Fractal breakout intraday Strategy EUR/USD 1H –

• 11/25/2017 at 11:56 PM #53969
  Vonasi

  Yes I guess if you think about it logically one candle on a daily time frame gives us a whole 24 hour survey of market sentiment whereas a 1 hour candle is a very small market sample for the same survey. It will tell us 1/24th of what the daily candle can tell us. With a better survey we are more likely to be right – we just have to have enough patience to wait for the survey to be finished and the budget to pay to hold positions overnight while we wait to be proved right.

  

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  12/17/2017 at 10:39 PM #55914
  Gianluca

  Hi guys, i’ve put a pyramid into the ts

  //EURUSD(-) - IG MARKET // TIME FRAME 1H // PROBACKTEST TICK by TICK - 200.000 bars // SPREAD 0.6 PIP // ALE DEFPARAM CumulateOrders = TRUE ///BILL WILLIAM FRACTAL INDICATOR //CP=PERIOD CP=108 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 // RETURN, HIL COLOURED(0,200,0) AS "BREAKOUT LEVEL LONG",HIL COLOURED(200,0,0) AS "BREAKOUT LEVEL SHORT" ////////////////////////// ONCE POSITIONSIZE = 1 ONCE ExitIndex = -1 //LONG and SHORT CONDITIONS O=COUNTOFLONGSHARES<2 P=COUNTOFSHORTSHARES<2 if (time >=100000 and time < 230000) then C1 = (close CROSSES OVER HIL) D1 = (close CROSSES UNDER LOL) A1= (CLOSE-CLOSE[1])>30*POINTSIZE B1= (CLOSE-CLOSE[1])<-30*POINTSIZE IF C1 and not shortonmarket AND NOT LONGONMARKET THEN BUY positionsize CONTRACT AT MARKET ENDIF IF C1 and not shortonmarket AND A1 AND O THEN BUY positionsize CONTRACT AT MARKET ENDIF IF D1 and not longonmarket AND NOT SHORTONMARKET THEN SELLSHORT positionsize CONTRACT AT MARKET ENDIF IF D1 and not longonmarket AND B1 AND P THEN SELLSHORT positionsize CONTRACT AT MARKET ENDIF ENDIF //TRAILING STOP TGL =9 TGS=10 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 ExitIndex = BarIndex 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 ExitIndex = BarIndex endif if (time >=100000 and time < 170000) THEN TP=30 ELSE TP=20 ENDIF IF COUNTOFLONGSHARES>2 THEN TP=5 ENDIF set target pprofit TP ///PIRAMIDE//// IF Barindex = ExitIndex + 1 THEN ExitIndex = 0 IF PositionPerf(1) < 0 THEN POSITIONSIZE = POSITIONSIZE + 1 REM Double POSITIONSIZE if the last position was a losing position. ELSIF PositionPerf(1) > 0 THEN POSITIONSIZE = POSITIONSIZE + 0 REM Reset position size to 1 if the last trade was a winning trade. ENDIF ENDIF

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  //EURUSD(-) - IG MARKET // TIME FRAME 1H // PROBACKTEST TICK by TICK - 200.000 bars // SPREAD 0.6 PIP // ALE   DEFPARAM CumulateOrders = TRUE ///BILL WILLIAM FRACTAL INDICATOR //CP=PERIOD CP=108 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 // RETURN, HIL COLOURED(0,200,0) AS "BREAKOUT LEVEL LONG",HIL COLOURED(200,0,0) AS "BREAKOUT LEVEL SHORT" ////////////////////////// ONCE POSITIONSIZE = 1 ONCE ExitIndex = -1   //LONG and SHORT CONDITIONS O=COUNTOFLONGSHARES<2 P=COUNTOFSHORTSHARES<2 if (time >=100000 and time < 230000) then C1 = (close CROSSES OVER HIL) D1 = (close CROSSES UNDER LOL) A1= (CLOSE-CLOSE[1])>30*POINTSIZE B1= (CLOSE-CLOSE[1])<-30*POINTSIZE IF C1  and not shortonmarket AND NOT LONGONMARKET THEN BUY positionsize CONTRACT AT MARKET ENDIF IF C1 and not shortonmarket AND A1 AND O THEN BUY positionsize CONTRACT AT MARKET ENDIF IF D1   and not longonmarket AND NOT SHORTONMARKET THEN SELLSHORT positionsize CONTRACT AT MARKET ENDIF IF D1   and not longonmarket AND B1 AND P THEN SELLSHORT positionsize  CONTRACT AT MARKET ENDIF ENDIF   //TRAILING STOP TGL =9 TGS=10 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 ExitIndex = BarIndex 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 ExitIndex = BarIndex endif if (time >=100000 and time < 170000) THEN TP=30 ELSE TP=20 ENDIF IF COUNTOFLONGSHARES>2 THEN TP=5 ENDIF set target pprofit TP   ///PIRAMIDE//// IF Barindex = ExitIndex + 1 THEN ExitIndex = 0 IF PositionPerf(1) < 0 THEN POSITIONSIZE = POSITIONSIZE + 1 REM Double POSITIONSIZE if the last position was a losing position. ELSIF PositionPerf(1) > 0 THEN POSITIONSIZE = POSITIONSIZE + 0 REM Reset position size to 1 if the last trade was a winning trade. ENDIF ENDIF

  ALE ps hai telegram?

  1 user thanked author for this post.

  ALE

  

  Gianluca

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  12/17/2017 at 11:53 PM #55915
  ALE

  Hello Altares,

  in theory it is very beautiful, but the data of the probacktest are always different from the reality, above all on smaller timeframe of the daily, therefore I recommend you do not to apply it to real market

  

  ALE

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  12/18/2017 at 1:51 PM #55970
  jebus89

  ALE u running this live still? It looks almost to good to be true 🙂 amazing backtest-results

   

  I’ve played with different forex pairs and it seems like u can definitly optimize this for different pairs..

  If ur running it live, on what pairs so far?

  Live results close to backtest so far?

  how long have u been running it live?

  

  jebus89

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  12/18/2017 at 6:57 PM #56004
  ALE

  Hello Jebus

  I’m testing it on the real one of the first versions, to understand better the differences with the probacktest, along time we have observed quite a lot differences, probably caused by closings not happened for a simple tick, in real as in the probacktest.

  The weakness of this strategy also consists in too little points of gain for every trade.

  The concept it’s good, but it’s not so simple to automatize it.

  Thanks for you attention!

  

  ALE

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  12/18/2017 at 7:15 PM #56008
  rejo007

  hello,

  after 5 years, we have a size lot of 100.

  it’s a lot.

  the strategy need a reset to restart sometimes to 1? no?

  thanks

  

  rejo007

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  12/18/2017 at 8:04 PM #56014
  rejo007

  don’t take attention to my last comment 🙂

  

  rejo007

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  03/11/2018 at 4:05 PM #65002
  ALE

  Hi Vonasi, has reread your questions and I has acknowledged you not to have answered. In that days had not understood your questions, Excuse me!

  

  ALE

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  03/11/2018 at 11:19 PM #65024
  Vonasi

  ALE wrote:

  Hi Vonasi, has reread your questions and I has acknowledged you not to have answered. In that days had not understood your questions, Excuse me!

  You are excused! Although I do not fully understand what you have written in your post. My last post on this thread was over three months ago and my memory does not go back that far with much clarity!

  

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  05/18/2018 at 9:11 PM #70808
  CN

  Has anyone tried the 30M v2 on 1h eur/usd and seen what happens?

  Crazy results, cant understand why… Anyone care to explain?

  

  CN

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  05/18/2018 at 10:18 PM #70814
  ALE

  Hello Cn

  could you explain  better?

  tks

  Ale

  

  ALE

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  05/19/2018 at 4:26 AM #70820
  CN

  Of course,

  I tried out the 30min v2 strategy, that u have on the first post, on the 1H TF, eur/usd mini.

  The results are above from that backtest, not alot of trades, but It looks too good to be true. 95% win rate.

  Anyone can try a 200k backtest and/or a WF?

   

  

  CN

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  05/19/2018 at 9:55 AM #70836
  Vonasi

  200K backtest with 30min v2 strategy on 1 hour chart.

  Good results but very low returns per trade and it also appears that in recent times performance has been dropping off.

  

  

  

  Vonasi

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  05/19/2018 at 10:03 AM #70850
  Vonasi

  WF with 5 and 1 repetitions.

  

  

  

  Vonasi

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  05/19/2018 at 10:13 AM #70857
  Vonasi

  ALE released the code to us on 16-4- 2017 so (although he never intended it to be run on the 1 hour chart so it was not optimized for this at all) any trades since this date are true OOS trades. Not many to go on and not very exciting even if there is a small profit.

  

  

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