DAX Aroon 30 min system

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    Posts
  • 09/26/2017 at 12:39 PM #47388 quote
    Henrik
    Participant
    Veteran

    Hi Eric!

     

    Here is a fix for the donchianstop module.

     

    //-------------------------------------------------------------------------------------------
// -- Donchian Stop Logic -------------------------------------------------------------------
//-------------------------------------------------------------------------------------------
dcLo = lowest[donchianChPeriod](low)
dcLastStoplong = dcLo[1]

dcHi = highest[donchianChPeriod](high)
dcLastStopshort = dcHi[1]

if useDonchianStop and onMarket then
if longOnMarket  then

sell at dcLastStoplong stop
elsif shortOnMarket  then

exitshort at dcLastStopshort stop
endif
endif

//graph dcLastStop

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

    Have you made it work on short side to?

    Regards

    Henrik

    09/26/2017 at 9:39 PM #47438 quote
    Eric
    Participant
    Master

    Hi Henrik

    Thanks for fixing the code

    No  i haven’t been able to get the short side working and profitable

    09/30/2017 at 2:15 PM #47874 quote
    Eric
    Participant
    Master

    When changing this

    //sellshort positionSize contracts at market

    to this you can go short but long only is better (maybe in the next bearmarket?)

    sellshort positionSize contracts at market
    10/13/2017 at 11:16 AM #49262 quote
    Eric
    Participant
    Master

    i have tested bitcoin on demo for 3 weeks now and the spread cost some but profit so far

    its better result on demo than a backtest with 20 points spread

    as i said its for fun, the risk is to high for me to put real money on it

    (had some issue on a sunday but no problem else)

    Bitcoin-okt-2017.png Bitcoin-okt-2017.png
    11/02/2017 at 7:19 PM #51349 quote
    Eric
    Participant
    Master

    bitcoin

    14 trades 12 winners and 2 losers

    profit 2629 (buy and hold 3215)

    bitcoin-nov-2017.png bitcoin-nov-2017.png
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DAX Aroon 30 min system


ProOrder: Automated Strategies & Backtesting

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Eric @eric Participant
Summary

This topic contains 19 replies,
has 6 voices, and was last updated by Eric
8 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/08/2017
Status: Active
Attachments: 4 files
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