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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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OMX30 My first automatic system

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02/07/2017 at 10:30 AM #24179 quote

Barney
Participant

Senior

Would be good if someone could take a look at my algo that seems to work now(OMX30)

Many losses, unfortunately, but the benefits are greater.

1p spread.

Works only i daily mode.

omxmob.jpg

02/07/2017 at 2:33 PM #24218 quote

Joachim Nilsson
Participant

Average

I testet your code on 1d tf. Your backtest insn´t tick by tick hu?
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Barney @rickardktm Participant

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This topic contains 16 replies,
has 4 voices, and was last updated by Joachim Nilsson
9 years, 7 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	02/06/2017
Status:	Active
Attachments:	No files

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OMX30 My first automatic system

Stuck on this ProBuilder code?

OMX30 My first automatic system ProOrder: Automated Strategies & Backtesting

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OMX30 My first automatic system

ProOrder: Automated Strategies & Backtesting