Random 1min EURUSD Scalper

juanj · Mon, 05 Feb 2018 12:37:48 +0000

This scalping strategy is based on the concept of following a coin flip randomized approach to picking market direction and then simply managing the trade according to a Risk:Reward ratio of 1:2. The strategy also has equity curve management built-in to help optimize performance. The direction of the trade is randomly determined based on the fact that at any given point the direction of a candle will be either be red or green. The algorithm used will pick an historic candle between 1 and 5 bars back and use this as a binary coin flip to determine direction. Stoploss distance is determined dynamically through the use of a smoothed ATR and Take Profit is simply twice the Stoploss distance. DEFPARAM CUMULATEORDERS = FALSE CurvePeriod = 90 Type = 0 Capital = 10000 Equity = Capital + StrategyProfit EquityCurve = Average[CurvePeriod,Type](Equity) If hour >= 9 and hour <= 22 Then possize = 1 Else possize = 0 If longonmarket Then Sell at market ElsIf shortonmarket Then Exitshort at market EndIf EndIf once RX = 1 once SV = 1 If RX > 5 Then If SV > 5 Then SV = 2 EndIf RX = RX-SV If RX <=0 Then SV = 2 EndIf Else RX = RX + 2 SV = SV + 1 EndIf once dir = 0 If dir = 0 and close[RX] > open[RX] Then dir = 1 ElsIf dir = 1 and close[RX] < open[RX] Then dir = 0 EndIf //GRAPH RX coloured(255,0,0) AS "RX" //GRAPH SV coloured(255,0,255) AS "SV" //GRAPH DIR AS "DIR" If countofposition = 0 and (barindex < curveperiod or (barindex > curveperiod and equity >= equitycurve)) and dir = 0 Then Buy possize contract at market ElsIf countofposition = 0 and (barindex < curveperiod or (barindex > curveperiod and equity >= equitycurve)) and dir = 1 Then Sellshort possize contract at market EndIf SL = ((average[20](range)+1.2*STD[20](range))*100000) SET STOP pLOSS SL*possize SET TARGET pPROFIT SL*2*possize

This topic has 40 replies, 8 voices, and was last updated 6 years ago by Vonasi.

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02/10/2018 at 10:11 AM #62187

juanj

@Leo please note that the test in post #61662 was for AUDUSD with spread of 1.

Thus the strategy works on both EURUSD and AUDUSD having adjusted for trading times.

I haven’t had much time to play around with other markets but the fact that it worked for both markets I tried is indeed peculiar considering it doesn’t work on you or Nicolas’s platforms.

juanj
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02/10/2018 at 11:57 AM #62190

Gertrade

I did the same optimization work on the AUDUSD.
The strategy is profitable with a TF of 22s and a spread of 1.0.

Below my version on the AUDUSD.

Gertrade
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02/10/2018 at 12:29 PM #62193

Leo

Hi Gertrade,

Here is what I got with 100K bars and exactly your code you upload.

JuanJ, I also tested in AUDUSD and USDJPY

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Gertrade

Leo
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02/10/2018 at 1:45 PM #62197

Gertrade

@ Leo,

You tested my version on the AUD / EUR Mini, instead of the AUD / USD. That’s why the results are not there. It is not worth testing with 100,000 units, below the minute, there is no more than 20,000 units of history.
Redo the backtest on the AUD / USD on 20,000 units and there you should have results.

Gertrade
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02/10/2018 at 9:43 PM #62224

Leo

you are right

Here the backtest. Totally different result.

Leo
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02/10/2018 at 10:41 PM #62227
AVT
@juanj

I suggest changing the random choice. By limiting between 1-5 (if I recall correctly) you already eliminate random. So my suggestion is:

chose the price (open/high/low/close) to examine

look at the previous bars price value = close[i+1] or close[1]

split off the last digit – this is even for indices which have 2 digits practicable

if it is an even number – go long

if it is an odd number – go short

This is following the either/or of a coin flip with 5/5 possible values, so 50:50 chance.

An alternate could be:

if it is zero – do nothing (because we chose bars now and zero is out of reach)

same direction as the digits-bar before was (so max 9 bars before)

Other rules for direction strictly forbidden.
AVT
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02/11/2018 at 1:32 PM #62256

Gertrade

@ Leo

I just released a new version V1.1 on the AUD / USD with a TF of 28s and a spread of 1.0

I have integrated an ADX indicator

It is profitable on 15,000 historical units.

below the results of the Backtest and version V1.1

Gertrade
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02/12/2018 at 5:56 AM #62325

Leo

Here my result,

Definition of chaos in wikipedia

Chaos theory is a branch of mathematics and it is focused on the behavior of dynamical systems that are highly sensitive to initial conditions. ‘Chaos’ is an interdisciplinary theory stating that within the apparent randomness of chaotic complex systems, there are underlying patterns, constant feedback loops, repetition, self-similarity, fractals, self-organization, and reliance on programming at the initial point known as sensitive dependence on initial conditions. The butterfly effectdescribes how a small change in one state of a deterministic nonlinear system can result in large differences in a later state, e.g. a butterfly flapping its wings in Brazil can cause a hurricane in Texas

Leo
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02/12/2018 at 5:58 AM #62327

Leo

..although,

If financial markets are almost random in 1 min timeframe .

There should be a system based on flipping a coin that can be profitable always… I believed in this idea!

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Gertrade

Leo
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02/12/2018 at 9:41 AM #62336

Gertrade

@ Leo,

Here are the morning results of the V1.1 on TF 28s.

I look forward to the results of the week.

Gertrade
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02/12/2018 at 1:52 PM #62428

Leo

It opens only one position?

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Gertrade

Leo
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02/12/2018 at 5:54 PM #62465

Gertrade

@ Leo,

it’s planned like that in the code that I added. Once the limit is reached, he suspends the trades until the next day.

There may be 1 trade / day or several trades / day, depending on the difficulty of reaching the profit limit.

This is part of a global reflection I have on trading, we can not trade all day and be profitable.

Some strategies can prove me wrong, but as a general rule, I think I’m right.

Gertrade
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02/12/2018 at 6:58 PM #62473

Leo

Then you really have 50-50 chance

Leo
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02/12/2018 at 8:36 PM #62484

Gertrade

@ Leo,

The future will tell if my profit management is profitable on the sole condition that the Strategy produces profits.

After I place the chance on another plane which is the meeting between an individual and the reflection of a profitable strategy.

Daily work in this direction should allow us to reach at least once in our life to trade this goal, I hope several times.

Gertrade
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02/13/2018 at 9:22 AM #62525

Gertrade

Hi all,

This morning is an unleashing of bad news about how the platform works.

A few hours ago, on another line of the forum, I revealed that there were differences between Backtests and ProOrder.

And now, I discover that on 2 identical programs and version, the orders are passed on the reverse on ProOrder,

one has executed a Buy and the other a Sell on the same order.

Only the MaxOrders variable, as its name indicates, defines the maximum number of contracts that the Strategy can play.

MaxOrders = 1 on 1 program and MaxOrders = 5 on the other.

Can someone help me ??? I am helpless in front of these 2 problems that are not reassuring.

Gertrade
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Random 1min EURUSD Scalper

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