Dhighlow Breakout Dax MTF

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  • 09/03/2021 at 3:05 PM #176734 quote
    phoentzs
    Participant
    Master

    Here is a small strategy that I have been manually trade for years. Now I finally came to automate them. We are trough breakouts, only the big breakouts. Our only indicator are the last two day candles, nothing more. The candle filter has cost me most time to find out which combinations work best. But with this knowledge, what I share here, it can be matched pretty much every intraday strategy by just acting if tend to bullish or bearish. Of course, the whole thing works on pretty much every index, with other times and maybe other filter combinations.
    As I said, if someone has time and can automate this filter, that would save a lot of time.

    Nicolas, yoocesar and MWALKER thanked this post
    09/03/2021 at 4:56 PM #176741 quote
    phoentzs
    Participant
    Master

    @robertogozzi See now maybe meant whether you can compare conditions in the optimizer. Maybe you have the time and an idea?

     

    Test input conditions in the optimizer

    Ilumina2 thanked this post
    09/04/2021 at 7:20 AM #176766 quote
    robertogozzi
    Moderator
    Master

    What do you want me to do?4

    Why did you post that link?

    09/04/2021 at 8:29 AM #176773 quote
    phoentzs
    Participant
    Master

    Can you code that higherHigh, higherlow, bearishHarami and so on can be used in the optimizer, the longcond and shortcond automatically compared in the optimizer? What I did manually in my strategy here. The individual conditions find out what works best.

    09/05/2021 at 9:59 AM #176805 quote
    robertogozzi
    Moderator
    Master

    You can warite the conditions you want to test like this one:

    longcond2 = (BullishHarami and not longcond1) AND 0   //ALWAYS false
longcond2 = (BullishHarami and not longcond1) OR  1   //ALWAYS true
longcond2 = (BullishHarami and not longcond1) //OR  1 //working as planned
    09/23/2021 at 8:00 AM #178149 quote
    phoentzs
    Participant
    Master

    Short update after 2 weeks in the demo account …

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Dhighlow Breakout Dax MTF


ProOrder: Automated Strategies & Backtesting

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phoentzs @phoentzs Participant
Summary

This topic contains 5 replies,
has 2 voices, and was last updated by phoentzs
4 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/03/2021
Status: Active
Attachments: 3 files
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