Dax-10sec automated trading strategy

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  • #138544 quote
    alex20258
    Participant
    Average

    I found this code on the forum, dates back to a few years ago, I have optimized it for the current period; thanks to the code writer, I can’t remember the name, he works on the timeframe at 10seconds, with a very fast take profit to have a linear gain curve, he also works only in periods of time (9-17.30) when the spread is low ( 1.2)
    if you can optimize it still write directly here on the forum, I sent it to test today, and already managed to earn 50 euros in less than 4 hours,
    Thank you

    Alex

    //SPEAD = 2.5
    //Capital = £500
    //Trading hours from DAX open until NYSE close. No after hours trading.
    //Time is UTC +2 (South Afica time)
     
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
     
    // Prevents the system from creating new orders to enter the market or increase position size before the specified time
    noEntryBeforeTime = 090000
    timeEnterBefore = time >= noEntryBeforeTime
     
    // Prevents the system from placing new orders to enter the market or increase position size after the specified time
    noEntryAfterTime = 173000
    timeEnterAfter = time < noEntryAfterTime
     
    // Conditions to enter long positions
    indicator1 = WeightedAverage[25](totalPrice)
    c1 = (High CROSSES OVER indicator1)
    indicator2 = WeightedAverage[79](totalPrice)
    c2 = (low CROSSES OVER indicator2)
     
    IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter THEN
    Buy 1 CONTRACT AT MARKET
    ENDIF
    
    indicator3 = WeightedAverage[25](totalPrice)
    c3 = (low CROSSES UNDER indicator3)
    indicator4 = WeightedAverage[79](totalPrice)
    c4 = (High CROSSES UNDER indicator4)
     
    IF (c3 AND c4) AND timeEnterBefore AND timeEnterAfter THEN
    SellShort 1 CONTRACT AT MARKET
    ENDIF
    
    // Stops and targets
    SET TARGET $PROFIT 9

     

     

    Paul and LiWic thanked this post
    daxxx-10sec.itf daxxxsec-1594029935p4l8c.png daxxxsec-1594029935p4l8c.png daxxx-10sec-1.itf daxxxsec-1594029935p4l8c-1.png daxxxsec-1594029935p4l8c-1.png
    #138825 quote
    Nicolas
    Keymaster
    Master

    Hi Alex, thanks for sharing. There is no stoploss in the strategy, only contrarian orders can close an order in a loss and therefore if it doesn’t happen it could lead on huge drawdown of your account. So any optimized values could also lead to the same equity curve, I’m sorry.

    #138828 quote
    alex20258
    Participant
    Average

    Hello nicolas,
    thanks for the reply, i’m now working on the version with the stop loss; From monday he made 400 euros in germany 30(€5) that costs 3.2k (ig version); i’ll probably put a distante stoploss in the case the robot buy at a maximum or at a minium; working on the 10 sec the limit sales points are practically always touched; however, even a distant stoploss obviously has to be added for safety, i update you soon

    Thanks

    Alex

    GraHal thanked this post
    #139337 quote
    Nicolas
    Keymaster
    Master

    Hi Alex, if you don’t mind please update the strategy here with the new versions instead of posting them directly in the library, thanks 🙂

    #139349 quote
    alex20258
    Participant
    Average

    ok,thank you nicolas,

    here you have a new version of the code, it always works on the 10sec dax

    i’m now testing it with different x,y,z

    i keep you update if i find the perfect Combination

    //-------------------------------------------------------------------------
    // Codice principale : nn si sa m.a. colorata bull
    //-------------------------------------------------------------------------
    //SPEAD = 2.5
    //Capital = £500
    //Trading hours from DAX open until NYSE close. No after hours trading.
    //Time is UTC +2 (South Afica time)
    
    DEFPARAM CumulateOrders = false // Cumulating positions deactivated
    
    a=average[z] (close)
    if a[1]<a then
    alex=100
    endif
    
    if a[1] > a then
    alex=50
    endif
    
    // Prevents the system from creating new orders to enter the market or increase position size before the specified time
    noEntryBeforeTime = 090000
    timeEnterBefore = time >= noEntryBeforeTime
     
    // Prevents the system from placing new orders to enter the market or increase position size after the specified time
    noEntryAfterTime = 173000
    timeEnterAfter = time < noEntryAfterTime
     
    // Conditions to enter long positions
    indicator1 = WeightedAverage[x](totalPrice)
    c1 = (High CROSSES OVER indicator1)
    indicator2 = WeightedAverage[y](totalPrice)
    c2 = (low CROSSES OVER indicator2)
     
    IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter and COUNTOFPOSITION=0 and alex=100 THEN
    Buy 1 CONTRACT AT MARKET
    ENDIF
    
    indicator3 = WeightedAverage[x](totalPrice)
    c3 = (low CROSSES UNDER indicator3)
    indicator4 = WeightedAverage[y](totalPrice)
    c4 = (High CROSSES UNDER indicator4)
     
    IF (c3 AND c4) AND timeEnterBefore AND timeEnterAfter and COUNTOFPOSITION=0 and alex=50 THEN
    SellShort 1 CONTRACT AT MARKET
    ENDIF
    
    // Stops and targets
    SET TARGET $PROFIT 10
    SET STOP $LOSS 200
    

    thanks

     

    Alex

    angelpero thanked this post
    nn-si-sa-m.a.-colorata-bull.itf
    #164326 quote
    Mattias
    Participant
    Senior

    How’s it going with this one alex20258?

    angelpero thanked this post
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Dax-10sec automated trading strategy


ProOrder: Automated Strategies & Backtesting

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alex20258 @alex20258 Participant
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This topic contains 5 replies,
has 3 voices, and was last updated by Mattias
4 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/09/2020
Status: Active
Attachments: 5 files
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