Forex, 1 minute, Simple RSI.
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EUR:USD 1 min = 51.79
USD:CHF 1 min = 41.86
GBP:USD 1 min = 41.43
AUD:USD 1 min = 33.36
EUR:GBP 1 min = 30.36
GBP:EUR 1 min = 23.86The number is the average point gain per week and the equity curves look steady so there’s no huge anomalies.
Very simple code but looks effective.
Can someone also help me with applying an automatic increase / decrease in position size, relative to the strategy profit? I’m thinking for every +- £100 to increase / decrease position size by 0.1.
The code is below. Please feel free to edit with your thoughts and to let me know about the position size!
Thanks!!
// Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions to enter long positions indicator1 = RSI[14](close) c1 = (indicator1 < 20) IF c1 AND not daysForbiddenEntry THEN BUY 1 PERPOINT AT MARKET ENDIF // Conditions to exit long positions indicator2 = RSI[14](close) c2 = (indicator2 > 60) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator3 = RSI[14](close) c3 = (indicator3 > 75) IF c3 AND not daysForbiddenEntry THEN SELLSHORT 1 PERPOINT AT MARKET ENDIF // Conditions to exit short positions indicator4 = RSI[14](close) c4 = (indicator4 < 40) IF c4 THEN EXITSHORT AT MARKET ENDIFHI ALex
congrats for the code …
play whit this “routine ” find in the Forum ..
// Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Reinvest=1 if reinvest then //Capital = 10000 Capital = 1000 //Risk = 1//in % pr position Risk = 10//0.1//in % pr position StopLoss = 50 //StopLoss = 70 REM Calculate contracts equity = Capital + StrategyProfit maxrisk = round(equity*(Risk/100)) MAXpositionsize=1000 //MINpositionsize=1 MINpositionsize=1 Positionsize= MAX(MINpositionsize,MIN(MAXpositionsize,abs(round((maxrisk/StopLoss)))))//*Pointsize)))) else Positionsize=1 StopLoss = 50 //StopLoss = 70 Endif // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions to enter long positions indicator1 = RSI[14](close) c1 = (indicator1 < 20) IF c1 AND not daysForbiddenEntry THEN BUY Positionsize perpoint AT MARKET ENDIF // Conditions to exit long positions indicator2 = RSI[14](close) c2 = (indicator2 > 60) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator3 = RSI[14](close) c3 = (indicator3 > 75) IF c3 AND not daysForbiddenEntry THEN SELLSHORT Positionsize PERPOINT AT MARKET ENDIF // Conditions to exit short positions indicator4 = RSI[14](close) c4 = (indicator4 < 40) IF c4 THEN EXITSHORT AT MARKET ENDIF
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 06/04/2018 |
| Status: | Active |
| Attachments: | 3 files |
