Moz Scalp Strategy

• 08/06/2018 at 7:00 AM #77354
  Thomas007

  Tested on EURUSD. Very basic, not too frequent but quite reliable. Playing with the candle sticks.

  DEFPARAM PRELOADBARS = 10000 DEFPARAM CumulateOrders = FALSE //settings n = 1 TP = 1 SL = 10 CS = 0.3 //candle size //end of settings GoTrade = time>=070000 and time<=213000 body = close-open c1 = body[3]>CS and body[2]>CS and body[1]<-CS and body>CS and low<low[1] and low<low[2] and body[4]>0 and low[1]>low[4] and low[1]>low[2] c2 = body[3]<-CS and body[2]<-CS and body[1]>CS and body<-CS and high>high[1] and high>high[2] and body[4]<0 and high[1]<high[4] and high[1]<high[2] if c1 and GoTrade then buy n contracts at market endif if c2 and GoTrade then sellshort n contracts at market endif set target pprofit TP set stop ploss SL

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  DEFPARAM PRELOADBARS = 10000 DEFPARAM CumulateOrders = FALSE   //settings n = 1 TP = 1 SL = 10 CS = 0.3 //candle size //end of settings   GoTrade = time>=070000 and time<=213000   body = close-open   c1 = body[3]>CS and body[2]>CS and body[1]<-CS and body>CS and low<low[1] and low<low[2] and body[4]>0 and low[1]>low[4] and low[1]>low[2]   c2 = body[3]<-CS and body[2]<-CS and body[1]>CS and body<-CS and high>high[1] and high>high[2] and body[4]<0 and high[1]<high[4] and high[1]<high[2]   if c1 and GoTrade then buy n contracts at market endif   if c2 and GoTrade then sellshort n contracts at market endif   set target pprofit TP set stop ploss SL

   

   

  

  Thomas007

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  08/06/2018 at 7:19 AM #77601
  Nicolas

  Hi, thanks a lot for sharing your automatic trading strategy with us. Could you please provide more information about your backtest please? What is the timeframe? What is the period? It would help everyone to have a better opinion about the strategy 🙂

  

  Nicolas

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  08/06/2018 at 9:28 AM #77611
  GraHal

  Thank you for sharing @Thomas007 … I get attached with code below (I changed TP and SL) on DJI 5M TF with spread = 2 over 100k bars

  //https://www.prorealcode.com/topic/moz-scalp-strategy/ DEFPARAM PRELOADBARS = 10000 DEFPARAM CumulateOrders = FALSE //settings n = 1 CS = 0.2 //candle size //end of settings GoTrade = time>=070000 and time<=213000 body = close-open c1 = body[3]>CS and body[2]>CS and body[1]<-CS and body>CS and low<low[1] and low<low[2] and body[4]>0 and low[1]>low[4] and low[1]>low[2] c2 = body[3]<-CS and body[2]<-CS and body[1]>CS and body<-CS and high>high[1] and high>high[2] and body[4]<0 and high[1]<high[4] and high[1]<high[2] if c1 and GoTrade then buy n contracts at market endif if c2 and GoTrade then sellshort n contracts at market endif If Longonmarket Then set target pprofit 15 set stop ploss 30 endif If shortonmarket Then set target pprofit 15 set stop ploss 25 endif

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  //https://www.prorealcode.com/topic/moz-scalp-strategy/ DEFPARAM PRELOADBARS = 10000 DEFPARAM CumulateOrders = FALSE //settings n = 1 CS = 0.2 //candle size //end of settings GoTrade = time>=070000 and time<=213000 body = close-open c1 = body[3]>CS and body[2]>CS and body[1]<-CS and body>CS and low<low[1] and low<low[2] and body[4]>0 and low[1]>low[4] and low[1]>low[2] c2 = body[3]<-CS and body[2]<-CS and body[1]>CS and body<-CS and high>high[1] and high>high[2] and body[4]<0 and high[1]<high[4] and high[1]<high[2] if c1 and GoTrade then buy n contracts at market endif if c2 and GoTrade then sellshort n contracts at market endif If Longonmarket Then set target pprofit 15 set stop ploss 30 endif   If shortonmarket Then set target pprofit 15 set stop ploss 25 endif

   

   

  

  GraHal

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  08/06/2018 at 10:21 AM #77620
  robertogozzi

  Instead of dealing with negative/positive values you might use ABS in line 13

  body = abs(close-open)

  1	body = abs(close-open)

  also

  CS = 0.3

  1

  CS = 0.3

  is your treshold value, but, for example:

  • Dax will (almost) NEVER have such a small difference in price, something like opening at 12500.0 and closing at 12500.3
  • Forex pairs need will HARDLY have that difference in a single candlestick, EurUsd opening at 1.1500 then dropping suddenly to 0.8500 or raising to 1.4500

  I suggest that you refer to PIPS and use the reserved word

  pipsize

  1

  pipsize

  to let ProOrder do the math.

   

   

  

  robertogozzi

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