Crows&Soldiers 2M

• 06/18/2020 at 1:44 PM #136431
  Francesco

  Hey guys, this is a 2M strategy based on 3 crows and 3 soldiers candlestick patterns by Louis Winthorp III https://www.prorealcode.com/prorealtime-indicators/3-black-crows-3-white-soldiers/

  It works on different timeframes with various indicators (MegaFX from Nicholas, Stock RSI from nonetheless and a Bullish and Bearish detection)

  RT is pretty solid on 10-10, but not the best on 20-5 and 21-5; any suggestion for improvement is welcome.

  Crows&Soldiers v1

  // Crows&Soldiers v1 by Francesco // ProRealCode.com defparam cumulateorders= false n= 1 timeframe (6 minutes, updateonclose) // Stoch RSI lengthRSI= 4 //RSI period lengthStoch= 14 //Stochastic period smoothK= 5 //Smooth signal of stochastic RSI smoothD= 5 //Smooth signal of smoothed stochastic RSI myRSI= RSI[lengthRSI](close) MinRSI= lowest[lengthStoch](myrsi) MaxRSI= highest[lengthStoch](myrsi) StochRSI= (myRSI-MinRSI) / (MaxRSI-MinRSI) K= average[smoothK](stochrsi)*100 D= average[smoothD](K) cl= K>D cs= K<D timeframe (4 minutes, updateonclose) // Bullish and Bearish Detection ma1= average[40](close) ma2= average[10](close) bullish= close>ma1 and close>ma2 and ma1>ma2 ma11= average[40](close) ma21= average[10](close) bearish= close<ma11 and close<ma21 and ma11<ma21 timeframe (2 minutes) // MegaFX period=5 if barindex>period then hhigh = highest[period](high) llow = lowest[period](low) mean = (High + Low) / 2.0 temp = 0.66 * ((mean - llow) / (hhigh - llow) - 0.5) + 0.67 * Ld36 temp = Min(Max(temp, -0.999), 0.999) mega = Log((temp + 1.0) / (1 - temp)) / 2.0 + result / 2.0 Ld36 = temp result = mega endif condb= result>0 conds= result<0 // Settings NbrCandles= 3 Bodysize= 70 //in percentage BodySizeOnOff= 1 //standard 'On' //White Soldiers for i=0 to NbrCandles-1 do CondSoldier = close[i] > open[i] and close[i] > close[i+1] If BodySizeOnOff then CondBodySizeSoldier = (((close[i] - open[i]) / (high[i]- low[i])) > (BodySize / 100)) if CondSoldier and CondBodySizeSoldier then else CondSoldier = 0 break endif elsif CondSoldier then else CondSoldier = 0 break endif next //Black Crows for i=0 to NbrCandles-1 do CondCrows = close[i] < open[i] and close[i] < close[i+1] If BodySizeOnOff then CondBodySizeCrows = (((open[i] - close[i]) / (high[i]- low[i])) > (BodySize / 100)) if CondCrows and CondBodySizeCrows then else CondCrows = 0 break endif elsif CondCrows then else CondCrows = 0 break endif next // Time Directions t= time>=000000 and time<=220000 // Long if condsoldier=1 and condb and cl and bullish and t then buy n contract at market endif // Short if condcrows=1 and conds and cs and bearish and t then sellshort n contract at market endif // Stop Loss set stop %loss 0.6 //%trailing stop function trailingPercent = 0.29 stepPercent = 0.23 if onmarket then trailingstart = tradeprice(1)*(trailingpercent/100) //trailing will start @trailingstart points profit trailingstep = tradeprice(1)*(stepPercent/100) //% step to move the stoploss endif //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 THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>trailingstep THEN newSL = newSL-trailingstep 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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  // Crows&Soldiers v1 by Francesco // ProRealCode.com   defparam cumulateorders= false   n= 1   timeframe (6 minutes, updateonclose) // Stoch RSI lengthRSI= 4 //RSI period lengthStoch= 14 //Stochastic period smoothK= 5 //Smooth signal of stochastic RSI smoothD= 5 //Smooth signal of smoothed stochastic RSI myRSI= RSI[lengthRSI](close) MinRSI= lowest[lengthStoch](myrsi) MaxRSI= highest[lengthStoch](myrsi) StochRSI= (myRSI-MinRSI) / (MaxRSI-MinRSI) K= average[smoothK](stochrsi)*100 D= average[smoothD](K) cl= K>D cs= K<D   timeframe (4 minutes, updateonclose) // Bullish and Bearish Detection ma1= average[40](close) ma2= average[10](close) bullish= close>ma1 and close>ma2 and ma1>ma2   ma11= average[40](close) ma21= average[10](close) bearish= close<ma11 and close<ma21 and ma11<ma21   timeframe (2 minutes) // MegaFX period=5   if barindex>period then hhigh = highest[period](high) llow = lowest[period](low) mean = (High + Low) / 2.0 temp = 0.66 * ((mean - llow) / (hhigh - llow) - 0.5) + 0.67 * Ld36 temp = Min(Max(temp, -0.999), 0.999) mega = Log((temp + 1.0) / (1 - temp)) / 2.0 + result / 2.0 Ld36 = temp result = mega endif   condb= result>0 conds= result<0   // Settings NbrCandles= 3 Bodysize= 70 //in percentage BodySizeOnOff= 1 //standard 'On'   //White Soldiers for i=0 to NbrCandles-1 do CondSoldier = close[i] > open[i] and close[i] > close[i+1] If BodySizeOnOff then CondBodySizeSoldier = (((close[i] - open[i]) / (high[i]- low[i])) > (BodySize / 100)) if CondSoldier and CondBodySizeSoldier then else CondSoldier = 0 break endif elsif CondSoldier then else CondSoldier = 0 break endif next   //Black Crows for i=0 to NbrCandles-1 do CondCrows = close[i] < open[i] and close[i] < close[i+1] If BodySizeOnOff then CondBodySizeCrows = (((open[i] - close[i]) / (high[i]- low[i])) > (BodySize / 100)) if CondCrows and CondBodySizeCrows then else CondCrows = 0 break endif elsif CondCrows then else CondCrows = 0 break endif next   // Time Directions t= time>=000000 and time<=220000   // Long if condsoldier=1 and condb and cl and bullish and t then buy n contract at market endif   // Short if condcrows=1 and conds and cs and bearish and t then sellshort n contract at market endif   // Stop Loss set stop %loss 0.6   //%trailing stop function trailingPercent = 0.29 stepPercent = 0.23 if onmarket then trailingstart = tradeprice(1)*(trailingpercent/100) //trailing will start @trailingstart points profit trailingstep = tradeprice(1)*(stepPercent/100) //% step to move the stoploss endif //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 THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>trailingstep THEN newSL = newSL-trailingstep 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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  Paul, keewee, OboeOpt, swedshare

  

  Francesco

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  06/18/2020 at 5:36 PM #136495
  swedshare

  Nice strategy. Would you like to share the ITF?

  

  swedshare

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  06/18/2020 at 7:40 PM #136511
  Francesco

  You can easily copy and paste the code in your platform; anyway here it is in attachment.

  I forgot to mention than the strategy can be used on any forex pair and maybe on indexes with a proper optimization, but I feel like it misses something to reach a “live account” stability.

  1 user thanked author for this post.

  GraHal

  

  Francesco

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