Wisko wrote:

Good Mornig everybody, I realized that there were several big losses in PF DAX, DOW and HS during the last days. Maybe the problem is the huge volatility in this time. Has anyone tried a filter to stop trading during very high and/or low volatility? Something like an ATR filter could disable trading when below x or above y. Reiner, did you test something like this? Wisko

I’ve tried some change, and we can put some filter like “macd” “volatility” or “AVT”;

for now in my test best results are with volatility filter, try to insert this at the beginning of the code like var.

vol=(HistoricVolatility[20](close))*100//20
filtrolong=vol < 56
filtroshort = vol < 24

and change line of the entry like this

// long entry with order cumulation
IF ( l1 OR l4 OR l2 OR (l3 AND f2) ) and filtrolong AND NOT alreadyReducedLongPosition THEN

and this

// short entry with order cumulation
IF ( (s1 AND f3) OR (s2 AND f1) OR (s3 AND f3) )and filtroshort AND NOT alreadyReducedShortPosition THEN

these value are optimized for PATH DOW, meaning change are only for the long trade (of course we are in long trend from 2010…)

but change are impressive in my DOW opt look the foto, don’t look at the value the multiplier is too aggressive for a real account 😀

@Pfeiler,

Regarding Silver. In line 5 of the code it says AG $5 mini. There is only one instrument available with $5 per pip value. The other ones are 5000 oz and futures.

So it looks like you are using the right instrument. Maybe you do not have enough history available or you have to increase your units.

Attached also a report with a history from 2010 in tick mode. Without tick mode it goes even back to 2006.