My First DAX 15 min Code

• 05/18/2016 at 12:20 PM #7265
  Robert975

  Hi there, this is my first dax code made with PRT. Like to learn from it. So don’t use it to trade. Don’t know of this test is good so let’s make this a coding lesson.

  I used the MA 20 and MA 8 to enter positions.

  Test shows results in 15 / 30 / 1 H / 4 H and daily time frames.

  I guess its a false signal.

  So don’t blame me, let’s learn

  So here is the code

   

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = ExponentialAverage[8](medianPrice) indicator2 = ExponentialAverage[20](medianPrice) c1 = (indicator1 CROSSES OVER indicator2) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator3 = ExponentialAverage[8](medianPrice) indicator4 = ExponentialAverage[20](medianPrice) c2 = (indicator3 CROSSES UNDER indicator4) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator5 = ExponentialAverage[8](medianPrice) indicator6 = ExponentialAverage[20](medianPrice) c3 = (indicator5 CROSSES UNDER indicator6) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator7 = ExponentialAverage[8](medianPrice) indicator8 = ExponentialAverage[20](medianPrice) c4 = (indicator7 CROSSES OVER indicator8) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP %LOSS 1 %TRAILING 1 SET TARGET %PROFIT 3 SET TARGET $PROFIT 25 SET STOP PTRAILING 5

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions indicator1 = ExponentialAverage[8](medianPrice) indicator2 = ExponentialAverage[20](medianPrice) c1 = (indicator1 CROSSES OVER indicator2)   IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator3 = ExponentialAverage[8](medianPrice) indicator4 = ExponentialAverage[20](medianPrice) c2 = (indicator3 CROSSES UNDER indicator4)   IF c2 THEN SELL  AT MARKET ENDIF   // Conditions to enter short positions indicator5 = ExponentialAverage[8](medianPrice) indicator6 = ExponentialAverage[20](medianPrice) c3 = (indicator5 CROSSES UNDER indicator6)   IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator7 = ExponentialAverage[8](medianPrice) indicator8 = ExponentialAverage[20](medianPrice) c4 = (indicator7 CROSSES OVER indicator8)   IF c4 THEN EXITSHORT  AT MARKET ENDIF   // Stops and targets SET STOP %LOSS 1 %TRAILING 1 SET TARGET %PROFIT 3 SET TARGET $PROFIT 25 SET STOP PTRAILING 5

   

  

  Robert975

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  05/18/2016 at 2:25 PM #7283
  Adolfo

  Hi Robert, great job!

  If you want to be more accurate, don’t set profit targets and see results.

  The point is that your conditions are only tested once at bar, if your profit is reached at same candle, even if market goes against you, backtest shows you in a profit.

  This issue will be soon fixed by ProRealTime developers team.

  Cheers!

  2 users thanked author for this post.

  Robert975, Nicolas

  

  Adolfo

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  05/20/2016 at 6:02 PM #7563
  Robert975

  Oke, Thank’s Adolfo

  I’ll see what it does without them

   

  Have a nice weekend.

   

  

  Robert975

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