Hello,

I create a code to trade EUR/USD 1h. The globals results look correct but there are certainly many things to improve it. It uses moving average and RSI in MTF.

What is interesting are that risk is short and Profit/Loss >= 1.2, every years win since 2015 (only 1 quarter real lost)

What can be improve are the enter in position (cross MM), didn’t work before 2015.

In ITF file, i double short than long, that’s why the results looks different. In screenshot, i use 2 contracts Sell and buy with 2000€ capital

I didn’t use walkforward yet.

Please tell me what do you think about it.

// Définition des paramètres du code
DEFPARAM CumulateOrders = false // Cumul des positions désactivé
DEFPARAM Preloadbars = 6000

// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0


//////////////////////////////////////////////////////////////////////

// Timeframe Weekly

Timeframe (weekly)

LgW1 = RSI[21] > 30



LgW = LgW1


// Timeframe Daily

Timeframe (daily)

// positions Longs

Lg1 = RSI[21] > 40
//Lg2 = RSI[21] < 57



LgDly = Lg1

// Positions Shorts

Ss1 = RSI[21] < 65
Ss2 = average[20] < average[20](10)


ShDly = Ss1 and Ss2


// Timeframe 4 heures
Timeframe (4 hours)

// Positions Longs

L1 = Close > average[15]
//L2 = average[20] > average[20](1)
L3 = RSI[21] > 49
L4 = RSI[21] < 80

LgH4 = L1 and L3 and  L3 and L4

// Positions Shorts

S1 = Close < average[30]
S2 = average[30](10) > average[30]
//S3 = average[20] > average[50]
//S4 = average[50](5) > average[50]
S5 = RSI[21] < 60
S6 = RSI[21] > 40

ShH4 = S1 and S2 and S1 and S1 and S5 and S6


//////////////////////////////////////////////////////////////////////

// Timeframe 1 heure
Timeframe(default)

// Conditions pour ouvrir une position acheteuse
indicator1 = RSI[21](totalPrice)
c1 = (indicator1 > 50)
indicator2 = Average[100](close)
c2 = (close > indicator2)
//indicator3 = Average[25](close)
//indicator4 = Average[35](close)
//c3 = (indicator3 > indicator4)
indicator5 = Average[10](close)
c4 = (close CROSSES OVER indicator5)
indicator6 = Average[35](close)
c5 = (close > indicator6)

IF (c1 AND c2 AND c2 AND c4 and c5 and LgH4 and LgDly and LgW) AND not daysForbiddenEntry THEN
BUY 5 CONTRACT AT MARKET
ENDIF

// Conditions pour ouvrir une position en vente à découvert
indicator7 = RSI[21](totalPrice)
c6 = (indicator7 < 49.5)
indicator8 = Average[100](close)
c7 = (close < indicator8)
indicator9 = Average[25](close)
indicator10 = Average[35](close)
c8 = (indicator9 < indicator10)
indicator11 = Average[10](close)
c9 = (close CROSSES UNDER indicator11)
indicator12 = Average[15](close)
c10 = (close < indicator12)

IF (c6 AND c7 AND c8 AND c9 and c10 and ShH4 and ShDly ) AND not daysForbiddenEntry THEN
SELLSHORT 10 CONTRACT AT MARKET
ENDIF

// Stops et objectifs
SET STOP pLOSS 31
SET TARGET pPROFIT 40

Eur-Usd-MTF-1h-tri.png Eur-Usd-MTF-1h-details.png EUR-USD-1h-M100-MTF-4h.itf