can´t believe backtest
works only on Dax 1 Euro
Spread 2 Euro, test from 01.01.2013
result ~ 350%
maybe comes little help too
//-------------------------------------------------------------------------
// Hauptcode : EA Head PF flat friday 210000
//-------------------------------------------------------------------------
//-----------------------------------------------------------------------------------------------------------------------
//-----------------------------------------------------------------------------------------------------------------------
// EA Head V.1
// EA Head H4 live PF
// created by JohnScher with help by ProRealCode
// Simple EMA-Strategy, timebased, mixed with some filters and a turbo by pathfinder-systems
// Dax 1 Euro Mini, 2 Points Spread, backtested 01.01.2013 to 29.07.2017 with positiv results
//-----------------------------------------------------------------------------------------------------------------------
//-----------------------------------------------------------------------------------------------------------------------
// defparam flatafter = 210000 is possibel, if used: winnings are smaller, risks are smaller
// Start Pathfinder-System
// Pathfinder-System not coded by me, code found at ProRealCode
// with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade)
ONCE January1 = 3 //0 risk(3)
ONCE January2 = 0 //3 ok
ONCE February1 = 3 //3 ok
ONCE February2 = 3 //0 risk(3)
ONCE March1 = 3 //0 risk(3)
ONCE March2 = 2 //3 ok
ONCE April1 = 3 //3 ok
ONCE April2 = 3 //3 ok
ONCE May1 = 1 //0 risk(1)
ONCE May2 = 1 //0 risk(1)
ONCE June1 = 1 //1 ok 2
ONCE June2 = 2 //3 ok
ONCE July1 = 3 //1 chance
ONCE July2 = 2 //3 ok
ONCE August1 = 2 //1 chance 1
ONCE August2 = 3 //3 ok
ONCE September1 = 3 //0 risk(3)
ONCE September2 = 0 //0 ok
ONCE October1 = 3 //0 risk(3)
ONCE October2 = 2 //3 ok
ONCE November1 = 1 //1 ok
ONCE November2 = 3 //3 ok
ONCE December1 = 3 // 1 chance
ONCE December2 = 2 //3 ok
// set saisonal multiplier
currentDayOfTheMonth = Day
midOfMonth = 15
IF CurrentMonth = 1 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = January1
ELSE
saisonalPatternMultiplier = January2
ENDIF
ELSIF CurrentMonth = 2 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = February1
ELSE
saisonalPatternMultiplier = February2
ENDIF
ELSIF CurrentMonth = 3 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = March1
ELSE
saisonalPatternMultiplier = March2
ENDIF
ELSIF CurrentMonth = 4 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = April1
ELSE
saisonalPatternMultiplier = April2
ENDIF
ELSIF CurrentMonth = 5 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = May1
ELSE
saisonalPatternMultiplier = May2
ENDIF
ELSIF CurrentMonth = 6 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = June1
ELSE
saisonalPatternMultiplier = June2
ENDIF
ELSIF CurrentMonth = 7 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = July1
ELSE
saisonalPatternMultiplier = July2
ENDIF
ELSIF CurrentMonth = 8 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = August1
ELSE
saisonalPatternMultiplier = August2
ENDIF
ELSIF CurrentMonth = 9 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = September1
ELSE
saisonalPatternMultiplier = September2
ENDIF
ELSIF CurrentMonth = 10 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = October1
ELSE
saisonalPatternMultiplier = October2
ENDIF
ELSIF CurrentMonth = 11 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = November1
ELSE
saisonalPatternMultiplier = November2
ENDIF
ELSIF CurrentMonth = 12 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = December1
ELSE
saisonalPatternMultiplier = December2
ENDIF
Endif
// in original Pathfinder-Systems was used to find out correkt positionsize see following
// period = 14
// atr = AverageTrueRange[period]
// position = round(100/atr/2.1666)
// here i used
position = 1
// End Pathfinder-System
//-----------------------------------------------------------------------------------------------------------------------
//-----------------------------------------------------------------------------------------------------------------------
// Code Indicator NR7
// just info to integrated on your workstation
//-----------------------------------------------------------------------------------------------------------------------
// C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7]
// RETURN C1
//-----------------------------------------------------------------------------------------------------------------------
// End Code Indicator Nr7
//-----------------------------------------------------------------------------------------------------------------------
//-----------------------------------------------------------------------------------------------------------------------
//-----------------------------------------------------------------------------------------------------------------------
// Start Maincode
// Maincode : EA Head H4 Live PF
//-----------------------------------------------------------------------------------------------------------------------
// Filter
// not proofed for example : williams, atr, ....
// maybe the filters are not in the best settings, but it works in this way
//-------------------------------------------------------------------------
// Code Indicator : nr7
//C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7]
//RETURN C1
//-------------------------------------------------------------------------
cx = CALL "NR7"
cx1 = cci[11]<80
cx2 = cci[21]>-90
cx3 = Momentum[6](close)>0
cx4 = ADX[11] >15
// cx5 = MoneyFlow[11](close)<0 (not used, maybe for optimizing
cx6 = TR(close) >25
cx7 = PVT(close)<1
cx8 = EaseOfMovement[14]<95
cx9 = SmoothedStochastic[14,3](close)<95
cx10 = PriceOscillator[5,25](close)<0.5
cx11 = LinearRegressionSlope[10](close)>-14
cx12 = AccumDistr(close)>-0.1
cx13 = Chandle [21](close)>-51
cx14 = STD[6](close)<99
//not used for example williams, rsi and so one to get out the tops on losses
// end filter
// timebase
TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
TradingTimeShort = time = 090000 or time = 130000 or time = 170000
TradingtimeLong = time = 090000 or time = 130000 or time = 170000
// end timebase
// EMA Strategy with integrated Pathfinder-System, Filter and Timebase
// Short-Trade
IF TradingDayShort and TradingTimeShort Then
If not cx Then
If cx1 and cx4 and cx7 and cx8 and cx9 and cx10 and cx12 and cx14 Then
If ExponentialAverage [1] (close) < ExponentialAverage [2] (close) Then
sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET
Endif
Endif
Endif
ENDIF
// better to set (needed) : exitshort at end of regular weekly trading-hours
IF dayofweek = 5 and time = 210000 Then
ExitShort at market
ENDIF
// Long-Trade
IF TradingDayLong and TradingTimeLong Then
If cx2 and cx3 and cx6 and cx11 and cx13 Then
If ExponentialAverage [1] (close) > ExponentialAverage [8] (close) THEN
buy position*saisonalPatternMultiplier CONTRACT AT MARKET
Endif
Endif
ENDIF
// better to set (needed) : sell at end of regular weekly trading-hours
IF dayofweek = 5 and time = 210000 Then
sell at market
ENDIF
// can be optimezed
// if i test only long trades i find long: SL 0.75% and TP 1.5% more effectiv
// in test only short trades i find Short: SL 1.0% and TP 2.4% more effektiv
Set Stop %Loss 1
Set Target %Profit 2
// End EMA-Strategy, End Main-Code
//-----------------------------------------------------------------------------------------------------------------------
//not integrated any strategyprofit-maximize-strategy like re-invest-strategies, maybe some help to integrate this ?
//-----------------------------------------------------------------------------------------------------------------------
//-----------------------------------------------------------------------------------------------------------------------
//-----------------------------------------------------------------------------------------------------------------------
// kind regards JohnScher
DEar JHON
I think is necessary to have the NR7 detail code , isnt’it ?
Please enclosed the backtest screenshot if you want
Regards
@JR1976
I think you can add the NR7 code like this (replace the line 168 with this one):
cx = Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7]
I did not test this strategy myself, but it seems over optimized, John didn’t explained us how he found all these variables values and indicators periods.
can we see a screenshot of the statistics of the backtest?
Thanks
Francesco
my problem is: can i believe the backtest… ?
results are good, but too good
code little bit more fine
see on yourself
so my question, can you controll the result on backtest?
timeframe 4h, start 01.01.2013 until today, Dax 1 Euro mini, spread = 2, no brokerage few
do i right put the screenshots?
can’t print the details as screenshot, find no “safe as” button .. how it works?
//-------------------------------------------------------------------------
// Hauptcode : EA Head V1.2
// created by JohnScher, coded with help from ProRealTime
//-------------------------------------------------------------------------
// Start Pathfinder-System
// with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade)
defparam flatafter = 210000
ONCE January1 = 3 //0 risk(3)
ONCE January2 = 0 //3 ok
ONCE February1 = 3 //3 ok
ONCE February2 = 3 //0 risk(3)
ONCE March1 = 3 //0 risk(3)
ONCE March2 = 2 //3 ok
ONCE April1 = 3 //3 ok
ONCE April2 = 3 //3 ok
ONCE May1 = 1 //0 risk(1)
ONCE May2 = 1 //0 risk(1)
ONCE June1 = 1 //1 ok 2
ONCE June2 = 2 //3 ok
ONCE July1 = 3 //1 chance
ONCE July2 = 2 //3 ok
ONCE August1 = 2 //1 chance 1
ONCE August2 = 3 //3 ok
ONCE September1 = 3 //0 risk(3)
ONCE September2 = 0 //0 ok
ONCE October1 = 3 //0 risk(3)
ONCE October2 = 2 //3 ok
ONCE November1 = 1 //1 ok
ONCE November2 = 3 //3 ok
ONCE December1 = 3 // 1 chance
ONCE December2 = 2 //3 ok
// set saisonal multiplier
currentDayOfTheMonth = Day
midOfMonth = 15
IF CurrentMonth = 1 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = January1
ELSE
saisonalPatternMultiplier = January2
ENDIF
ELSIF CurrentMonth = 2 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = February1
ELSE
saisonalPatternMultiplier = February2
ENDIF
ELSIF CurrentMonth = 3 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = March1
ELSE
saisonalPatternMultiplier = March2
ENDIF
ELSIF CurrentMonth = 4 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = April1
ELSE
saisonalPatternMultiplier = April2
ENDIF
ELSIF CurrentMonth = 5 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = May1
ELSE
saisonalPatternMultiplier = May2
ENDIF
ELSIF CurrentMonth = 6 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = June1
ELSE
saisonalPatternMultiplier = June2
ENDIF
ELSIF CurrentMonth = 7 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = July1
ELSE
saisonalPatternMultiplier = July2
ENDIF
ELSIF CurrentMonth = 8 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = August1
ELSE
saisonalPatternMultiplier = August2
ENDIF
ELSIF CurrentMonth = 9 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = September1
ELSE
saisonalPatternMultiplier = September2
ENDIF
ELSIF CurrentMonth = 10 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = October1
ELSE
saisonalPatternMultiplier = October2
ENDIF
ELSIF CurrentMonth = 11 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = November1
ELSE
saisonalPatternMultiplier = November2
ENDIF
ELSIF CurrentMonth = 12 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = December1
ELSE
saisonalPatternMultiplier = December2
ENDIF
Endif
position = 2
// End Pathfinder-System
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Code Indicator NR7
// C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7]
// RETURN C1
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Start maincode
//-------------------------------------------------------------------------
// maincode : H4 Live
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
cx1 = cci[11]<90
cx2 = cci[21]>-90
cx3 = Momentum[12](close)>0
cx4 = ADX[11] >14
// cx5 = MoneyFlow[11](close)<0
cx6 = TR(close) >14
//cx7 = PVT(close)<1
cx8 = EaseOfMovement[14]<70
cx9 = SmoothedStochastic[21,3](close)<90
cx10 = PriceOscillator[5,25](close)<0.5
cx11 = LinearRegressionSlope[12](close)>-14
cx12 = AccumDistr(close)>-0.1
cx13 = Chandle [21](close)>-21
cx14 = STD[6](close)<99
cx15 = Chandle [6] (close)<49
cx16 = RSI[6](close)<51
cx17 = RSI[6](close)>49
TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
TradingTimeShort = time = 090000 or time = 130000 or time = 170000
TradingtimeLong = time = 090000 or Time = 130000 or time = 170000
IF TradingDayShort and TradingTimeShort Then
IF cx1 and cx4 and cx8 and cx9 and cx10 and cx12 and cx14 and cx15 and cx16 Then
IF ExponentialAverage [1] (close) < ExponentialAverage [8] (close) THEN
sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET
ENDIF
Endif
Endif
IF TradingDayLong and TradingTimeLong Then
IF cx2 and cx3 and cx6 and cx11 and cx13 and cx17 Then
IF ExponentialAverage [1] (close) > ExponentialAverage [6] (close) THEN
buy position*saisonalPatternMultiplier CONTRACT AT MARKET
ENDIF
Endif
Endif
Set Stop %Loss 3
Set Target %profit 3
// to be optimize
// kind JohnScher
nr7 isn´t integrated, is remnant from former code
target is : find filters to get out the main losses… want anyone help?
try this too as backtest
Short Trades in a rising market
//-------------------------------------------------------------------------
// Hauptcode : H4 live cxxxx last PF flat2100
//-------------------------------------------------------------------------
// Start Pathfinder-System
// with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade)
defparam flatafter = 210000
ONCE January1 = 3 //0 risk(3)
ONCE January2 = 1 //3 ok
ONCE February1 = 3 //3 ok
ONCE February2 = 3 //0 risk(3)
ONCE March1 = 3 //0 risk(3)
ONCE March2 = 2 //3 ok
ONCE April1 = 3 //3 ok
ONCE April2 = 3 //3 ok
ONCE May1 = 1 //0 risk(1)
ONCE May2 = 1 //0 risk(1)
ONCE June1 = 1 //1 ok 2
ONCE June2 = 2 //3 ok
ONCE July1 = 3 //1 chance
ONCE July2 = 2 //3 ok
ONCE August1 = 2 //1 chance 1
ONCE August2 = 3 //3 ok
ONCE September1 = 3 //0 risk(3)
ONCE September2 = 1 //0 ok
ONCE October1 = 3 //0 risk(3)
ONCE October2 = 2 //3 ok
ONCE November1 = 1 //1 ok
ONCE November2 = 3 //3 ok
ONCE December1 = 3 // 1 chance
ONCE December2 = 2 //3 ok
// set saisonal multiplier
currentDayOfTheMonth = Day
midOfMonth = 15
IF CurrentMonth = 1 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = January1
ELSE
saisonalPatternMultiplier = January2
ENDIF
ELSIF CurrentMonth = 2 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = February1
ELSE
saisonalPatternMultiplier = February2
ENDIF
ELSIF CurrentMonth = 3 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = March1
ELSE
saisonalPatternMultiplier = March2
ENDIF
ELSIF CurrentMonth = 4 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = April1
ELSE
saisonalPatternMultiplier = April2
ENDIF
ELSIF CurrentMonth = 5 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = May1
ELSE
saisonalPatternMultiplier = May2
ENDIF
ELSIF CurrentMonth = 6 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = June1
ELSE
saisonalPatternMultiplier = June2
ENDIF
ELSIF CurrentMonth = 7 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = July1
ELSE
saisonalPatternMultiplier = July2
ENDIF
ELSIF CurrentMonth = 8 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = August1
ELSE
saisonalPatternMultiplier = August2
ENDIF
ELSIF CurrentMonth = 9 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = September1
ELSE
saisonalPatternMultiplier = September2
ENDIF
ELSIF CurrentMonth = 10 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = October1
ELSE
saisonalPatternMultiplier = October2
ENDIF
ELSIF CurrentMonth = 11 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = November1
ELSE
saisonalPatternMultiplier = November2
ENDIF
ELSIF CurrentMonth = 12 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = December1
ELSE
saisonalPatternMultiplier = December2
ENDIF
Endif
position = 2
// End Pathfinder-System
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Start Code Indicator NR7
//-------------------------------------------------------------------------
// C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7]
// RETURN C1
//-------------------------------------------------------------------------
// End Code IndicatorNr7
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Start Hauptcode
//-------------------------------------------------------------------------
// Hauptcode : H4 Live
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
cx1 = cci[11]<90
//cx2 = cci[21]>-90
//cx3 = Momentum[12](close)>0
cx4 = ADX[11] >14
//cx5 = MoneyFlow[14](close)>0
//cx6 = TR(close) >14
//cx7 = PVT(close)<1
cx8 = EaseOfMovement[14]<70
cx9 = SmoothedStochastic[21,3](close)<90
cx10 = PriceOscillator[5,25](close)<0.5
//cx11 = LinearRegressionSlope[12](close)>-14
cx12 = AccumDistr(close)>-0.1
//cx13 = Chandle [21](close)>-21
cx14 = STD[6](close)<99
cx15 = Chandle [14] (close)<49
cx16 = RSI[6](close)<51
//cx17 = RSI[6](close)>49
cx18 = Chandle[12](close)>-21
cx19 = Williams[14](close)<-29
cx20 = Repulse[6](close)<-0.22
cx21 = MassIndex[12]>10
TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
//TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
TradingTimeShort = time = 090000 or time = 130000 or time = 170000
//TradingtimeLong = time = 090000 or Time = 130000 or time = 170000
IF TradingDayShort and TradingTimeShort Then
IF cx1 and cx4 and cx8 and cx9 and cx10 and cx12 and cx14 and cx15 and cx16 and cx18 and cx19 and cx20 and cx21 Then
IF ExponentialAverage [1] (close) < ExponentialAverage [4] (close) THEN
sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET
ENDIF
Endif
Endif
IF ShortonMarket Then
Set Stop %Loss 3
Set Target %Profit 3
Endif
//IF TradingDayLong and TradingTimeLong Then
//IF cx2 and cx3 and cx5 and cx6 and cx11 and cx13 and cx15 and cx17 Then
//IF ExponentialAverage [1] (close) > ExponentialAverage [8] (close) THEN
//buy position*saisonalPatternMultiplier CONTRACT AT MARKET
//ENDIF
//Endif
//Endif
//IF Longonmarket then
//Set Stop %Loss 1
//Set Target %profit 1
//Endif
Thank you John, I received also your post in the library pending review list. I may be wrong, but I think you have optimized many variables (indicators’periods and levels), am I right? In this case, did you test also the best values in OOS (Out Of Sample) periods? Now that is available, you can use Walk Forward optimiser which help you find the good edge between over optimized strategy and robust one.
The fact is that the result of your backtest is, as you stated, “unbelievable”, because it is like you use the best suitable values for things you know already how they will happen.
Hello Nicolas.
So the Backtest give not a right result?
What ist OOS?
How does works walk forward? Do you have any Link or can you test the EA HEad only Short with walk forward?
The strategy seems quite overfitted on past price behaviour. I encourage you reading these articles:
In this first one, you’ll learn about In Sample and Out Of Sample testing methodology:
https://www.prorealcode.com/blog/avoid-equity-curve-fitting-with-probacktest-trading-strategy-optimisation/
This one is the extract of the proorder documentation about the new tool (walk forward analysis):
https://www.prorealcode.com/blog/learning/strategy-optimisation-walk-analysis/
Another post I made, as a FAQ for the Walk Forward tool (made of pieces from different discussions here and there on forums):
https://www.prorealcode.com/blog/learning/prorealtime-walk-analysis-tool/
Hello Nikolas.
Thanks so lot.
I have integrate EA Head and “Short on rising markets” in Demo-Account on PRT.
I ll give response, after 10 Trades run out. I ll give response about the match of the backtest results with the demo results too.
Dito EA Head.
So far so good.
best regards
First Trade: “Short on rising market”
at Demo-Account
Open 17:00:06 today at 12.202,08 6 CFD closed 21:00:04 at 12.158,1
Result +268.20
the code i use
copy paste
//-------------------------------------------------------------------------
// Hauptcode : Short in a rising market
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Hauptcode : H4 live cxxxx last PF flat2100
//-------------------------------------------------------------------------
// Start Pathfinder-System
// with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade)
defparam flatafter = 210000
ONCE January1 = 3 //0 risk(3)
ONCE January2 = 1 //3 ok
ONCE February1 = 3 //3 ok
ONCE February2 = 3 //0 risk(3)
ONCE March1 = 3 //0 risk(3)
ONCE March2 = 2 //3 ok
ONCE April1 = 3 //3 ok
ONCE April2 = 3 //3 ok
ONCE May1 = 1 //0 risk(1)
ONCE May2 = 1 //0 risk(1)
ONCE June1 = 1 //1 ok 2
ONCE June2 = 2 //3 ok
ONCE July1 = 3 //1 chance
ONCE July2 = 2 //3 ok
ONCE August1 = 2 //1 chance 1
ONCE August2 = 3 //3 ok
ONCE September1 = 3 //0 risk(3)
ONCE September2 = 1 //0 ok
ONCE October1 = 3 //0 risk(3)
ONCE October2 = 2 //3 ok
ONCE November1 = 1 //1 ok
ONCE November2 = 3 //3 ok
ONCE December1 = 3 // 1 chance
ONCE December2 = 2 //3 ok
// set saisonal multiplier
currentDayOfTheMonth = Day
midOfMonth = 15
IF CurrentMonth = 1 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = January1
ELSE
saisonalPatternMultiplier = January2
ENDIF
ELSIF CurrentMonth = 2 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = February1
ELSE
saisonalPatternMultiplier = February2
ENDIF
ELSIF CurrentMonth = 3 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = March1
ELSE
saisonalPatternMultiplier = March2
ENDIF
ELSIF CurrentMonth = 4 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = April1
ELSE
saisonalPatternMultiplier = April2
ENDIF
ELSIF CurrentMonth = 5 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = May1
ELSE
saisonalPatternMultiplier = May2
ENDIF
ELSIF CurrentMonth = 6 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = June1
ELSE
saisonalPatternMultiplier = June2
ENDIF
ELSIF CurrentMonth = 7 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = July1
ELSE
saisonalPatternMultiplier = July2
ENDIF
ELSIF CurrentMonth = 8 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = August1
ELSE
saisonalPatternMultiplier = August2
ENDIF
ELSIF CurrentMonth = 9 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = September1
ELSE
saisonalPatternMultiplier = September2
ENDIF
ELSIF CurrentMonth = 10 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = October1
ELSE
saisonalPatternMultiplier = October2
ENDIF
ELSIF CurrentMonth = 11 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = November1
ELSE
saisonalPatternMultiplier = November2
ENDIF
ELSIF CurrentMonth = 12 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = December1
ELSE
saisonalPatternMultiplier = December2
ENDIF
Endif
position = 2
// End Pathfinder-System
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Start Code Indicator NR7
//-------------------------------------------------------------------------
// C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7]
// RETURN C1
//-------------------------------------------------------------------------
// End Code IndicatorNr7
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Start Hauptcode
//-------------------------------------------------------------------------
// Hauptcode : H4 Live
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
cx1 = cci[11]<90
//cx2 = cci[21]>-90
//cx3 = Momentum[12](close)>0
cx4 = ADX[11] >14
//cx5 = MoneyFlow[14](close)>0
//cx6 = TR(close) >14
//cx7 = PVT(close)<1
cx8 = EaseOfMovement[14]<70
cx9 = SmoothedStochastic[21,3](close)<90
cx10 = PriceOscillator[5,25](close)<0.5
//cx11 = LinearRegressionSlope[12](close)>-14
cx12 = AccumDistr(close)>-0.1
//cx13 = Chandle [21](close)>-21
cx14 = STD[6](close)<99
cx15 = Chandle [14] (close)<49
cx16 = RSI[6](close)<51
//cx17 = RSI[6](close)>49
cx18 = Chandle[12](close)>-21
cx19 = Williams[14](close)<-29
cx20 = Repulse[6](close)<-0.22
cx21 = MassIndex[12]>10
TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
//TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
TradingTimeShort = time = 090000 or time = 130000 or time = 170000
//TradingtimeLong = time = 090000 or Time = 130000 or time = 170000
IF TradingDayShort and TradingTimeShort Then
IF cx1 and cx4 and cx8 and cx9 and cx10 and cx12 and cx14 and cx15 and cx16 and cx18 and cx19 and cx20 and cx21 Then
IF ExponentialAverage [1] (close) < ExponentialAverage [4] (close) THEN
sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET
ENDIF
Endif
Endif
IF ShortonMarket Then
Set Stop %Loss 3
Set Target %Profit 3
Endif
//IF TradingDayLong and TradingTimeLong Then
//IF cx2 and cx3 and cx5 and cx6 and cx11 and cx13 and cx15 and cx17 Then
//IF ExponentialAverage [1] (close) > ExponentialAverage [8] (close) THEN
//buy position*saisonalPatternMultiplier CONTRACT AT MARKET
//ENDIF
//Endif
//Endif
//IF Longonmarket then
//Set Stop %Loss 1
//Set Target %profit 1
//Endif
