oil-10min-hammernegated-pattern-strategy

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07/14/2017 at 7:02 AM #40604 quote

miguel33
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Senior

Kenneth , In fact I had asked Francesco, even for not writing here.

07/14/2017 at 9:01 AM #40609 quote

Francesco78
Participant

Master

Hi Carras:

Carras wrote:

//TRAILING STOP TGL =18 TGS= 24 if not onmarket then MAXPRICE = 0 MINPRICE = close PRICEEXIT = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL*pointsize then PRICEEXIT = MAXPRICE-TGL*pointsize ENDIF ENDIF if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=TGS*pointsize then PRICEEXIT = MINPRICE+TGS*pointsize ENDIF ENDIF if onmarket and PRICEEXIT>0 then EXITSHORT AT PRICEEXIT STOP SELL AT PRICEEXIT STOP ENDIF

here is no stop if the price moves immediately against any new trade position? (either long or short). Also i’d be interested in hear how you decided on TGL = 18 and TGS = 24 ?
Yes that is correct there is not global stop, you can add a stop as suggested by Kenneth. 18 and 24 came from optimization. Regards
Carras thanked this post

07/14/2017 at 9:04 AM #40610 quote

Francesco78
Participant

Master

miguel33 wrote:
Kenneth or Francesco , You can describe the conditions, i want to try to im metatrader and see the differences. Thank you for your contribution. mik
Hi Miguel. hammerup = min(open[1],close[1])>high[1]-(high[1]-low[1])/3 //and timeok hammerupnegated= max(open,close)<min(open[1],close[1]) and abs(open-close)/(high-low)>x cs = hammerup and hammerupnegated and bear hammerdown = max(open[1],close[1])<low[1]+(high[1]-low[1])/3 //and timeok hammerdownnegated = min(open,close)>max(open[1],close[1]) and abs(open-close)/(high-low)>x cl = hammerdown and hammerdownnegated and bull if cs then sellshort p contract at market endif if cl then buy p contract at market endif The code looks for hammerstyle candle that are negate in the following candle i.e you have an hammer up and then you have a candle whose body is all below the body of the hammer up candle. There are also momentum filter as below: av1 = average[5](close) av2 = average[10](close) av3 = average[50](close) bull = close> av1 and close >av2 and close > av3 bear = close <av1 and close <av2 and close <av3 Hope this help Best Francesco

07/14/2017 at 9:10 AM #40611 quote

Stenozar
Participant

Master

Hi Francesco, this strategy is very interesting; do you have a last version of the code? Thanks!

07/14/2017 at 9:12 AM #40612 quote

Francesco78
Participant

Master

Thanks Stenozar, havent changed anything from the one I posted at the beginnning, you can use that. Regards Francesco

07/14/2017 at 9:37 AM #40613 quote

Kenneth Kvistad
Participant

Senior

The initial code that francesco78 posted is still the original one. But some of us(like me) gets a divition zero error when we run it in autotrading. This might be fixed with the last solutiin francesco78 wrote. But seems like I still have to wait until next week to get a tradingopertunety and veryfi that the fix was good.

07/14/2017 at 9:53 AM #40620 quote

miguel33
Participant

Senior

Thank you Francesco, Did you even have an indicator?

07/16/2017 at 7:45 PM #40819 quote

enzo_52
Participant

Senior

hi, Francesco… what is the average profit ? it is very important..you need to know if the TS can be in gain with slippage and trading fee.. thanks in advance

07/16/2017 at 9:02 PM #40824 quote

Francesco78
Participant

Master

hi Enzo, you can find the average profit by running the backtest and looking at the details. regards Francesco

07/17/2017 at 9:39 AM #40842 quote

miguel33
Participant

Senior

error

2017-07-17_103729.png

07/17/2017 at 9:50 AM #40844 quote

Francesco78
Participant

Master

Francesco78 wrote:
hi guys, thank you for the work you are doing, I did not have this division by zero problem, but maybe you could just try to modify the formula like this max(open,close)<min(open[1],close[1]) and abs(open–close)/((high–low+0.0000001))>x? Doesnt change the idea underlying idea and should work as a trick? Best

07/17/2017 at 11:18 AM #40850 quote

Kenneth Kvistad
Participant

Senior

How is your backtest with your fix francisco78? When I use this upgrade/fix the system changes quite abit. Can I use 0.001 insted?
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07/17/2017 at 11:35 AM #40853 quote

Francesco78
Participant

Master

Doesnt change much, the smaller the twick the better in my opinion. Have you tried it live with the trick? Doest it work properly? Best

07/17/2017 at 5:54 PM #40886 quote

Kenneth Kvistad
Participant

Senior

Still waiting for a automaded trade with juanj’s fix.
I just tested your fix in backtest and it got from 2 max losses to 4. Havent done so much more then that, just waiting for new trade at the moment 🙂

07/17/2017 at 8:10 PM #40901 quote

Paris
Participant

Veteran

hi all , thanks for the system francesco . i ve put three version in live , in demo but in live . i ve put a stop loss at 100 in a system and 190 in another and the results are a little better . but for me the problem is that system only works on crude ( oil …) . I va tried indices ( france , germany and wall street ….) in several timeframes ans no one seems to work well ….. Does anyone found something were the system works well ?
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