ROBOT ADX

• 09/27/2018 at 2:48 PM #81467
  GraHal

  Pablo Jimenez please post the full code as far as you have got up to now (with Roberto’s changes etc) … then we not all making the same changes and maybe resulting in differences etc?

  

  GraHal

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  09/27/2018 at 2:51 PM #81469
  robertogozzi

  This is the modified code I used  to backtest it

  // Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada // Condiciones para entrada de posiciones largas indicator1 = ExponentialAverage[8](close) c1 = (indicator1 < close) indicator2 = Williams[40](close) c2 = (indicator2 > -50) indicator3 = WilderAverage[8](close) c3 = (indicator3 < close) indicador4 = ADX[14] c4= (indicador4 >= 17 AND indicador4 <= 28) c6 = (summation[2](c1[1]) = 2) c7 = high > high[1] IF c1 AND c2 AND c3 and c4 AND c6 AND c7 THEN BUY 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas indicator5 = WilderAverage[8](close) c5 = (indicator5 >= close) IF c5 THEN SELL AT MARKET ENDIF // Stops y objetivos SET STOP pLOSS 100

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  // Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada // Condiciones para entrada de posiciones largas indicator1 = ExponentialAverage[8](close) c1 = (indicator1 < close) indicator2 = Williams[40](close) c2 = (indicator2 > -50) indicator3 = WilderAverage[8](close) c3 = (indicator3 < close) indicador4 = ADX[14] c4= (indicador4 >= 17 AND indicador4 <= 28) c6 = (summation[2](c1[1]) = 2) c7 = high > high[1] IF c1 AND c2 AND c3  and c4 AND c6 AND c7 THEN    BUY 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas indicator5 = WilderAverage[8](close) c5 = (indicator5 >= close) IF c5 THEN    SELL AT MARKET ENDIF // Stops y objetivos SET STOP pLOSS 100

   

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  GraHal

  

  robertogozzi

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  09/27/2018 at 8:28 PM #81491
  GraHal

  I experimented with the above code and got results attached over 100k bars with spread = 4

  

  GraHal

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  09/29/2018 at 5:08 PM #81603
  Pablo Jimenez

  I have finished the robot… thanks for all 😉

  // Definición de los parámetros del código DEFPARAM Preloadbars = 2000 DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada // Horario semanal noEntryBeforeTime = 083000 // No abrir ordenes antes de las 08:30h. Las que estuvieran abiertas continuan abiertas. hora1 = TIME >= noEntryBeforeTime noEntryAfterTime = 213000 // No abrir ordenes despues de las 21:30h. Las que estuvieran abiertas continuan abiertas. hora2 = TIME < noEntryAfterTime // Position Size positionsize=1 // Condiciones para entrada de posiciones largas indicator1 = ExponentialAverage[8](close) indicator6 = ExponentialAverage[36](close) sto8=stochastic[8,3] c1 = (indicator1 < close) //c24 = (indicator6 < close) //c25 = (indicator7 < close) indicator2 = Williams[40](close) c2 = (indicator2 > -50) indicator3 = WilderAverage[8](close) c3 = (indicator3 < close) indicador4 = ADX[14] c4= (indicador4 crosses over 17 and sto8 > sto8[3])// Buen camino c8= (indicador4 crosses over 20 and sto8 > sto8[3])//Trade c9= (indicador4 crosses over 22 and sto8 > sto8[3])//F2 c10= (indicador4 crosses over 24 and sto8 > sto8[3])//F4 c11= (indicador4 crosses over 26 and sto8 > sto8[3])//F6 c12= (indicador4 crosses over 28 and sto8 > sto8[3])//F8 c6 = (summation[2](c1[1]) = 2)// 2 cierres por encima de la ema8 c7 = high > high[1] // Maximo a la vela anterior //c50 = high > high[2] IF c1 AND c2 AND c3 AND c6 AND c7 AND (c4 or c8 or c9 or c10 or c11 or c12 ) AND hora1 AND hora2 THEN BUY positionsize CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas indicator5 = WilderAverage[8](close) c5 = (indicator5 >= close ) IF c5 THEN SELL AT MARKET ENDIF // Condiciones para entrada de posiciones cortas c13 = (indicator1 > close) c26 = (indicator6 > close) c14 = (indicator2 < -50) c15 = (indicator3 > close) c16 = (summation[2](c13[1]) = 2) c17 = low < low[1] //c51= low < low[2] //c52= low[1] < low[2] c18= (indicador4 crosses over 17 and sto8 < sto8[3]) c19= (indicador4 crosses over 20 and sto8 < sto8[3]) c20= (indicador4 crosses over 22 and sto8 < sto8[3]) c21= (indicador4 crosses over 24 and sto8 < sto8[3]) c22= (indicador4 crosses over 26 and sto8 < sto8[3]) c23= (indicador4 crosses over 28 and sto8 < sto8[3]) IF c13 AND c14 AND c15 and c16 AND c17 AND c26 AND (c18 or c19 or c20 or c21 or c22 or c23 ) AND hora1 AND hora2 THEN SELLSHORT positionsize CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones cortas c5 = (indicator5 <= close) IF c5 THEN EXITSHORT AT MARKET ENDIF // Stops y objetivos SET STOP pLOSS 35

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  // Definición de los parámetros del código   DEFPARAM Preloadbars = 2000   DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada     // Horario semanal noEntryBeforeTime = 083000 // No abrir ordenes antes de las 08:30h. Las que estuvieran abiertas continuan abiertas. hora1 = TIME >= noEntryBeforeTime   noEntryAfterTime = 213000 // No abrir ordenes despues de las 21:30h. Las que estuvieran abiertas continuan abiertas. hora2 = TIME < noEntryAfterTime   // Position Size positionsize=1     // Condiciones para entrada de posiciones largas indicator1 = ExponentialAverage[8](close) indicator6 = ExponentialAverage[36](close)         sto8=stochastic[8,3] c1 = (indicator1 < close) //c24 = (indicator6 < close) //c25 = (indicator7 < close)     indicator2 = Williams[40](close) c2 = (indicator2 > -50) indicator3 = WilderAverage[8](close) c3 = (indicator3 < close) indicador4 = ADX[14] c4= (indicador4 crosses over 17 and sto8 > sto8[3])// Buen camino c8= (indicador4 crosses over 20 and sto8 > sto8[3])//Trade c9= (indicador4 crosses over 22 and sto8 > sto8[3])//F2 c10= (indicador4 crosses over 24 and sto8 > sto8[3])//F4 c11= (indicador4 crosses over 26 and sto8 > sto8[3])//F6 c12= (indicador4 crosses over 28 and sto8 > sto8[3])//F8 c6 = (summation[2](c1[1]) = 2)// 2 cierres por encima de la ema8 c7 = high > high[1] // Maximo a la vela anterior //c50 = high > high[2]   IF c1 AND c2 AND c3 AND c6 AND c7 AND (c4 or c8 or c9 or c10 or c11 or c12 ) AND hora1 AND hora2   THEN   BUY positionsize CONTRACT AT MARKET ENDIF   // Condiciones de salida de posiciones largas indicator5 = WilderAverage[8](close) c5 = (indicator5 >= close ) IF c5 THEN SELL AT MARKET ENDIF   // Condiciones para entrada de posiciones cortas c13 = (indicator1 > close) c26 = (indicator6 > close)   c14 = (indicator2 < -50) c15 = (indicator3 > close) c16 = (summation[2](c13[1]) = 2) c17 = low < low[1] //c51= low < low[2] //c52= low[1] < low[2] c18= (indicador4 crosses over 17 and sto8 < sto8[3]) c19= (indicador4 crosses over 20 and sto8 < sto8[3]) c20= (indicador4 crosses over 22 and sto8 < sto8[3]) c21= (indicador4 crosses over 24 and sto8 < sto8[3]) c22= (indicador4 crosses over 26 and sto8 < sto8[3]) c23= (indicador4 crosses over 28 and sto8 < sto8[3])   IF c13 AND c14 AND c15  and c16 AND c17  AND c26 AND (c18 or c19 or c20 or c21 or c22 or c23  ) AND hora1 AND hora2  THEN   SELLSHORT positionsize  CONTRACT AT MARKET   ENDIF   // Condiciones de salida de posiciones cortas   c5 = (indicator5 <= close) IF c5 THEN EXITSHORT AT MARKET ENDIF   // Stops y objetivos SET STOP pLOSS 35

   

  

  Pablo Jimenez

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