Hawk raptor Mini-Dax Composite Momentum and a fast RSI

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  • 09/18/2018 at 3:54 PM #80778 quote
    Alex975
    Participant
    Average

    This strategy is working on Mini-Dax, is a simple combination of two indicators: 1) The Composite Momentum by Francesco Caruso and a fast RSI on daily chart.

    The system buys when both CMO and RSI are oversold in according to code parameters. Idem for the exit use the two indicator but is necessary just one condition with the code settings.

    The settings can to change in according to your profile and time frame

    Enjoy ur trading.

    daxprt-153727870148lpc.png daxprt-153727870148lpc.png
    09/18/2018 at 4:00 PM #80790 quote
    Nicolas
    Keymaster
    Master

    Thank you Alex for sharing the strategy. Could you please post the code in order to test it? and with the indicators too. The best way would be to export the strategy and attach the .itf file in your next post, thank you.

    09/19/2018 at 7:44 AM #80828 quote
    Alex975
    Participant
    Average

    Yes..sorry for the mistake.

    I was convinced that I had also attached the code.

     

    // Definizione dei parametri del codice

DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate

// Condizioni per entrare su posizioni long
indicator1 = RSI[2](close)
c1 = (indicator1 < 10)
ignored, ignored, ignored, ignored, ignored, indicator2 = CALL "Composite Momentum"
c2 = (indicator2 < -81)

IF c1 AND c2 THEN
BUY 1 contract AT close limit
ENDIF

// Condizioni per uscire da posizioni long
ignored, ignored, ignored, ignored, ignored, indicator3 = CALL "Composite Momentum"
c3 = (indicator3 >= 65)
indicator4 = RSI[2](close)
c4 = (indicator4 >= 70)

//ATRsp = CALL "ATR TRLG stop Future"[1.5, 10]

//c15= CLOSE < ATRsP
IF c3 or c4 THEN
SELL AT MARKET

ENDIF
//SET STOP $LOSS 1500
// SU DAILY
SET STOP $LOSS 1100
    09/19/2018 at 9:08 AM #80846 quote
    Vonasi
    Moderator
    Master

    Please use the ‘Insert PRT Code’ button when putting code in your future posts. I have tidied up your post for you. 🙂

    09/19/2018 at 9:25 AM #80847 quote
    Nicolas
    Keymaster
    Master

    Sorry Alex, I think that it is me who deleted the original code from your post 😳

    What is the code of the indicator you made a CALL from, “composite momentum”? Without it, it is impossible to test the strategy 😐

    09/19/2018 at 6:07 PM #80921 quote
    AlgoAlex
    Participant
    Master

    The Composite Momentum formula is here:

    http://www.compositemomentum.com/wp-content/uploads/2016/05/CM_Prt.pdf

    10/06/2018 at 11:32 PM #82167 quote
    Gianluca
    Participant
    Master

    @NICOLAS the composite momentum is in the PRC forum

    Composite-momentum-1.itf
    10/08/2018 at 8:00 AM #82232 quote
    Nicolas
    Keymaster
    Master

    @Gianluca

    Thank you, did you find as good result as the one from the first post? Isn’t it a bit over optimized?

    10/11/2018 at 6:53 PM #82578 quote
    Gianluca
    Participant
    Master

    The Overoptimizazion is on the Composite Yes. With the RSI no is a classic level. With a Walk forward test result could be a little bit different but more solid.

    DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate

// Condizioni per entrare su posizioni long
RS = RSI[2](close)
c1 = (RS < 30)
ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9]
c2 = (COMPOM < -75)

IF c1 AND c2 THEN
BUY 1 contract AT close limit
ENDIF

// Condizioni per uscire da posizioni long
c3 = (COMPOM > 50)
c4 = (RS > 70)

//ATRsp = CALL "ATR TRLG stop Future"[1.5, 10]

//c15= CLOSE < ATRsP
IF C3 AND c4 THEN
SELL AT MARKET
ENDIF
//SET STOP $LOSS 1500
// SU DAILY
SET STOP $LOSS 1100
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Hawk raptor Mini-Dax Composite Momentum and a fast RSI


ProOrder: Automated Strategies & Backtesting

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Alex975 @alex975 Participant
Summary

This topic contains 8 replies,
has 5 voices, and was last updated by Gianluca
7 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/18/2018
Status: Active
Attachments: 2 files
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