Ichimoku W Max ADX stop K/SB

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

  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

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  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

  

  inavsan

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  04/06/2020 at 9:05 AM #124767
  Nicolas

  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! 🙂

  

  Nicolas

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

  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))

  1	c61 = (MACDline[12,26,9](close)) > ExponentialAverage[9](MACDline[12,26,9](close))

   

   

  

  GraHal

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  04/06/2020 at 10:25 AM #124794
  Vonasi

  MACDSIGNAL is now an instruction in PRTv11.

  https://www.prorealcode.com/documentation/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.

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  GraHal

  

  Vonasi

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

  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 😉

  

  inavsan

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

  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.

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  Nicolas

  

  inavsan

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

  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

  1 2	If MyChikou or my0 OR Mybs or mybi or mycoste Then Endif

   

   

  @inavsan  does the above code work perfectly fine on your Platform??

   

  

  GraHal

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  04/06/2020 at 12:49 PM #124846
  GraHal

  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!!

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  bertrandpinoy

  

  GraHal

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

  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

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  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

   

  

  Zigo

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  04/06/2020 at 1:17 PM #124854
  GraHal

  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.

   

  

  GraHal

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

  Longterm Dow.

  

  Zigo

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

  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?

   

  

  GraHal

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

  Sorry

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  GraHal

  

  Zigo

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

  Inavsan 3.0 (Inavsan expand to Short trades)

  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

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  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

   

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  GraHal

  

  Zigo

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  04/06/2020 at 4:40 PM #124902
  inavsan

  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.

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  GraHal

  

  inavsan

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