Also on EURUSD H1. To confirm earlier posts.
can you share the variant?
Also on EURUSD H1. To confirm earlier posts.
can you share the variant?
I have this one running:
//-------------------------------------------------------------------------
// Main code : PRC - FBS_EURUSD_60M_V2
//-------------------------------------------------------------------------
//EURUSD(-) - IG MARKET
// TIME FRAME 1H
// PROBACKTEST TICK by TICK - 200.000 bars
// SPREAD 0.6 PIP
// ALE
DEFPARAM CumulateOrders = false
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TGS=5
TP=30
//SL
IF LONGONMARKET THEN
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TP=30//take profit
//SL=50// stop loss
ELSIF SHORTONMARKET THEN
DC=20// period of Donchian Stop
TGS=5
TP=30
//SL=50
ENDIF
//KASPER CODE OF REINVESTMENT
Reinvest=0
if reinvest then
Capital = 10000
Risk = 1//0.1//in % pr position
StopLoss = 40
REM Calculate contracts
equity = Capital + StrategyProfit
maxrisk = round(equity*(Risk/100))
MAXpositionsize=5000
MINpositionsize=1
Positionsize= MAX(MINpositionsize,MIN(MAXpositionsize,abs(round((maxrisk/StopLoss)))))//*Pointsize))))
else
Positionsize=1
StopLoss = 40
Endif
///BILL WILLIAM FRACTAL INDICATOR MODIFIED
CPL=80//period of superior fractal level
CPS=100//period of inferior fractal level
if close[CPL] >= highest[2*CPL+1](close) then
LH = 1
else
LH=0
endif
if LH=1 then
HIL = close[CPL]
endif
if close[CPS] <= lowest[2*CPS+1](close) then
LL= -1
else
LL=0
endif
if LL = -1 then
LOL=close[CPS]
endif
//LONG and SHORT CONDITIONS
RL=0 // range long candles
RS=0 // range short candles
if (time >=100000 and time < 230000) then
A1 = (close CROSSES OVER HIL)
A2 = (close CROSSES UNDER LOL)
FL= (CLOSE-OPEN)>=RL*POINTSIZE
FS= (CLOSE-OPEN)<=-RS*POINTSIZE
IF A1 and not shortonmarket AND FL THEN
BUY positionsize CONTRACT AT MARKET
ENDIF
IF A2 and not longonmarket AND FS THEN
SELLSHORT positionsize CONTRACT AT MARKET
ENDIF
ENDIF
//TRAILING STOP
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
// DONCHIAN STOP
f=Lowest[DC](low)
e= Highest[DC](high)
if longonmarket then
laststop = f[1]
endif
if shortonmarket then
laststop = e[1]
endif
if onmarket then
sell at laststop stop
exitshort at laststop stop
endif
SET STOP PLOSS StopLoss
SET TARGET PPROFIT TP
Hello Guys,
Very good Idea with this thread.
I Found couple of Strategies which are older than 1 year and were profitable in the last 12 month.
Breakout Dax 15 min from ALE
Breakout intraday trading strategy on DAX
Not as good as the original Backtest but still ok IMO
Another one:
GBP/USD Reversion 4h from David Somogyl
GBPUSD REVERSION BARS
The out of sample for the last 12 month is very close to the backtest
QU trading strategy
QU Trading Strategy DAX Indices CFD
FTSE 1h from ALE
Out of Sample quite close to Backtest here as well
Ichimoku KBO Chikou
The “Ichimoku KBO Chikou” trading strategy
Dax 15 min from Doctrading
Matched Backtest but the winning rate is very low with 28%
EricParticipant
Master
Hi guys
it’s a pity that this thread is not enough considered.
imho it should be at topo list of arguments. ’cause everybody should share his own experience.
Hi guys
it’s a pity that this thread is not enough considered.
imho it should be at topo list of arguments. ’cause everybody should share his own experience.
Maybe it is because not many strategies have survived a year of forward testing or if they have then the authors are keeping them to themselves to try to keep the strategies edge for as long as possible?
How about if I start another Link Library to One Year After Systems and we add brief comments / results (e.g Live gain / loss April 18 – £100) in separate columns alongside any we test out?
If it works the idea might have applicability for other Threads that contain a lot of Systems? The Link Libraries might become Sticky Threads in time if they work?
My mind likes to see stuff in a tidy sortable list, easy to scan down and find etc?
But please I don’t want to be the only one to enter data … there will be no room on my tombstone for Creater & Keeper of Link Library 1, 2, 3, … etc (as Vonasi proposed! 🙂 )
GraHal
I think is a great idea!
Can you put a dropbox link in the style of the pathfinder threads?
So that we can open the link immediatley from the first page?
Right, I went to bed at 9 last night so feeling more up for it I’ve done the One Year After – Library that I promised. It’s a bit sketchy at the mo, I will improve, but also you feel free to add / amend layout etc.
Also we need performance data in the Library, not sure on best layout yet so coloured text columns are a trial (can be revised).
Any Mod PLEASE would you make the 3 changes below …
- For ease of access, add the link below to Post 1 of this Thread
One Year After – Library
2. To save confusion, delete my post on this link https://www.prorealcode.com/topic/one-year-after/#post-66737
3. To save confusion, delete attachment 3 to this Thread.
Many Thanks to Mods
GraHal
CNParticipant
Senior
Right, I went to bed at 9 last night so feeling more up for it I’ve done the One Year After – Library that I promised. It’s a bit sketchy at the mo, I will improve, but also you feel free to add / amend layout etc.
Also we need performance data in the Library, not sure on best layout yet so coloured text columns are a trial (can be revised).
Any Mod PLEASE would you make the 3 changes below …
- For ease of access, add the link below to Post 1 of this Thread
One Year After – Library
2. To save confusion, delete my post on this link https://www.prorealcode.com/topic/one-year-after/#post-66737
3. To save confusion, delete attachment 3 to this Thread.
Many Thanks to Mods
GraHal
Ur such a lad Grahal!!! Most underrated member of this forum :)<3
I made the modification GraHal, thank you.
I need one hundred GraHal on forums 😉
So is anybody running any of the Systems from this Thread in Real Time in Demo or Live?
If Yes, might you be able to enter performance to date in columns F to I on the link below please?
One Year After – Library
If No, was it all a flash in the pan, a good idea that fell over before it got started??
Just asking to keep momentum going as we all seemed so enthusiastic at the beginning?
Thank You
GraHal
PS maybe like me, you started 1 or 2 running in Real Demo and now you can’t remember which ones they are!!! 🙂
To assist with above issue I will add a column – System Name.