@volpiemanuele I have developed a rather advanced Ichimoku strategy not yet posted on ProRealCode. I will create a topic for Ichimoku Development sometime today where we can discuss our Ichimoku strategy ideas.
@juani
Great…as soon as you have open a specific topic I post my basic code idea.
Thanks
Emanuele
HuwParticipant
Average
I’ve posted a market neutral strategy for indexes. It simply buys on support on the 5 min time frame with a support and resistance based on a seven day high and low. It works well most of the time when the market is moving upwards but maybe should be switched to go short in a bear market. I suppose this could be done by having two systems and switching between them based on a moving average cross in a daily time frame.
Hi @Huw, thank you for your contribution. It is an ineteresting idea.
Can I suggest you try experimenting with maybe using Weekly Pivots instead of your Weekly High/Low and also maybe using a more adaptive exit methodology rather than just a straigh out 25% retrace.
You can also maybe look at closing out your position on a weekly basis as it is not necessary to keep a long position open over the weekend (unnecessary costs).
CKWParticipant
Veteran
Hi,
Customize & Optimize a bit, looks acceptable on EURUSD 1H.
validated on WFA x 2 period > 50%
Capped at max loss ~ 80 pts.
Thanks to original code from juanj!
br,
CKW
Anyone else running this strategy live? Have to say I am rather pleased with the results so far.
Didn’t see this one earlier (shouldn’t this thread be in the ProOrder forum?). Great work Juanj! Thanks for sharing!
Just reading your code. Your “special version” of the bollinger bands (taking the log of price and so on) is just to make it universal, correct?
Bollinger bands are already market neutral but I found the version I used worked more reliably and under more market conditions given a specific set of parameters than the standard Bollinger bands.
Looked a little bit closer and I really like this one @juanj. Just little addition I would suggest (this is for EURUSD and like the times has to be adapted for every instrument). Your strategy will not exit a position before a weekend correctly during march and november when we switch summertime/wintertime.
This will solve that:
//--------------- daylight-saving corrections ------------------
if currentmonth=3 and day>=15 then
dlc=1
elsif currentmonth=11 and day<8 then
dlc=1
else
dlc=0
endif
fridaynight=currentdayofweek=5 and hour>=22-dlc
If fridaynight Then
If longonmarket Then
Sell at market
ElsIf shortonmarket Then
Exitshort at market
EndIf
EndIf
Thank you @Despair I have implemented your suggestion as follow:
if (currentmonth = 3 and day >= 15) or (currentmonth = 11 and day < 8) then //daylight-saving corrections
dlc = 1
else
dlc =0
endif
If currentdayofweek = 5 and hour >= 22 - dlc Then
If longonmarket Then
Sell at market
ElsIf shortonmarket Then
Exitshort at market
EndIf
EndIf
DAKParticipant
Average
Hello Nicolas, I would be interested by the Perceptron you mentioned, I have made some research but didn’t find any code on the web.
As you proposed, could you please post the adapted code for ProBuilder ?
Many thanks
Thx you very much Juanj for your work! This is indeed a graal, a code working on different instruments and market conditions. Your second version on EURUSD 1h works amazingly, but apart from that I haven’t been able to prove your claims it is also profitable on other instruments. I have tested the daily/weekly pivot point instead of the generic Highest/Lowest[100] but it doesn’t really improve the code.
small contribution: as we want to be flat over the we, and a position can last several days in average, best not to take any position on a Friday, because high chance it will be cut off at 10pm.
So first line of the code becomes: If hour > 9 and hour < 22 and dayofweek<>5 then
@Juanj: Stefou102 question is a good one. To which markets were you able to adapt tis strategy (since you claim it being universal). I tried it on several different securities and even if it didn’t do that bad the results wasn’t as nice as for the EURUSD. AUDJPY also looked quite good for me though.
