Discussing Matriciel EURUSD Dhigh Dlow

• 01/22/2020 at 9:14 PM #117570
  nonetheless

  Oops, I’ve been running it with select=2 on 15m …. and it still made $100 today. Very nice!

  But should the tds value correspond to the select value? or is it just an optional on/off ?

  

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  01/22/2020 at 10:52 PM #117574
  GraHal

  nonetheless wrote:

  I’ve been running it with select=2 on 15m

  Well double check on my logic as I may be wrong?  Try it with select = 2 on 30 mins … is it bigger profit?

  TDS is the Trend Detection System and so needs to be same as Trend value in the optimiser.

  

  GraHal

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  01/22/2020 at 11:10 PM #117576
  nonetheless

  Select=2 is def better at 15m. I’m running the juju333 version at 30m … also outstanding.

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  GraHal

  

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  01/27/2020 at 8:25 AM #117977
  Matriciel

  Nicolas wrote:

  Partial closure will come after version 11 with IG. I will know more about this by the end of next week.

  Hi Nicolas,

  Some news ?

  

  Matriciel

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  01/27/2020 at 10:20 AM #117992
  jmf125

  juju333 wrote:

  Hi, i’ve turned partial closure off and slightly optimized for EURCAD and M30. Too good to be true, but i share it (running in demo mode from this morning). Indeed take care of drawdown… :

  EURCAD M30

  DEFPARAM CumulateOrders = False DEFPARAM PRELOADBARS = 10000 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 Horaire = time >= 000000 and time <= 220000 PositionsizeA = 1 PositionsizeV = 1 MM = Average[56,3](totalprice) Newhighest=max(DHigh(0), DHigh(1)) Newlowest=min(DLow(0), DLow(1)) Milieu = (Newhighest+Newlowest)/2 Surachat = average[10,4]((Newhighest+Milieu)/2) Survente = average[10,4]((Newlowest+Milieu)/2) CA = (MM > Surachat) and (close crosses over Milieu) CV = (MM < Survente) and (close crosses under Milieu) // Long Entries IF Horaire AND CA AND not daysForbiddenEntry AND NOT SHORTONMARKET THEN BUY PositionsizeA CONTRACTS AT MARKET ENDIF IF LONGONMARKET THEN SELL AT TRADEPRICE +540*pointsize LIMIT ENDIF // Short Entries IF Horaire AND CV AND not daysForbiddenEntry AND NOT LONGONMARKET THEN SELLSHORT PositionsizeV CONTRACTS AT MARKET ENDIF IF SHORTONMARKET THEN EXITSHORT AT TRADEPRICE – 50*pointsize LIMIT ENDIF //MFE //trailing stop trailingstop = 40 //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif //case SHORT order if shortonmarket then MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade if tradeprice(1)–MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level endif endif //case LONG order if longonmarket then MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade if MAXPRICE–tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MAXPRICE–trailingstop*pointsize //set the exit price at the MFE – trailing stop price level endif endif //exit on trailing stop price levels if onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif //SET TARGET pPROFIT 46 SET STOP pLOSS 200

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  DEFPARAM CumulateOrders = False   DEFPARAM PRELOADBARS = 10000     daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0     Horaire = time >= 000000 and time <= 220000     PositionsizeA = 1   PositionsizeV = 1     MM = Average[56,3](totalprice)     Newhighest=max(DHigh(0), DHigh(1))   Newlowest=min(DLow(0), DLow(1))     Milieu = (Newhighest+Newlowest)/2   Surachat = average[10,4]((Newhighest+Milieu)/2)   Survente = average[10,4]((Newlowest+Milieu)/2)     CA = (MM > Surachat) and (close crosses over Milieu)   CV = (MM < Survente) and (close crosses under Milieu)     // Long Entries   IF Horaire AND CA AND not daysForbiddenEntry AND NOT SHORTONMARKET THEN   BUY PositionsizeA CONTRACTS AT MARKET   ENDIF     IF LONGONMARKET THEN   SELL AT TRADEPRICE +540*pointsize LIMIT   ENDIF     // Short Entries   IF Horaire AND CV AND not daysForbiddenEntry AND NOT LONGONMARKET THEN   SELLSHORT PositionsizeV CONTRACTS AT MARKET   ENDIF       IF SHORTONMARKET THEN   EXITSHORT AT TRADEPRICE – 50*pointsize LIMIT   ENDIF     //MFE   //trailing stop   trailingstop = 40     //resetting variables when no trades are on market   if not onmarket then   MAXPRICE = 0   MINPRICE = close   priceexit = 0   endif     //case SHORT order   if shortonmarket then   MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade   if tradeprice(1)–MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then   priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level   endif   endif     //case LONG order   if longonmarket then   MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade   if MAXPRICE–tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then   priceexit = MAXPRICE–trailingstop*pointsize //set the exit price at the MFE – trailing stop price level   endif   endif     //exit on trailing stop price levels   if onmarket and priceexit>0 then   EXITSHORT AT priceexit STOP   SELL AT priceexit STOP   endif     //SET TARGET pPROFIT 46   SET STOP pLOSS 200

   

  Hi Juju333

   

  I have been running this version live on 1min TF since 16 december and so far 6 winning trades, 0 losing trades. Can someone run it on 200 K

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  Florian

  

  jmf125

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  01/27/2020 at 10:32 AM #117996
  robertogozzi

  >> For clarity of messages on ProRealCode’s forums, please use the “insert code PRT” button to separate the text of the code part! Thank you! << 🙂

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  Florian

  

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  01/27/2020 at 10:49 AM #117998
  Florian

  Hello @jmf125,

  It’s no possible backtest 200 k with TF 1 min… i don’t understand…

  

  Florian

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  01/27/2020 at 11:02 AM #117999
  jmf125

  Florian Legeard wrote:

  Hello @jmf125,

  It’s no possible backtest 200 k with TF 1 min… i don’t understand…

  Apologies this is on a 30 mins EUR/CAD

  

  jmf125

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  01/27/2020 at 11:07 AM #118000
  Francesco

  Florian Legeard wrote:

  Hello @jmf125,

  It’s no possible backtest 200 k with TF 1 min… i don’t understand…

  Yes it is, but obviously the tested period will be shorter than 5 min, 15 min or 1h

  

  Francesco

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  01/27/2020 at 12:37 PM #118021
  EricN78

  @jmf125  :  EUR/CAD M30, 200k, spread 2.5

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  jmf125

  

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  01/27/2020 at 1:32 PM #118031
  jmf125

  Thanks EricN78

  Not as good, 2013 seems to be the year giving the negative results. DD is also much bigger.

  

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  01/28/2020 at 8:42 PM #118179
  BobFlynn

  Hey guys,

  I’ve started working on the code, but i still can’t figure out this part:

  Newhighest=max(DHigh(0), DHigh(1)) Newlowest=min(DLow(0), DLow(1)) avghl = (Newhighest+Newlowest)/2 c1 = average[period2,period3]((Newhighest+avghl)/2) c2 = average[period2,period3]((Newlowest+avghl)/2)

  1 2 3 4 5

  Newhighest=max(DHigh(0), DHigh(1)) Newlowest=min(DLow(0), DLow(1)) avghl = (Newhighest+Newlowest)/2 c1 = average[period2,period3]((Newhighest+avghl)/2) c2 = average[period2,period3]((Newlowest+avghl)/2)

  NewHighest is a single value, but later used to draw a moving average. Usually we use a “close” or at least an array, im confused about the type of this variable. Can someone help me clarify this ? 🙂

  

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  01/29/2020 at 8:22 AM #118187
  jmf125

  Hi Bobflynn

  You can average any single value. As you correctly say the usual moving average will be on close; but you can also average any other value e.g open , low, high … or average a calculated value like newhighest

  

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  01/29/2020 at 10:29 PM #118227
  nonetheless

  Check this out – by splitting into 2 strategies for long and short then re-optimizing each individually gives an extra 60% gain with combined win rate of 97% (4 losses out of 122).

  More trades, more wins, lower drawdown, better best trade, better average gain, better gain/loss.

  Left hand image is the combined strategy, based on Paul’s EURCAD-DhighDlow-v1p  position size =1

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  ArnoldB, Paul, Francesco, BobFlynn, GraHal

  

  nonetheless

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  01/29/2020 at 11:37 PM #118233
  BobFlynn

  nonetheless wrote:

  Check this out – by splitting into 2 strategies for long and short then re-optimizing each individually gives an extra 60% gain with combined win rate of 97% (4 losses out of 122).

  More trades, more wins, lower drawdown, better best trade, better average gain, better gain/loss.

  Left hand image is the combined strategy, based on Paul’s EURCAD-DhighDlow-v1p position size =1

  This looks awesome !! Thank you

  

  BobFlynn

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