Dax-10sec automated trading strategy

• 07/09/2020 at 10:00 AM #138544
  alex20258

  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

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  //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

   

   

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  LiWic, Paul

  

  alex20258

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  07/09/2020 at 10:08 AM #138825
  Nicolas

  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.

  

  Nicolas

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  07/09/2020 at 10:22 AM #138828
  alex20258

  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

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  GraHal

  

  alex20258

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  07/15/2020 at 12:56 PM #139337
  Nicolas

  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 🙂

  

  Nicolas

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  07/15/2020 at 1:31 PM #139349
  alex20258

  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

  daxxxx-10sec

  //------------------------------------------------------------------------- // 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

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  //------------------------------------------------------------------------- // 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

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  alex20258

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  03/16/2021 at 12:03 PM #164326
  Mattias

  How’s it going with this one alex20258?

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  angelpero

  

  Mattias

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