Ichimoku W Max ADX stop K/SB

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04/06/2020 at 8:55 AM #124268 quote
inavsan
Participant

New
Backtest with Ichimoku, Maximum 36 periods, ADX, MACD and stop with Ichimoku, MACD and %Williams
```
DEFPARAM CumulateOrders=False
DEFPARAM NOCASHUPDATE = False

REM Comprar/Comprare/Acheter/Buy
myKijun, myTenkan, myChikou, mySpanA, mySpanB = CALL "Ign Ichimoku 1"[0](close)

c1 = (Close > myTenkan)
c2 = (Close > myKijun)
c3 = (Close > mySpanA)
c4 = (Close > mySpanB)
c5 = (Close > Close[26])
c6 = (MACDline[12,26,9](close) > 0)
c61 = (MACDline[12,26,9](close) > MACDSignal[12,26,9](close))
c7 = (Close = highest[n] (close))
c8 = (ADX[14] > ADX[14][1])
c9 = (ADX[14] > DIminus[14](close))
c10 = (DIplus[14](close) > DIminus[14](close))

IF c1 and c2 and c3 and c4 and c5 and c6 and c61 and c7 and c8 and c9 and c10 THEN
BUY 1000 cash AT MARKET
ENDIF

coste = tradeprice

REM Vender/Vendere/Vendre/Sell

if (coste > myKijun) then
myStop = myTenkan
elsif (coste < myKijun) and (coste > mySpanB) then
myStop = myKijun
elsif (coste < mySpanB) then
myStop = mySpanB
endif

IF close < myStop or Williams[14](close) < -80 or MACDline[12,26,9](close) < 0 THEN
sell at market
//SELL AT myStop STOP
ENDIF
```
captura-de-pantalla-de-1585758194pl4c8.png Ichimoku-W-Max-ADX-stop-K-SB.itf captura-de-pantalla-de-1585758194pl4c81.png Ichimoku-W-Max-ADX-stop-K-SB1.itf
04/06/2020 at 9:05 AM #124767 quote

Nicolas
Keymaster

Master

Hi! Thanks for sharing your trading strategy idea. Would you mind to tell us more about it please? What is the timeframe to be used? And for what instrument? It seems to work well on major trend, by looking at the picture you provide! 🙂

04/06/2020 at 9:58 AM #124779 quote
GraHal
Participant

Master
Line 13 is incorrect, MACDSignal is not a PRT recognised Indicator (it should be … it would make our lives easier!?)

Surely it can only work if coded as …
```
c61 = (MACDline[12,26,9](close)) > ExponentialAverage[9](MACDline[12,26,9](close))
```
04/06/2020 at 10:25 AM #124794 quote

Vonasi
Moderator

Master

MACDSIGNAL is now an instruction in PRTv11.

MACDsignal

I think we might be reaching the time where it would be useful if people mentioned the version number if they coded it on v11.

GraHal thanked this post

04/06/2020 at 11:36 AM #124821 quote

inavsan
Participant

New

Dear Nicolas,

Only for Weekly, confirmed with monthly.

I send you a indicator than can help you for decissions.

I work only with sotcks and I select only the best stocks for financials, growth and moat.

If you need something else write me.

I apologize for my bad english. I’m spanish 😉

04/06/2020 at 11:46 AM #124824 quote

inavsan
Participant

New

I backtested more and I changed a few things.

Now the code is enhanced.

I work on weekly, but I compare each signal with monthly for confirmation.

Nicolas thanked this post

Ichimoku-W-Max-ADX-stop-K.itf Signal-Ichi-W-adx-macd.itf

04/06/2020 at 12:27 PM #124832 quote
GraHal
Participant

Master
Anybody else tried this on v10.3?

Trying with the latest codes above, I get the attached errors. (The original code on the original post had similar errors also).

Even if I include below then more errors messages show … e.g. cc is not used.
```
If MyChikou or my0 OR Mybs or mybi or mycoste Then
Endif
```
@inavsan does the above code work perfectly fine on your Platform??

inavsan.jpg
04/06/2020 at 12:49 PM #124846 quote

GraHal
Participant

Master

Update:

I’ve got it working now after making a few changes here and there.

I will post the amended code shortly … results looks good!!

bertrandpinoy thanked this post

04/06/2020 at 1:16 PM #124852 quote
Zigo
Participant

Master
Ichimoku is a very good indicator on its own. I think it doesn’t need any other indicator.

Therfore I have tested it without Macd and ADX (green) (c1, c2, c3, c4 and c5)

and also with Macd and ADX (bleu) (c1, c2, c3, c4, c5, c6, c61, c7, c8, c9 and c10)
```
DEFPARAM CumulateOrders=False
DEFPARAM NOCASHUPDATE = False
once n= 9
once m= 3*n-1

REM Comprar/Comprare/Acheter/Buy

myTenkan=(highest[n](high)+lowest[n](low))/2
myKijun=(highest[m](high)+lowest[m](low))/2
myspanA=(myTenkan+myKijun)/2
mySpanB=(highest[2*m](high)+lowest[2*m](low))/2
c1 = (Close > myTenkan)
c2 = (Close > myKijun)
c3 = (Close > mySpanA)
c4 = (Close > mySpanB)
c5 = (Close > Close[26])

IF c1 and c2 and c3 and c4 and c5 THEN
BUY 1 contract AT MARKET
ENDIF

coste = tradeprice

REM Vender/Vendere/Vendre/Sell

if (coste > myKijun) then
myStop = myTenkan
elsif (coste < myKijun) and (coste > mySpanB) then
myStop = myKijun
elsif (coste < mySpanB) then
myStop = mySpanB
endif

IF close < myStop or Williams[14](close) < -80 or MACDline[12,26,9](close) < 0 THEN
sell at market
//SELL AT myStop STOP
ENDIF
```
Inavsan.png
04/06/2020 at 1:17 PM #124854 quote

GraHal
Participant

Master

Thank You inavsan for sharing your code with us all … jolly decent of you! 🙂

Results attached with spread = 7.

If you make improvements, please post here.

inavsan-2.jpg inavsan-3.jpg Ichimoku-W-Max-ADX-stop-K-1.itf

04/06/2020 at 1:40 PM #124862 quote

Zigo
Participant

Master

Longterm Dow.

inavsanDOW-3-uren.png

04/06/2020 at 1:56 PM #124865 quote

GraHal
Participant

Master

How long term … you don’t show bottom line so we cant see how many years? 🙂

Do you mean 200k bars and what is the TF – 3 uren … is that 3 hours?

04/06/2020 at 2:02 PM #124868 quote

Zigo
Participant

Master

Sorry

GraHal thanked this post

Inavsan-DJ.png

04/06/2020 at 3:20 PM #124896 quote
Zigo
Participant

Master
```
DEFPARAM CumulateOrders=False
DEFPARAM NOCASHUPDATE = False
once n= 9
once m= 3*n-1

REM Comprar/Comprare/Acheter/Buy

myTenkan=(highest[n](high)+lowest[n](low))/2
myKijun=(highest[m](high)+lowest[m](low))/2
myspanA=(myTenkan+myKijun)/2
mySpanB=(highest[2*m](high)+lowest[2*m](low))/2
c1 = (Close > myTenkan)
c2 = (Close > myKijun)
c3 = (Close > mySpanA)
c4 = (Close > mySpanB)
c5 = (Close > Close[26])
c6 = Close < mytenkan
c7 = close < myKijun
c8 = close < mySpanA
c9 = close < mySpanB
c10= close < close[26]

 
IF c1 and c2 and c3 and c4 and c5  THEN
BUY 1 contract AT MARKET
ENDIF
 
coste = tradeprice
 
REM Vender/Vendere/Vendre/Sell
 
if (coste > myKijun) then
myStop = myTenkan
elsif (coste < myKijun) and (coste > mySpanB) then
myStop = myKijun
elsif (coste < mySpanB) then
myStop = mySpanB
endif
 
IF close < myStop or Williams[14](close) < -80 or MACDline[12,26,9](close) < 0 THEN
sell at market
//SELL AT myStop STOP
ENDIF

If c6 and c7 and c8 and c9 and c10 then
sellshort 1 contract at market
endif
//Kost Verkoop is KV
KV = Tradeprice

if (KV < myKijun) then
myStop = myTenkan
elsif (KV > myKijun) and (KV < mySpanB) then
myStop = myKijun
elsif (KV > mySpanB) then
myStop = mySpanB
endif
 
IF close < myStop or Williams[14](close) < -80 or MACDline[12,26,9](close) < 0 THEN
sell at market
//SELL AT myStop STOP
ENDIF
```
GraHal thanked this post

DOW-Both-long-short-2-uren.png
04/06/2020 at 4:40 PM #124902 quote

inavsan
Participant

New

Dear Grahal,

I only work weekly.

My backtests are made from the begin of data (about 1995) from the last dat available.

I only work with V11.

GraHal thanked this post
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