I tried – by optimising all the variables – to get CSR Strategy to work at lower timeframes, it seems very reluctant!? 🙂

Is there one or  two variables that are sensitive / critical to get Trades at lower TFs then I can build it up from there?

Many Thanks
GraHal

Few thoughts:
Useful Ale provides Long & Short trades on separate charts … could there be a long term Indicator to show best periods to use either Long or Short version only?
The Short GBP/USD maintains profit through Ups, Downs and Consolidation periods … are both GBP/USD Long and Short optimised Ale or is it to just show us the Template idea etc?
Thank You

Hi, as mentioned on the algo page, the RSI 2 periods and it’s many incarnations are one of my favourites.

I ran an IN/OUT pass on all the variables and it stands up very well. I will post results later when I’m back at my desk.

I did not use the WF feature as I prefer to see all the results in a standard opp. This is a major shortcoming, that it does not allow you to view or pick results, I think they are working on this. Nicolas? I did Jan 2009 – May 2015 IN sample.

The trailing code and Dochian stop is a great addition.

@Grahal The RSI 2 periods really favours the daily TF. Too much noise any lower.

Donchian SL value is only being calculated if long or short.

Same problem as previous strategy.

Set a default value for Donchian Stop then overwrite if long or short.

DC = 20
IF LONGONMARKET THEN
DC=40
ENDIF
IF SHORTONMARKET THEN
DC=30
ENDIF
e= Highest[DC](high)
f=Lowest[DC](low)
if longonmarket  then
laststop = f[1]
endif
if shortonmarket  then
laststop = e[1]
endif
if onmarket then
sell at laststop stop
exitshort at laststop stop
endif