BLUE DIAMOND (EUR/USD M15)View all attachments
04/16/2018 at 9:01 AM #68420
I’m very happy to share my first strategy !
It work on CFD EUR/USD mini contract $1 in timeframe M15
The backtest show a nice and regular equity curve.
Spread = 1 pip
The strategy is base on a combination of RSI, mobile Average, Stochastic and STD (Standard Deviation).
I use STD to avoid taking position into a range.
I use it on a real account and it works correctly. For the moment no problems of slippage.123456789101112131415161718192021222324252627282930313233343536// ALGORITHME DE TRADING BLUE DIAMOND// FONCTIONNE EN TIMEFRAME M15// FONCTIONNE SUR EUR / USD en MINI CONTRATS DE 1$DEFPARAM CumulateOrders = falseDEFPARAM Preloadbars = 4000// TAILLE DES POSITIONSN = 3// POSITION LONGUEca1 = RSI > 63ca2 = Stochastic[14,3](close)>63ca3 = average(STD(close)) >= STD(close)ca4 = average(close) > average(close)CONDACHAT = ca1 and ca2 and ca3 and ca4IF CONDACHAT THENBuy n CONTRACT at marketSET STOP PLOSS 100SET TARGET PPROFIT 55ENDIF// POSITION COURTEcV1 = RSI <= 28cv2 = average(STD(close)) >= STD(close)cv3 = average(close) < average(close)CONDVENTE = cv1 and cv2 and cv3IF CONDVENTE thenSellshort n CONTRACT at marketSET STOP PLOSS 52SET TARGET PPROFIT 35ENDIF
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1 user thanked author for this post.04/16/2018 at 9:09 AM #68442
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 😉04/16/2018 at 10:23 AM #68454
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.
Laurent04/17/2018 at 7:19 AM #6855904/17/2018 at 7:47 AM #68563
Because the results are better without using Stochastic.
You can try another versus of the code who work only for short :12345678910111213141516DEFPARAM CumulateOrders = falseDEFPARAM Preloadbars = 4000n=5// SHORTCv1 = (close < Average) and (Average < Average(close))Cv2 = RSI(close) <= 28Cv3 = STD(close) >= 0.0011OKSHORT = cv1 and cv2 and Cv3IF OKSHORT thenSellshort n CONTRACT at marketSET STOP pLOSS 52SET TARGET PPROFIT 25ENDIF
Spread = 1 pip
Less draw drown and regular equity curves.
With only short you have only positives overnight costs !!
You must be logged in to access attached files.04/17/2018 at 5:08 PM #68615