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Estrategia por mejorar en Tf 5 minutos , testedo en indice aleman
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// Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada // El sistema anulará todas las órdenes pendientes y cerrará todas las posiciones a las 0:00. No se permitirá ninguna nueva orden ni posición después de la hora "FLATBEFORE". DEFPARAM FLATBEFORE = 080000 // Anular todas las órdenes pendientes y cerrar todas las posiciones a la hora "FLATAFTER" DEFPARAM FLATAFTER = 220000 // Impide al sistema operar en días precisos de la semana daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Condiciones para entrada de posiciones largas indicator1 = CCI[29] c1 = (indicator1 > 0) indicator2 = DPO[15](close) c2 = (indicator2 < 0) IF (c1 AND c2) AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas indicator3 = CCI[29] c3 = (indicator3 CROSSES OVER 100) IF c3 THEN SELL AT MARKET ENDIF // Condiciones de entrada de posiciones cortas indicator4 = CCI[29] c4 = (indicator4 < 0) indicator5 = DPO[15](close) c5 = (indicator5 > 0) IF (c4 AND c5) AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones cortas indicator6 = CCI[29] c6 = (indicator6 CROSSES UNDER 180) IF c6 THEN EXITSHORT AT MARKET ENDIF // Stops y objetivos SET STOP pLOSS 20 SET TARGET pPROFIT 20Hi,
I let your strategy running on demo today on several instruments from 8:00 to 16:40.
I then backtest them all for the day of day to double check the results.
It is not at all the same…
DPO might be part of the repaint indicators I suppose…
// Definición de los parámetros del código DEFPARAM CumulateOrders = false DEFPARAM FLATBEFORE = 080000 DEFPARAM FLATAFTER = 220000 // Impide al sistema operar en días precisos de la semana daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 x = 4 IF BarIndex - TradeIndex = x Then Sell at Market endif IF BarIndex - TradeIndex = x Then exitshort at Market endif // Condiciones para entrada de posiciones largas indicator1 = CCI[30]//30 c1 = (indicator1 > 0) indicator2 = DPO[15](close)//15 c2 = (indicator2 < 0) IF (c1 AND c2) AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas indicator3 = CCI[30]//30 c3 = (indicator3 CROSSES OVER 100)//100 IF c3 THEN SELL AT MARKET ENDIF // Condiciones de entrada de posiciones cortas indicator4 = CCI[30]//30 c4 = (indicator4 < 0) indicator5 = DPO[15](close)//15 c5 = (indicator5 > 0) IF (c4 AND c5) AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones cortas indicator6 = CCI[30]//30 c6 = (indicator6 CROSSES UNDER 150)//180 IF c6 THEN EXITSHORT AT MARKET ENDIF // Stops y objetivos SET STOP %LOSS 0.2 SET TARGET %PROFIT 0.2
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Topic Details
| Forum: | ProOrder: Trading Automático y Backtesting |
| Language: | Spanish |
| Started: | 05/19/2018 |
| Status: | Active |
| Attachments: | 3 files |
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