In search of win-loss-win-loss-win -strategies

Here is an example

Code

//-------------------------------------------------------------------------
// OnlyLong-Strategy on the Dax
// Timebased
//
// Maincode : D1 Lo 08/21 M1
//
// Dax 1 Euro Mini
// Timezone europe berlin
// Timeframe 1H
// Created by JohnScher
//-------------------------------------------------------------------------


//run only one order
defparam cumulateorders = false

// positionsize
Once ordersize = 1

// define starttime
TradingDayShort =  Opendayofweek = 1 //or Opendayofweek = 3 //or Opendayofweek = 3 or Opendayofweek = 4 or Opendayofweek = 5
TradingTimeShort =  time >= 080000 and time <= 100000


// conditions
c1 = (close) < Exponentialaverage [200] (close)
c2 = close > close [1]

//maincode
tradebuy =  TradingDayShort and TradingTimeShort and c1 and c2

If Tradebuy then
buy ordersize contracts at market
Endif


// conditions exit
set stop %loss 1
set target %profit 1

You can see in the backtest a slight gain over many years. In itself nothing unusual. See attached no1 – the upper curve .

You can also see that winning and losing positions alternate quite regularly. Maximum sequence of lost trades = 3, maximum sequence of won trades = 4. See attached no2.

This gives me the chance to use the martingale (very dangerous i know):

Code

//-------------------------------------------------------------------------
// OnlyLong-Strategy on Dax
// Timebased
//
// Maincode : D1 Lo 08/21 M1 with martingale
//
// Dax 1 Euro Mini
// Timezone europe berlin
// Timeframe 1H
// created by JohnScher
//-------------------------------------------------------------------------


//run only one order
defparam cumulateorders = false

// positionsize
Once ordersize = 1

// define starttime
TradingDayShort =  Opendayofweek = 1 //or Opendayofweek = 3 //or Opendayofweek = 3 or Opendayofweek = 4 or Opendayofweek = 5
TradingTimeShort =  time >= 080000 and time <= 100000


// conditions
c1 = (close) < Exponentialaverage [200] (close)
c2 = close > close [1]

//maincode
tradebuy =  TradingDayShort and TradingTimeShort and c1 and c2

If Tradebuy then
buy ordersize CONTRACTS AT MARKET
Endif


// set martingale
Once exitindex = -1

If Longonmarket then
exitindex = barindex
Endif

If barindex = exitindex +1 then
Exitindex = 0
If PositionPerf (1) < 0 then
Ordersize = ordersize + 1
Elsif PositionPerf (1) >= 0 then
Ordersize = max (Ordersize - 1,1)
Endif
Endif


// conditions exit
set stop %loss 1
set target %profit 1

The results are quite better then without martingale. See attached no1 – the lower curve.

And now my question.

Which of you have come across strategies that show these win-loss-win-loss-win-loss results? At best, the win-loss sequence has a clear sine wave, so really or in the very close to: win-loss-win-loss-win-loss-win-loss. And if so, can you put them in here? And if not, where can I find them?

kind regards

JohnScher

Translated with http://www.DeepL.com/Translator (free version)

no1.png no2.png