NAS 2m HULL-SAR trading system

nonetheless · Fri, 09 Oct 2020 07:49:05 +0000

This is a new 2m strategy I’ve been working on, uses Hull MA and Parabolic SAR in 3 time frames with cumulative orders. Short back test so may be a curve fit but the VRT is good. I think it can still be improved but I’ve run out of ideas so any suggestions are welcome, maybe a limit to the number of positions? Cumulative orders are not to everyone’s taste, and the drawdown is huge – you’d need a lot of capital to run it – but as a % of the runup it’s not that bad. Could be worth playing with… Ctime = time >=143000 and time <210000 TIMEFRAME(18 minutes) Period= 155 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice) HULLa = weightedaverage[round(sqrt(Period))](inner) c1 = HULLa > HULLa[1] c2 = HULLa < HULLa[1] ST1 = SAR[.005,.005,.02] c1a = (close > ST1) c2a = (close < ST1) TIMEFRAME(6 minutes) Periodb= 29 innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice) HULLb = weightedaverage[round(sqrt(Periodb))](innerb) c3 = HULLb > HULLb[1] c4 = HULLb < HULLb[1] ST2 = SAR[.005,.005,.02] c3a = (close > ST2) c4a = (close < ST2) TIMEFRAME(default) Periodc= 4 innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice) HULLc = weightedaverage[round(sqrt(Periodc))](innerc) c5 = HULLc > HULLc[1] and HULLc[1] < HULLc[2] c6 = HULLc < HULLc[1] and HULLc[1] > HULLc[2] ST3 = SAR[.01,.01,.005] c5a = (close > ST3) c6a = (close < ST3) // Conditions to enter long positions IF Ctime and c1 and c1a AND C3 and c3a AND C5 and c5a THEN BUY positionsize CONTRACT AT MARKET SET STOP %LOSS .7 SET TARGET %PROFIT 1.7 ENDIF // Conditions to enter short positions IF Ctime and c2 and c2a AND C4 and c4a AND C6 and c6a THEN SELLSHORT positionsize CONTRACT AT MARKET SET STOP %LOSS 1.1 SET TARGET %PROFIT 1.3 ENDIF //%trailing stop function trailingstop = 1 if trailingstop =1 then once trailingPercent = 0.38 once stepPercent = 0.006 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 endif

This topic has 343 replies, 42 voices, and was last updated 1 year ago by bege.

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05/20/2021 at 3:00 PM #170058

nonetheless

murre87 wrote:

My results of 200k units

what value do you have for f ?

nonetheless
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05/20/2021 at 3:27 PM #170059

murre87

nonetheless wrote:

murre87 wrote:

My results of 200k units

what value do you have for f ?

F=10

murre87
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05/20/2021 at 3:33 PM #170061

murre87

murre87 wrote:

LaurentBZH35 wrote:

Dow-2m-HULL-SAR-v5.3-Sh.itf

Did anyone got this one working: Dow-2m-HULL-SAR-V5…?

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05/20/2021 at 3:42 PM #170064

LaurentBZH35

murre87 wrote:

LaurentBZH35 wrote: Dow-2m-HULL-SAR-v5.3-Sh.itf

Did anyone got this one working: Dow-2m-HULL-SAR-V5…?

This one doesn’t work good. We already exchange about it and results are in post #167311. There was an inconsistency with a parameter.

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05/20/2021 at 3:51 PM #170066

murre87

LaurentBZH35 wrote:

murre87 wrote:

LaurentBZH35 wrote: Dow-2m-HULL-SAR-v5.3-Sh.itf

Did anyone got this one working: Dow-2m-HULL-SAR-V5…?

This one doesn’t work good. We already exchange about it and results are in post #167311. There was an inconsistency with a parameter.

Thanks. Got link to latest working ITF for Dow-2m-HULL-SAR-V ?

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05/20/2021 at 4:01 PM #170067

LaurentBZH35

murre87 wrote:

Thanks. Got link to latest working ITF for Dow-2m-HULL-SAR-V ?

You can find it in ” View all attachments ” at the top of this page. The last one was NAS-2m-HULL-SAR-v5.5-L.itf. And for DJ, in my opinion, it’s DOW-SAR-2m-Test-2.itf how works better.

Enjoy

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05/20/2021 at 4:26 PM #170069

nonetheless

murre87 wrote:

F=10

that’s why you’re getting that weird result, should be at least 20. there will still be a big loss in May but it won’t blow up your account.

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05/21/2021 at 9:06 AM #170094

murre87

LaurentBZH35 wrote:

murre87 wrote:

Thanks. Got link to latest working ITF for Dow-2m-HULL-SAR-V ?

You can find it in ” View all attachments ” at the top of this page. The last one was NAS-2m-HULL-SAR-v5.5-L.itf. And for DJ, in my opinion, it’s DOW-SAR-2m-Test-2.itf how works better.

Enjoy

Thanks. Does Stoploss works on NAS-2m-HULL-SAR-v5.5-L.itf

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05/22/2021 at 8:28 AM #170166

LaurentBZH35

murre87 wrote:

Thanks. Does Stoploss works on NAS-2m-HULL-SAR-v5.5-L.itf

Yes it works. I suggest you to backtest it to observe how this code works and improve your knowledge in PRT.

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05/24/2021 at 4:57 PM #170274

murre87

LaurentBZH35 wrote:

murre87 wrote:

Thanks. Does Stoploss works on NAS-2m-HULL-SAR-v5.5-L.itf

Yes it works. I suggest you to backtest it to observe how this code works and improve your knowledge in PRT.

Okey. I got no Stoploss on entry for this one NAS-2m-HULL-SAR-v5.5-L.itf

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06/30/2021 at 8:34 AM #172766

murre87

I want to say thank you. NASDAQ 2M HULL LONG have been profitable ang im running it.
I dont use money management. I Use it with MM=0

Anyone else running a free algo from this forum thats profitable? If u are. Attached it here, like in my post.

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Investerarpappan, flipcash

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08/14/2021 at 12:45 PM #175317

murre87

My results (live) since 26/5 2021
Size 0.5

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08/14/2021 at 6:16 PM #175352

VinzentVega

27.7. was a pretty lucky day. Only a few point away from SL.

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08/15/2021 at 12:09 PM #175383

s83

How can the results be so different?

@murre87 hur kan det vara så olika resultat?!? Jag har betydligt fler förluster.

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08/15/2021 at 3:14 PM #175393

murre87

are u running for only long?

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NAS 2m HULL-SAR trading system

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