DAX 30 contado 25€ TF1m

• 11/04/2017 at 7:49 PM #51499
  deleted_account

  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

  

  deleted_account

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

  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.

  

  Despair

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

  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.

  

  Aloysius

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

  Prubaibex

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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106

  //------------------------------------------------------------------------- // 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…

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  Riccardo, reb, SergioMalaga

  

  Inertia

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  11/04/2017 at 8:34 PM #51511
  rejo007

  @juanan71

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

  Thanks

  

  rejo007

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

  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

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  reb

  

  deleted_account

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

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

   

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  Paul, rejo007

  

  deleted_account

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

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

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  Arnaudp63

  

  deleted_account

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

  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

  

  deleted_account

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  11/04/2017 at 9:11 PM #51526
  rejo007

  Thanks

  I’ll test this tomorrow

  

  rejo007

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

  No suggestions??

  

  deleted_account

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  11/04/2017 at 10:12 PM #51534
  JR1976

  Hi Juanan ,

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

  Thanks

  REgards.

  

  JR1976

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

  Yes is tested but still working on it

  

  deleted_account

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

  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?

  

  Nicolas

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  11/05/2017 at 12:43 AM #51543
  stefou102

  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!

  

  stefou102

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