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11/04/2017 at 7:49 PM #51499 quote

deleted_account
Member

New

What broker do u use? is optimized just for IG and market is dax contado..ticker is DAX…diferent broker maybe does not work because difrent market ticker.

2 pics…same in dax and ibex

2017-11-04_1948ibex.png 2017-11-04_1947.png

11/04/2017 at 8:29 PM #51504 quote

Despair
Blocked

Master

I’m also with IG through prorealtime.

Edit: Now I got some trades. I expected the strategy to generate more trades. I had not enough data loaded. I attached a test with 200K bars. Did you optimize on 100k bars? Basically it works since august and there are not a lot of trades and A LOT of variables. But well if it works….question is in that case for how long.

Bildschirmfoto-2017-11-04-um-20.33.44.png

11/04/2017 at 8:29 PM #51506 quote

Aloysius
Participant

Veteran

I’ve the tested the code with 200000 bars and it shows that, as you’ve done the code to adapt to very specific data, the non-tested period give very different result. Anyway it doesn’t loose, but it doesn’t win on the non-tested period, so it is not as promising for the future.

Capture.jpg

11/04/2017 at 8:33 PM #51508 quote
Inertia
Participant

Master
```
//-------------------------------------------------------------------------
// Código principal : beta
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Código principal : carlitos100
//-------------------------------------------------------------------------
//------------------------------------------------
//Autor:Juan Antonio Sotomayor
//------------------------------------------------
// Definición de los parámetros del código
DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada
if time=085900 then



endif
//c99=time=084400

c2= time=180000//hora final

c64=time=124400//largos

c84=time=131600//largos

d84=c84 and c3 and c33 and d25//largos

d64= c64 and c3 and c33 and d25//largos

c1600=time=084000 and c1444 and c2444 and c11444 and c111444 and c112444

c1900=time=104000 and c1444 and c2444 and c11444 and c111444 and c112444

c2200=time=102700 and c1444 and c2444 and c11444 and c111444 and c112444
c2300=time=110500 and c1444 and c2444 and c11444 and c111444 and c112444
c2400=time=110800 and c1444 and c2444 and c11444 and c111444 and c112444
c2500=time=111200 and c1444 and c2444 and c11444 and c111444 and c112444
c2600=time=111300 and c1444 and c2444 and c11444 and c111444 and c112444
c2700=time=111400 and c1444 and c2444 and c11444 and c111444 and c112444
c2800=time=111500 and c1444 and c2444 and c11444 and c111444 and c112444
c2900=time=111600 and c1444 and c2444 and c11444 and c111444 and c112444
c3000=time=111700 and c1444 and c2444 and c11444 and c111444 and c112444
c3100=time=111800 and c1444 and c2444 and c11444 and c111444 and c112444
c3200=time=111900 and c1444 and c2444 and c11444 and c111444 and c112444
c3300=time=112200 and c1444 and c2444 and c11444 and c111444 and c112444

c3900=time=121900 and c1444 and c2444 and c11444 and c111444 and c112444
indicator1444 = SmoothedStochastic[14,3](close)
indicator2444 = Average[5](indicator1444)
c1444 = (indicator1444 >= indicator2444)
indicator3444 = ADX[14]
indicator4444 = ADXR[14]
indicator111444 = ROC[12](close)
c111444 = (indicator111444 >= 0)
indicator112444 = Average[50](close)-Average[127](close)
c112444 = (indicator112444 >= 0)
c2444 = (indicator3444 >= indicator4444)
indicator11444 = Average[50](close)-Average[127](close)
c11444 = (indicator11444 > indicator11444[2])

indicator55=Average[50](close)-Average[127](close)

indicator22 = SmoothedStochastic[14,3](close)
indicator24 = Average[5] (indicator22)
c33=(indicator22>=indicator24)

d25=indicator55>indicator55[2]//c24= indicator111>-2//largos


indicator1 = ADX[14]
indicator2 = ADXR[14]
c3 = (indicator1 >= indicator2)//laros
//c999=(indicator1-indicator2)>2

IF  c2200  or c1900 or c2300 or c2400 or c2500  or c2600 or c2700 or c2800 THEN
BUY 1 CONTRACT AT MARKET
hora=7
ENDIF
if   c1600   or c2900 or c3000 or c3100 or c3200 or c3300  or c3900 then
buy 1 contract at market
hora=7
endif
if hora=7 then //
//Stops y objetivos
SET STOP pLOSS 25
SET TARGET pPROFIT 25
endif


if  d64  or d84    then
buy 1 shares at market
hora=4
if hora=4 then
set target pprofit 12
endif
endif

if c2  then
sell  at market

endif

if c2 then
exitshort  at market
set stop ploss 28

endif
```
Hi Despair, works for me…

SergioMalaga, reb and Riccardo thanked this post

Pruebaibex.png Details.png
11/04/2017 at 8:34 PM #51511 quote

rejo007
Participant

Senior

@juanan71

This code is the code that you have test this week or it’s a other?

Thanks

11/04/2017 at 8:44 PM #51519 quote

deleted_account
Member

New

No this code i was making just for ibex and surprimse me when checked in dax…working too…just a few steps and no filtered

reb thanked this post

11/04/2017 at 8:45 PM #51520 quote

deleted_account
Member

New

File i’m working..still working.. is this one

rejo007 and Paul thanked this post

filtrado200kb.itf

11/04/2017 at 8:49 PM #51523 quote

deleted_account
Member

New

I know is a caos lol…still working and no assembled and depured…is my first automatism

Arnaudp63 thanked this post

11/04/2017 at 9:04 PM #51525 quote

deleted_account
Member

New

Aloysius my theory is somerhing happens every x months by this automatis are not forever…from pril to july fails and from 17th july works perfect same conditions…now maybe will lose again because third 3 months..october to december…maybe working in conditions april to july applied to ictuber-december works….just a theory

is a radical change but….theres some if all of them works from april to now…why? Maybe indicators are supported…add to the file sent before condition of bollsup-bollinf>15 or 20 and check

maybe you could help me with this project

11/04/2017 at 9:11 PM #51526 quote

rejo007
Participant

Senior

Thanks

I’ll test this tomorrow

11/04/2017 at 9:48 PM #51532 quote

deleted_account
Member

New

No suggestions??

11/04/2017 at 10:12 PM #51534 quote

JR1976
Participant

Veteran

Hi Juanan ,

DO you have just tested 200k for the code in the post #51520 ??

Thanks

REgards.

11/04/2017 at 10:14 PM #51535 quote

deleted_account
Member

New

Yes is tested but still working on it

11/04/2017 at 10:17 PM #51536 quote

Nicolas
Keymaster

Master

Didn’t test it, but I think it’s probably over fit on last 100k bars. About your “theory”, did you think of summer time change that may modify how the strategy behaved?

11/05/2017 at 12:43 AM #51543 quote

stefou102
Participant

Veteran

Via Prorealtime Premium, importation of the code didn’t trigger any error, but did on IG.

Had to modify the line regarding the call of the “xoindicator”, which is already define at the beginning of the code under the name indicator xo, if I’m not mistaken. By the way, Dax has a bid-offer of 4bp if my memory is correct, making the winning rate drop from 100% to 90% on 200k bar (still very impressive). Unfortunately, nothing understood from your code, so hard to get more confortable with it, but great performance Juanan!
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