NAS 2m HULL-SAR trading system

nonetheless · 2020-10-09T07:49:05+00:00

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 HULLa[1] c2 = HULLa ST1) c2a = (close HULLb[1] c4 = HULLb ST2) c4a = (close 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

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

nonetheless
Participant

Master

murre87 wrote:

My results of 200k units

what value do you have for f ?

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

murre87
Participant

Senior

nonetheless wrote:

murre87 wrote:

My results of 200k units

what value do you have for f ?

F=10

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

murre87
Participant

Senior

murre87 wrote:

LaurentBZH35 wrote:

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

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

1.jpg 2.jpg

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

LaurentBZH35
Participant

Average

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.

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

murre87
Participant

Senior

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 ?

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

LaurentBZH35
Participant

Average

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

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

nonetheless
Participant

Master

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.

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

murre87
Participant

Senior

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

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

LaurentBZH35
Participant

Average

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.

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

murre87
Participant

Senior

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

sl.jpg

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

murre87
Participant

Senior

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.

flipcash and Investerarpappan thanked this post

NASDAQ-2M-HULL-LONG.itf

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

murre87
Participant

Senior

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

Nas-Hull-2-min-Live-05size.jpg

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

VinzentVega
Participant

Veteran

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

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

s83
Participant

Junior

How can the results be so different?

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

118CCE65-96CF-4FBF-8DAB-155B1B66693D.jpeg

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

murre87
Participant

Senior

are u running for only long?
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