Candlestick Scalper 1s discussion

• 08/24/2020 at 8:03 PM #142471
  bertrandpinoy

  hello Philstrading or Grahal, can you make it work for eur/usd mini or gold? low spread for me….in all case thank you!

  

  bertrandpinoy

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  08/24/2020 at 8:40 PM #142473
  Philstrading

  This is going to bed till weekend now. final punt for the day is to increase the c21m to 16 or 17, change the trail to 28 with a 7 step and lose all the stopouts… less trades but no stopouts in 6 months. It has some significant drawdowns during trade mind but retains good gains and no losses.,

  Results are swings and roundabouts, but for me the same return with no stopouts is preferable, albeit you can increase the return with a dropout, lower value accounts can manage better.

  For me looking at this you can risk 20p per pip, risk 6% on account and gain about 80% a year with 20p per pip per £1K…

  Risking 1% of account gives abut 26% I assume, and 2% about 53% per £1K but with no stopouts in last 6 mnths being risk free it could soon be built up without risking capital….

  No stopouts in 6 months

  // Main code : Grahal 1 min test code 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) >=16 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 = 7 //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

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  // Main code : Grahal 1 min test code 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) >=16 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 = 7 //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

   

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  Philstrading

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  08/24/2020 at 8:43 PM #142475
  Philstrading

  bertrandpinoy wrote:

  hello Philstrading or Grahal, can you make it work for eur/usd mini or gold? low spread for me….in all case thank you!

  Your risk profile is paramount when deciding on strategy. What sort of risk profile do u have i.e max you wan tto risk stopin gout as that can vary from person to person based on emotional influences as well as capital. It can effect how a strategy is structured IMHO…

  

  Philstrading

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  08/25/2020 at 12:27 PM #142505
  GraHal

  @Philstrading  I note that you have changed Makside to GraHal on your System titles.

  It’s only right that we keep / give Makside the credit in the title.

  

  GraHal

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  08/25/2020 at 12:30 PM #142506
  MAKSIDE

  i’m in the process of reworking the strategy with half pivots points. It looks promising.

  for example, between both daily pivot, from a certain percentage above pivot (different value following the pivots PP,Rx,Sx), in bullish/bearish profile, we are sure to get few points when price crosses over/under the half pivot.

  i’m coming back as soon as my cash machine works 😉

   

   

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  08/25/2020 at 12:59 PM #142511
  Paul

  here’s a try on eurusd

  //------------------------------------------------------------------------- // Main code : Makside DJI M1 v1 //------------------------------------------------------------------------- // Adjusted to EURUSD , 0,9 pip spread, 1m, v1p //------------------------------------------------------------------------- // Code principal : CANDLE //------------------------------------------------------------------------- defparam cumulateorders = false defparam preloadbars = 2000 once tradetype = 1 //1LS 2L 3S once reenter = 0 //1ON once positionperftype = 1 //0LG 1L 2G once positionperfvalue = 0.05 //% once positionsize = 1 once stochasticrsi = 1 once closetime=225500 once sl=1 once pt=0.5 once overnightposition = 1 once weekendposition = 0 ctime = 1 //hour>=8 and hour<22 timeframe(15 minute,updateonclose) c160m = open > open[1] and close > close[1] and close > open timeframe(default) c11m = open > open[1] and close > close[1] c21m = abs(close[0]-open[0])>(close/10000)*1.4 c31m = abs(close[1]-open[1]) c41m = c31m > (c21m/10000) c3def = Supertrend[6,1] condbuy = c11m and c21m and c41m and c160m condbuy = condbuy and close > c3def //Stochastic RSI | indicator if stochasticrsi then lengthRSI = 4 //RSI period lengthStoch = 6 //Stochastic period smoothK = 2 //Smooth signal of stochastic RSI smoothD = 6 //Smooth signal of smoothed stochastic RSI myRSI = RSI[lengthRSI](totalprice) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) c13 = K>D condbuy = condbuy and c13 and not c13[1] endif condsell=0 // entry criteria if ctime then if (tradetype=1 or tradetype=2) then if condbuy and not longonmarket then buy positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=2 then set stop %loss sl set target %profit pt endif endif endif if (tradetype=1 or tradetype=3) then if condsell and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=3 then set stop %loss sl set target %profit pt endif endif endif if reenter then if positionperftype=1 then positionperformance=positionperf(0)*100<-positionperfvalue elsif positionperftype=2 then positionperformance=positionperf(0)*100>positionperfvalue else positionperformance=((positionperf(0)*100)<-positionperfvalue or (positionperf(0)*100)>positionperfvalue) endif if (tradetype=1 or tradetype=2) then if condbuy and longonmarket and positionperformance then sell at market endif if condbuy[1] and not longonmarket then buy positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=2 then set stop %loss sl set target %profit pt endif endif endif if (tradetype=1 or tradetype=3) then if condsell and shortonmarket and positionperformance then exitshort at market endif if condsell[1] and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=3 then set stop %loss sl set target %profit pt endif endif endif endif else if longonmarket and condsell then //sell at market endif if shortonmarket and condbuy then //exitshort at market endif endif /// trailing stop percentage once trailingstoptype=1 if trailingstoptype then once trailingpercent = 0.165 once steppercent = (trailingpercent/10)*1 if onmarket then trailingstart = tradeprice(1)*(trailingpercent/100) trailingstep = tradeprice(1)*(steppercent/100) endif if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl=0 endif if longonmarket then if newsl=0 and low-tradeprice(1)>=trailingstart then newsl = tradeprice(1)+trailingstep endif if newsl>0 and low-newsl>trailingstep then newsl = newsl+trailingstep endif endif if shortonmarket then if newsl=0 and tradeprice(1)-high>=trailingstart then newsl = tradeprice(1)-trailingstep endif if newsl>0 and newsl-high>trailingstep then newsl = newsl-trailingstep endif endif if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif if not overnightposition then if time>=closetime then sell at market exitshort at market endif endif if not weekendposition then if (dayofweek=5 and time>=closetime) then exitshort at market sell at market endif endif

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  //------------------------------------------------------------------------- // Main code : Makside DJI M1 v1 //------------------------------------------------------------------------- // Adjusted to EURUSD , 0,9 pip spread, 1m, v1p //------------------------------------------------------------------------- // Code principal : CANDLE //------------------------------------------------------------------------- defparam cumulateorders = false defparam preloadbars    = 2000   once tradetype          = 1 //1LS 2L 3S once reenter            = 0 //1ON once positionperftype   = 1 //0LG 1L 2G once positionperfvalue  = 0.05 //%   once positionsize       = 1   once stochasticrsi      = 1   once closetime=225500   once sl=1 once pt=0.5   once overnightposition  = 1 once weekendposition    = 0   ctime = 1 //hour>=8 and hour<22   timeframe(15 minute,updateonclose) c160m = open > open[1] and close > close[1] and close > open timeframe(default) c11m = open > open[1] and close > close[1] c21m = abs(close[0]-open[0])>(close/10000)*1.4 c31m = abs(close[1]-open[1]) c41m = c31m > (c21m/10000)   c3def = Supertrend[6,1]   condbuy = c11m and c21m and c41m and c160m condbuy = condbuy and close > c3def   //Stochastic RSI | indicator if stochasticrsi then lengthRSI   = 4 //RSI period lengthStoch = 6 //Stochastic period smoothK     = 2 //Smooth signal of stochastic RSI smoothD     = 6 //Smooth signal of smoothed stochastic RSI myRSI  = RSI[lengthRSI](totalprice) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) c13 = K>D condbuy = condbuy and c13 and not c13[1] endif   condsell=0   // entry criteria if ctime then if (tradetype=1 or tradetype=2) then if condbuy and not longonmarket then buy positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=2 then set stop %loss sl set target %profit pt endif endif endif if (tradetype=1 or tradetype=3) then if condsell and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=3 then set stop %loss sl set target %profit pt endif endif endif if reenter then if positionperftype=1 then positionperformance=positionperf(0)*100<-positionperfvalue elsif positionperftype=2 then positionperformance=positionperf(0)*100>positionperfvalue else positionperformance=((positionperf(0)*100)<-positionperfvalue or (positionperf(0)*100)>positionperfvalue) endif if (tradetype=1 or tradetype=2) then if condbuy and longonmarket and positionperformance then sell at market endif if condbuy[1] and not longonmarket then buy positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=2 then set stop %loss sl set target %profit pt endif endif endif if (tradetype=1 or tradetype=3) then if condsell and shortonmarket and positionperformance then exitshort at market endif if condsell[1] and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=3 then set stop %loss sl set target %profit pt endif endif endif endif else if longonmarket and condsell then //sell at market endif if shortonmarket and condbuy then //exitshort at market endif endif     /// trailing stop percentage once trailingstoptype=1   if trailingstoptype then once trailingpercent = 0.165 once steppercent     = (trailingpercent/10)*1 if onmarket then trailingstart = tradeprice(1)*(trailingpercent/100) trailingstep = tradeprice(1)*(steppercent/100) endif if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl=0 endif if longonmarket then if newsl=0 and low-tradeprice(1)>=trailingstart then newsl = tradeprice(1)+trailingstep endif if newsl>0 and low-newsl>trailingstep then newsl = newsl+trailingstep endif endif if shortonmarket then if newsl=0 and tradeprice(1)-high>=trailingstart then newsl = tradeprice(1)-trailingstep endif if newsl>0 and newsl-high>trailingstep then newsl = newsl-trailingstep endif endif if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif   if not overnightposition then if time>=closetime then sell at market exitshort at market endif endif   if not weekendposition then if (dayofweek=5 and time>=closetime) then exitshort at market sell at market endif endif

  it’s created on 100k bars which look oke, but 200k bars it not good.

   

   

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  Paul

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  08/25/2020 at 1:35 PM #142517
  Philstrading

  GraHal wrote:

  @Philstrading I note that you have changed Makside to GraHal on your System titles.

  It’s only right that we keep / give Makside the credit in the title.

  Fair point, I think it was because the itf file I thought came from you, so its just up on my system for reference, but yeh sure, I’ll be sure to retain the originator in future…

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  Philstrading

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  08/25/2020 at 2:39 PM #142525
  Philstrading

  Just a brief observation of TP v Trail.

  A TP of 28 gives a more averaged monthly/weekly return. Depends on preferences, TP here was set to 28 the original trail start. Something to look at for more averaged monthly /weekly returns rather than rely on disproportionate runs…

  Pics attached

   

  Noticed name not changed there, I’ll do now..

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  Philstrading

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  08/25/2020 at 2:42 PM #142528
  VinzentVega

  Paul wrote:

  here’s a try on eurusd

  //————————————————————————-<br /> // Main code : Makside DJI M1 v1<br /> //————————————————————————-<br /> // Adjusted to EURUSD , 0,9 pip spread, 1m, v1p<br /> //————————————————————————-<br /> // Code principal : CANDLE<br /> //————————————————————————-<br /> defparam cumulateorders = false<br /> defparam preloadbars = 2000</p> <p>once tradetype = 1 //1LS 2L 3S<br /> once reenter = 0 //1ON<br /> once positionperftype = 1 //0LG 1L 2G<br /> once positionperfvalue = 0.05 //%</p> <p>once positionsize = 1</p> <p>once stochasticrsi = 1</p> <p>once closetime=225500</p> <p>once sl=1<br /> once pt=0.5</p> <p>once overnightposition = 1<br /> once weekendposition = 0</p> <p>ctime = 1 //hour>=8 and hour<22</p> <p>timeframe(15 minute,updateonclose)<br /> c160m = open > open[1] and close > close[1] and close > open</p> <p>timeframe(default)<br /> c11m = open > open[1] and close > close[1]<br /> c21m = abs(close[0]-open[0])>(close/10000)*1.4<br /> c31m = abs(close[1]-open[1])<br /> c41m = c31m > (c21m/10000)</p> <p>c3def = Supertrend[6,1]</p> <p>condbuy = c11m and c21m and c41m and c160m<br /> condbuy = condbuy and close > c3def</p> <p>//Stochastic RSI | indicator<br /> if stochasticrsi then<br /> lengthRSI = 4 //RSI period<br /> lengthStoch = 6 //Stochastic period<br /> smoothK = 2 //Smooth signal of stochastic RSI<br /> smoothD = 6 //Smooth signal of smoothed stochastic RSI<br /> myRSI = RSI[lengthRSI](totalprice)<br /> MinRSI = lowest[lengthStoch](myrsi)<br /> MaxRSI = highest[lengthStoch](myrsi)<br /> StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)<br /> K = average[smoothK](stochrsi)*100<br /> D = average[smoothD](K)<br /> c13 = K>D<br /> condbuy = condbuy and c13 and not c13[1]<br /> endif</p> <p>condsell=0</p> <p>// entry criteria<br /> if ctime then<br /> if (tradetype=1 or tradetype=2) then<br /> if condbuy and not longonmarket then<br /> buy positionsize contract at market<br /> if tradetype=1 then<br /> set stop %loss sl<br /> set target %profit pt<br /> elsif tradetype=2 then<br /> set stop %loss sl<br /> set target %profit pt<br /> endif<br /> endif<br /> endif<br /> if (tradetype=1 or tradetype=3) then<br /> if condsell and not shortonmarket then<br /> sellshort positionsize contract at market<br /> if tradetype=1 then<br /> set stop %loss sl<br /> set target %profit pt<br /> elsif tradetype=3 then<br /> set stop %loss sl<br /> set target %profit pt<br /> endif<br /> endif<br /> endif<br /> if reenter then<br /> if positionperftype=1 then<br /> positionperformance=positionperf(0)*100<-positionperfvalue<br /> elsif positionperftype=2 then<br /> positionperformance=positionperf(0)*100>positionperfvalue<br /> else<br /> positionperformance=((positionperf(0)*100)<-positionperfvalue or (positionperf(0)*100)>positionperfvalue)<br /> endif<br /> if (tradetype=1 or tradetype=2) then<br /> if condbuy and longonmarket and positionperformance then<br /> sell at market<br /> endif<br /> if condbuy[1] and not longonmarket then<br /> buy positionsize contract at market<br /> if tradetype=1 then<br /> set stop %loss sl<br /> set target %profit pt<br /> elsif tradetype=2 then<br /> set stop %loss sl<br /> set target %profit pt<br /> endif<br /> endif<br /> endif<br /> if (tradetype=1 or tradetype=3) then<br /> if condsell and shortonmarket and positionperformance then<br /> exitshort at market<br /> endif<br /> if condsell[1] and not shortonmarket then<br /> sellshort positionsize contract at market<br /> if tradetype=1 then<br /> set stop %loss sl<br /> set target %profit pt<br /> elsif tradetype=3 then<br /> set stop %loss sl<br /> set target %profit pt<br /> endif<br /> endif<br /> endif<br /> endif<br /> else<br /> if longonmarket and condsell then<br /> //sell at market<br /> endif<br /> if shortonmarket and condbuy then<br /> //exitshort at market<br /> endif<br /> endif</p> <p>/// trailing stop percentage<br /> once trailingstoptype=1</p> <p>if trailingstoptype then<br /> once trailingpercent = 0.165<br /> once steppercent = (trailingpercent/10)*1<br /> if onmarket then<br /> trailingstart = tradeprice(1)*(trailingpercent/100)<br /> trailingstep = tradeprice(1)*(steppercent/100)<br /> endif<br /> if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then<br /> newsl=0<br /> endif<br /> if longonmarket then<br /> if newsl=0 and low-tradeprice(1)>=trailingstart then<br /> newsl = tradeprice(1)+trailingstep<br /> endif<br /> if newsl>0 and low-newsl>trailingstep then<br /> newsl = newsl+trailingstep<br /> endif<br /> endif<br /> if shortonmarket then<br /> if newsl=0 and tradeprice(1)-high>=trailingstart then<br /> newsl = tradeprice(1)-trailingstep<br /> endif<br /> if newsl>0 and newsl-high>trailingstep then<br /> newsl = newsl-trailingstep<br /> endif<br /> endif<br /> if longonmarket then<br /> if newsl>0 then<br /> sell at newsl stop<br /> endif<br /> if newsl>0 then<br /> if low crosses under newsl then<br /> sell at market<br /> endif<br /> endif<br /> endif<br /> if shortonmarket then<br /> if newsl>0 then<br /> exitshort at newsl stop<br /> endif<br /> if newsl>0 then<br /> if high crosses over newsl then<br /> exitshort at market<br /> endif<br /> endif<br /> endif<br /> endif</p> <p>if not overnightposition then<br /> if time>=closetime then<br /> sell at market<br /> exitshort at market<br /> endif<br /> endif</p> <p>if not weekendposition then<br /> if (dayofweek=5 and time>=closetime) then<br /> exitshort at market<br /> sell at market<br /> endif<br /> endif

  it’s created on 100k bars which look oke, but 200k bars it not good.

  €/$ had a long ride down and it found only in the last few months the way to go up. And this stragedy is only for long trades profitable, so in short trends it works not fine. Is it possible to create a version for short?

   

  

  VinzentVega

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  08/25/2020 at 4:18 PM #142532
  Paul

  here’s both in one code

  //------------------------------------------------------------------------- // Main code : Makside DJI M1 v1 //------------------------------------------------------------------------- // Adjusted to EURUSD , 0,9 pip spread, 1m, v2p //------------------------------------------------------------------------- // Code principal : CANDLE //------------------------------------------------------------------------- defparam cumulateorders = false defparam preloadbars = 2000 once tradetype = 2 //1LS 2L 3S once reenter = 1 //1ON once positionperftype = 1 //0LG 1L 2G once positionperfvalue = 0.05 //% once positionsize = 1 once stochasticrsi = 1 once st = 1 once closetime=225500 once sl=1 once pt=0.5 once overnightposition = 1 once weekendposition = 0 ctime = 1 //hour>=8 and hour<22 timeframe(15 minute,updateonclose) //long c160m = open > open[1] and close > close[1] and close > open //short c160s = open < open[1] and close < close[1] and close < open timeframe(default) //long c11m = open > open[1] and close > close[1] c21m = abs(close[0]-open[0])>(close/10000)*2 c31m = abs(close[1]-open[1]) c41m = c31m > (c21m/10000) //short c11s = open < open[1] and close < close[1] c21s = abs(close[0]-open[0])>(close/10000)*1.4 c31s = abs(close[1]-open[1]) c41s = c31s > (c21s/10000) condbuy = c11m and c21m and c41m and c160m condsell= c11s and c21s and c41s and c160s if st=1 then c3def = Supertrend[2,12] condbuy = condbuy and close > c3def condsell= condsell and close < c3def endif //Stochastic RSI | indicator if stochasticrsi then lengthRSI = 2 //RSI period lengthStoch = 4 //Stochastic period smoothK = 6 //Smooth signal of stochastic RSI smoothD = 6 //Smooth signal of smoothed stochastic RSI myRSI = RSI[lengthRSI](totalprice) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) c13 = K>D c14 = K<D condbuy = condbuy and c13 and not c13[1] condsell = condsell and c14 and not c14[1] endif // entry criteria if ctime then if (tradetype=1 or tradetype=2) then if condbuy and not longonmarket then buy positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=2 then set stop %loss sl set target %profit pt endif endif endif if (tradetype=1 or tradetype=3) then if condsell and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=3 then set stop %loss sl set target %profit pt endif endif endif if reenter then if positionperftype=1 then positionperformance=positionperf(0)*100<-positionperfvalue elsif positionperftype=2 then positionperformance=positionperf(0)*100>positionperfvalue else positionperformance=((positionperf(0)*100)<-positionperfvalue or (positionperf(0)*100)>positionperfvalue) endif if (tradetype=1 or tradetype=2) then if condbuy and longonmarket and positionperformance then sell at market endif if condbuy[1] and not longonmarket then buy positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=2 then set stop %loss sl set target %profit pt endif endif endif if (tradetype=1 or tradetype=3) then if condsell and shortonmarket and positionperformance then exitshort at market endif if condsell[1] and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=3 then set stop %loss sl set target %profit pt endif endif endif endif else if longonmarket and condsell then //sell at market endif if shortonmarket and condbuy then //exitshort at market endif endif /// trailing stop percentage once trailingstoptype=1 if trailingstoptype then once trailingpercent = 0.165 once steppercent = (trailingpercent/10)*1 if onmarket then trailingstart = tradeprice(1)*(trailingpercent/100) trailingstep = tradeprice(1)*(steppercent/100) endif if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl=0 endif if longonmarket then if newsl=0 and low-tradeprice(1)>=trailingstart then newsl = tradeprice(1)+trailingstep endif if newsl>0 and low-newsl>trailingstep then newsl = newsl+trailingstep endif endif if shortonmarket then if newsl=0 and tradeprice(1)-high>=trailingstart then newsl = tradeprice(1)-trailingstep endif if newsl>0 and newsl-high>trailingstep then newsl = newsl-trailingstep endif endif if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif if not overnightposition then if time>=closetime then sell at market exitshort at market endif endif if not weekendposition then if (dayofweek=5 and time>=closetime) then exitshort at market sell at market endif endif

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  //------------------------------------------------------------------------- // Main code : Makside DJI M1 v1 //------------------------------------------------------------------------- // Adjusted to EURUSD , 0,9 pip spread, 1m, v2p //------------------------------------------------------------------------- // Code principal : CANDLE //------------------------------------------------------------------------- defparam cumulateorders = false defparam preloadbars    = 2000   once tradetype          = 2 //1LS 2L 3S once reenter            = 1 //1ON once positionperftype   = 1 //0LG 1L 2G once positionperfvalue  = 0.05 //%   once positionsize       = 1   once stochasticrsi      = 1 once st                 = 1   once closetime=225500   once sl=1 once pt=0.5   once overnightposition  = 1 once weekendposition    = 0   ctime = 1 //hour>=8 and hour<22   timeframe(15 minute,updateonclose) //long c160m = open > open[1] and close > close[1] and close > open //short c160s = open < open[1] and close < close[1] and close < open   timeframe(default) //long c11m = open > open[1] and close > close[1] c21m = abs(close[0]-open[0])>(close/10000)*2 c31m = abs(close[1]-open[1]) c41m = c31m > (c21m/10000) //short c11s = open < open[1] and close < close[1] c21s = abs(close[0]-open[0])>(close/10000)*1.4 c31s = abs(close[1]-open[1]) c41s = c31s > (c21s/10000)     condbuy = c11m and c21m and c41m and c160m condsell= c11s and c21s and c41s and c160s   if st=1 then c3def = Supertrend[2,12] condbuy = condbuy and close > c3def condsell= condsell and close < c3def endif   //Stochastic RSI | indicator if stochasticrsi then lengthRSI   = 2 //RSI period lengthStoch = 4 //Stochastic period smoothK     = 6 //Smooth signal of stochastic RSI smoothD     = 6 //Smooth signal of smoothed stochastic RSI myRSI  = RSI[lengthRSI](totalprice) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) c13 = K>D c14 = K<D condbuy = condbuy and c13 and not c13[1] condsell = condsell and c14 and not c14[1] endif   // entry criteria if ctime then if (tradetype=1 or tradetype=2) then if condbuy and not longonmarket then buy positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=2 then set stop %loss sl set target %profit pt endif endif endif if (tradetype=1 or tradetype=3) then if condsell and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=3 then set stop %loss sl set target %profit pt endif endif endif if reenter then if positionperftype=1 then positionperformance=positionperf(0)*100<-positionperfvalue elsif positionperftype=2 then positionperformance=positionperf(0)*100>positionperfvalue else positionperformance=((positionperf(0)*100)<-positionperfvalue or (positionperf(0)*100)>positionperfvalue) endif if (tradetype=1 or tradetype=2) then if condbuy and longonmarket and positionperformance then sell at market endif if condbuy[1] and not longonmarket then buy positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=2 then set stop %loss sl set target %profit pt endif endif endif if (tradetype=1 or tradetype=3) then if condsell and shortonmarket and positionperformance then exitshort at market endif if condsell[1] and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sl set target %profit pt elsif tradetype=3 then set stop %loss sl set target %profit pt endif endif endif endif else if longonmarket and condsell then //sell at market endif if shortonmarket and condbuy then //exitshort at market endif endif     /// trailing stop percentage once trailingstoptype=1   if trailingstoptype then once trailingpercent = 0.165 once steppercent     = (trailingpercent/10)*1 if onmarket then trailingstart = tradeprice(1)*(trailingpercent/100) trailingstep = tradeprice(1)*(steppercent/100) endif if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl=0 endif if longonmarket then if newsl=0 and low-tradeprice(1)>=trailingstart then newsl = tradeprice(1)+trailingstep endif if newsl>0 and low-newsl>trailingstep then newsl = newsl+trailingstep endif endif if shortonmarket then if newsl=0 and tradeprice(1)-high>=trailingstart then newsl = tradeprice(1)-trailingstep endif if newsl>0 and newsl-high>trailingstep then newsl = newsl-trailingstep endif endif if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif   if not overnightposition then if time>=closetime then sell at market exitshort at market endif endif   if not weekendposition then if (dayofweek=5 and time>=closetime) then exitshort at market sell at market endif endif

   

   

   

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  Paul

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  08/25/2020 at 8:39 PM #142552
  VinzentVega

  Paul, your positionsize in your result seems to be 10 and not only 1, which is in yr screenshot shown. My result is a little bit smaller. 😀

  

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  08/26/2020 at 3:46 PM #142623
  Paul

  Yeah on eurusd mini the results don’t look too impressive. I’am putting this on hold atm.

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  bertrandpinoy

  

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  08/28/2020 at 12:06 PM #142815
  Philstrading

  I find programs need a reasonable run for robustness, I’d probably say 3 months as in my experience an unproven  program can do well in a month and lose everything the next month even if OK in backtesting, so 3 months I’m currently gauging as a rule stick. I’ll put up how its doing more frequently though, probably at end of month.
  Shorts I currently found only worked with a lot of restriciton, haven’t put up the eurusd one yet though.. I put one up live on minimal trade which is well within my 1% tolerance for a few drops using th e100% gain version with no losses.. Due to program and server anomalies I also usually only start with partial risk an dincrease once profits allow a buffer, the nif it loses and proves unfruitful its easy to use discretionary trading to buffer lossses of unproven programs..
  So I’ll put up monthly anyway…
  Currently the 1 minutes code ran on the 1second timeframe (the chaos one) is well ahead, followed by the 1second one however the chaosprogram is currently trading so see how it pans out…. Monthly I think a reasonable update over a 3 month period

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  08/28/2020 at 1:55 PM #142827
  OboeOpt

  Philstrading wrote:

  Shorts I currently found only worked with a lot of restriciton

  Hello Phil!
  Very interesting to follow the progress of this algo!

  Do you mean that you have made a short version of this? It would be most appreciated if you could post it here! Unfortunatly i´m not capable of doing it myself (yet).

  

  OboeOpt

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  08/28/2020 at 2:09 PM #142829
  Philstrading

  Re Shorts

  I find the losses in the program a bit excessive and taking profit at 28 can yield as much as the runs with losses but yield no losses with a TP and altered parameters. The short version for the same code exactly was a bit excessive with losses, I think I altered some parameters and filters which yielded few but successful shorts with no losses. New coding for weekends really unless I need to side-track myself..

  The no losses was the 1 minute version with a c21m of >=16 or 17 with a TP of 28 – stoploss as normal. Time limit of 0700  to 2055 if I recall correctly. I’ve got that on a minimal trade live with fractional percentage stoploss so  iget some pennies if it runs ok an dcan start to build up the risk free trading..

  

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