javi cano wrote:

@GraHal , can you post .itf?

This has been in my 4Test folder since April 20 awaiting Forward Test.

So all results attached are Out of Sample.

I did not re-optimise or tweak the .itf since April … here are backtest results on 1 sec TF.

Good on 30 sec also?

Spread = 4 on attached.

Please post improvements?

Mak.jpg Mak2.jpg Mak3.jpg Mak4.jpg

Ha I couldn’t resist!

You can use below and still get 100% wins and loads more trades!  See Top equity curve!

Why hasn’t this version been exalted on this Thread before??

We need to get the Shorts working without reducing profit on Longs??

And all the time this has been hiding in my 4Test folder … if only IG would give us unlimited on Demo!?

Please would somebody test above full code over 200K bars and then use the condition below so to show 2 equity curves over 200k bars??  

c21m = abs(close-open) >= 2

Mak6.jpg Mak5.jpg

So I use other timeframes differently sometimes, but  I assumed you just are changing the 1 minute code to 1 second and changing the cm21 to 1

I’ve put up the 1 minute and 1 seconds and also the 1 minute running on the 1 seconds as can produce different results historically. Just adding a bit of random chaos.. )

So they are up and running now..

Grahal.jpg

So backtesting might depend on risk tolerance. Tested back to Feb on £1 per point using a volume filter and timed was a significant reduction in trades but gave 100% at 40% gain approx since feb on £1 per pip per £1K.

On 1 mins with 100% success since Feb for the timed it gave a little over 80% per £1 per pip per £1K.

Running all combinations on demo currently..

For me it would depend on account size, risk tolerance etc.. Apparently data is increasing this year from 200K to 999K but we don’t have that yet, a longer test is preferable.

For me trading less at 100% may be preferable for smaller accounts especially to keep risk down… Larger accounts not so bad, also risking 200p pips has more stopouts but 10% less risk per £1K per £1 point and not too much difference in outcome…

I also backtested without overnight trades and it was much better with only 2 losses since february reducing losses by 5. On a smaller account it would have had a large intial drawdoown but no drawdowns on the peak times trading timing.. Below is th eno overnight trades if your account tolerance permits it.. but of course you can trade DJI at 20p so less of an issue on lesse amount but reducing profits accordingly..

//-------------------------------------------------------------------------
// Main code : Grahal 1 second test DJI timed
//-------------------------------------------------------------------------
Defparam cumulateorders = false
td1         = 1 AND OpenDayOfWeek = 1 AND OpenTime >= 070000 AND OpenTime <= 205500  //Monday
td2         = 1 AND OpenDayOfWeek = 2 AND OpenTime >= 070000 AND OpenTime <= 205500  //Tuesday
td3         = 1 AND OpenDayOfWeek = 3 AND OpenTime >= 070000 AND OpenTime <= 205500  //Wednesday
td4         = 1 AND OpenDayOfWeek = 4 AND OpenTime >= 070000 AND OpenTime <= 205500  //Thursday
td5         = 1 AND OpenDayOfWeek = 5 AND OpenTime >= 070000 AND OpenTime <= 205500 //Friday


tdCond      = td1 OR td2 OR td3 OR td4 OR td5 
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Code principal : CANDLE
//-------------------------------------------------------------------------

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) >= 1
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 and Close crosses over Supertrend[12,4] and tdcond then
BUY N contracts at market
set stop ploss 300
ENDIF
 
//if Summation[A29](Open - Close) > B29 then
//sell at market
//endif
 
//************************************************************************
//trailing stop function
trailingstart = 28 //A35 //19 //trailing will start @trailinstart points profit
trailingstep = 14 //A36 // 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
 
//stop order to exit the positions
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF

Grahal-1-minute-timed-no-vol.jpg Grahal-1min-untimed.jpg Grahal-no-overnight.jpg