OMX30 trading algo OK

Viewing 13 posts - 1 through 13 (of 13 total)

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Posts
02/08/2017 at 7:21 PM #24409 quote
Barney
Participant

Senior
Here is an algo that performs well on one day OMX30. A problem only, the strong uptrend it will be great loss. Is there any good filter that can help me?
```
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
indicator1 = BollingerDown[20](close)
c1 = (close CROSSES OVER indicator1)

IF c1 THEN
BUY 2 CONTRACT AT MARKET
ENDIF

// Conditions to exit long positions
indicator2 = Average[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 2 CONTRACT AT MARKET
ENDIF

// Conditions to exit short positions
indicator4 = Average[20](close)
c4 = (close CROSSES UNDER indicator4)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF

// Stops and targets
//
/
```
02/08/2017 at 7:25 PM #24411 quote

Joachim Nilsson
Participant

Average

Which time frame?

02/08/2017 at 7:30 PM #24413 quote

Barney
Participant

Senior

Daily 🙂

02/08/2017 at 7:32 PM #24414 quote

Barney
Participant

Senior

November 2014 to date, I tested. OMX rising sharply in börjag and then get Algon problems, but then make it over 100 percent remaining time to date!

02/08/2017 at 7:34 PM #24415 quote
Joachim Nilsson
Participant

Average
I get -100% after a few trades with your code.
```
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
indicator1 = BollingerDown[30](close)
c1 = (close < indicator1)

IF c1 THEN
BUY 2 CONTRACT AT MARKET
ENDIF

// Conditions to exit long positions
indicator2 = Average[40](close)
c2 = (close > indicator2)

IF c2 THEN
SELL AT MARKET
ENDIF

// Conditions to enter short positions
indicator3 = BollingerUp[10](close)
c3 = (close > indicator3)

IF c3 THEN
SELLSHORT 2 CONTRACT AT MARKET
ENDIF

// Conditions to exit short positions
indicator4 = Average[10](close)
c4 = (close < indicator4)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF

// Stops and targets
//
```
But if I change the code to something like this i get better results.
02/08/2017 at 7:38 PM #24416 quote

JC_Bywan
Moderator

Master

Hi Barney,

Usually, we ask forum members who forget or don’t know about it to use the “insert prt code” button, but here I would kindly ask you the opposite: please do not press the “insert prt code” button when only writing normal text. For info, the “insert PRT code” is not something applied to 0% or 100% of the message, you can write text without pressing the button, then in the middle of your message press the button if you need to insert some code, and then write your code.

Thanks

02/08/2017 at 7:41 PM #24418 quote

Joachim Nilsson
Participant

Average

Barney I tested your code again and sometimes prt makes strange things when you copy paste code. Here´s a screenshot whit your code compared with my tweaked one.

Skärmavbild-2017-02-08-kl.-19.41.05.png

02/08/2017 at 7:42 PM #24421 quote

Barney
Participant

Senior

Just as it will be for me, too. Do you see the problem in the beginning if you are running in November 2014.

02/08/2017 at 7:51 PM #24425 quote

Barney
Participant

Senior

Shit that’s so bad at spelling in English. Run with Google översättning..Hehe

02/08/2017 at 7:53 PM #24426 quote

JC_Bywan
Moderator

Master

My apologies, apparently your text style is due to an automatic translator html style, making it look like you pressed “insert PRT code”, but it is possible you didn’t. Then I’d kindly ask you to make lines not too long so that there’s no need for horizontal scroll bar, thanks.

02/08/2017 at 7:55 PM #24428 quote

Barney
Participant

Senior

Ok; shorter lines 🙂

02/08/2017 at 8:07 PM #24429 quote

Barney
Participant

Senior

Chart

prtomx.jpg

02/08/2017 at 8:10 PM #24432 quote

Barney
Participant

Senior

Strange Joachim.

Your screenshot did not work by the way!
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OMX30 trading algo OK

ProOrder: Automated Strategies & Backtesting

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Barney @rickardktm Participant

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This topic contains 12 replies,
has 3 voices, and was last updated by Barney
9 years ago.

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Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	02/08/2017
Status:	Active
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