DAX Aroon 30 min system

Eric · Wed, 08 Mar 2017 12:46:41 +0000

This system is not mine (maybe someone here recognize it) i found it years ago think it was on prorealtime site anyway this is the original code not optimized, the short side need improvements maybe with changes and money management it can be something for the library? DEFPARAM CumulateOrders=False REM Acquisto indicator1 = ExponentialAverage[20](close) indicator2 = ExponentialAverage[50](close) c1 = (indicator1 > indicator2[1]) indicator3 = AroonUp[14] indicator4 = Aroondown[14] c2 = (indicator3 CROSSES OVER indicator4) indicator41 = Stochastic[14,3](close) c41 = (indicator41 < 75) indicator100 = close indicator101 = Supertrend[2,10] c100 = indicator100 > indicator101 IF c1 AND c2 AND c41 AND c100 THEN BUY 1 contracts AT MARKET ENDIF REM Vendita indicator5 = close indicator6 = ExponentialAverage[20](close) c4 = (indicator5 < indicator6[1]) indicator7 = AroonUp[14] indicator8 = AroonDown[14] c5 = (indicator7 < indicator8[1]) IF c4 AND c5 THEN SELL AT MARKET ENDIF REM Vendita allo scoperto indicator9 = ExponentialAverage[20](close) indicator10 = ExponentialAverage[50](close) c6 = (indicator9 < indicator10[1]) indicator11 = AroonUp[14] indicator12 = Aroondown[14] c7 = (indicator12 CROSSES OVER indicator11) indicator43 = Stochastic[14,3](close) c43 = (indicator43 > 25) indicator110 = close indicator111 = Supertrend[2,10] c110 = indicator111 > indicator110 IF c6 AND c7 AND c43 AND c110 THEN SELLSHORT 1 contracts AT MARKET ENDIF REM Riacquisto indicator13 = close indicator14 = ExponentialAverage[20](close) c9 = (indicator13 > indicator14[1]) indicator15 = AroonUp[14] indicator16 = AroonDown[14] c10 = (indicator15 > indicator16[1]) IF c9 AND c10 THEN EXITSHORT AT MARKET ENDIF

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

Viewing 5 posts - 16 through 20 (of 20 total)

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09/26/2017 at 12:39 PM #47388

Henrik

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

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

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

// -- 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

//graph dcLastStop

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

Have you made it work on short side to?

Regards

Henrik

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09/26/2017 at 9:39 PM #47438

Eric

Hi Henrik

Thanks for fixing the code

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

Eric

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09/30/2017 at 2:15 PM #47874

Eric

When changing this

//sellshort positionSize contracts at market

1	//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

1	sellshort positionSize contracts at market

Eric

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Topics: 18

Replies: 441

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10/13/2017 at 11:16 AM #49262

Eric

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)

Eric

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Replies: 441

Been thanked: 84 times

11/02/2017 at 7:19 PM #51349

Eric

bitcoin

14 trades 12 winners and 2 losers

profit 2629 (buy and hold 3215)

Eric

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Topics: 18

Replies: 441

Been thanked: 84 times

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