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

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01/17/2021 at 11:48 AM #158141 quote

GraHal

Participant

Master

I’m fed up of waiting for @xrpboss to come back, so I’m putting attached on Demo Forward Test tomorrow! 🙂

There is scope for improvement if only I knew how it worked! 🙂

There are loads of trades that exit at £2 profit after having an MFE of > £100!

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XRP.jpg

XRP-2.jpg

01/17/2021 at 1:33 PM #158154 quote

Monobrow

Participant

Senior

How did you get it to work at all? I cant import the indicator ITFs, says “already been imported” or something.

01/17/2021 at 1:55 PM #158157 quote

GraHal

Participant

Master

A Trailing Stop might improve it and catch trades with a good MFE before the > £100 profit dribbles away and turns into an exit at £2 profit.

Attached is the .itf thus far.

Please post any improvments.

Monobrow and Midlanddave thanked this post

XRPboss-DJI-M10-v1.itf

01/17/2021 at 5:14 PM #158179 quote

bertrandpinoy

Participant

Veteran

I don’t know why but this code prompted me to look for a solution … look at lines 4, 15 and 23.
It seems to work..the sharpe ratio is enough you think! lol

help welcome

DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars    = 2000
DEFPARAM FLATBEFORE = 000000
divh, divb, ignored = CALL "Divergence RSI with lookback"[11, 76, 1, 1](close)//14-70/30/30
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 "O"
four = (divh < 1) //1000 //aa ici c est divb <
TIMEFRAME (2 minute, updateonclose)//90 min
IF Not OnMarket THEN
five = 0
ELSE
five = five + 1
ENDIF
//six = CALL "K"
six = (divb < 1)//1 //aa ici c est divh <
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 10 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 = 2//12
fourteen = 1//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

//SET TARGET pPROFIT 4//2
//SET STOP pLOSS 100// 10


//https://www.prorealcode.com/topic/breakeven-with-a-technical-indicator/
// BUY
//if ConditionsPurchase AND Not OnMarket then
//BUY 1 lot AT market
//endif

// BREAKEVEN
//SMA20 = Average [aa](close)//20
//once flag = (close >= SMA20)
//if OnMarket AND flag =1 then
//SELL 1 lot AT TRADEPRICE +1 LIMIT
//endif
//
//// TP = HIGH BOLLINGER
//BBH = BollingerUp [bb](close)//20
//C3 = (high >= BBH)
//
//MyConditionsCloture = C3
//
//if MyConditionsCloture AND OnMarket then
//SELL 1 lot AT market
//endif

//SET TARGET pPROFIT 6
//SET STOP pLOSS 200

//------------------------------------------------------


//trailing stop function
trailingstart = 10//4//20 //trailing will start @trailinstart points profit
trailingstep = 4//10//5 //trailing step to move the "stoploss"

//reset the stoploss value
IF NOT ONMARKET THEN
newSL=0
ENDIF

//manage long positions
IF LONGONMARKET THEN
//first move (breakeven)
IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN
newSL = tradeprice(1)+trailingstep*pipsize
ENDIF

//stop order to exit the positions
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF
endif

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