My first post here.
This works i Sweden omx30 in PRT 10.3 in tick by tick mode.
Have i missed something?
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
// The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time.
DEFPARAM FLATBEFORE = 091800
// Conditions to enter long positions
indicator1 = BollingerDown[20](close)
c1 = (close CROSSES UNDER indicator1)
IF c1 THEN
BUY 1 CONTRACT AT MARKET
ENDIF
// Conditions to exit long positions
indicator2 = BollingerUp[20](close)
c2 = (close CROSSES OVER indicator2)
IF c2 THEN
SELL AT MARKET
ENDIF
// Conditions to enter short positions
indicator3 = BollingerUp[20](close)
c3 = (close CROSSES OVER indicator3)
IF c3 THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
// Conditions to exit short positions
indicator4 = BollingerDown[20](close)
c4 = (close CROSSES UNDER indicator4)
IF c4 THEN
EXITSHORT AT MARKET
ENDIF
// Stops and targets
SET STOP pLOSS 3
SET TARGET pPROFIT 6
Hi, message above was edited to add PRT code style
>> For clarity of messages on ProRealCode’s forums, please use the “insert PRT code” button to separate the text of the code part! Thank you! <<
I tried your code on all timeframes and I get the same result every time. -100%. Have you added spread? I use 2p spread when I work with OMX.
Also, small stops and profits are rarely profitable even if we would like it to be that way…
Strange!?
It works for me..
But 2p spread don’t work at all…
Shit!
What timeframe are you running? If it´s a complete intradaysystem on the lower timeframes you can probably test it with 0,5p spread but when you have susch a small stop i would be afraid for slippage and would not go under 1p spread. But that´s just me!
Its running i 5 min and it works for me.
Perhaps i am doing something wrong when i post the code?
The system works likt this!
By 1 contract if price crosses under Bollinger down.
Sell if price crosses over Bollinger up.
The other way around for short pos.
This is my result with 0.5p spread – which I think is too little since it´s not an intraday system.
Yes it don’t work with spread at all.
Then you have too keep on working with it! 🙂
For OMX and a intraday system (090000-173000) I would go with 1p spread and 2p spread if it shops in all hours.
Yes, nothing else to do……
EricParticipant
Master
1 point spread on omx is the same as 7 point spread on dax
Ok, what do you think about this system.
I go with the”insert PRT code” button this time!
1 Hour OMX30
Spread 1 p
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
// Conditions to enter long positions
indicator1 = BollingerDown[20](close)
c1 = (close CROSSES UNDER indicator1)
IF c1 THEN
BUY 5 CONTRACT AT MARKET
ENDIF
// Conditions to exit long positions
indicator2 = Average[20](close)
indicator3 = Average[50](close)
c2 = (indicator2 CROSSES OVER indicator3)
IF c2 THEN
SELL AT MARKET
ENDIF
// Conditions to enter short positions
indicator4 = BollingerUp[20](close)
c3 = (close CROSSES OVER indicator4)
IF c3 THEN
SELLSHORT 5 CONTRACT AT MARKET
ENDIF
// Conditions to exit short positions
indicator5 = Average[50](close)
indicator6 = Average[20](close)
c4 = (indicator5 CROSSES UNDER indicator6)
IF c4 THEN
EXITSHORT AT MARKET
ENDIF
// Stops and targets
SET STOP pLOSS 3
SET TARGET pPROFIT 4
Looks the same too me. And I still think your stops is too small on a 1hour timeframe.
Ahhh, the system does not work in 1 hour.
Wrong by me.
One day it´ll be, and the stop is small but i think i get the best results with 3 p.
