Candlestick Scalper 1s discussion

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  • #144300 quote
    MAKSIDE
    Participant
    Veteran

    @Philstrading

    did you try dynamic ATR trailing stop ? and ADX ?  on my original strategy

    I think it would be a way to increase the profit . On my side, i’m currently working on it and results are better.

    Regarding the values of the supertrend, it’s always difficult to find the best values and more complicated to use it during trading range period..

    #144305 quote
    Philstrading
    Participant
    Senior

    I did not, however trailing stops can vary results also reducing gains in some programs and conditions, as we only have 6 months data at the mo its probably best to run one that seems to work, I am runnning it live as it has good risk management and return if successful and will quit if it fails at my predefined loss, but you could run them live side by side and compare, with halving the entry on each, or putting one on a demo.

    When putting up ideas its always useful to use the “insert PRT Code” box to insert the code you are talking about, it makes it easier to copy and check. Sometimes you also need some randomness, so for instance I have a cable program that improves with the longs set to  a positive stop, and shorts to a reduced stop after 60 pips, making both positive stops decreases profits no matter how far you backtest it.  So you can tweak something but if it does what it states on the tin then sometimes just go with whats working.

    Slap up the code here I’ll backtest it to 6 or 7 months, try it alongside on the demo probably as well.  1 minute code only good for backtesting, I’ve found anything below 1 minute does not give reliable results when backtested and is for very limited periods which doesnt give a balanced view of how programs react across the market conditions over time.

    You can use time codes to limit trading during expected slow periods, however can’t predict all conditions of course, that’s why we employ risk management.

    Copy the code in and I’ll see how it looks on backtest…

    #144311 quote
    MAKSIDE
    Participant
    Veteran

    “When putting up ideas its always useful to use the “insert PRT Code”….   I know that..

    it was just a question. My work is on the way and the PRT code isn’t finished.

    Same point of view, i no longer work on units smaller than M1..

    #144585 quote
    MAKSIDE
    Participant
    Veteran

    New version

    I’ll put it directly on production

    i’ll come back as soon as results are good and i’ll provide the itf

    GraHal, Léo, winnie37, saturnin and LaurentBZH35 thanked this post
    test.jpg test.jpg
    #144587 quote
    Philstrading
    Participant
    Senior

    What did you change then?

    #144589 quote
    MAKSIDE
    Participant
    Veteran

    Trailing Stop / Dynamic ATR / Pivot management for the exit position

    #144590 quote
    Philstrading
    Participant
    Senior

    Look forward to the code then..

    #144681 quote
    VinzentVega
    Participant
    Veteran

    Is it possible to poste the itf-file?

    #145030 quote
    Philstrading
    Participant
    Senior

    So this is the monthly feedback of forward testing. Pretty much all others except the one minute not good at all, the code below for 1 minute ran on defailt of 1s doing well.

    The original code below is doing the best, with 15 mins and 1 mins timeframes ran on a default timeframe of 1 second and generally its saoring above all the others with one month data exactly. I will post the results below which is £1 per pip £300 stoploss.. The live tested one has only partial data as was put up late after some modification so doesnt have a months data yet but remains positive.

    //-------------------------------------------------------------------------
    // Main code : Makside DJI S1
    //-------------------------------------------------------------------------
    
    //-------------------------------------------------------------------------
    // Code principal : CANDLE
    //-------------------------------------------------------------------------
    Defparam cumulateorders = false
     
    n =1
     
    timeframe(15 minute,updateonclose)
    c160m = open > open[1] and close > close[1] and close > open
     
     
    timeframe(1 minute,updateonclose)
    c11m = open > open[1] and close > close[1]
    c21m = abs(close-open) >= 17
    c31m = abs(close[1]-open[1])
    c41m = c31m > c21m
     
    timeframe(default)
    c1def = open > open[1] and close > close[1]
    c2def = abs(close-open) >= 1
     
     
     
    IF not longonmarket and c1def and c11m and c21m and c41m and c2def and c1def and c160m then
    BUY N contracts at market
    set stop ploss 300
    ENDIF
     
    //if longonmarket and close crosses under st then
    //sell at market
    //endif
     
    //************************************************************************
    //trailing stop function
    trailingstart = 19 //trailing will start @trailinstart points profit
    trailingstep = 7 //trailing step to move the "stoploss"
     
    //reset the stoploss value
    IF NOT ONMARKET THEN
    newSL=0
    ENDIF
     
    //manage long positions
    IF LONGONMARKET THEN
    //first move (breakeven)
    IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN
    newSL = tradeprice(1)+trailingstep*pipsize
    ENDIF
    //next moves
    IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN
    newSL = newSL+trailingstep*pipsize
    ENDIF
    ENDIF
     
    //manage short positions
    IF SHORTONMARKET THEN
    //first move (breakeven)
    IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN
    newSL = tradeprice(1)-trailingstep*pipsize
    ENDIF
    //next moves
    IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN
    newSL = newSL-trailingstep*pipsize
    ENDIF
    ENDIF
     
    //stop order to exit the positions
    IF newSL>0 THEN
    SELL AT newSL STOP
    EXITSHORT AT newSL STOP
    ENDIF
    
    boonet, vcharlesc, saturnin, Léo and LaurentBZH35 thanked this post
    makside-1-seconds.jpg makside-1-seconds.jpg makside1s.xlsx
    #145273 quote
    danistuta
    Participant
    Senior

    Is there a short version?

    #145275 quote
    MAKSIDE
    Participant
    Veteran

    not yet but you can do it

    winnie37 thanked this post
    #145647 quote
    MAKSIDE
    Participant
    Veteran

    Another version on the way with candle, BB, MTF  H1/M1

    WFE>50%   70/30

    I’ll come back with these strategies and it files as soon as results will be tangible

    boonet, winnie37, GraHal, vcharlesc and swedshare thanked this post
    Capture-1.jpg Capture-1.jpg
    #145649 quote
    winnie37
    Participant
    Veteran

    impatient to see it 🙂

    #145654 quote
    danistuta
    Participant
    Senior

    Amazing results🙃

    #146787 quote
    winnie37
    Participant
    Veteran

    something new on the backtest of this version?

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Candlestick Scalper 1s discussion


ProOrder: Automated Strategies & Backtesting

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MAKSIDE @makside Participant
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This topic contains 171 replies,
has 16 voices, and was last updated by CMM
3 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/07/2020
Status: Active
Attachments: 62 files
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