CSR STRATEGY

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05/22/2017 at 6:08 PM #36326 quote

ALE
Moderator

Master

Hi can suggest to divided strategy in long and short.

I started the test since 2007 only to consider 2008, I do not think that markets should be compared to a period longer than 10 years.

I’d like to find a solution to work with 4h time frame, to avoid Night spread.

Than we are here to research, and I’m happy that you like it!

05/25/2017 at 2:20 PM #36630 quote

Seemore Profit
Participant

Junior

Hi ALE thanks for the code. I am running the original code on USD/JPY daily, the back test shows good results.

05/25/2017 at 3:03 PM #36634 quote

ALE
Moderator

Master

Hi

yes theres many market that show good result on probacktest.

I’m wait to see strategy on real market

Thanks

Ale

05/25/2017 at 3:42 PM #36638 quote

Seemore Profit
Participant

Junior

I running on a demo now, will give it a week or two and if all good ill run live and let you know the results.

05/25/2017 at 3:49 PM #36640 quote

ALE
Moderator

Master

Yes the same for me!

Good!!

05/26/2017 at 11:18 AM #36702 quote

Seemore Profit
Participant

Junior

HI ALE.

I seem to be getting this warning when running?

CRS-warning.png

05/26/2017 at 12:44 PM #36707 quote

ALE
Moderator

Master

Which version have you run?

05/26/2017 at 1:36 PM #36711 quote

GraHal
Participant

Master

Seemore Profit … see #36261 for the fix.

ALE thanked this post

05/26/2017 at 1:55 PM #36713 quote

ALE
Moderator

Master

In the first post, I’ve upload version with problem solved

05/27/2017 at 8:57 AM #36739 quote

Nicolas
Keymaster

Master

The library post has been updated with the last version too: https://www.prorealcode.com/prorealtime-trading-strategies/csr-strategy-dax-1/

ALE, Pere, GraHal and Seemore Profit thanked this post

06/05/2017 at 10:42 AM #37457 quote

ivillalonga
Participant

Junior

Hello, is anyone trading this system in real?

what about the results?

thanks!

06/05/2017 at 11:10 AM #37466 quote

Pere
Participant

Veteran

Hi ivillalonga.

Yes, I started with CSR DAX long and CSR DAX short in live just last week, and I’m waiting my first real trade.

However, I did two changes:

1: I optimized the TGL from 16 to 28

2: I observed that most of the losing trades lasted more than 4 bars. So, I limited the duration of these trades including this code:

IF POSITIONPERF<0 THEN
perd=(Barindex-Tradeindex)=3
ELSE
perd=0
ENDIF

IF LongOnMarket AND CUMRSI>EXIT AND CUMRSI < CUMRSI[1] OR perd THEN
SELL AT MARKET
ENDIF

ALE thanked this post

Screen-Shot-06-05-17-at-12.09-PM.png

06/05/2017 at 12:09 PM #37476 quote

Pere
Participant

Veteran

I’m using here 5 contracts of the miniDAX, 1€/point.

06/11/2017 at 12:03 AM #38005 quote

pitupitu
Participant

Junior

Hola Petrus,

Has the system given to you the signal for your first real trade? Do you have the full code available, through a .itf file?

Thank you!!

06/11/2017 at 8:50 AM #38029 quote

Pere
Participant

Veteran

@pitupitu

Bon día Pep.

Yes, the system gave me the signal in demo on 8th of June, and is presently active and winning about 430€ (still 5 contracts).

However, to be honest, I have to say that I closed the system on 7th afternoon because I don’t like to have opened systems in days of elections. I will start it again tomorrow in real.

I attach here the complete system in itf. You can play with the part of the max. number of bars for the loser trades. This is a part which you cannot use on every index or pair because it does not work everywhere. It depends on many factors, including volatility of range. You have to try it carefully.

CKW thanked this post

CRS-LONG-DAX-Dopt.itf
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