@CN
The strategy has a stoploss. It may trigger with a lot of opened positions, but an idea would be to limit the quantity of them on market at the same time.
Hello! This is the code for the DOW, to see if we can reduce the Maxdrawdown.
// Definición de los parámetros del código
DEFPARAM CumulateOrders = true // Acumulación de posiciones desactivada
if countofposition<50 then
n=1
// Condiciones para entrada de posiciones largas
indicator1 = ExponentialAverage[24](MACDline[21,44,24](close))
indicator2 = MACDline[21,44,24](close)
c1 = (indicator1 <= indicator2)
indicator3 = Stochastic[28,8](close)
indicator4 = Average[22](Stochastic[28,8](close))
c2 = (indicator3 >= indicator4)
indicator8 = close - 20
ignored, ignored, indicator9 = CALL "MiIndicador(3)"(close)
c6 = (indicator8 <= indicator9)
indicator11 = close
indicator21 = ExponentialAverage[40](close)
c11 = (indicator11 >= indicator21)
IF c1 AND c2 AND c6 and c11 THEN
BUY n CONTRACT AT MARKET
ENDIF
endif
// Condiciones de salida de posiciones largas
ignored, indicator10, ignored = CALL "MiIndicador(3)"(close)
c7 = (close CROSSES under indicator10)
IF c7 THEN
SELL AT MARKET
ENDIF
SET STOP pLOSS 800
SET TARGET pPROFIT 300
Thanks Raul. Good job!
The only problem I see with this code is that you are saved by accumulating orders-It dosen´t work on it´s own.
yes! I am configuring it to work without accumulating hehe this afternoon I will share it so that we can improve it again!
I’m doing the same right now haha! But i´ll have to leave soon so I will come back toinght 🙂
Although it continues to have accumulation, this could be a possible solution:
// Definición de los parámetros del código
DEFPARAM CumulateOrders = true // Acumulación de posiciones desactivada
// Condiciones para entrada de posiciones largas
indicator8 = close -25
ignored, ignored, indicator9 = CALL "MiIndicador(3)"(close)
c6 = (indicator8 <= indicator9)
indicator11 = ExponentialAverage[20](close)
indicator21 = ExponentialAverage[10](close)
c11 = (indicator11 crosses over indicator21)
IF c6 and c11 THEN
BUY 1 CONTRACT AT MARKET
ENDIF
// Condiciones de salida de posiciones largas
ignored, indicator10, ignored = CALL "MiIndicador(3)"(close)
c7 = (close CROSSES under indicator10)
IF c7 THEN
SELL AT MARKET
ENDIF
SET STOP pLOSS 800
SET TARGET pPROFIT 300
Hi again!
That code looks much better! Good job!
I´m optimizing right now so bear with me.
I´m trying som different timeframes as well. So far this is how far I’ve come in the 4 hours timeframe. Nothing special but I think its worth sharing.
// Definición de los parámetros del código
DEFPARAM CumulateOrders = true// Acumulación de posiciones desactivada
// Condiciones para entrada de posiciones largas
indicator8 = close -95//--25
ignored, ignored, indicator9 = CALL "MiIndicador(3)"(close)
c6 = (indicator8 <= indicator9)
indicator11 = ExponentialAverage[50](close) //20
indicator21 = ExponentialAverage[40](close) //10
c11 = (indicator11 crosses over indicator21)
IF c6 and c11 THEN
BUY 1 CONTRACT AT MARKET
ENDIF
// Condiciones de salida de posiciones largas
ignored, indicator10, ignored = CALL "MiIndicador(3)"(close)
c7 = (close CROSSES under indicator10)
IF c7 THEN
SELL AT MARKET
ENDIF
SET STOP pLOSS 850
SET TARGET pPROFIT 50
Hi,
nice idea, but Chance-Risk is very bad. TP= 50, SL=850 CR= ~0,06; TP= 300, SL=800 CR= ~0,375
Have a nice day,
@Simply
Because the strategy stacks orders while the market move in the wrong way. With an averaging down / grid strategy, you can’t make risk/reward comparison like other more “classic” strategies and have the same conclusion.
For the record. I´m not going to start it. I just wanted to share some “in progress” code 🙂
Hi Raul, I’m watching your strategy and I wish you could explain it better. You say that you use 4 indicators, a MACD, a Stoctic, a Moving Average and Ichimoku … could you indicate if the parameters of the indicators? MACD and stochastic by default? The Mobile Media of how many periods is it? I ask you please explain what the extrategia is that seems to be very interesting. Thank you very much in advance I await your response Greetings
Hola Raul, estoy viendo tu estrategia y me gustaría que la pudieras expliacar mejor.
Dices que utilizas 4 indicadores, un MACD, un Estocático, una Média Móvil e Ichimoku… ¿podrías indicar si los parámetros de los indicadores? ¿el MACD y el estocástico por defecto? ¿La Media Móvil de cuantos periodos es?
Te pido por favor que expliques en qué consiste la extrategia que parece ser muy interesante.
Muchas gracias de antemano
Quedo a la espera de tu respuesta
Saludos
@Frankiesc
I translated your post in English, please speak English in this part of the forum, for everyone’s comprehension. Thanks in advance.
Hi Nicolas,
I’m sorry for the inconvenience. It will not happen again.
Dear Raul Vg,
very interesting Code
Some day ago , good trade on SP500 mini
thanks
Regards.
bonjour cette strategy est elle toujours bonne? sur quelle instrument et unite de temps svp? merci
