BLUE DIAMOND (EUR/USD M15)

• 04/16/2018 at 9:01 AM #68420
  Balmora74

  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

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  // 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

   

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  von, Leo

  

  Balmora74

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  04/16/2018 at 9:09 AM #68442
  Nicolas

  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 😉

  

  Nicolas

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  04/16/2018 at 10:23 AM #68454
  Balmora74

  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

   

   

  

  Balmora74

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  04/17/2018 at 7:19 AM #68559
  Leo

  Hi,

  Thanks of sharing.

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

   

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  Levojd

  

  Leo

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  04/17/2018 at 7:47 AM #68563
  Balmora74

  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

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  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.

   

   

   

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  dreads

  

  Balmora74

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  04/17/2018 at 5:08 PM #68615
  Leo

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

  

  Leo

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