I’m very happy to share my first strategy !
It work on CFD EUR/USD mini contract $1 in timeframe M15
The backtest show a nice and regular equity curve.
Spread = 1 pip
The strategy is base on a combination of RSI, mobile Average, Stochastic and STD (Standard Deviation).
I use STD to avoid taking position into a range.
I use it on a real account and it works correctly. For the moment no problems of slippage.
// ALGORITHME DE TRADING BLUE DIAMOND
// FONCTIONNE EN TIMEFRAME M15
// FONCTIONNE SUR EUR / USD en MINI CONTRATS DE 1$
DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 4000
// TAILLE DES POSITIONS
N = 3
// POSITION LONGUE
ca1 = RSI[14] > 63
ca2 = Stochastic[14,3](close)>63
ca3 = average[10](STD[13](close)) >= STD[13](close[2])
ca4 = average[30](close) > average[30](close[3])
CONDACHAT = ca1 and ca2 and ca3 and ca4
IF CONDACHAT THEN
Buy n CONTRACT at market
SET STOP PLOSS 100
SET TARGET PPROFIT 55
ENDIF
// POSITION COURTE
cV1 = RSI[14] <= 28
cv2 = average[5](STD[5](close)) >= STD[5](close[9])
cv3 = average[50](close) < average[50](close[5])
CONDVENTE = cv1 and cv2 and cv3
IF CONDVENTE then
Sellshort n CONTRACT at market
SET STOP PLOSS 52
SET TARGET PPROFIT 35
ENDIF
Hi Balmora,
Thanks for sharing your discover. I moved your post from the pending review list to forum, because I think that it would need some refinements to be compliant for the Library.
As the strategy seems a bit overfitted, would you mind doing some studies to get more relevant information about its robustness with optimized variables? Since last year, we have the benefit of the Walk Forward tool, which is a must for optimizations and that could prevent from overfit. There are useful discussions around here on that subject, blog posts about how to use it (and French videos too). There is also a specific chapter in the ProOrder documentation about Walk Forward. Good luck 😉
Bonjour Nicolas et merci pour votre réponse. Je vais suivre vos conseils et me pencher sur le module “Walk Forward” qu’effectivement je ne connais pas encore. Je vous dirais quels résultats j’obtiens…
Bien à vous et bonne journée.
Laurent
LeoParticipant
Veteran
Hi,
Thanks of sharing.
why you don’t use the Sthocastic condition for short entries?
Hi Leo.
Because the results are better without using Stochastic.
You can try another versus of the code who work only for short :
DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 4000
n=5
// SHORT
Cv1 = (close < Average[50]) and (Average[50] < Average[50](close[1]))
Cv2 = RSI[14](close) <= 28
Cv3 = STD[10](close) >= 0.0011
OKSHORT = cv1 and cv2 and Cv3
IF OKSHORT then
Sellshort n CONTRACT at market
SET STOP pLOSS 52
SET TARGET PPROFIT 25
ENDIF
Spread = 1 pip
Less draw drown and regular equity curves.
With only short you have only positives overnight costs !!
Have a good day.[attachment file=68564]
LeoParticipant
Veteran
Sounds good, I will try your code to fit in my way of trading.