oil-10min-hammernegated-pattern-strategy

This topic has 93 replies, 25 voices, and was last updated 4 years ago by nonetheless.

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07/17/2017 at 8:24 PM #40904

Francesco78

HI Paris, thanks for your comment.

In fact, yes , the system work with other indices/currency pair.

I’m not sure I’d like to share all my systems, but I encourage you in trying some variation on the same theme on EURUSD and on AUDJPY.

Good luck and enjoy 🙂

Francesco78

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07/17/2017 at 8:56 PM #40906

Paris

@ francesco .

well in fact i ve tried to backtest it in various indices/currency with no satisfying results , but maybe i ve made it wrong .

to all ,

i encourage you to backtest a variable in stop loss 10 to 200 it improve quite a bit the results .

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Francesco78

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07/18/2017 at 1:33 PM #40968

miguel33

Francesco sto cercando di fare il codice anche con metatrader per confrontare i risultati . Non avendo con OIL uno storico decente ti chiedo se hai su qualche valuta un settaggio che mi permette di fare un test decente. Grazie. Mik

EDIT BY ADMIN : LAST WARNING : STOP ITALIAN IN ENGLISH FORUM! A LITTLE POLITICAL TO OTHER MEMBERS !!

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07/18/2017 at 3:25 PM #40993

Francesco78

hi, something decent I could find on AUDJPY 15 min and EURUSD 10 min. But with some tweak..

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07/18/2017 at 5:09 PM #41014

Nicolas

About the zero division error, I would suggest:

hammerupnegated= max(open,close)<min(open[1],close[1]) and (abs(open-close)/max(pointsize,HiLo))>0.5

1	hammerupnegated= max(open,close)<min(open[1],close[1]) and (abs(open-close)/max(pointsize,HiLo))>0.5

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07/19/2017 at 12:40 PM #41069

Carras

Hi all,

I had a BUY triggered this am (0350) @ 4657 . Did anyone else see this? Checking the candle I don’t see a Hammer down at 0330, almost but not quite and backtesting the data does not trigger a BUY. Any ideas why this might have happened? If the auto trading used the “worse” case of bid / ask it might suffice a hammer but why wld that happen? if using all Mids or all Bids (or all asks) there is not a 33% hammer.

The code used is as per the OP with a zero divide adjustment (although i don’t think this is related to the Zero div issue).

Thanks

Carras

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07/19/2017 at 1:26 PM #41076

larouedegann

the systeme with *1 or +0.000001 is not good.

i try with hilo……

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07/19/2017 at 4:47 PM #41090

Kenneth Kvistad

Juan and Nicolas fix did work. I started both and they both worked today.. athleast on the long trade.

About what Carras explains: Had a longtrade today with profit( juans fix and nicolas fix code) but the backtest showes no trades?

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07/19/2017 at 5:46 PM #41096

miguel33

Good evening at all.
I have no business since July 7 in demo and real.
Can you post a full code that works?
Thanks and good job

miguel33

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07/19/2017 at 6:31 PM #41102

Kenneth Kvistad

This is the one I use (nicolas fix) I also run juans fix that did just the same as thisone today.

defparam cumulateorders = true

av1 = average[3](close)
av2 = average[20](close)
av3 = average[50](close)
//x = 0.5
bull = close> av1 and close >av2 and close > av3
bear = close <av1 and close <av2 and close <av3
//n= 1

If (high-low) = 0 Then
HiLo = 1
Else
HiLo = (high-low)
EndIf

hammerupnegated= max(open,close)<min(open[1],close[1]) and (abs(open-close)/max(pointsize,HiLo))>0.5

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)/max(pointsize,HiLo))>0.5
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)/max(pointsize,HiLo))>0.5
cl = hammerdown and hammerdownnegated and bull

if cs  and not onmarket then
sellshort 1 contract at market
endif

if cl  and not onmarket then
buy 1 contract at market
endif


//TRAILING STOP
TGL =30
TGS= 20
if not onmarket then
MAXPRICE = 0
MINPRICE = close
PREZZOUSCITA = 0
ENDIF
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close)
if MAXPRICE-tradeprice(1)>=TGL*pointsize then
PREZZOUSCITA = MAXPRICE-TGL*pointsize
ENDIF
ENDIF
if shortonmarket then
MINPRICE = MIN(MINPRICE,close)
if tradeprice(1)-MINPRICE>=TGS*pointsize then
PREZZOUSCITA = MINPRICE+TGS*pointsize
ENDIF
ENDIF
if onmarket and PREZZOUSCITA>0 then
EXITSHORT AT PREZZOUSCITA STOP
SELL AT PREZZOUSCITA STOP
ENDIF



SET STOP ploss 110
SET TARGET pPROFIT 52

defparam cumulateorders = true

av1 = average[3](close)

av2 = average[20](close)

av3 = average[50](close)

//x = 0.5

bull = close> av1 and close >av2 and close > av3

bear = close <av1 and close <av2 and close <av3

//n= 1

If (high-low) = 0 Then

HiLo = 1

Else

HiLo = (high-low)

EndIf

hammerupnegated= max(open,close)<min(open[1],close[1]) and (abs(open-close)/max(pointsize,HiLo))>0.5

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)/max(pointsize,HiLo))>0.5

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)/max(pointsize,HiLo))>0.5

cl = hammerdown and hammerdownnegated and bull

if cs and not onmarket then

sellshort 1 contract at market

endif

if cl and not onmarket then

buy 1 contract at market

endif

//TRAILING STOP

TGL =30

TGS= 20

if not onmarket then

MAXPRICE = 0

MINPRICE = close

PREZZOUSCITA = 0

ENDIF

if longonmarket then

MAXPRICE = MAX(MAXPRICE,close)

if MAXPRICE-tradeprice(1)>=TGL*pointsize then

PREZZOUSCITA = MAXPRICE-TGL*pointsize

ENDIF

if shortonmarket then

MINPRICE = MIN(MINPRICE,close)

if tradeprice(1)-MINPRICE>=TGS*pointsize then

PREZZOUSCITA = MINPRICE+TGS*pointsize

ENDIF

if onmarket and PREZZOUSCITA>0 then

EXITSHORT AT PREZZOUSCITA STOP

SELL AT PREZZOUSCITA STOP

ENDIF

SET STOP ploss 110

SET TARGET pPROFIT 52

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07/20/2017 at 1:34 PM #41160

TheAccountant

hello ! work fine for me, thanks for strategy and for fix !

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Midlanddave

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07/20/2017 at 5:28 PM #41182

miguel33

The first ok in profit.
go on …

thanks

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07/21/2017 at 10:34 AM #41269

Francesco78

Great to hear Miguel!

Francesco78

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07/27/2017 at 8:44 AM #41765

miguel33

For now 3 winners on 3 trade.
Can do better with a trailing Profit. Trailing stop I think that’s fine. What do you think if you’re also talking about this?

miguel33

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07/27/2017 at 12:51 PM #41799

Despair

Very interesting strategy Francesco. Thank you for sharing. I must take a closer look at this one!

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Francesco78

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