Fractal breakout intraday Strategy EUR/USD 1H –

ALE · 2017-04-16T08:44:03+00:00

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] =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

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Posts
05/02/2017 at 1:37 PM #34259 quote
GraHal
Participant

Master
I think I’ve found it. I used the GRAPH Function to find the negative value. I’ll pop it back Live and let you know if it goes okay. Profit over 100,00 bars is the same with my changes below. (I’m getting worried now … I might make a coder after all!? 🙂 Naah … I’m just not too bad at fixing things in general).
```
This line 

47 FS =  (CLOSE-OPEN)  <= - RS*POINTSIZE

should read 

47 FS =  (OPEN-CLOSE)  >=   RS*POINTSIZE
```
05/02/2017 at 1:40 PM #34260 quote

ALE
Moderator

Master

Thanks I check this asap

05/02/2017 at 2:21 PM #34271 quote

StantonR
Participant

Senior

Got the Same error as GraHal on 60 min version. I have done the change and put it back live. See what happens.

05/02/2017 at 2:26 PM #34272 quote

GraHal
Participant

Master

HAHAHAHA … ‘Pride goeth before a fall’ … good job I’m among friends … got rejected again for same zero offset error. Back to the Drawing Board!

05/02/2017 at 2:33 PM #34277 quote
StantonR
Participant

Senior
I think this might be the issue as these variables need to be set outside the if statement as DC will not be set.
```
IF LONGONMARKET THEN
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TP=30//take profit
//SL=50// stop loss
ELSIF SHORTONMARKET THEN
DC=20
TGS=5
TP=30
//SL=50
ENDIF
```
this code will fail as dc is only set if you long or short
```
e= Highest[DC](high)
f=Lowest[DC](low)
```
05/02/2017 at 2:40 PM #34278 quote
StantonR
Participant

Senior
Updated the code like this. Just assigned a default value to the variables. can be overwritten if long or short.
```
DEFPARAM CumulateOrders = false
//LONG VARIABLES
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TGS=5
TP=30

IF LONGONMARKET THEN
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TP=30//take profit
//SL=50// stop loss
ELSIF SHORTONMARKET THEN
DC=20// period of Donchian Stop
TGS=5
TP=30
//SL=50
ENDIF
```
05/02/2017 at 3:07 PM #34281 quote

GraHal
Participant

Master

Ah Gotcha! Thanks Stanton, I made your changes and popped it back in Live … I let you know how it goes, should know by 15.30 UST+1 as mine is the 30 min version! Almost feels like fun now with the speedy iterative fixes! 🙂 GraHal

05/02/2017 at 3:32 PM #34282 quote

GraHal
Participant

Master

Yep that’s it all good now, no rejection! Good work! Poor show that Backtest doesn’t show up ‘zero / negative offset errors’!?

05/02/2017 at 5:38 PM #34295 quote

ALE
Moderator

Master

Hello Sorry guys but I posted the codes too fast and I missed the errors, it is a refused, in the evening I will update the files. Sorry Grahal but I did not understand what you say . Thanks and Sorry!

05/02/2017 at 6:17 PM #34297 quote

StantonR
Participant

Senior

All good Ale. Thanks for a great strategy. Running it live with a small account will let you know how it goes.

05/02/2017 at 8:34 PM #34329 quote
ALE
Moderator

Master
HELLO, DO YOU THINK THAT IS CORRECT ?:
```
DEFPARAM CumulateOrders = false
//VARIABLES
DC=DC// period of Donchian Stop
TGL=TGL//Trailing Stop pip distance
TGS=TGS
TP=TP
//SL=SL
IF LONGONMARKET THEN
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TP=30//take profit
//SL=SL// stop loss
ELSIF SHORTONMARKET THEN
DC=20// period of Donchian Stop
TGS=5
TP=30
//SL=SL
ENDIF
```
05/02/2017 at 8:44 PM #34330 quote
StantonR
Participant

Senior
Dont think that will work as DC will only be given a value if you are on the Market. This code gets run if you on the market or not.
```
e= Highest[DC](high)
f=Lowest[DC](low)
```
At that point DC = null Which will give an error You could also do this.
```
DEFPARAM CumulateOrders = false
//VARIABLES
IF LONGONMARKET THEN
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TP=30//take profit
//SL=SL// stop loss
ELSIF SHORTONMARKET THEN
DC=20// period of Donchian Stop
TGS=5
TP=30
//SL=SL
ENDIF

if longonmarket  then
f=Lowest[DC](low)
laststop = f[1]
endif
if shortonmarket  then
e= Highest[DC](high)
laststop = e[1]
endif
if onmarket then
sell at laststop stop
exitshort at laststop stop
endif
```
05/02/2017 at 8:55 PM #34331 quote

ALE
Moderator

Master

OK NOW I SEE THE ERROR!! THANKS SANTONR

05/02/2017 at 9:04 PM #34333 quote

GraHal
Participant

Master

Hi Ale No problem, no Sorry 🙂 Stanton first fix here #34278 works as I’ve had no rejections since Time 15:30 today. GraHal

05/02/2017 at 9:19 PM #34338 quote

ALE
Moderator

Master

Thanks Grahal 😛 So.. which code we fixed in the main code? Now I’m confused… it would have been better if I had maintained my disorder 🙂 before to change code, the other day ..
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