Consecutive bullish or bearish candlesticks – DAX

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01/28/2018 at 11:42 PM #60786 quote
noisette
Participant

Veteran
Here modified code.

I made so other little modifications so SL, TP and EMA values are modified.

Now I should try with trailing stop.

Note that I tried also:
- 3 perfect HK candles (means without wick under green candles or over red candles).
- Strong candles (mean candles size over X points)
But I didn’t found better results.

GraHal thanked this post

Consecutive-candlesHKv2a.itf
01/29/2018 at 11:07 AM #60818 quote

GraHal
Participant

Master

@noisette thank you. Did you say the Heikin Ashi gave better results?

See attached …

Lower curve is from your post above – Consecutive-candlesHKv2a.itf – £1448

Upper curve is from attached .itf code – £2399

Starting Lot Size is set at 1 in both versions.

Am I missing something?

Cheers
GraHal

noisette thanked this post

MultiBar-DAX-1M-NicAndreGH.itf Andre6.jpg

01/29/2018 at 8:36 PM #60891 quote

Yannick
Participant

Veteran

Hi

Several parameters have fixed values

TP,SL, Moving average

How identifing the best time frame for this strategy?

(usually I consider 1 min as noise, but back test gives positive results)

@noisette

Do you think that 1 minute time frame Heikin Ashi are relevant candles versus standard candle?

01/29/2018 at 9:51 PM #60900 quote

noisette
Participant

Veteran

Hi GraHal,

Strange, I don’t find same results, see picture with 2pts spread for both strategies (pessimistic).

@Yannick: I found positive results with CAC and timeframe M5.

Yannick thanked this post

DAX-1-minute-2.png

01/30/2018 at 2:33 PM #60981 quote

GraHal
Participant

Master

@noisette you are using Euro and I am using GBP.

Please could you add your code which drives your equity curve you show above … you may have made some tweaks since the version I tested? It’s easily done! 🙂

Also I had 1 point spread in your code and 2 points in my code.

Below top curve is latest equity curve of your code (with 2 point spread). You show a rise towards the end of your curve whereas my curve is flatish so we need to know why??

Thanks
GraHal

Andre7.jpg

01/30/2018 at 2:42 PM #60984 quote

GraHal
Participant

Master

@Yannick if you are referring to my version code with fixed values then yes you are correct. I think it was like that in Andre original submission, but Noisette has been optimising his version variables.

You can click on the wrench (top left) and gives any variable a range of values … but you know that.

Hope above Helps
GraHal

01/30/2018 at 2:58 PM #60986 quote

Andre Vorster
Participant

Senior

Just in case you guys have not seen this one.
Another MultiCandle I ran on demo account.

US Russel 2000 cash – Consecutive bullish or bearish candlesticks

GraHal thanked this post

01/30/2018 at 7:54 PM #61016 quote

raphaelopilski
Participant

Senior

hey, nice work. Anyone of you guys tried it in real?

01/31/2018 at 7:56 PM #61140 quote

Yannick
Participant

Veteran

Hi I am trying demo

Only Andre could run live

02/01/2018 at 11:44 PM #61242 quote

noisette
Participant

Veteran

So another update with trailing stop.

Results are not very different from previous code.

GraHal thanked this post

Consecutive-candlesHAv2e.itf

02/04/2018 at 8:28 PM #61480 quote
Yannick
Participant

Veteran
An other option to filter a little bit trades , especially in ranging markets is to sell below DLow and buy higher then Dhigh.

Winning rates is increased a little bit.
```
//first order
if not onmarket and timeEnterBefore and timeEnterAfter then
if bearpattern and Close < ExponentialAverage[200](close) and close< DLow(1) then 
if InverseTrading and Close < ExponentialAverage[100](close) then
BUY positionSize CONTRACTS AT MARKET
else
SELLSHORT positionSize CONTRACT AT MARKET
endif
lastbar = barindex
lastpattern = -1
endif
if bullishpattern and Close > ExponentialAverage[175](close) and close> Dhigh(1) then 
if InverseTrading and Close > ExponentialAverage[100](close) then
SELLSHORT positionSize CONTRACT AT MARKET
else
BUY positionSize CONTRACTS AT MARKET
endif
lastbar = barindex
lastpattern = 1
endif
endif
```
DAX-1-min-Andre1.itf DAx-filtered-Dhigh-Dlow.jpg
02/04/2018 at 10:13 PM #61490 quote

mcosta
Participant

Average

backtested on lower timeframes 45,42,36,27,16sec (80000 candles), results seem to be good.

dax-16sec.png dax-16sec_eq.png dax-36sec.png dax-36sec_eq.png
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