EURUSD 1 min algo

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  • 05/29/2017 at 6:56 PM #36970 quote
    Stefanb
    Participant
    Senior

    Hi, i am new to the forum.

    Made a simple algo for EURUSD 1 min.

    DEFPARAM CumulateOrders = false
defparam flatbefore =090000
defparam flatafter = 210000



// Conditions to enter long positions
indicator1 = SuperTrend[10,4]
c1 = (indicator1 >= close)
indicator2 = RSI[14](close)
c2 = (indicator2 < 30)
c3 = ADX[130] > 5


IF C1 AND c2 AND c3 THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Stops and targets
SET STOP pLOSS 19
SET TARGET pPROFIT 8
    Francesco78 and Nicolas thanked this post
    05/30/2017 at 9:53 AM #37006 quote
    Barney
    Participant
    Senior

    Hello

    Simple code that looks quite ok.

    Would have been good to drive a 200k test.

    05/30/2017 at 4:05 PM #37057 quote
    Stefanb
    Participant
    Senior

    Oh, missed an important detail.

    Time.jpg Time.jpg EURUSD.jpg EURUSD.jpg
    05/30/2017 at 4:33 PM #37060 quote
    Nicolas
    Keymaster
    Master

    Since the periods have been optimized, did you try to pass the Walk Forward test with the strategy already?

    05/31/2017 at 6:20 PM #37151 quote
    victormork
    Participant
    Veteran

    What spread do you use?

    05/31/2017 at 8:04 PM #37159 quote
    Stefanb
    Participant
    Senior

    I use 0,7 spread.

     

    Nicolas:

    I do not know how to use WF test, sorry.

    06/02/2017 at 9:09 AM #37272 quote
    Stefanb
    Participant
    Senior

    Nicolas

    Do you have the opportunity to explain very easily how the WF test works.

    Have looked at the following page but do not really understand how to run the WF test in the best way.

    How to use PRT walk foward test

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EURUSD 1 min algo


ProOrder: Automated Strategies & Backtesting

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Author
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Stefanb @stefanb Participant
Summary

This topic contains 6 replies,
has 4 voices, and was last updated by Stefanb
8 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/29/2017
Status: Active
Attachments: 2 files
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