FRactal DAX 30 tick

• 03/02/2018 at 5:05 PM #64230
  JR1976

  In prorealtime is not possible to start in real  with 30 tick  …

  FRactal DAX 30tick

  DEFPARAM CumulateOrders = false defparam flatafter = 210000 defparam flatbefore = 083000 ///BILL WILLIAM FRACTAL INDICATOR //CP=PERIOD CP=28 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 Positionsize=1 if (time >=090000 and time < 092000) then C1 = (close CROSSES OVER HIL) D1 = (close CROSSES UNDER LOL) IF c1 and not shortonmarket THEN BUY positionsize CONTRACT AT market tp=40 ENDIF IF D1 and not longonmarket THEN SELLSHORT positionsize CONTRACT AT market tp=40 ENDIF ENDIF set stop ploss 96 set target pprofit tp

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47

  DEFPARAM CumulateOrders = false defparam flatafter = 210000 defparam flatbefore = 083000 ///BILL WILLIAM FRACTAL INDICATOR //CP=PERIOD CP=28 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     Positionsize=1     if (time >=090000 and time < 092000) then   C1 = (close CROSSES OVER HIL) D1 = (close CROSSES UNDER LOL) IF c1  and not shortonmarket THEN BUY positionsize CONTRACT AT market tp=40   ENDIF   IF D1   and not longonmarket THEN SELLSHORT positionsize CONTRACT AT market tp=40   ENDIF ENDIF   set stop ploss 96   set target pprofit tp

   

  

  JR1976

  Participant

  Topics: 16

  Replies: 88

  Been thanked: 8 times
  03/02/2018 at 5:40 PM #64232
  GraHal

  I’m confused what you are asking, but below is what I get with DAX @ 30 tick … is it any help?

  And with 30 Seconds! 🙂

  

  GraHal

  Participant

  Topics: 222

  Replies: 9159

  Been thanked: 2381 times
  03/02/2018 at 6:33 PM #64235
  JR1976

  Thanks an advance for your reply

  The equity with 30tick is different for me , i attach the image as soon

   

   

  

  JR1976

  Participant

  Topics: 16

  Replies: 88

  Been thanked: 8 times
  03/02/2018 at 7:22 PM #64237
  Eric

  Tickbars works fine in backtest  but not in proorder

  you can do semi-automatic trading with tickbars by using alerts

   

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  03/02/2018 at 9:10 PM #64239
  JR1976

  Thansk ERIC ,

  Just to  alignment  my backtest  enclosed

   

  

  JR1976

  Participant

  Topics: 16

  Replies: 88

  Been thanked: 8 times
  03/02/2018 at 10:05 PM #64242
  Eric

  GraHal strange?

  I get exactly the same result as JR1976 on 30 tick

  i tested also 30 second and from 23 feb  its almost the same as with 30 ticks (problem is that history is to short to test on)

   

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  03/02/2018 at 10:16 PM #64243
  Eric

  just remember that tickbars has nothing to do with time

  if markets move fast a tickbar builds up fast and if markets move slow its take longer time

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  03/02/2018 at 11:04 PM #64245
  GraHal

  Well here you are … I did same check @ 30 ticks over 100,000 bars and this time on CFD / DAX 30 Cash (£1) sh should be the same as yours??

  Also on 30 Sec CFD / DAX Cash (£1). Both attached are with a spread of 2, but even with spread = 0 it makes not much difference anyway.

  Anybody offer any reasons for the difference??

  Thanks
  GraHal
  PS  JR’s equity curve looked that good I assumed he must have been running it with the tick by tick box selected ! 🙂

  PPS Now I know why I’m not making any money!!!!!!!!!!!! 🙂 🙂 🙂

   

  

  GraHal

  Participant

  Topics: 222

  Replies: 9159

  Been thanked: 2381 times
  03/02/2018 at 11:17 PM #64249
  GraHal

  PS above should have read … JR’s tick by tick box NOT selected 🙂

  

  GraHal

  Participant

  Topics: 222

  Replies: 9159

  Been thanked: 2381 times
  03/03/2018 at 12:09 AM #64250
  Eric

  maybe its something to do with time?

   

   

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  03/03/2018 at 6:24 AM #64251
  Gertrade

  Eric wrote:

  maybe its something to do with time?

  I worked on your strategy on the DAX and I give you below the v1.01.
  I got much better results on the DJI and I give you below the v1.01.

  1 user thanked author for this post.

  Eric

  

  Gertrade

  Participant

  Topics: 4

  Replies: 170

  Been thanked: 60 times
  03/03/2018 at 10:17 AM #64260
  JR1976

  I confirm tick by tick  has been selected

  

  JR1976

  Participant

  Topics: 16

  Replies: 88

  Been thanked: 8 times
  03/03/2018 at 10:26 AM #64261
  JR1976

  I set-up the spread at 1 ,  this should be the different in the equity  .

  set up the spread at 1  and let me know

  Will be interest to check with more backtest histrory

  thanks

  

  JR1976

  Participant

  Topics: 16

  Replies: 88

  Been thanked: 8 times
  03/03/2018 at 11:35 AM #64268
  GraHal

  Aha … I need to move to Sweden / Italy then I make money!!!!!!!! 🙂 🙂

   

  I get same as you now when I change times  below by – 1 Hour (you are UCT +1 and I am UCT + 0 )

  defparam flatafter = 200000 defparam flatbefore = 073000

  1 2	defparam flatafter = 200000 defparam flatbefore = 073000

   

  if (time >=080000 and time < 082000) then

  1	if (time >=080000 and time < 082000) then

   

   

  

  GraHal

  Participant

  Topics: 222

  Replies: 9159

  Been thanked: 2381 times
  03/03/2018 at 3:24 PM #64290
  Aloysius

  Sorry to be as always the bad news messenger with my 200,000 bars backtests but it seems that there is an over-optimisation in the tested period…

  1 user thanked author for this post.

  GraHal

  

  Aloysius

  Participant

  Topics: 1

  Replies: 44

  Been thanked: 16 times
• Author
  Posts