original Idea from: http://www.tradingstrategyguides.com/big-three-trading-strategy/ // Market: DAX  30 // Time Frame: 1 Hour // Time Zone: Any // Spread: 2.9 // Version : V 2.0   defparam preloadbars = 3000 defparam cumulateorders =false //true  //false   //// Core Indicator Parameter Setting  //// // Moving Average Setting (Original: 20, 40, 80) Fast = 20 // Medium = 40 // Slow = 80  //   // Look Back Bar (Original: N/A) CP = 3 // 1-20     //// Optional Function Switch ( 1 = Enable    0 = Disable ) //// FixedMinMaxStopLoss = 1 TargetProfit = 1 TimeExit = 1 MFETrailing = 1 MoneyManagement = 0     //// Optional Function and Parameter Setting //// // 1) Fixed Min Max Stop Loss Setting If FixedMinMaxStopLoss = 1 then //Long MaxLong = 80 // 40-100 (90) 80 MinLong = 30 // 5-30 (30) 30 //Short MaxShort = 60 // 40-100 (50) 60 MinShort = 5 // 5-30 (10) 5 Endif   // 2) Take Profit Setting If TargetProfit = 1 then //Long TakeProfitLongRate = 2.5 // 1-5 //Short TakeProfitShortRate = 2.5 // 1-5 Endif   // 3) Time Exit Setting If TimeExit = 1 then //Long ONCE maxCandlesLongWithProfit = 78  // 12-120 (72) ONCE maxCandlesLongWithoutProfit = 66  // 12-72 (72) //Short ONCE maxCandlesShortWithProfit = 60  // 12-96 (60) ONCE maxCandlesShortWithoutProfit = 54  // 12-48 (48) Endif   // 4) MFE Step Setting If MFETrailing = 1 then //Long MFELongStep = 1.5 // 2-12  2 //Short MFEShortStep = 1  // 2-12  9 Endif   // 5) Money Management If MoneyManagement = 1 then LongRisk = 5 //% 1-5 ShortRisk = 3 //% 1-5 CloseBalanceMaxDrop = 50 //% 30-60 Capital = 2000 //$ Equity = Capital + StrategyProfit LongMaxRisk = Round(Equity*LongRisk/100) ShortMaxRisk = Round(Equity*ShortRisk/100)   //Max Contract MaxLongContract = 500  // 50-100 (1000) MaxShortContract = 100 // 10-50 (200)   //Check system account balance If equity<QuickLevel then Quit Endif RecordHighest = MAX(RecordHighest,Equity) QuickLevel = RecordHighest*((100-CloseBalanceMaxDrop)/100) Endif     // Core indicator   //Big Three MA FMA = Average[Fast](close) //green  coloured(0,255,0) MMA = Average[Medium](close)//blue  coloured(0,0,255) SMA = Average[Slow](close)//red  coloured(255,0,0)     // Entry Rules //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   // Exit Rules LongExit = Close crosses under SMA ShortExit = Close crosses over SMA     //Long Entry If BC and BCandle then BuyPrice = Close   If FixedMinMaxStopLoss = 1 then StopLossLong = MIN(MaxLong,MAX(MinLong,(BuyPrice - SMA))) Else StopLossLong = BuyPrice - SMA Endif   If TargetProfit = 1 then TakeProfitLong = StopLossLong * TakeProfitLongRate TakeProfit = TakeProfitLong Endif   If MoneyManagement = 1 then PositionSizeLong = min(MaxLongContract,(max(1,abs(round((LongMaxRisk/StopLossLong)/PointValue)*pipsize)))) BUY PositionSizeLong CONTRACT AT MARKET Else BUY 1 CONTRACT AT MARKET Endif   Endif   //Long Exit If LongonMarket and LongExit then sell at market Endif   //short entry If SC and SCandle then SellPrice = Close   If FixedMinMaxStopLoss = 1 then StopLossShort = MIN(MaxShort,MAX(MinShort,(SMA - SellPrice))) Else StopLossShort = SMA - SellPrice Endif   If TargetProfit = 1 then TakeProfitShort = StopLossShort * TakeProfitShortRate TakeProfit = TakeProfitShort Endif   If MoneyManagement = 1 then PositionSizeShort = min(MaxShortContract,(max(1,abs(round((ShortMaxRisk/StopLossShort)/PointValue)*pipsize)))) SELLSHORT PositionSizeShort CONTRACT AT MARKET Else SELLSHORT 1 CONTRACT AT MARKET Endif   Endif   //Short Exit If ShortonMarket and ShortExit then exitshort at market Endif     // Time Exit If TimeExit = 1 then If LongonMarket then posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize elsif ShortonMarket then posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize Endif   m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit   // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN sell at market endif IF SHORTONMARKET AND (m2 OR m4) THEN exitshort at market endif Endif     //MFE Trailing stop If MFETrailing = 1 then   MFELong = (TakeProfitLong/MFELongStep) MFEShort = (TakeProfitShort/MFEShortStep)   If not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 Endif   If longonmarket then MAXPRICE = MAX(MAXPRICE,close) If MAXPRICE-tradeprice(1)>=MFELong*pointsize then priceexit = MAXPRICE-MFELong*pointsize Endif Endif   If shortonmarket then MINPRICE = MIN(MINPRICE,close) If tradeprice(1)-MINPRICE>=MFEShort*pointsize then priceexit = MINPRICE+MFEShort*pointsize Endif Endif   If onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP Endif Endif   // Stop Loss if LongonMarket then SET STOP LOSS StopLossLong endif   if ShortonMarket then SET STOP LOSS StopLossShort endif   // Target Profit If TargetProfit = 1 then SET TARGET PROFIT TakeProfit Endif   //graph BuyPrice //graph SellPrice //graph StopLossLong //graph StopLossShort

   

  4 users thanked author for this post.

  Berra, Despair, Nicolas

  

  BC

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  11/13/2017 at 8:52 AM #52507
  jebus89

  interesting strategy but seems pretty flat the last months? Hows your trading been with this? running in demo/live?

  

  jebus89

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  11/13/2017 at 11:45 AM #52534
  BC

  No, I don’t trade with this robot.

  

  BC

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  11/13/2017 at 11:46 AM #52535
  jebus89

  Aw okay, well, it seems pretty flat for now. But it has been relatively stable up until this point, so might as well add to demo and see where it goes 🙂

  

  jebus89

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  11/13/2017 at 5:16 PM #52571
  Nicolas

  Thank you Bin, nice one. In order to get the complete view of it, what are the variables optimized? Did you try WFA on any other instrument?

  This one could probably be a part of the library, can I post it there for you?

  

  Nicolas

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  11/13/2017 at 11:57 PM #52641
  BC

  Mainly on CP and test with DAX, I try HS but no good result.

  It’s my pleasure to post at library. THX.

  

  BC

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  11/14/2017 at 3:30 AM #52643
  Vonasi

  Thank you Bin for the strategy. I like the neat and modular approach to your coding and hope you don’t mind me cutting and pasting so that I may use some of it in future ideas of my own!

  As for being flat for the last few months…. it is a trend following strategy and markets haven’t really known which way to go recently with all the political turmoil so it is not really surprising to me that a trend reliant strategy has gone a bit flat.

  Great work – thanks.

  

  Vonasi

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  11/14/2017 at 6:51 AM #52647
  BC

  Hi Nicolas

  Please kindly post this latest version to library with detailed remark which variables were optimized and their unit. THX.

  Big Three Trading Strategy

  // Big Three Trading Strategy // Original Idea from: http://www.tradingstrategyguides.com/big-three-trading-strategy/ // Market: DAX 30 // Time Frame: 1 Hour // Time Zone: Any // Spread: 2.9 // Version : 2.8 // Revised on 2017-11-14 Defparam preloadbars = 3000 Defparam cumulateorders =false //true //false //// Optional Function Switch ( 1 = Enable 0 = Disable ) //// FixedMinMaxStopLoss = 1 // Optional Function 1 TargetProfit = 1 // Optional Function 2 TimeExit = 1 // Optional Function 3 MFETrailing = 1 // Optional Function 4 MoneyManagement = 0 // Optional Function 5 //// Core Indicator Parameter Setting //// // Moving Average Setting (Original: 20, 40, 80) Fast = 20 // Not Optimize Medium = 40 // Not Optimize Slow = 80 // Not Optimize // Look Back Bar (Original: N/A) CP = 3 // Variables Optimized //// Optional Function //// // 1) Fixed Min Max Stop Loss Setting If FixedMinMaxStopLoss then //Long MaxLong = 80 // by points, Variables Optimized MinLong = 30 // by points, Variables Optimized //Short MaxShort = 60 // by points, Variables Optimized MinShort = 5 // by points, Variables Optimized Endif // 2) Take Profit Setting If TargetProfit then //Long TakeProfitLongRate = 2.6 // by %, Variables Optimized //Short TakeProfitShortRate = 2.5 // by %, Variables Optimized Endif // 3) Time Exit Setting If TimeExit then //Long ONCE maxCandlesLongWithProfit = 78 // by bar, Variables Optimized ONCE maxCandlesLongWithoutProfit = 66 // by bar, Variables Optimized //Short ONCE maxCandlesShortWithProfit = 60 // by bar, Variables Optimized ONCE maxCandlesShortWithoutProfit = 54 // by bar, Variables Optimized Endif // 4) MFE Step Setting If MFETrailing then //Long MFELongStep = 1.5 // by %, Variables Optimized //Short MFEShortStep = 1 // by %, Variables Optimized Endif // 5) Money Management If MoneyManagement then LongRisk = 5 // by %, Variables Optimized ShortRisk = 3 // by %, Variables Optimized CloseBalanceMaxDrop = 50 // by %, Personal preference Capital = 3000 // by $ Equity = Capital + StrategyProfit LongMaxRisk = Round(Equity*LongRisk/100) ShortMaxRisk = Round(Equity*ShortRisk/100) //Max Contract MaxLongContract = 500 // by contract, Variables Optimized MaxShortContract = 100 // by contract, Variables Optimized //Check system account balance If equity<QuitLevel then Quit Endif RecordHighest = MAX(RecordHighest,Equity) QuitLevel = RecordHighest*((100-CloseBalanceMaxDrop)/100) Endif // Core indicator //Big Three MA FMA = Average[Fast](close) //green coloured(0,255,0) MMA = Average[Medium](close) //blue coloured(0,0,255) SMA = Average[Slow](close) //red coloured(255,0,0) // Entry Rules //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 Candle SC1 = Close[1] > Close[2] SC2 = Close < Close[1] SC3 = Close < Open SCandle = SC1 and SC2 and SC3 // Exit Rules LongExit = Close crosses under SMA ShortExit = Close crosses over SMA //Long Entry If Not LongonMarket and BC and BCandle then BuyPrice = Close If FixedMinMaxStopLoss then StopLossLong = MIN(MaxLong,MAX(MinLong,(BuyPrice - SMA))) Else StopLossLong = BuyPrice - SMA Endif If TargetProfit then TakeProfitLong = StopLossLong * TakeProfitLongRate TP = TakeProfitLong Endif SL = StopLossLong If MoneyManagement then PositionSizeLong = min(MaxLongContract,(max(2,abs(round((LongMaxRisk/StopLossLong)/PointValue)*pipsize)))) BUY PositionSizeLong CONTRACT AT MARKET Else BUY 2 CONTRACT AT MARKET Endif Endif //Long Exit If LongonMarket and LongExit then sell at market Endif //short entry If Not ShortonMarket and SC and SCandle then SellPrice = Close If FixedMinMaxStopLoss then StopLossShort = MIN(MaxShort,MAX(MinShort,(SMA - SellPrice))) Else StopLossShort = SMA - SellPrice Endif If TargetProfit then TakeProfitShort = StopLossShort * TakeProfitShortRate TP = TakeProfitShort Endif SL = StopLossShort If MoneyManagement then PositionSizeShort = min(MaxShortContract,(max(2,abs(round((ShortMaxRisk/StopLossShort)/PointValue)*pipsize)))) SELLSHORT PositionSizeShort CONTRACT AT MARKET Else SELLSHORT 2 CONTRACT AT MARKET Endif Endif //Short Exit If ShortonMarket and ShortExit then exitshort at market Endif // Time Exit If TimeExit then If LongonMarket then posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize elsif ShortonMarket then posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize Endif m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN sell at market endif IF SHORTONMARKET AND (m2 OR m4) THEN exitshort at market endif Endif //MFE Trailing stop If MFETrailing then MFELong = (TakeProfitLong/MFELongStep) MFEShort = (TakeProfitShort/MFEShortStep) If not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 Endif If longonmarket then MAXPRICE = MAX(MAXPRICE,close) If MAXPRICE-tradeprice(1)>=MFELong*pointsize then priceexit = MAXPRICE-MFELong*pointsize Endif Endif If shortonmarket then MINPRICE = MIN(MINPRICE,close) If tradeprice(1)-MINPRICE>=MFEShort*pointsize then priceexit = MINPRICE+MFEShort*pointsize Endif Endif If onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP Endif Endif // Stop Loss a SET STOP LOSS SL // Target Profit If TargetProfit then SET TARGET PROFIT TP Endif //graph BuyPrice //graph SellPrice //graph StopLossLong //graph StopLossShort

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  // Big Three Trading Strategy // Original Idea from: http://www.tradingstrategyguides.com/big-three-trading-strategy/ // Market: DAX  30 // Time Frame: 1 Hour // Time Zone: Any // Spread: 2.9 // Version : 2.8 // Revised on 2017-11-14   Defparam preloadbars = 3000 Defparam cumulateorders =false //true  //false   //// Optional Function Switch ( 1 = Enable  0 = Disable ) //// FixedMinMaxStopLoss = 1  // Optional Function 1 TargetProfit = 1        // Optional Function 2 TimeExit = 1           // Optional Function 3 MFETrailing = 1       // Optional Function 4 MoneyManagement = 0  // Optional Function 5   //// Core Indicator Parameter Setting  //// // Moving Average Setting (Original: 20, 40, 80) Fast = 20 // Not Optimize Medium = 40 // Not Optimize Slow = 80  // Not Optimize   // Look Back Bar (Original: N/A) CP = 3 // Variables Optimized   //// Optional Function  //// // 1) Fixed Min Max Stop Loss Setting If FixedMinMaxStopLoss then //Long MaxLong = 80 // by points, Variables Optimized MinLong = 30 // by points, Variables Optimized //Short MaxShort = 60 // by points, Variables Optimized MinShort = 5 // by points, Variables Optimized Endif   // 2) Take Profit Setting If TargetProfit then //Long TakeProfitLongRate = 2.6 // by %, Variables Optimized //Short TakeProfitShortRate =  2.5 // by %, Variables Optimized Endif   // 3) Time Exit Setting If TimeExit then //Long ONCE maxCandlesLongWithProfit = 78  // by bar, Variables Optimized ONCE maxCandlesLongWithoutProfit = 66  // by bar, Variables Optimized //Short ONCE maxCandlesShortWithProfit = 60  // by bar, Variables Optimized ONCE maxCandlesShortWithoutProfit = 54  // by bar, Variables Optimized Endif   // 4) MFE Step Setting If MFETrailing then //Long MFELongStep = 1.5 // by %, Variables Optimized //Short MFEShortStep = 1  // by %, Variables Optimized Endif   // 5) Money Management If MoneyManagement then LongRisk = 5 // by %, Variables Optimized ShortRisk = 3 // by %, Variables Optimized CloseBalanceMaxDrop = 50 // by %, Personal preference Capital = 3000 // by $ Equity = Capital + StrategyProfit LongMaxRisk = Round(Equity*LongRisk/100) ShortMaxRisk = Round(Equity*ShortRisk/100)   //Max Contract MaxLongContract = 500  // by contract, Variables Optimized MaxShortContract = 100 // by contract, Variables Optimized   //Check system account balance If equity<QuitLevel then Quit Endif RecordHighest = MAX(RecordHighest,Equity) QuitLevel = RecordHighest*((100-CloseBalanceMaxDrop)/100) Endif     // Core indicator   //Big Three MA FMA = Average[Fast](close)    //green  coloured(0,255,0) MMA = Average[Medium](close)  //blue  coloured(0,0,255) SMA = Average[Slow](close)    //red  coloured(255,0,0)     // Entry Rules //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 Candle SC1 = Close[1] > Close[2] SC2 = Close < Close[1] SC3 = Close < Open SCandle = SC1 and SC2 and SC3   // Exit Rules LongExit = Close crosses under SMA ShortExit = Close crosses over SMA   //Long Entry If Not LongonMarket and BC and BCandle then BuyPrice = Close   If FixedMinMaxStopLoss then StopLossLong = MIN(MaxLong,MAX(MinLong,(BuyPrice - SMA))) Else StopLossLong = BuyPrice - SMA Endif   If TargetProfit then TakeProfitLong = StopLossLong * TakeProfitLongRate TP = TakeProfitLong Endif   SL = StopLossLong   If MoneyManagement then PositionSizeLong = min(MaxLongContract,(max(2,abs(round((LongMaxRisk/StopLossLong)/PointValue)*pipsize)))) BUY PositionSizeLong CONTRACT AT MARKET Else BUY 2 CONTRACT AT MARKET Endif   Endif   //Long Exit If LongonMarket and LongExit then sell at market Endif   //short entry If Not ShortonMarket and SC and SCandle then SellPrice = Close   If FixedMinMaxStopLoss then StopLossShort = MIN(MaxShort,MAX(MinShort,(SMA - SellPrice))) Else StopLossShort = SMA - SellPrice Endif   If TargetProfit then TakeProfitShort = StopLossShort *  TakeProfitShortRate TP = TakeProfitShort Endif   SL = StopLossShort   If MoneyManagement then PositionSizeShort = min(MaxShortContract,(max(2,abs(round((ShortMaxRisk/StopLossShort)/PointValue)*pipsize)))) SELLSHORT PositionSizeShort CONTRACT AT MARKET Else SELLSHORT 2 CONTRACT AT MARKET Endif   Endif   //Short Exit If ShortonMarket and ShortExit then exitshort at market Endif   // Time Exit If TimeExit then If LongonMarket then posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize elsif ShortonMarket then posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize Endif   m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit   // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN sell at market endif IF SHORTONMARKET AND (m2 OR m4) THEN exitshort at market endif Endif     //MFE Trailing stop If MFETrailing then   MFELong = (TakeProfitLong/MFELongStep) MFEShort = (TakeProfitShort/MFEShortStep)   If not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 Endif   If longonmarket then MAXPRICE = MAX(MAXPRICE,close) If MAXPRICE-tradeprice(1)>=MFELong*pointsize then priceexit = MAXPRICE-MFELong*pointsize Endif Endif   If shortonmarket then MINPRICE = MIN(MINPRICE,close) If tradeprice(1)-MINPRICE>=MFEShort*pointsize then priceexit = MINPRICE+MFEShort*pointsize Endif Endif   If onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP Endif Endif     // Stop Loss a SET STOP LOSS SL   // Target Profit If TargetProfit then SET TARGET PROFIT TP Endif     //graph BuyPrice //graph SellPrice //graph StopLossLong //graph StopLossShort

   

   

  

  BC

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  11/14/2017 at 8:42 AM #52659
  Vonasi

  I downloaded the itf of v2 and notice that tick by tick data is not selected. Results are terrible once tick by tick data is used!

  

  Vonasi

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  11/14/2017 at 12:45 PM #52705
  BC

  Hi Vonasi

  Tick by tick back test screen shot attached. I don’t suggest play this robot with real money, just for study purpose. THX.

  

  BC

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