OMX30 My first automatic system

Barney · 2017-02-06T08:19:28+00:00

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

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02/06/2017 at 9:19 AM #24042 quote
Barney
Participant

Senior
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
```
02/06/2017 at 9:37 AM #24045 quote

JC_Bywan
Moderator

Master

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! <<

02/06/2017 at 9:55 AM #24050 quote

Joachim Nilsson
Participant

Average

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…

02/06/2017 at 10:05 AM #24052 quote

Barney
Participant

Senior

Strange!?

It works for me..

But 2p spread don’t work at all…

Shit!

02/06/2017 at 10:16 AM #24054 quote

Joachim Nilsson
Participant

Average

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!

02/06/2017 at 10:25 AM #24055 quote

Barney
Participant

Senior

Its running i 5 min and it works for me.

Perhaps i am doing something wrong when i post the code?

02/06/2017 at 10:32 AM #24056 quote

Barney
Participant

Senior

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.

02/06/2017 at 10:37 AM #24058 quote

Joachim Nilsson
Participant

Average

This is my result with 0.5p spread – which I think is too little since it´s not an intraday system.

Skärmbild-59.png

02/06/2017 at 10:45 AM #24061 quote

Barney
Participant

Senior

Yes it don’t work with spread at all.

02/06/2017 at 10:51 AM #24063 quote

Joachim Nilsson
Participant

Average

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.

02/06/2017 at 12:04 PM #24077 quote

Barney
Participant

Senior

Yes, nothing else to do……

02/06/2017 at 12:17 PM #24082 quote

Eric
Participant

Master

1 point spread on omx is the same as 7 point spread on dax

02/06/2017 at 1:01 PM #24093 quote
Barney
Participant

Senior
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
```
02/06/2017 at 1:50 PM #24099 quote

Joachim Nilsson
Participant

Average

Looks the same too me. And I still think your stops is too small on a 1hour timeframe.

Skärmbild-61.png

02/06/2017 at 3:47 PM #24119 quote

Barney
Participant

Senior

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.
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