DAX 30 contado 25€ TF1m
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- This topic has 170 replies, 24 voices, and was last updated 6 years ago by Juanan71.
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11/09/2017 at 11:08 AM #52081
And my account was deleted not for the comments on this site…comments out of here from other peopple outside here hehehe.. Really they told me my system is not sure and i though better no work on it because i dont want peopple could lose..just for this…Is my first time and i know 100% is impossible but check this…first day i uploaded my roboit to other comunity my email were burning.Everyone wrote me. Peopple believed that found the philosopher’s stone without even bothering to look the code and help to improve it…that’s not what i want..i want peopple checking code ante telling me what should i correct it..
First time many mistakes
1 user thanked author for this post.
11/09/2017 at 11:09 AM #5208211/09/2017 at 11:15 AM #5208511/09/2017 at 11:24 AM #5208811/09/2017 at 11:52 AM #5209911/09/2017 at 12:09 PM #52105Good Juan! Keep working 🙂
Regarding you asking for help with your code, im sorry to say that between trying to translate to english and the amount of code, im pretty much useless 🙂
however i do have access to 200K backtest and i got no problem running walk forward for you if you need.edit: Btw both Juans, the code was missing several “( )” not just the one! 🙂
11/09/2017 at 12:12 PM #5210611/09/2017 at 12:40 PM #5210911/10/2017 at 10:30 AM #52214Dear Juanan71, congratulations for your code, it is wonderfull!!!
I have a doubt, is it possible to have maxdrawdown if you have not losses? When I have tested the code I had 45 € of maxdrawdown with 1 minicontract (1€) and 500 € initial deposit in IG. This question is for all, I would appreciate anyone to answer me.
11/10/2017 at 11:01 AM #5221611/10/2017 at 11:53 AM #5221911/10/2017 at 8:53 PM #52326Hi Juanan71
Your code looks very large and produces excellent results in the backtest! Thanks for sharing and give the opportunity to learn and modify!
Looking at the results of last couple of days. The first upload had a loss, and the modified upload had more remarkably two losses in a row. So how is that possible with a backtest so great ?
I like the code core to be tested without time criteria. Also not with specific profit-targets or stop-losses for certain times. I started to work on this and it’s functional. If wanted I will post this.
When looking in the code, I wonder why this works?
sellshort = NOT LONGONMARKET and time= 152000 and c1444 and c2444 and c11444 and c111444 and c112444
but
buy = NOT SHORTONMARKET and time= 155200 and c1444 and c2444 and c11444 and c111444 and c11244
so besides the time factor criteria the same rules are set to go long and short ? (row 131)
I hope you don’t mind the critical look. It’s only to get a better understanding what is happening and why it works the way it works!
11/10/2017 at 9:16 PM #52327i’ll tell u…because i’m novel and is my first robot:) there’s many many wrong lines, i know..master version continues = fails and 100% because 2 last fails was just for i forgot include…if not longonmarket or if not longomarket in all shooting sentences…
11/10/2017 at 9:19 PM #52332Oh about rules you said..yes not allways same rules gave u the same result but changing just hour and minute depending of this indicators change the values…so it can be same indicators rules and fierente hour and time for a diferent results and price direction:) so easy like this
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11/11/2017 at 3:02 AM #52339I took the first criteria from your code for long and short and put that separate.
It matches your win-ratio. 12 trades, 12 wins.
So the reasoning is that when indicators criteria are met (long and short have same criteria), it goes to market at the specific time which is set the code. Time decides if the trade goes long or short, whichever time is first met in the code.
So here is how the chart look with time criteria and without. When time-criteria removed long and short can happen on the same bar.
As I understand it, if you have a losing system. Look at the time the winning trades occur, set these times in the code and optimise profit-target. You have a 100% winning strategy in the backtest. I’am curious to other opinions.
test123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101//-------------------------------------------------------------------------// Main code : test//-------------------------------------------------------------------------// common rulesDEFPARAM CUMULATEORDERS = falseDEFPARAM PRELOADBARS = 10000//DEFPARAM FLATBEFORE = 100000//DEFPARAM FLATAFTER = 200000// time rulesONCE entertime = 080000ONCE lasttime = 160000ONCE closetime = 183000ONCE closetimefriday=183000tt1 = time >= entertimett2 = time <= lasttimetradetime = tt1 and tt2// positionsize and stopspositionsize=1SLpLOSS=28// setup number of trades intradayif IntradayBarIndex = 0 thenlongtradecounter = 0Shorttradecounter = 0endif// trade criterialc = tradetime and countoflongshares < 1 and longtradecounter < 10 and not shortonmarketsc = tradetime and countofshortshares < 1 and shorttradecounter < 10 and not longonmarket// indicatorindicator1444 = SmoothedStochastic[14,3](close)indicator2444 = Average[5](indicator1444)c1444 = (indicator1444 >= indicator2444)indicator3444 = ADX[14]indicator4444 = ADXR[14]c2444 = (indicator3444 >= indicator4444)indicator11444 = Average[50](close)-Average[127](close)c11444 = (indicator11444 > indicator11444[2])indicator111444 = ROC[12](close)c111444 = (indicator111444 >= 0)indicator112444 = Average[50](close)-Average[127](close)c112444 = (indicator112444 >= 0)//nuevos largos 25 puntos//l251=time= 150400 and c1444 and c2444 and c11444 and c111444 and c112444//l252=time= 152800 and c1444 and c2444 and c11444 and c111444 and c112444l253=time= 155200 and c1444 and c2444 and c11444 and c111444 and c112444//12 puntos//nuevos cortos 25 puntosc251=time= 152000 and c1444 and c2444 and c11444 and c111444 and c112444c252=time= 154000 and c1444 and c2444 and c11444 and c111444 and c112444c253=time= 154900 and c1444 and c2444 and c11444 and c111444 and c112444c254=time= 155000 and c1444 and c2444 and c11444 and c111444 and c112444// long entryif lc and l253 thenbuy positionsize lot at marketlongtradecounter=longtradecounter + 1hora=66endif// short entryif sc and (c251 or c252 or c253 or c254) thensellshort positionsize lot at marketshorttradecounter=shorttradecounter + 1hora=67endif// exit allIf onmarket thenif time >= closetime thensell at marketexitshort at marketelsif (CurrentDayOfWeek=5 and time>=closetimefriday) thensell at marketexitshort at marketendifendifif IntradayBarIndex = 0 thenhora=0set target pprofit 25elsif hora=66 thenset target pprofit 12elsif hora=67 thenset target pprofit 25endifSET STOP pLOSS SLpLOSS//GRAPH 0 coloured(300,0,0) AS "zeroline"//GRAPH (positionperf*100)coloured(0,0,0,255) AS "PositionPerformance" -
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