samsampop wrote:

Does anyone know of any reason why one shouldn’t trade with this enabled?

Would be scary if one morning you woke up and the System had accumulated 20 trades (position size is 20)  and you were close to  or on a margin call??

I’m recently new to this thread and have read over all the content and quite impressed on what has been put together in this strategy. I ran a few versions (as below) on my IG demo account and am pleased with the results so far, 6 wins and 2 losses. The two losses were also quite minimal especially in comparison to the gains made on the winning trades. I wanted to ask you all of which charts each of these should be getting loaded into. Have I loaded these to the correct charts?

DAX MoD V2.2a Loaded On 5 Min Germany 30 Cash (5 EURO) i.e. not the futures.

DOW MoD V4.7 Loaded On  5 Min DJI Wall Street Cash ($10) DOW Main

DJ MoD V4.7a Loaded On  5 Min DJI Wall Street Cash ($10) DOW Main

I noticed there is also a NAS Version of NAS MoD V3. Is this to be loaded onto the USTech 100 ($1) NASDAQ Futures?

@pat95162

English only in this topic please!

I have been testing these MoD algos with a few colleagues, with some other commercial algorithms we had headaches regarding time zone settings needing to be set in a particular country/time zone or they would not work. The procedure when loading could not use the individual exchange time zones but we needed to change the time zone for PRT completely whilst loading the algorithm.

When using the DAX V2.2a, DJI V4.7a and NAS V3 algorithms, which time zone settings are required?

@nonetheless @dowjones Am tagging you guys as you had posted the versions of the strategy that I am using.

Hi all,

Iv’e tried to use the Mother of Dragons for setting up a system for Brent. Im wondering if anyone else have a system running that isn’t stopped on a regular basis?

The error message is:
“The trading system was stopped due to a division by zero during the evaluation of the last candlestick. You can add protections to your code to prevent divisions by zero then backtest the system to check the correction.”

Found a old post about this regarding one or two value RSI and ghost bars but can’t seem to figure out what would cause it since the RSI is above

After a lot of trial and error im not 100% who to credit for the code and there for the header misses correct credits. Sorry for that but a lot of thanks for the work everybody put in to this and thanks for sharing!

// Definition of code parameters
DEFPARAM CumulateOrders = false // Cumulating positions deactivated
DEFPARAM preloadbars = 10000
//Money Management
MM = 0 // = 0 for optimization
if MM = 0 then
positionsize = 1
ENDIF

//code re-invest
Capital = 1000 // initial capital
Equity = Capital + StrategyProfit

if MM = 1 then

positionsize = Max(1, Equity * (1/Capital))
positionsize = Round(positionsize*100)
positionsize = positionsize/100
// change from "1" to "position" in buy/sell conditions to use re-invest
//********************
ENDIF

//code quit strategy
maxequity = max(equity,maxequity)
DrawdownNeededToQuit = 20  // percent drawdown from max equity to stop strategy

if equity < maxequity * (1 - (DrawdownNeededToQuit/100)) then
quit
endif



// Time management
Ctime = not (time >= 205959 or time < 070000)
// Friday 22:00 Close ALL operations.
IF DayOfWeek = 5 AND time = 220000 THEN
SELL AT MARKET
EXITSHORT AT MARKET
ENDIF

// Settings
//Timeframe 2h
//Period weightedaverage
Q1 = 44 // 1-600
//Supertrend
q2 = 6 // 1 - 10
q3 = 6 // 1- 10
// MA average
q4 = 7 // 1- 100
q5 = 4 // 0-6
// RSI
q6 = 20
q7 = 10
q8 = 6
q9 = 2
// 30 min
// Average
q10 = 2 // 1- 10
q11 = 5 // 1- 10
// 15 min
// Average
q12 = 3 // 1- 10
q13 = 4 // 1- 10
// Periodc
q14 = 42
// 10 min
// supertrend
q15 = 2 //na
q16 = 7 // na
// 5 min
//RSI
q17 = 8
q18 = 3
q19 = 12
q20 = 11
//ma average
q21 = 17
q22 = 5
//Periodb
q23 = 17

//Long SL
q24 = 7
//Long TP
q25 = 9
//Short SL
q26 = 7
//Short TP
q27 = 9





TIMEFRAME(2 hours,updateonclose)
Period= Q1
inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice)
HULLa = weightedaverage[round(sqrt(Period))](inner)
c1 = HULLa > HULLa[1]
c2 = HULLa < HULLa[1]

indicator1 = SuperTrend[q2,q3]
c3 = (close > indicator1)
c4 = (close < indicator1)

ma = average[q4,q5](close)
c11 = ma > ma[1]
c12 = ma < ma[1]

//Stochastic RSI | indicator
lengthRSI = q6 //RSI period
lengthStoch = q7 //Stochastic period
smoothK = q8 //Smooth signal of stochastic RSI
smoothD = q9 //Smooth signal of smoothed stochastic RSI
myRSI = RSI[lengthRSI](close)
MinRSI = lowest[lengthStoch](myrsi)
MaxRSI = highest[lengthStoch](myrsi)
StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)
K = average[smoothK](stochrsi)*100
D = average[smoothD](K)
c13 = K>D
c14 = K<D

TIMEFRAME(30 minutes,updateonclose)
indicator5 = Average[q10](typicalPrice)
indicator6 = Average[q11](typicalPrice)
c15 = (indicator5 > indicator6)
c16 = (indicator5 < indicator6)

TIMEFRAME(15 minutes,updateonclose)
indicator2 = Average[q12](typicalPrice)
indicator3 = Average[q13](typicalPrice)
c7 = (indicator2 > indicator3)
c8 = (indicator2 < indicator3)

Periodc= q14
innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice)
HULLc = weightedaverage[round(sqrt(Periodc))](innerc)
c9 = HULLc > HULLc[1]
c10 = HULLc < HULLc[1]

TIMEFRAME(10 minutes)
indicator1a = SuperTrend[q15,q16]
c19 = (close > indicator1a)
c20 = (close < indicator1a)

TIMEFRAME(5 minutes)
//Stochastic RSI | indicator
lengthRSIa = q17 //RSI period
lengthStocha = q18 //Stochastic period
smoothKa = q19 //Smooth signal of stochastic RSI
smoothDa = q20 //Smooth signal of smoothed stochastic RSI
myRSIa = RSI[lengthRSIa](close)
MinRSIa = lowest[lengthStocha](myrsia)
MaxRSIa = highest[lengthStocha](myrsia)
StochRSIa = (myRSIa-MinRSIa) / (MaxRSIa-MinRSIa)
Ka = average[smoothKa](stochrsia)*100
Da = average[smoothDa](Ka)
c23 = Ka>Da
c24 = Ka<Da

ma3 = average[q21,q22](close)
c21 = ma3 > ma3[1]
c22 = ma3 < ma3[1]

Periodb= q23
innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice)
HULLb = weightedaverage[round(sqrt(Periodb))](innerb)
c5 = HULLb > HULLb[1]and HULLb[1]<HULLb[2]
c6 = HULLb < HULLb[1]and HULLb[1]>HULLb[2]

//Long target and stoploss

LSL = Q24 /10
LTP = Q25 /10

// Conditions to enter long positions
IF Ctime and dhigh(0)-high<250 and c1 AND C3 AND C5 and c7 and c9 and c11 and c13 and c15 and c19 and c21 and c23 THEN
BUY positionsize CONTRACT AT MARKET
SET STOP %LOSS LSL
SET TARGET %PROFIT LTP
ENDIF

//Short target and stoploss

SSL = Q26/10
STP = Q27/10

// Conditions to enter short positions
IF Ctime and low-dlow(0)<700 and c2 AND C4 AND C6 and c8 and c10 and c12 and c14 and c16 and c20 and c22 and c24 THEN
SELLSHORT positionsize CONTRACT AT MARKET
SET STOP %LOSS SSL
SET TARGET %PROFIT STP
ENDIF

//================== exit in profit
if longonmarket and C6 and c8 and close>positionprice then
sell at market
endif

If shortonmarket and C5 and c7 and close<positionprice then
exitshort at market
endif

//==============exit at loss
if longonmarket AND c2 and c6 and close<positionprice then
sell at market
endif
If shortonmarket and c1 and c5 and close>positionprice then
exitshort at market
endif

//%trailing stop function
trailingPercent = .26
stepPercent = .014
if onmarket then
trailingstart = tradeprice(1)*(trailingpercent/100) //trailing will start @trailingstart points profit
trailingstep = tradeprice(1)*(stepPercent/100) //% step to move the stoploss
endif

 
//reset the stoploss value
IF NOT ONMARKET THEN
newSL=0
ENDIF
 
//manage long positions
IF LONGONMARKET THEN
//first move (breakeven)
IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN
newSL = tradeprice(1)+trailingstep
ENDIF
//next moves
IF newSL>0 AND close-newSL>trailingstep THEN
newSL = newSL+trailingstep
ENDIF
ENDIF
 
//manage short positions
IF SHORTONMARKET THEN
//first move (breakeven)
IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN
newSL = tradeprice(1)-trailingstep
ENDIF
//next moves
IF newSL>0 AND newSL-close>trailingstep THEN
newSL = newSL-trailingstep
ENDIF
ENDIF
 
//stop order to exit the positions
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF

//************************************************************************
IF longonmarket and barindex-tradeindex>1800 and close<positionprice then
sell at market
endif
IF shortonmarket and barindex-tradeindex>610 and close>positionprice then
exitshort at market
endif
//=============================================
if longonmarket and abs(open-close)<1 and high[1]>high and close>positionprice and high-close>10then
sell at market
endif
if shortonmarket and abs(open-close)<1 and low[1]>low and close-low>13 and close<positionprice then
exitshort at market
endif
//===================================
myrsiM5=rsi[14](close)
//
if myrsiM5<30 and barindex-tradeindex>1 and longonmarket and close>positionprice then
sell at market
endif
if myrsiM5>70 and barindex-tradeindex>1 and shortonmarket and close<positionprice then
exitshort at market
endif

// ---------   US DAY LIGHT SAVINGS MONTHS      ---------------- //
mar = month = 3 // MONTH START
nov = month = 11 // MONTH END
IF (month > 3 AND month < 11) OR (mar AND day>14) OR (mar AND day-dayofweek>7) OR (nov AND day<=dayofweek AND day<7) THEN
USDLS=010000
ELSE
USDLS=0
ENDIF

once openStrongLong = 0
once openStrongShort = 0
if (time <= 223000 - USDLS and time >= 050000 - USDLS) then
openStrongLong = 0
openStrongShort = 0
endif

//detect strong direction for market open
once rangeOK = 40
once tradeMin = 1500
IF (time >= 223500 - USDLS) AND (time <= 223500 + tradeMin - USDLS) AND ABS(close - open) > rangeOK THEN
IF close > open and close > open[1] THEN
openStrongLong = 1
openStrongShort = 0
ENDIF
IF close < open and close < open[1] THEN
openStrongLong = 0
openStrongShort = 1
ENDIF
ENDIF


once bollperiod = 20
once bollMAType = 1
once s = 2

bollMA = average[bollperiod, bollMAType](close)
STDDEV = STD[bollperiod]
bollUP = bollMA + s * STDDEV
bollDOWN = bollMA - s * STDDEV
IF bollUP = bollDOWN THEN
bollPercent = 50
ELSE
bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN)
ENDIF

once trendPeriod = 70
once trendPeriodResume = 30
once trendGap = 3
once trendResumeGap = 6
if not onmarket then
fullySupported = 0
fullyResisteded = 0
endif
//Market supported in the wrong direction
IF shortonmarket AND fullySupported = 0 AND summation[trendPeriod](bollPercent > 50) >= trendPeriod - trendGap THEN
fullySupported = 1
ENDIF

//Market pull back but continue to be supported
IF shortonmarket AND fullySupported = 1 AND bollPercent[trendPeriodResume + 1] < 0 AND summation[trendPeriodResume](bollPercent > 50) >= trendPeriodResume - trendResumeGap THEN
exitshort at market
ENDIF

//Market resisted in wrong direction
IF longonmarket AND fullyResisteded = 0 AND summation[trendPeriod](bollPercent < 50) >= trendPeriod - trendGap THEN
fullyResisteded = 1
ENDIF

//Market pull back but continue to be resisted
IF longonmarket AND fullyResisteded = 1 AND bollPercent[trendPeriodResume + 1] > 100 AND summation[trendPeriodResume](bollPercent < 50) >= trendPeriodResume - trendResumeGap THEN
sell at market
ENDIF
//
//Started real wrong direction
once strongTrend = 60
once strongPeriod = 8
once strongTrendGap = 2
IF shortonmarket and openStrongLong and barindex - tradeindex < 12 and summation[strongPeriod](bollPercent > strongTrend) = strongPeriod - strongTrendGap then
exitshort at market
ENDIF

IF longonmarket and openStrongShort and barindex - tradeindex < 12 and summation[strongPeriod](bollPercent < 100 - strongTrend) = strongPeriod - strongTrendGap then
sell at market
ENDIF

Dow Jones wrote:

I have run both MoD DAX and DJI for many months, no such issue for me.

Yes it works great for with all indexes but can’t get it to run on Brent Crude oil. Tried several setups and always get the zero division error message or the suggestion of preloading bars (can’t remember the error message on top of my head)

Out of curiosity… what are the values you use for you 5M RSI calculations?