Gann Market Model Short Term Correction strategy / M1 TIMEFRAME

• 07/16/2018 at 11:38 PM #76102
  noisette

  Thanks Odin sharing you strategy:

  https://www.prorealcode.com/prorealtime-trading-strategies/gann-market-model-short-term-correction-strategy/

  I made some tests with M1 timeframe  and DAX and results are interesting.

  Main modifications:

  • Average periods are différents.
  • Adding a stoploss.
  • Exit if C10 = 1 instead of 2.
  • Open trade during open market.
  • Exit at 10pm.
  • No trade friday.
  • No gain reinvesting.

  First tests with long strategy and have to test short trades.

  Regards.

   

  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert n = 1 //short term a1= ExponentialAverage[5](high)[1] b1=ExponentialAverage[5](low)[1] if customclose > a1 then c1 = 1 Else IF customclose < b1 then c1=-1 endif ENDIF if c1= -1 then D1 = a1 ELSE D1=b1 endif a2= ExponentialAverage[130](high)[1] b2=ExponentialAverage[130](low)[1] if customclose > a2 then c2 = 1 Else IF customclose < b2 then c2=-1 endif ENDIF if c2= -1 then D2 = a2 ELSE D2=b2 endif a3= ExponentialAverage[200](high)[1] b3= ExponentialAverage[200](low)[1] if customclose > a3 then c3 = 1 Else IF customclose < b3 then c3=-1 endif ENDIF if c3= -1 then D3 = a3 ELSE D3=b3 endif if D1 < close then result = 1 else result = 0 endif if D2 < close then result1 = 1 else result1 = 0 endif if D3 < close then result2 = 1 else result2 = 0 endif c10 = (result+result1+result2) // Bedingungen zum Einstieg in Long-Positionen IF c10 > 2 and time >= 091500 and time < 173100 AND DAYOFWEEK <> 5 THEN BUY n shares AT MARKET ENDIF // Bedingungen zum Ausstieg von Long-Positionen IF c10 < 2 or time >220000 THEN SELL AT MARKET ENDIF SET STOP LOSS 15

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  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert n = 1 //short term a1= ExponentialAverage[5](high)[1] b1=ExponentialAverage[5](low)[1] if customclose > a1 then c1 = 1 Else IF customclose < b1 then c1=-1 endif ENDIF if c1= -1 then D1 = a1   ELSE D1=b1   endif   a2= ExponentialAverage[130](high)[1] b2=ExponentialAverage[130](low)[1] if customclose > a2 then c2 = 1 Else IF customclose < b2 then c2=-1 endif ENDIF if c2= -1 then D2 = a2   ELSE D2=b2   endif   a3= ExponentialAverage[200](high)[1] b3= ExponentialAverage[200](low)[1] if customclose > a3 then c3 = 1 Else IF customclose < b3 then c3=-1 endif ENDIF if c3= -1 then D3 = a3   ELSE D3=b3   endif   if D1 < close then result = 1 else result = 0 endif   if D2 < close then result1 = 1 else result1 = 0 endif   if D3 < close then result2 = 1 else result2 = 0 endif   c10 = (result+result1+result2)   // Bedingungen zum Einstieg in Long-Positionen   IF c10 > 2 and time >= 091500 and time < 173100 AND DAYOFWEEK <> 5 THEN BUY n shares AT MARKET ENDIF   // Bedingungen zum Ausstieg von Long-Positionen IF c10 < 2  or time >220000 THEN SELL AT MARKET ENDIF   SET STOP LOSS 15

   

  1 user thanked author for this post.

  Nicolas

  

  noisette

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  07/19/2018 at 10:54 PM #76356
  noisette

  And herewith the cod for short trades.

  I have only inverse the strategy and changed the stop loss value.

  I you have ideas to improve the strategy let me know.

  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert n = 1 //short term a1= ExponentialAverage[4](high)[1] b1=ExponentialAverage[4](low)[1] if customclose > a1 then c1 = 1 Else IF customclose < b1 then c1=-1 endif ENDIF if c1= 1 then D1 = b1 ELSE D1=a1 endif a2= ExponentialAverage[130](high)[1] b2=ExponentialAverage[13O](low)[1] if customclose > a2 then c2 = 1 Else IF customclose < b2 then c2=-1 endif ENDIF if c2= 1 then D2 = b2 ELSE D2=a2 endif a3= ExponentialAverage[200](high)[1] b3= ExponentialAverage[200](low)[1] if customclose > a3 then c3 = 1 Else IF customclose < b3 then c3=-1 endif ENDIF if c3= 1 then D3 = b3 ELSE D3=a3 endif if D1 > close then result = 1 else result = 0 endif if D2 > close then result1 = 1 else result1 = 0 endif if D3 > close then result2 = 1 else result2 = 0 endif c10 = (result+result1+result2) // Bedingungen zum Einstieg in Long-Positionen IF c10 > 2 and time >= 091500 and time < 173100 AND DAYOFWEEK <> 5 THEN SELLSHORT n shares AT MARKET ENDIF // Bedingungen zum Ausstieg von Long-Positionen IF c10 < 1 or time >220000 THEN EXITSHORT AT MARKET ENDIF SET STOP LOSS 20

  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 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84

  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert n = 1 //short term a1= ExponentialAverage[4](high)[1] b1=ExponentialAverage[4](low)[1] if customclose > a1 then c1 = 1 Else IF customclose < b1 then c1=-1 endif ENDIF if c1= 1 then D1 = b1 ELSE D1=a1   endif   a2= ExponentialAverage[130](high)[1] b2=ExponentialAverage[13O](low)[1] if customclose > a2 then c2 = 1 Else IF customclose < b2 then c2=-1 endif ENDIF if c2= 1 then D2 = b2 ELSE D2=a2   endif   a3= ExponentialAverage[200](high)[1] b3= ExponentialAverage[200](low)[1] if customclose > a3 then c3 = 1 Else IF customclose < b3 then c3=-1 endif ENDIF if c3= 1 then D3 = b3 ELSE D3=a3   endif   if D1 > close then result = 1 else result = 0 endif   if D2 > close then result1 = 1 else result1 = 0 endif   if D3 > close then result2 = 1 else result2 = 0 endif   c10 = (result+result1+result2)   // Bedingungen zum Einstieg in Long-Positionen   IF c10 > 2 and time >= 091500 and time < 173100 AND DAYOFWEEK <> 5 THEN SELLSHORT n shares AT MARKET ENDIF   // Bedingungen zum Ausstieg von Long-Positionen IF c10 < 1  or time >220000 THEN EXITSHORT AT MARKET ENDIF   SET STOP LOSS 20

   

   

  Regards.

  

  noisette

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  07/19/2018 at 10:57 PM #76359
  noisette

  Sorry: In the first code, you should read line 83: “if c10<1” instead of 2.

  attached itf are with variables.

  

  noisette

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