DOW 15min Standard Deviation and Stochastic Strategy
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- This topic has 5 replies, 3 voices, and was last updated 1 year ago by JS.
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06/18/2022 at 12:10 PM #195511
Hi, want to share a Simple Strategy. With a very simple Buy- and Exitcondition. Its just a Long strategy on a 15min timeframe (Tickbased, Spread:1). It also works with other settings on a 1h timeframe. I come to this Strtegy by playing around with a Web based Expertadvisor-Generator for MT4/5, and many tests. If someone had an idea to make it a little bit better, it wud be very nice. 🙂
06/18/2022 at 2:17 PM #19551706/18/2022 at 4:55 PM #195524One of the big pitfalls with any system is of course the over-optimization of the parameters used. I did a small test and had two of your parameters (Std and Average) optimized.
See the 3D charts with profit, number of trades and percentages winning respectively.
The number of trades and the percentage of winning trades is a nice flat curve, the curve of the profit, on the other hand, is much rockier which means that the profit is strongly dependent on your settings.
06/19/2022 at 7:01 PM #195574” … on the other hand, is much rockier which means that the profit is strongly dependent on your settings. …” @JS That is interesting. I didn’t know that, I would have thought that the Market had simply become much more volatile since corona.
What values did you use to optimize (Sandart dev., Average)?
06/19/2022 at 7:08 PM #195575Here it the code with MM. The Code Without MM is the same but just with “buy 1 Contract at Market”.
DOW_Standartabw_15min_v312345678910111213141516171819202122232425262728293031323334353637383940414243444546474849// Festlegen der Code-ParameterDEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert// Verhindert das Trading an bestimmten WochentagendaysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0// Verhindert das Platzieren von neuen Ordern zum Markteintritt oder Vergrößern von Positionen vor einer bestimmten UhrzeitnoEntryBeforeTime = 090000timeEnterBefore = time >= noEntryBeforeTime// Verhindert das Platzieren von neuen Ordern zum Markteintritt oder Vergrößern von Positionen nach einer bestimmten UhrzeitnoEntryAfterTime = 220000timeEnterAfter = time < noEntryAfterTime// Bedingungen zum Einstieg in Long-Positionenc1 = (open < close)indicator4 = Average[217](close) //200c4 = close > indicator4IF c1 AND c4 AND (abs(close-open[5]) > 55*pointsize) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THENBUY PositionSize CONTRACT AT MARKETENDIF// Bedingungen zum Ausstieg von Long-Positionenindicator1 = Stochastic[9,4](close)indicator2 = Average[7](Stochastic[9,4](high))c2 = (indicator1 > indicator2)indicator3 = STD[45](close)c3 = (indicator3 < indicator3[1]) //3IF c2 AND c3 THENSELL AT MARKETENDIF// Stops und TargetsSET STOP pLOSS StopLoss //106SET TARGET pPROFIT 319REM Money ManagementCapital = 10000Risk = 0.01StopLoss = 102REM Calculate contractsequity = Capital + StrategyProfitmaxrisk = round(equity*Risk)PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize)06/20/2022 at 8:31 PM #195680Hi @imokdesign
First, thank you for sharing your system.
Above, I just took two parameters to vary.
Everyone is looking for a robust system, a system that can withstand changes in the market. When there are many parameters in your system, the chance of a robust system becomes smaller and smaller, and the system will only work in a market that is equal to the market in which the parameters are optimized…
I have tried some other time frames, but it remains difficult with so many parameters.
Maybe there are other ideas?
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