EMA Deep USD/JPY 1H

Forums › ProRealTime English forum › ProOrder support › EMA Deep USD/JPY 1H

Viewing 14 posts - 1 through 14 (of 14 total)
  • 08/06/2017 at 5:36 PM #42545
    M. Pettersson

    //————————————————————————-

    // Morgan Pettersson 2017-08-06

    //————————————————————————-

    defparam preloadbars = 300
    DEFPARAM CumulateOrders = true // Cumulating positions activated

    mdays = 26
    myStoploss = 30
    myProfit = 48
    myLots = 1

    EMA20=ExponentialAverage[20](close)
    EMA50=ExponentialAverage[50](close)
    EMA200=ExponentialAverage[200](close)

    //UpTrend
    c1 = summation[mdays](ema20>ema50)=mdays
    c2 = summation[mdays](ema50>ema200)=mdays
    UpTrend = c1 and c2

    //Bullish Dip PinBar ema20
    c3 = low < ema20 and close > ema20
    c4 = close > open
    c5 = abs(open-close)/abs(open-low) <= 0.5
    BullishDipCondition = c3 and c4 and c5

    //*************************************
    //Conditions to enter long positions
    //*************************************

    IF UpTrend and BullishDipCondition THEN
    IF SHORTONMARKET THEN
    EXITSHORT AT MARKET
    ENDIF
    BUY myLots CONTRACT AT MARKET
    SET STOP pTRAILING myStopLoss
    SET TARGET pPROFIT myProfit
    ENDIF

    //DownTrend
    d1 = summation[mdays](ema20<ema50)=mdays
    d2 = summation[mdays](ema50<ema200)=mdays
    DownTrend = d1 and d2

    //Bearish dip
    d3 = high > ema20 and close < ema20
    d4 = close < open
    d5 = abs(close-open)/abs(high-open) <= 0.5
    BearishDipCondition = d3 and d4 and d5

    //*************************************
    //Conditions to enter short positions
    //**************************************
    IF DownTrend and (BearishDipCondition) THEN
    IF LONGONMARKET THEN
    SELL AT MARKET
    ENDIF
    SELLSHORT myLots CONTRACT AT MARKET
    SET STOP pTRAILING myStopLoss
    SET TARGET pPROFIT myProfit
    ENDIF

    08/06/2017 at 5:39 PM #42552
    Nicolas

    Hi, thanks for sharing your automated trading strategy on USD/JPY. Because your post do not has any explanation, I only tried to simulate the same period on my own platform. Unfortunately, I do not get the same results as yours. Could you please explain us a bit how it works, the timeframe used, spread and any other useful information you could share. Thanks gain for sharing your code with the community, much appreciated 🙂

    08/07/2017 at 2:26 PM #42677
    M. Pettersson

    Hello!

    Is it because i did not write enough explanation that it did not fit in the library?

    Should i do another post with more explanation or put my text here?

    /Morgan

    08/07/2017 at 6:24 PM #42701
    Nicolas

    I need to review the code and obtain the same results as you, because a lot of people will download it and try it, I want to be sure everything is ok. I also need some explanations of coursen thanks in advance 🙂

    08/07/2017 at 9:16 PM #42711
    M. Pettersson

    USA/JPY mini 1 Hour

    Trades from 1 jan 2017 08:00 to 4 aug 22:00.

    Spread IG 0.7.

    I define an uptrend if EMA20 >EMA>50EMA200

    downtrend EMA20<EMA50<EMA200

    If there is a pullback in an uptrend back to EMA20 and with a bullish pinbar I buy.

    And the precise opposite in an downtrend.

    I have had some problems with devisionwith zero that I dont really understand.

    Some small changes in this code:

     

     

    08/07/2017 at 10:52 PM #42718
    Despair

    Your strategy does great from november 2015 onward. Before it doesn’t work so well. Have you optimized over this period?

    08/07/2017 at 11:15 PM #42720
    M. Pettersson

    Yes that sounds about right. I only have a demo account at IG so i think thats all the data i got.

     

    08/08/2017 at 9:04 AM #42731
    Despair

    Which parameters did you optimize?

    08/08/2017 at 9:45 AM #42736
    M. Pettersson

    None. The trend check is some standard values for ema that i use when i manuelly trade.

    I developed the strategy and then tested it on different intrument. It worked best on USA/JPY and its my favourite for manuell trading so i used it.

    I have changed the size of the pinbar to 0.2 from 0.5. The var varible. But I’m not sure if it’s for the better or not 🙂

    /Morgan

    08/08/2017 at 10:22 AM #42740
    Despair

    I see. Like I said, the last 18 months or so it worked great but before it didn’t. I will have a closer look at it when I have time. Thanks for sharing.

    08/09/2017 at 9:45 AM #42790
    M. Pettersson

    Yesterday i got division by zero again. I dont know why?

    08/09/2017 at 9:10 PM #42835
    JC_Bywan

    Hi, having a quick read at your code, you have c5 and d5 with respectively open-low and high-open at denominator. So just a guess with good probability: your division by zero message probably matches candles for which open=low or open=high

    10/29/2017 at 3:32 PM #50824
    M. Pettersson

    What more can I do to avoid division with zero?

    This coding language is really limited. No error handeling ..

    c = abs(close-open)
    d = abs(high-open)

    if d > 0 then
    b = (c/d) <= 0.5
    endif

    10/29/2017 at 6:23 PM #50832
    Nicolas

    ” Graph d” to view your variable in the backtest window.

  • Author
    Posts
Viewing 14 posts - 1 through 14 (of 14 total)

Find exclusive trading pro-tools on ProRealCode Marketplace

Similar topics:
10ema/30ema crossover on weekly charts?
end of day” forex trading strategy for usd/jpy
entre 20h30 et 21h00, acheter 1 contrat au marché
classic macd 200ema strategy
ecart en % entre ema et prix
ema close to lows and highs
ema cross arrows indi or script
ema for heng seng index in demo does not work
ema in correct sequence
ema logic screener errors

Create your free account now and post your request to benefit from the help of the community
Register or Login