Fractal breakout intraday Strategy EUR/USD 1H –

ALE · Sun, 16 Apr 2017 08:44:03 +0000

Hello guys We can discuss about the strategy here, we can help together to develop the strategy . This is the strategy posted in the Library there : https://www.prorealcode.com/prorealtime-trading-strategies/fractal-breakout-intraday-strategy-eurusd-1h/ Below you can find 3 screenshot with explanation of the stop, and levels used in this strategy. // EURUSD(-) - IG MARKET // TIME FRAME 1H // PROBACKTEST TICK by TICK - 200.000 bars // SPREAD 0.6 PIP // ALE DEFPARAM CumulateOrders = false ///BILL WILLIAM FRACTAL INDICATOR //CP=PERIOD CP=113 if close[cp] >= highest[2*cp+1](close) then LH = 1 else LH=0 endif if close[cp] <= lowest[2*cp+1](close) then LL= -1 else LL=0 endif if LH=1 then HIL = close[cp] endif if LL = -1 then LOL=close[cp] endif //LONG and SHORT CONDITIONS Positionsize=1 if (time >=100000 and time < 230000) then C1 = (close CROSSES OVER HIL) D1 = (close CROSSES UNDER LOL) IF c1 and not shortonmarket THEN BUY positionsize CONTRACT AT MARKET ENDIF IF D1 and not longonmarket THEN SELLSHORT positionsize CONTRACT AT MARKET ENDIF ENDIF //TRAILING STOP TGL =5 TGS=5 if not onmarket then MAXPRICE = 0 MINPRICE = close PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL*pointsize then PREZZOUSCITA = MAXPRICE-TGL*pointsize ENDIF ENDIF if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=TGS*pointsize then PREZZOUSCITA = MINPRICE+TGS*pointsize ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF // DONCHIAN STOP DC=20 e= Highest[DC](high) f=Lowest[DC](low) if longonmarket then laststop = f[1] endif if shortonmarket then laststop = e[1] endif if onmarket then sell at laststop stop exitshort at laststop stop endif set target pprofit 30 This trading sistem can be used with other currency pairs. To find the values of variables suitable for other currency pairs, you must use WF, to avoid an overfitted values: if the WF will be done on bars 200,000 may be divided into two halves, the first test will be carried out with a large range value starting with the value in the attached picture below, the second test will have a range around the variables choices during the first test. IN THE LAST YEAR THE OPTIMIZATION OF TRAILING STOP SUGGEST THIS VALUE: TGL=9 TGS=10 … THIS MEAN ABOUT 10 PIP FOR BOTH

This topic has 359 replies, 1 voice, and was last updated 9 months ago by RandyG.

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07/12/2017 at 9:26 AM #40421

victormork

Hi Francesco!

The version I started is on page 10-11 in this thread. Can I advise you to also look at the bund version which I think looks more promising.

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07/12/2017 at 9:33 AM #40422

Francesco78

Thanks I will!

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07/12/2017 at 1:08 PM #40446

TheAccountant

victormork wrote:

Hey guys, there was a new trade last night in eurusd v3. I had different result on demo and live (however I have not yet double checked if the codes are the same). Live closed on BE and demo closed on about 10 pips plus. What result did you get?

on my real account and demo account exacly the same as your : 0,80 usd on real and 10pips on demo.

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victormork

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07/12/2017 at 1:13 PM #40447

TheAccountant

for information : audusd version on M30 is the best stratégy I have on my real account ! thanks ALE and Victor ! 🙂

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07/13/2017 at 10:29 AM #40530

victormork

Great to hear! Did you do any changes to the one I uploaded?

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07/13/2017 at 11:22 AM #40542

TheAccountant

no ! just positionsize 5 mini lots 1 euros. Of course it is over a small period of time. But for now it’s nice.

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07/13/2017 at 11:42 AM #40545

Francesco78

Great job on the AUD USD! running it live from now..

Thanks

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07/13/2017 at 12:13 PM #40553

TheAccountant

For information here is your version for the bund on a graph M5 … On 200 000 units and with spread. There are several positions every day. It ‘s interesting 🙂 .

I have no strategy on a small timeframe. Do you have an experience? There are slippage problems more often?

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07/13/2017 at 12:31 PM #40563

victormork

I have not used the Audusd live yet. But after you guys putting in some good feedback about it I’ll have a look again. The 5m bund is interesting. I’ll have a look at that one too. I have not had any major problems with slippage but it could be a good idea to include some extra spread in the back test just to be sure.

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07/14/2017 at 11:06 AM #40624

Despair

@Victor: Really good work on the Bund 1H version (long). I added a simple Dix-filter, money managemanent and some small details and the result improved even further. I attached my version. I’m impressed that you made it work so nicely. I tried myself quite some time with a bund version but on 15M timeframe but it didnt work with the right spread. Did you make progress on a short version?

BTW: In some of your bund versions (I think the 30M versions you posted) you adopt a spread of only 0,5 pips. I think IG charges us at least 2 pips.

@TheAccountant: Yes, 5M version looks really nice but this is with a spread of 0,5. If you set it to 2 pips the result is much different. 🙁

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07/14/2017 at 1:46 PM #40645

victormork

Hi Despair,

Thanks for your contribution! I’ll have a look at it. Great to see a longer backtest, it gives a nice validation of the system. The long side works too if you just swap the criteria around. I’ll be on holiday for a week now but I can post it when I return if you like. The return of he short side is obviously less than the long due to the longer term bullish trend. I think the smallest spread you can get on bund is 0,5 pips but you are absolutely right about using 2 pips which gives a more realistic result!

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07/14/2017 at 3:02 PM #40652

Despair

My attempts to make the short side work for the bund did not work so far.

I wonder where you found this 0,5 spread on the Bund. I only find minimum 2 pips for IG markets. With 0,5 spread my M15 version works also fine but it collapses when trying with 2 pips.

Have a nice vacation btw. 🙂

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07/18/2017 at 2:07 PM #40976

TheAccountant

I also checked and it’s 2 pts spread for me too on bund… 🙁

So the m5 version is much less sexy… 🙂

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07/19/2017 at 9:29 AM #41049

Nicolas

Did someone tested the robustness of the Bund version of the algorithm?

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07/19/2017 at 10:33 AM #41057

ALE

Hello Guys,

sorry for my later response but in this period i’m very very busy with my work.

Thanks

ALE

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Fractal breakout intraday Strategy EUR/USD 1H –

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