Half a position (0.5) on DAX 10 minutes – MTF strategy

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  • #157657 quote
    XRPboss
    Participant
    New

    Import K1 and O1 into your indicators, and then run OKMoon. I hope you like it. Half a position (0.5) on DAX 10 minutes

    DEFPARAM CumulateOrders = False
    DEFPARAM PreLoadBars    = 2000
    DEFPARAM FLATBEFORE = 000000
    one = 1
    if intradaybarindex=0 then
    two = 0
    endif
    if onmarket and three<>tradeindex then
    two=two+1
    three=tradeindex
    endif
    TIMEFRAME (default)
    four = CALL "O1"
    TIMEFRAME (1 hour, updateonclose)
    IF Not OnMarket THEN
    five = 0
    ELSE
    five = five + 1
    ENDIF
    six = CALL "K1"
    TIMEFRAME (default)
    ONCE seven = 1
    IF IntraDayBarIndex = 0 THEN
    seven = 1
    ENDIF
    eight = five
    IF Not OnMarket AND eight <> eight[1] THEN
    seven = 1
    ENDIF
    IF six AND seven ANd two<one and four THEN
    BUY 0.5 CONTRACT AT MARKET
    seven = 0
    ENDIF
    SET TARGET pPROFIT 400
    SET STOP   pLOSS   170
    nine = 300
    ten = 240
    IF NOT ONMARKET THEN
    eleven=0
    ENDIF
    IF LONGONMARKET AND close-tradeprice(1)>=nine*pipsize THEN
    eleven = tradeprice(1)+ten*pipsize
    ENDIF
    IF eleven>0 THEN
    SELL AT eleven STOP
    ENDIF
    twelve = 12
    fourteen = 2
    IF NOT ONMARKET THEN
    fifteen=0
    ENDIF
    IF LONGONMARKET AND close-tradeprice(1)>=twelve*pipsize THEN
    fifteen = tradeprice(1)+fourteen*pipsize
    ENDIF
    IF fifteen>0 THEN
    SELL AT fifteen STOP
    ENDIF
    screen-shot-at-161054371348lcp.png screen-shot-at-161054371348lcp.png K1.itf O1.itf OKMoon.itf screen-shot-at-161054371348lcp1.png screen-shot-at-161054371348lcp1.png screen-shot-at-161054371348lcp-1.png screen-shot-at-161054371348lcp-1.png OKMoon-1.itf O1-1.itf K1-1.itf
    #157927 quote
    robertogozzi
    Moderator
    Master

    You have attached protected files that can only be imported once and cannot be imported again.

    Will you please attach unprotected files or post their code.

    #157931 quote
    robertogozzi
    Moderator
    Master

    If, instead, you are posting it because you think it’s too good not to be sold, then please send a request to be registered on the upcoming Market Place at market@prorealcode.com.

    This forum is made to learn, improve code and use it, if of some interest.

    #157934 quote
    VinzentVega
    Participant
    Veteran

    It´s not possible to include that indicators.

    #157939 quote
    Nicolas
    Keymaster
    Master

    XRPboss posted this into the library, but due to limitation of the itf file, I preferred to move it here. It might be an error during exportation? 🙂

    #157947 quote
    Monochrome
    Participant
    Senior

    I can tell just from a glance it’s 200% curve fitted.

    Ahh if only we could make these kinda results work, I’d quit my job and move to Bali  😂

    #157948 quote
    GraHal
    Participant
    Master

    Maybe he has not got tick by tick enabled?

    #157949 quote
    Monobrow
    Participant
    Senior

    I can tell just from a glance it’s 200% curve fitted.

    Im trying to learn more about curve fitting and how to avoid it…… any tips/clues you can give to the less educated on this?

     

    cheers

    #157961 quote
    Monochrome
    Participant
    Senior

    any tips/clues you can give to the less educated on this?

    Im still a beginner. Avoiding curvefitting is an art I have yet to master.  Generally more trades, less variables and more out of sample testing.

    I try to understand the concept of what im trying to do and avoid optimisation as much as possible. Only using it to find ranges. I seem to be doing much better this way.

    #157964 quote
    Monobrow
    Participant
    Senior

    Avoiding curvefitting is an art I have yet to master

    ok thanks.

     

    was your “200%” comment just a figure of speech or something specific you had in mind?

    I agree on less indicators/variables (I myself use 4 very standard ones) and also look for a good unanchored 70/30 walkthru and a …. “solid” VRT test. My “working” algos all do well in them. but its very early days.

    #157966 quote
    Monochrome
    Participant
    Senior

    was your “200%” comment just a figure of speech or something specific you had in mind?

    i just looked at

    1. Number of trades – 120 is very low
    2. Average gain per trade – also very low. Along with low trades on a 10min TF history its very easy to find winning trades- on a backtest.
    3. variables – nine,ten,twelve,fourteen and worst of all pprofit and stoploss optimisation. Not including whatever variables he had in the two called indicators
    4. Extreme results – usually just picking the top optimised result

    Im not saying its not possible to get these kinda of results in live (anything is possible). Its just very highly improbable.

    Monobrow thanked this post
    #157967 quote
    VinzentVega
    Participant
    Veteran

    I´m not able to include the indicators into my system. I get the error massage, that this file is already exist. But thats not true, i can´t find it in my list. Ann when i try to start the above setup i get the syntax error “function “O” does not exist“.

    I´m a little bit confused now….. Can anybody help?

    fail.png fail.png fail-2.png fail-2.png
    #157995 quote
    GraHal
    Participant
    Master

    I hope you like it.

    We’d all love to find out and give it a go, but we can’t! 🙂

    #158082 quote
    bertrandpinoy
    Participant
    Veteran

    why publish an incomplete file? strange and frustrating.

    Since there are no indicators I have changed lines 13 and 20.
    … can anyone help?

    DEFPARAM CumulateOrders = False
    DEFPARAM PreLoadBars = 2000
    DEFPARAM FLATBEFORE = 000000
    one = 1
    if intradaybarindex=0 then
    two = 0
    endif
    if onmarket and three<>tradeindex then
    two=two+1
    three=tradeindex
    endif
    TIMEFRAME (default)
    four = 1 // CALL “O”
    TIMEFRAME (1 hour, updateonclose)
    IF Not OnMarket THEN
    five = 0
    ELSE
    five = five + 1
    ENDIF
    six = 1 //CALL “K”
    TIMEFRAME (default)
    ONCE seven = 1
    IF IntraDayBarIndex = 0 THEN
    seven = 1
    ENDIF
    eight = five
    IF Not OnMarket AND eight <> eight[1] THEN
    seven = 1
    ENDIF
    IF six AND seven ANd two<one and four THEN
    BUY 0.5 CONTRACT AT MARKET
    seven = 0
    ENDIF
    SET TARGET pPROFIT 400
    SET STOP pLOSS 170
    nine = 300
    ten = 240
    IF NOT ONMARKET THEN
    eleven=0
    ENDIF
    IF LONGONMARKET AND close-tradeprice(1)>=nine*pipsize THEN
    eleven = tradeprice(1)+ten*pipsize
    ENDIF
    IF eleven>0 THEN
    SELL AT eleven STOP
    ENDIF
    twelve = 12
    fourteen = 2
    IF NOT ONMARKET THEN
    fifteen=0
    ENDIF
    IF LONGONMARKET AND close-tradeprice(1)>=twelve*pipsize THEN
    fifteen = tradeprice(1)+fourteen*pipsize
    ENDIF
    IF fifteen>0 THEN
    SELL AT fifteen STOP
    ENDIF
    GraHal thanked this post
    Sans-titre.jpg Sans-titre.jpg
    #158084 quote
    robertogozzi
    Moderator
    Master

    @bertrandpinoy

    Always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read.

    The only one who could help is @XRPboss. But he seems not to be interested in this topic.

    bertrandpinoy thanked this post
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Half a position (0.5) on DAX 10 minutes – MTF strategy


ProOrder: Automated Strategies & Backtesting

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XRPboss @xrpboss Participant
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This topic contains 19 replies,
has 8 voices, and was last updated by eckaw
5 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/15/2021
Status: Active
Attachments: 12 files
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