Thanks a lot Noisette and kg6450, I have tried with other markets too and I find something more or less nice with EUR/USD, but not as good as with DAX 30mina nd Dax 1hr

Hi kg6450, yes, that’s the one, many thanks for your help!

kg 6450, you can try by adding seasonality parameters pathfinder style if the strategy is good enough without.

on  the dax I did try it and this is the code, you could try to do the same for the dow hopefully you will get a nicer result.

//-------------------------------------------------------------------------
// Main code : Dax1hrMNandBreakwithseas
//-------------------------------------------------------------------------
// dax  - IG MARKETS
// TIME FRAME 1H
// SPREAD 1.0 PIPS



DEFPARAM CumulateOrders = False


//DEFPARAM FLATBEFORE = 090000
//DEFPARAM FLATAFTER = 210000


timestart = 070000
timeend = 200000

timeenterbefore = time <= timeend
timeenterafter =  time >= timestart


//highvolume = average[30](volume)<=volume//
//lowvolume = average[30](volume)>=volume

adxperiod = 14
atrperiod = 14
indicator1 = adx[adxperiod]
atr = AverageTrueRange[atrperiod]
//exitafternbars = 1

//// OPTIMIZED VARIABLES/////
k = 5
y = 6
adxval = 18
atrmin = 25
m = 3 // high vol coefficient for mean reversion
n = 2 //high vol coefficient for brekout
m1 = m-1 // low vol coefficient for mean reversion
n1 = n// low vol coefficient for breakout
pr = k*atr
pl = y *atr
///////////////////////////////////////


positionlong = saisonalpatternmultiplier*round(100/atr/2.1666)//define sixe of long trades
positionshort = round(100/atr)// define size of short trade
//a=5
lowvolenvironment = atr<atrmin //define lowvol environment use m1 and n1 as coefficient of movement
highvolenvironment = atr> atrmin //define highvol environment use m and n as coefficient of movement
meanrevertingenv = indicator1< adxval //define meanreverting environment
trendenv = indicator1 > adxval// define trendy environment


//////description of the possible combinations
sellhighvolmeanreverting = abs(open-close) > (atr*m) and close > open and meanrevertingenv and highvolenvironment
buyhighvolmeanreverting = abs(open-close) > (atr*m) and close < open and meanrevertingenv and  highvolenvironment
buyhighvoltrendy = abs(open-close) > (atr*n) and close > open and close> DOPEN(1) and trendenv and highvolenvironment
sellhighvoltrendy = abs(open-close) > (atr*n) and close < open and close< DOPEN(1) and trendenv and highvolenvironment
selllowvolmeanreverting = abs(open-close) > (atr*m1) and close > open and meanrevertingenv and lowvolenvironment
buylowvolmeanreverting = abs(open-close) > (atr*m1) and close < open and meanrevertingenv and lowvolenvironment
buylowvoltrendy = abs(open-close) > (atr*n1) and close > open and trendenv and lowvolenvironment
selllowvoltrendy = abs(open-close) > (atr*n1) and close < open and trendenv and lowvolenvironment
////////////////////////////////////////////////////////



// define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade)
ONCE January1 = 3 //0 risk(3)
ONCE January2 = 0 //3 ok
ONCE February1 = 3 //3 ok
ONCE February2 = 3 //0 risk(3)
ONCE March1 = 3 //0 risk(3)
ONCE March2 = 2 //3 ok
ONCE April1 = 3 //3 ok
ONCE April2 = 3 //3 ok
ONCE May1 = 1 //0 risk(1)
ONCE May2 = 1 //0 risk(1)
ONCE June1 = 1 //1 ok 2
ONCE June2 = 2 //3 ok
ONCE July1 = 3 //1 chance
ONCE July2 = 2 //3 ok
ONCE August1 = 2 //1 chance 1
ONCE August2 = 3 //3 ok
ONCE September1 = 3 //0 risk(3)
ONCE September2 = 0 //0 ok
ONCE October1 = 3 //0 risk(3)
ONCE October2 = 2 //3 ok
ONCE November1 = 1 //1 ok
ONCE November2 = 3 //3 ok
ONCE December1 = 3 // 1 chance
ONCE December2 = 2 //3 ok


// set saisonal multiplier
currentDayOfTheMonth = Day
midOfMonth = 15
IF CurrentMonth = 1 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = January1
ELSE
saisonalPatternMultiplier = January2
ENDIF
ELSIF CurrentMonth = 2 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = February1
ELSE
saisonalPatternMultiplier = February2
ENDIF
ELSIF CurrentMonth = 3 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = March1
ELSE
saisonalPatternMultiplier = March2
ENDIF
ELSIF CurrentMonth = 4 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = April1
ELSE
saisonalPatternMultiplier = April2
ENDIF
ELSIF CurrentMonth = 5 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = May1
ELSE
saisonalPatternMultiplier = May2
ENDIF
ELSIF CurrentMonth = 6 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = June1
ELSE
saisonalPatternMultiplier = June2
ENDIF
ELSIF CurrentMonth = 7 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = July1
ELSE
saisonalPatternMultiplier = July2
ENDIF
ELSIF CurrentMonth = 8 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = August1
ELSE
saisonalPatternMultiplier = August2
ENDIF
ELSIF CurrentMonth = 9 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = September1
ELSE
saisonalPatternMultiplier = September2
ENDIF
ELSIF CurrentMonth = 10 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = October1
ELSE
saisonalPatternMultiplier = October2
ENDIF
ELSIF CurrentMonth = 11 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = November1
ELSE
saisonalPatternMultiplier = November2
ENDIF
ELSIF CurrentMonth = 12 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = December1
ELSE
saisonalPatternMultiplier = December2
ENDIF

endif


//long
IF (buyhighvolmeanreverting or buyhighvoltrendy or buylowvolmeanreverting or buylowvoltrendy )  and timeenterbefore and timeenterafter  THEN
buy positionlong CONTRACTS AT MARKET
ENDIF

if longonmarket and time = timeend then
sell  at market
endif

// short
IF (sellhighvolmeanreverting or sellhighvoltrendy or selllowvolmeanreverting or selllowvoltrendy) and timeenterbefore and timeenterafter THEN
sellshort  positionshort CONTRACTS AT MARKET
endif

if shortonmarket and time = timeend then
exitshort at market
endif

set target pprofit  pr
set stop ploss pl

Hi, no I dont think so, we should retrieve them from the pathfinder discussions somewhere, Ill see if I can find them tomorrow, good job for the EURUSD, I have been tried that as well before and I confirm it looked promising, but your equity looks a bit better than mine, do you mind sharing your version of the code?

Best

great thanks

here are the seasonals for the dow as per pathfinder

// define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade)
ONCE January1 = 0//0 ok 1
ONCE January2 = 3//2 chance
ONCE February1 = 2//1 chance
ONCE February2 = 2//0 risk(2)
ONCE March1 = 2//0 risk(2) 0
ONCE March2 = 3//2 chance
ONCE April1 = 3//3 ok
ONCE April2 = 3//3 ok
ONCE May1 = 0//3 ok
ONCE May2 = 0//0 ok
ONCE June1 = 2//0 risk(2) 3
ONCE June2 = 2//0 risk(2) 3
ONCE July1 = 3//1 chance ok 1
ONCE July2 = 1//1 ok
ONCE August1 = 0// ok
ONCE August2 = 0// ok
ONCE September1 = 3//0 risk(3)
ONCE September2 = 3//0 risk(3)
ONCE October1 = 0//0 ok
ONCE October2 = 3//3 ok
ONCE November1 = 0//0 ok
ONCE November2 = 3//3 ok
ONCE December1 = 3//3 ok
ONCE December2 = 3//2 chance

looking forward for it Noisette 🙂