EURUSD Morning Entry V1
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- This topic has 67 replies, 20 voices, and was last updated 4 years ago by Vonasi.
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06/20/2019 at 9:23 PM #10111906/21/2019 at 11:15 AM #101144
add the following conditions in your code
bu= BollingerUp[20](close)bd= BollingerDown[20](close)ba= (bu+bd)/2br= (bu–bd)c5= ba<ba[1] or high > bu[1]for long trades it doesn’t seem to be a good filter like with short trades. Further investigation as to be made to understand why.1 user thanked author for this post.
06/21/2019 at 11:27 AM #101145Paul, great job with long trades.
Trading hours have a big impact on performances. I tweaked @vonasi indicator “most actives hours_v2” in order to validate the best trading hours.
For long trades the best results are between 14 to 21 or at night between 23 to 5 am
For short strades 10 to 14 is good but we can improve performance by opening trades earlier at 8 am. From 8 am to 14, performance only lowers at noon.
I joined 2 screen captures. The first one is a capture of @vonasi indicator. The second one allows to validate that performance is stable other time. I have 100k of data so the test are made since 2016.06/21/2019 at 12:37 PM #101152I often use the optimiser for time using the code below, optimiser X and Y settings could be, for example … 000000 to 110000 in steps of 001500.
I ignore the no sense times like 047500 which would most likely be the same optimiser result as 046000 or 050000 anyway.
1Longentry = Time > X and Time < YJust a thought / idea.
06/21/2019 at 2:15 PM #10116207/16/2019 at 2:57 PM #10267307/17/2019 at 4:02 PM #10275307/26/2019 at 11:28 AM #103541Hi team!
I tried to modifiy with optimized hours but not sure to abtain a better result.
@Magifina, you talk about long trades but in the V3 version, it seems there are only short trades. Do you confirm? Did you insert these part of the code on your own or did I miss something?Thanks for this work guys!
07/26/2019 at 11:41 AM #10354207/26/2019 at 12:13 PM #103545Thanks @Magifina for your reply. I agree it increases the results in a good way… But still a ratio less than 2.
Do you keep these DEFPARAM?
12DEFPARAM FLATBEFORE = 100000DEFPARAM FLATAFTER = 180000And I will try to add a Trailing Stop or maybe a Breakeven to see if it can change something better.
07/26/2019 at 1:19 PM #10355207/26/2019 at 1:30 PM #103553I took away all conditions because they only improve a little bit max drawdown. It allowed me to test the best time frames.
For short trades 66% of the pêrformance is between 13 to 14.
For long trades most of the performance is between 00 to 01 AM12345678910111213141516171819DEFPARAM CUMULATEORDERS = false//LONGSif time = 230000 THENbuy 1 contract at marketendifif LongOnMarket and time=050000 thensell at marketendif//SHORTSif time = 100000 THENsellshort 1 contract at marketendifif ShortOnMarket and time=140000 thenexitshort at marketendif07/26/2019 at 2:01 PM #103555Thanks @Magifina! Not very easy to find the right parameters… and I’m not confortable with the Walk Forward tool to test it.
@winnie37, I’m not sure to be the right person to give my version of the code because I’m new in the game but here it is:1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768//-------------------------------------------------------------------------// Code principal : EURUSD 15M Morning Entry V3 SHORT & SELL//-------------------------------------------------------------------------DEFPARAM CUMULATEORDERS = falseDEFPARAM FLATBEFORE = 100000DEFPARAM FLATAFTER = 180000// REINVEST//capital = 10000 + strategyprofit//positionsize = (capital / 10000)*positionsizepositionsize = 1if time=140000 thenlevel=highest[2](low)[1]endifbu= BollingerUp[20](close)bd= BollingerDown[20](close)ba= (bu+bd)/2br= (bu-bd)// SHORTc1= close < dopen(0)c3= level > max(dlow(1),dlow(2))c4= (dclose(1)-dopen(1))/dopen(1)*100<0.65c5= ba<ba[1] or high > bu[1]if time<130000 thenif c1 and c3 and c4 and c5 THENsellshort positionsize contract at marketendifendifif time=141500 and low>bd thenexitshort at marketelseif time>141500 and low>bd and (br<br[1] and br[1]<br[2] and br[2]<br[3] and br[3]<br[4]) thenexitshort at marketendifendif// LONGc1b= dopen(0) > dclose(1)c2b= dopen(1) > highif time>135900 and c1b and c2b THENbuy positionsize contract at marketendifif time = 210000 thensell at marketendifif time>225900 and c1b and c2b THENbuy positionsize contract at marketendifif time = 050000 thensell at marketendif// SL TPSET STOP %LOSS 0.5SET TARGET %profit 1.5//graph ppI tried to add a Breakeven code and also a Trailing stop but it doesn’t change results that much. I think it’s because of the very short time we are exposed (about 3 to 4h max).
I’m not very confident with the winrate and ratio… But I’m sure that Master rank like Paul, Nicolas, GraHal, Vonasi or Roberto will have better suggestions 🙂
07/26/2019 at 2:16 PM #103560Hi folks,
Gregg that looks good, nice! You can set multiplier for the atr.
Here is a snippet to play with profit-targets
12345678910111213141516171819202122232425//alternative profit exitpp=(positionperf*100)once profitexit=3once n = 200once p = 50once x = 1atr=( n*averagetruerange[p])*xif profitexit=1 thenif not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) thenflag=0endifif pp>=atr thenflag=1endifif shortonmarket and flag=1 and open<bd thenexitshort at open stopendifif longonmarket and flag=1 and open>bu thensell at open stopendifelsif profitexit=2 thenset target %profit atrelsif profitexit=3 thenset target %profit 1.50endifedit it uses
12bu=bollingerup[20](close)bd=bollingerdown[20](close)1 user thanked author for this post.
07/31/2019 at 2:50 AM #103842 -
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