Discussing Matriciel EURUSD Dhigh Dlow

BobFlynn · Thu, 05 Dec 2019 11:38:10 +0000

Hello community, I open this topic to discuss and improve together Matriciel’s EURUSD HighLow strategy : https://www.prorealcode.com/prorealtime-trading-strategies/eurusd-15-minutes-timeframe-dhigh-dlow-strategy/ I think it has a great potential, and apparently we are struggling to communicate updates to each other through the comments.

This topic has 118 replies, 33 voices, and was last updated 3 years ago by nonetheless.

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05/04/2020 at 7:34 PM #129912

swedshare

You have to calculate it yourself but it’s very easy. You simply drag-n-drop the tab “Closed positions list” from the backtest report into an empty Excel sheet. Then summarize the MFE and MAE columns and divide.

Here is a short video tutorial of how to “export” data: https://www.youtube.com/watch?v=W35tjsD4PrM&feature=youtu.be&t=413

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kj1988

swedshare

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05/05/2020 at 3:45 PM #130064

Alfred

Hi, seems many variables in there.

May I know which lines will be more important?

Thanks.

Alfred

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05/20/2020 at 10:15 PM #132486

Franro

EUR/CAD bot has been going well but idk if I will keep running it cause of no sl.

Franro

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08/08/2020 at 9:57 PM #141174

pat95162

~~Bonjour~~

~~J’ai des énormes pertes~~
~~Quelle est la procédure à suivre la faire fonctionner ?~~
~~je suis ssur l’EURUSD 15 min , UTC +02:00 (paris)~~
~~Beaucoup de posisitions gagnantes et puis des énormes pertes.~~
~~Aussi bien avec le code posté précédent que le code original. et CloturePartielle + 0 ou 1~~

Hello

I have huge losses
What is the procedure to make it work?
I am on EURUSD 15 min, UTC +02: 00 (paris)
Lots of winning positions and then huge losses.
Both with the previous posted code and the original code. and Partial Closure + 0 or 1

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09/13/2020 at 9:37 PM #144156

Demon

I don’t understand, on more screenshoot of “Detailed report”; the sum of losses are under max drawdawn?????

Demon

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09/14/2020 at 1:06 PM #144218

Vonasi

pat95162 – English language only in the English language forums. Please respect the forum rules with any future posts.

Vonasi

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09/28/2020 at 4:41 PM #145729

Demon

To understand as this stratégy worsk, I have create an indicator on grapf and an indicator for the inside.

Indicator on graph:

once select=1 // optimized for period1,2,3
once tds =1 // added on optimized results

if select=1 then // TF 15 MIN
tr1=45
tr2=25
period1=78
period2=12
period3=4
elsif select=2 then // TF 15 MIN
tr1=45
tr2=20
period1=84
period2=6
period3=8
endif

// trend detection
if tds=0 then
trendup=1
trenddown=1
else
if tds=1 then
trendup=Average[tr1](close)//>Average[tr1](close)[1])
trenddown=Average[tr2](close)//<Average[tr2](close)[1])
else
if tds=2 then
endif
endif
endif

mm = average[period1,3](totalprice)

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)

return trendup As "Trendup", trenddown AS "Trenddown", mm AS "mm", avghl as "Avgh1", c1 as "C1", c2 AS "C2"

once select=1 // optimized for period1,2,3

once tds =1 // added on optimized results

if select=1 then // TF 15 MIN

tr1=45

tr2=25

period1=78

period2=12

period3=4

elsif select=2 then // TF 15 MIN

tr1=45

tr2=20

period1=84

period2=6

period3=8

endif

// trend detection

if tds=0 then

trendup=1

trenddown=1

else

if tds=1 then

trendup=Average[tr1](close)//>Average[tr1](close)[1])

trenddown=Average[tr2](close)//<Average[tr2](close)[1])

else

if tds=2 then

endif

mm = average[period1,3](totalprice)

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)

return trendup As "Trendup", trenddown AS "Trenddown", mm AS "mm", avghl as "Avgh1", c1 as "C1", c2 AS "C2"

Indicator for inside:

myTrendup, myTrenddown, mymm, myAvgh1, myC1, myC2 = CALL "Dhigh/Dlow"
HA = 0
If mymm > myc1 and close crosses over myAvgh1 and mytrendup > mytrendup[1] then
HA = +1
endif

If mymm < myc2 and close crosses under myAvgh1 and mytrenddown < mytrenddown[1] then
HA = -1
endif

Return HA

myTrendup, myTrenddown, mymm, myAvgh1, myC1, myC2 = CALL "Dhigh/Dlow"

HA = 0

If mymm > myc1 and close crosses over myAvgh1 and mytrendup > mytrendup[1] then

HA = +1

endif

If mymm < myc2 and close crosses under myAvgh1 and mytrenddown < mytrenddown[1] then

HA = -1

endif

Return HA

PRT make false signal????? Cf view

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GraHal

Demon

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09/28/2020 at 6:57 PM #145756

robertogozzi

@Demon

Always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read.

Thank you 🙂

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09/29/2020 at 8:23 AM #145807

Demon

Sorry.

I’ll be the next time I write.

Have a nice day

Demon

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10/09/2020 at 6:01 PM #146915

redfoxspacewolf

Hi all,

I had some success in DAX under backtest environment.

As below

DEFPARAM CumulateOrders = False
DEFPARAM PRELOADBARS = 10000

daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

Schedule = time >= 000000 and time <= 220000

Positionsize = 6.25

TREND = Average[8,8](totalprice)

Newhighest=max(DHigh(0), DHigh(1))
Newlowest=min(DLow(0), DLow(1))

Middle = (Newhighest+Newlowest)/2
Overbought = average[45,5]((Newhighest+Middle)/2)
Oversold = average[45,5]((Newlowest+Middle)/2)

CA = (TREND > Overbought) and (close crosses over Middle)
CV = (TREND < Oversold) and (close crosses under Middle)

// Long Entries
IF Schedule AND CA AND not daysForbiddenEntry AND NOT SHORTONMARKET THEN
BUY Positionsize CONTRACTS AT MARKET
ENDIF

IF LONGONMARKET THEN
SELL AT TRADEPRICE +50*pointsize LIMIT
ENDIF

// Short Entries
IF Schedule AND CV AND not daysForbiddenEntry AND NOT LONGONMARKET THEN
SELLSHORT Positionsize CONTRACTS AT MARKET
ENDIF


IF SHORTONMARKET THEN
EXITSHORT AT TRADEPRICE - 50*pointsize LIMIT
ENDIF



//SET TARGET pPROFIT 46
SET STOP pLOSS 100

DEFPARAM CumulateOrders = False

DEFPARAM PRELOADBARS = 10000

daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

Schedule = time >= 000000 and time <= 220000

Positionsize = 6.25

TREND = Average[8,8](totalprice)

Newhighest=max(DHigh(0), DHigh(1))

Newlowest=min(DLow(0), DLow(1))

Middle = (Newhighest+Newlowest)/2

Overbought = average[45,5]((Newhighest+Middle)/2)

Oversold = average[45,5]((Newlowest+Middle)/2)

CA = (TREND > Overbought) and (close crosses over Middle)

CV = (TREND < Oversold) and (close crosses under Middle)

// Long Entries

IF Schedule AND CA AND not daysForbiddenEntry AND NOT SHORTONMARKET THEN

BUY Positionsize CONTRACTS AT MARKET

ENDIF

IF LONGONMARKET THEN

SELL AT TRADEPRICE +50*pointsize LIMIT

ENDIF

// Short Entries

IF Schedule AND CV AND not daysForbiddenEntry AND NOT LONGONMARKET THEN

SELLSHORT Positionsize CONTRACTS AT MARKET

ENDIF

IF SHORTONMARKET THEN

EXITSHORT AT TRADEPRICE - 50*pointsize LIMIT

ENDIF

//SET TARGET pPROFIT 46

SET STOP pLOSS 100

redfoxspacewolf

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10/09/2020 at 8:31 PM #146927

Roger

Very bad results on 200k candles, do not go live with it, see picture attached

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swedshare

Roger

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10/20/2020 at 9:39 AM #147859

LaurentBZH35

swedshare wrote:

Great improvement @kj1988

I also did some tweaking with your file to boost the result (100k period), see attached. It was missing a profit target which I find necesary even with a trail. Also added some MoneyM and RiskM. The problem is still the big drawdown on almost every trade. The MFE/MAE ratio is a dreadful 0.99. If we can find better entry signals we might have something.

Hello guy and thank for your share. As you, i observe that you some time have big loss in 1 trade. But i also see in details report that when you win in Long or Short, it’s in less than 150 candles and when you loose, it’s in 700 to 800 candles. Maybe you can add in your code something who close your trade after 150 or 200 candles. It certainly would limit the lost trades

LaurentBZH35

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02/04/2021 at 1:29 PM #160342

supermyguel

Hi! News about big losses? Trading system is very very good (over 94% winning) but the 6% remaining is a disaster for the equity

supermyguel

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02/12/2021 at 8:51 PM #161240

nonetheless

Here’s another version of this with a few changes to try to curb the losses. There aren’t very many, but when it loses, it loses big time.

I’ve raised the SL to 2%, which can mean dealing with some big red numbers while waiting for it to turn around, something to be aware of.

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swedshare

nonetheless

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