Ichimoku Dax M15 automatic trading strategy

Ichimoku Reading · Mon, 26 Oct 2020 09:34:36 +0000

Hello, I present you a strategy based on ichimoku and some optimizations. Ichimoku is optimized to give the best components while keeping the same ratios of difference between the components of the ichimoku. The values are therefore simply multiplied. Purchases and sales are processed independently, which makes the backtest more profitable. Also a currency management system is incorporated into the strategy and can be modified as required. I wouldn’t have 100% confidence in this strategy given that it has just been developed and we know the effects of optimization. However, I find it an interesting basis, which could be applied in other markets. Maybe some ideas could be added to this one to make it more profitable! Feel free to give your opinions and suggestions. IV // //=/===============/=//=/===============/=//=/ Basic settings // //=/ Cumulation of Orders DefParam CumulateOrders = False // //=/===============/=//=/===============/=//=/ Management Settings // //=/ Capital Capital = 10000 //=/ Percentage Risk Risk = 1 //=/ Reinvestment Reinvestment = 0 // //=/===============/=//=/===============/=//=/ Calcul Management Settings // //=/ Reinvestment Settings if Reinvestment = 1 then Capital = Capital + StrategyProfit elsif Reinvestment = 0 then Capital = Capital endif //=/ Lotss Settings Lotss = ((Capital*Risk) /100) /RiskVolatility if Lotss < 0.5 then Lotss = 0.5 endif if Lotss > (0.0015*Capital) then Lotss = 0.0015*Capital endif //=/ Risk by Volatility Settings VL1 = Average[500,0](TypicalPrice) VH1 = VL1 + (1*Average[500,1](Range)) VD1 = VL1 - (1*Average[500,1](Range)) VL2 = Average[1000,0](TypicalPrice) VH2 = VL2 + (1*Average[1000,1](Range)) VD2 = VL2 - (1*Average[1000,1](Range)) VH = (VH1+VH2) /2 VD = (VD1+VD2) /2 RiskVolatility = VH-VD // //=/===============/=//=/===============/=//=/ Activation Settings // //=/ Buy Activation BuyActivation = 1 //=/ Sell Activation SellActivation = 1 // //=/===============/=//=/===============/=//=/ Time Settings // //=/ TimeTable Before = Time >= 080000 After = Time < 220000 TTime = Before and After //=/ No Trade if OpenDayOfWeek = 5 and Time > 200000 then NoTrade = 1 else NoTrade = 0 endif // //=/===============/=//=/===============/=//=/ Indicator Settings // //=/ Ichimoku Buy ICBuy = 1.13 BSpanA = (BTenkan[26*ICBuy]+BKijun[26*ICBuy])/2 BTenkan = (highest[9*ICBuy](high)+lowest[9*ICBuy](low))/2 BKijun = (highest[26*ICBuy](high)+lowest[26*ICBuy](low))/2 BSpanB = (highest[52*ICBuy](high[26*ICBuy])+lowest[52*ICBuy](low[26*ICBuy]))/2 //=/ Ichimoku Sell ICSell = 0.86 SSpanA = (STenkan[26*ICSell]+SKijun[26*ICSell])/2 STenkan = (highest[9*ICSell](high)+lowest[9*ICSell](low))/2 SKijun = (highest[26*ICSell](high)+lowest[26*ICSell](low))/2 SSpanB = (highest[52*ICSell](high[26*ICSell])+lowest[52*ICSell](low[26*ICSell]))/2 // //=/===============/=//=/===============/=//=/ Buy Settings // //=/ Conditions Buy CB1 = momentum[9] > 0 CB2 = momentum[44] > 0 CB3 = momentum[187] > 0 CB4 = close > BSpanA and close > BSpanB CB5 = BKijun > BSpanA and BKijun > BSpanB CB6 = close > BTenkan and close > BKijun CB7 = BTenkan > BSpanA and BTenkan > BSpanB CB8 = close > BSpanA[26*ICBuy] and close > BSpanB[26*ICBuy] CB9 = close > BTenkan[26*ICBuy] and close > BKijun[26*ICBuy] ConditionsBuy = CB1 and CB2 and CB3 and CB4 and CB5 and CB6 and CB7 and CB8 and CB9 //=/ Conditions Sell CXB1 = close < open CXB2 = close < BSpanA and close < BSpanB CXB3 = BKijun < BSpanA and BKijun < BSpanB CXB4 = close < BTenkan and close < BKijun CXB5 = BTenkan < BSpanA and BTenkan < BSpanB CXB6 = close < BSpanA[26*ICBuy] and close < BSpanB[26*ICBuy] CXB7 = close < BTenkan[26*ICBuy] and close < BKijun[26*ICBuy] ConditionsSell = CXB1 and CXB2 and CXB3 and CXB4 and CXB5 and CXB6 and CXB7 //=/ Confirmation Time Buy if ConditionsBuy then CB = 1 elsif ConditionsSell then CB = -1 else CB = 0 endif CTB1 = CB[1] = 1 CTB2 = CB[2] = 1 CTB3 = CB[3] = 1 CTB4 = CB[4] = 1 CTB5 = CB[5] = 1 CTB6 = CB[6] = 1 CTB7 = (close-open) > (high-close) CTB = CTB1 and CTB2 and CTB3 and CTB4 and CTB5 and CTB6 and CTB7 if CTB then ConfirmationTimeBuy = 1 else ConfirmationTimeBuy = 0 endif //=/ Buy if NoTrade = 0 and BuyActivation = 1 and TTime and ConditionsBuy and ConfirmationTimeBuy = 1 then Buy Lotss Contract at Market Set Stop %Loss 2.27 endif //=/ Sell if NoTrade = 1 or close < BKijun and close > PositionPrice or ConditionsSell then Sell at Market endif // //=/===============/=//=/===============/=//=/ Sell Settings // //=/ Conditions Sell Short CS1 = close < open CS2 = momentum[18] < 0 CS3 = momentum[167] < 0 CS4 = momentum[224] < 0 CS5 = close < SSpanA and close < SSpanB CS6 = SKijun < SSpanA and SKijun < SSpanB CS7 = close < STenkan and close < SKijun CS8 = STenkan < SSpanA and STenkan < SSpanB CS9 = close < SSpanA[26*ICSell] and close < SSpanB[26*ICSell] CS10 = close < STenkan[26*ICSell] and close < SKijun[26*ICSell] ConditionsSellShort = CS1 and CS2 and CS3 and CS4 and CS5 and CS6 and CS7 and CS8 and CS9 and CS10 CXS1 = close > open CXS2 = close > SSpanA and close > SSpanB CXS3 = SKijun > SSpanA and SKijun > SSpanB CXS4 = close > STenkan and close > SKijun CXS5 = STenkan > SSpanA and STenkan > SSpanB CXS6 = close > SSpanA[26*ICSell] and close > SSpanB[26*ICSell] CXS7 = close > STenkan[26*ICSell] and close > SKijun[26*ICSell] ConditionsExitShort = CXS1 and CXS2 and CXS3 and CXS4 and CXS5 and CXS6 and CXS7 //=/ Confirmation Time Sell if ConditionsSellShort then CS = 1 elsif ConditionsExitShort then CS = -1 else CS = 0 endif CTS1 = CS[1] = 1 CTS2 = CS[2] = 1 CTS3 = (open-close) > (close-low) CTS = CTS1 and CTS2 and CTS3 if CTS then ConfirmationTimeSell = 1 else ConfirmationTimeSell = 0 endif //=/ Sell Short if NoTrade = 0 and SellActivation = 1 and TTime and ConditionsSellShort and ConfirmationTimeSell = 1 then SellShort Lotss Contract at Market Set Stop %Loss 1.09 endif //=/ Exit Short if NoTrade = 1 or close > SKijun and close < PositionPrice or ConditionsExitShort then ExitShort at Market endif // //=/===============/=//=/===============/=//=/ End // // //=/===============/=//=/ IV mcm //

This topic has 17 replies, 6 voices, and was last updated 3 years ago by nonetheless.

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03/28/2021 at 2:30 PM #165555

Arno G

Great set of parameters !!

Arno G
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03/31/2021 at 5:30 PM #165871

VinzentVega

nonetheless wrote:

I am all in favour of MM, but for backtest and optimization it’s better to run with level stakes so you know what you’re dealing with. Also easier to compare performance with other algos. MM is added after.

Here’s another version, lower profit but more trades and better %win. Also fixes the zero parameter problem.

2nd image is with my MM code.

Hi,

this prog doesn´t run in real modus. I get an error message. It says, that I have to change the variables into specific values. What did I wrong?

VinzentVega
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03/31/2021 at 5:38 PM #165874

nonetheless

If you change to PRT v11.1 it should run the code as it is.

Otherwise take the values from the optimization box and insert them into the code, then delete everything from the optimization box.

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VinzentVega

nonetheless
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Ichimoku Dax M15 automatic trading strategy

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