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Ftse 100 trend following & candlestick pattern 1hr strategy.

Francesco78 · 2017-07-10T14:31:27+00:00

Hello everyone. I have found this strategy on the FTSE 100 by playing with candlestick pattern. In particular here I assumed that 2 doji bull/bear candle are followed by an hammerdown/hammerup candle. I then added some momentum filter condition based on 3 simple moving average. The optimization involve: the parameter x that define how much doji are the candle the profit target the trailing stop Moving averages are not optimized, and long and short trailing stops are set to be the same to avoid overfitting. Hope you like it. Francesco defparam cumulateorders = false ///money management reinv = 0 leverage= 3 IF REINV = 1 THEN // réinvestissement capital = 10000 + strategyprofit n = (capital / 10000) *leverage else n = 1 ENDIF ///market conditions av1 = average[5](close) av2 = average[10](close) av3 = average[50](close) bull = close> av1 and close >av2 and close > av3 bear = close timestart and time close[2] and abs(open[2]-close[2])/(high[2]-low[2]) close[1] and abs(open[1]-close[1])/(high[1]-low[1]) high-(high-low)/2 //and max(open,close) < min(open[1],close[1]) hammerdown = max(open,close)<low+(high-low)/2 //and max(open,close)<min(open[1],close[1])//and timeok //trade conditions cl = (dojibull2 and dojibull1) and hammerdown and bull cs= (dojibear2 and dojibear1) and hammerup and bear if cs and timeok then sellshort n contract at market endif if cl and timeok then buy n contract at market endif ///ttailing stops if not onmarket then MAXPRICE = 0 MINPRICE = close PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TG*pointsize then PREZZOUSCITA = MAXPRICE-TG*pointsize ENDIF ENDIF if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=TG*pointsize then PREZZOUSCITA = MINPRICE+TG*pointsize ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF //fixed profit target set target pprofit PR

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Ftse 100 trend following & candlestick pattern 1hr strategy.

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10/19/2017 at 2:59 PM #49967 quote

ozz87
Participant

Senior

Thanks guys, changing that also changed the win ratio though 😛

08/06/2019 at 1:37 PM #104275 quote

jeremyben
Participant

Average

Just want to let you know that this strategy is still perfoming well with the original code, since it has been published the 07/10/2017

First screen and report it’s with the max bar I can get.

Second screen and report it’s since 07/10/2017.

Francesco78 and GraHal thanked this post

line-2.jpg report-1.jpg line2.jpg report2.jpg

08/06/2019 at 1:42 PM #104280 quote

Francesco78
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Master

Thank you for checking and posting Jeremyben!
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Ftse 100 trend following & candlestick pattern 1hr strategy.

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Francesco78 @francesco78 Participant

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This topic contains 17 replies,
has 5 voices, and was last updated by Francesco78
7 years, 2 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/10/2017
Status:	Active
Attachments:	12 files

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Ftse 100 trend following & candlestick pattern 1hr strategy.

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Ftse 100 trend following & candlestick pattern 1hr strategy. ProOrder: Automated Strategies & Backtesting

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Ftse 100 trend following & candlestick pattern 1hr strategy.

ProOrder: Automated Strategies & Backtesting