BLUE DIAMOND (EUR/USD M15)

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  • #68420 quote
    Balmora74
    Participant
    Veteran

    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
    Leo, von and Fred thanked this post
    capture-decran-15238217458pcl4.png capture-decran-15238217458pcl4.png
    #68442 quote
    Nicolas
    Keymaster
    Master

    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 😉

    #68454 quote
    Balmora74
    Participant
    Veteran

    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

    #68559 quote
    Leo
    Participant
    Veteran

    Hi,

    Thanks of sharing.

    why  you don’t use the Sthocastic condition for short entries?

    Levojd thanked this post
    #68563 quote
    Balmora74
    Participant
    Veteran

    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]

    dreads thanked this post
    Capture-décran-2018-04-17-08.46.27.png Capture-décran-2018-04-17-08.46.27.png
    #68615 quote
    Leo
    Participant
    Veteran

    Sounds good, I will try your code  to fit in my way of trading.

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BLUE DIAMOND (EUR/USD M15)


ProOrder: Automated Strategies & Backtesting

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Balmora74 @balmora74 Participant
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This topic contains 5 replies,
has 3 voices, and was last updated by Leo
7 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/16/2018
Status: Active
Attachments: 2 files
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