Bitcoin Tripple MA Miner 1Min Stategy

• 06/05/2017 at 2:02 PM #37484
  juanj

  I created this forum topic for further discussion and ideas related to the Bitcoin Tripple MA Miner 1Min Stategy I posted on the Library.

  https://www.prorealcode.com/prorealtime-trading-strategies/bitcoin-tripple-ma-miner-1min/

  

  juanj

  Participant

  Topics: 51

  Replies: 505

  Been thanked: 170 times
  06/06/2017 at 8:49 AM #37543
  juanj

  If anyone can figure out how to get this strategy running again after the change in price quotes it would be greatly appreciated.

  

  juanj

  Participant

  Topics: 51

  Replies: 505

  Been thanked: 170 times
  06/07/2017 at 12:29 PM #37743
  kg6450

  Hi Juan, I’ve been playing around with the code a bit and I’ve got it enter without exiting straight away, whether it has the same results or not we’ll have to run it and see…

  The problem was that since IG reduced everything by 10 times, the previous stops and limits were way too far away and the order was rejected, also it was set to accumulate orders which I don’t think you can have with a % stop loss?

  The changes I made are commented in (just the cumulate part and the stop and targets), let me know if this helps!

  EDIT: Also I forgot to add I changed the times to GMT!

  DEFPARAM CumulateOrders = False // Cumulating orders not available with %stop loss DEFPARAM FLATBEFORE = 080000 //Currently set to GMT DEFPARAM FLATAFTER = 210000 //Currently set to GMT FMA = Average[12,4](close) //Fast Moving Average MMA = Average[17,4](close) //Medium Moving Average SMA = Average[22,4](close) //Slow Moving Average stp = 2 //Points away to place stop orders If hour < 8 or hour > 21 then //Adjust to match Flat Before/After possize = 0 If longonmarket then SELL AT MARKET ElsIf shortonmarket then EXITSHORT AT MARKET EndIf Else If ADXR[14] > 18 Then //Check for enough volatility possize = 1 Else possize = 0 EndIf EndIf If countofposition = 0 or shortonmarket and FMA > MMA and MMA > SMA Then If shortonmarket then If close > close[3] and close > close[5] Then Exitshort at market Buy possize contract at open - stp stop EndIf Else Buy possize contract at open - stp stop EndIf ElsIf countofposition = 0 or Longonmarket and FMA < MMA and FMA < SMA Then If longonmarket then If close < close[3] and close < close[5] Then Sell AT MARKET Sellshort possize contract at open + stp stop EndIf Else Sellshort possize contract at open + stp stop EndIf EndIf SET STOP pLOSS 10*possiz //Stop loss set to pLOSS and multiple reduced by factor 10 SET TARGET pPROFIT 150*possize //Target set to pLOSS and multiple reduced by factor 10

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47

  DEFPARAM CumulateOrders = False  // Cumulating orders not available with %stop loss DEFPARAM FLATBEFORE = 080000 //Currently set to GMT DEFPARAM FLATAFTER = 210000  //Currently set to GMT   FMA = Average[12,4](close) //Fast Moving Average MMA = Average[17,4](close) //Medium Moving Average SMA = Average[22,4](close) //Slow Moving Average   stp = 2 //Points away to place stop orders   If hour < 8 or hour > 21 then //Adjust to match Flat Before/After possize = 0 If longonmarket then SELL AT MARKET ElsIf shortonmarket then EXITSHORT AT MARKET EndIf Else If ADXR[14] > 18 Then //Check for enough volatility possize = 1 Else possize = 0 EndIf EndIf   If countofposition  = 0 or shortonmarket and FMA > MMA and MMA > SMA Then If shortonmarket then If close > close[3] and close > close[5] Then Exitshort at market Buy possize contract at open - stp stop EndIf Else Buy possize contract at open - stp stop EndIf ElsIf countofposition = 0 or Longonmarket and FMA < MMA and FMA < SMA Then If longonmarket then If close < close[3] and close < close[5] Then Sell AT MARKET Sellshort possize contract at open + stp stop EndIf Else Sellshort possize contract at open + stp stop EndIf EndIf   SET STOP pLOSS 10*possiz //Stop loss set to pLOSS and multiple reduced by factor 10 SET TARGET pPROFIT 150*possize  //Target set to pLOSS and multiple reduced by factor 10

   

  

  kg6450

  Participant

  Topics: 13

  Replies: 43

  Been thanked: 4 times
  06/09/2017 at 9:10 AM #37873
  dotdot

  Since yesterday this strategy only makes loosing profits until 0 Euro is left.

  Maybe anyone find the problem in strategy or in IG´s Bitcoin.

  by the way:  it worked very well also in 10sec timeframe

  Thanks

   

  

  dotdot

  Participant

  Topics: 0

  Replies: 2

  Been thanked: 0 times
  06/09/2017 at 10:11 AM #37875
  kg6450

  I have been running it for 2 days on demo and it only sees to make small losses constantly, its this the same as the results you had?

  

  kg6450

  Participant

  Topics: 13

  Replies: 43

  Been thanked: 4 times
  06/09/2017 at 10:56 AM #37880
  dotdot

  @kg6450:  yes thats right.

  If i change spread to 0 and  positionsize from 1 to 10 i get very small profits.

  Then you see the equity curve is smiliar to working one.

  

  dotdot

  Participant

  Topics: 0

  Replies: 2

  Been thanked: 0 times
  06/09/2017 at 1:49 PM #37894
  David

  1. I don’t want to deter you from trying to make something work for Bitcoin. But be aware that you’re playing with an exotic instrument that has little history and a high speculative long bias. Make sure you have stops and even then don’t be surprised if you get filled at a worse than expected level. When I compare back test with live results the fills don’t always match and not as favourable. Trade safe.

  

  David

  Participant

  Topics: 24

  Replies: 170

  Been thanked: 31 times
  11/19/2017 at 4:44 PM #53239
  mrripley99

  Hi I don’t think that this will ever work with the spread, which is generally 20 in IG – it will just constantly lose.

  

  mrripley99

  Participant

  Topics: 0

  Replies: 3

  Been thanked: 0 times
• Author
  Posts