S&P500 automatic trading strategy ROBOT EEUU 500 1H

Raul Vg · Fri, 03 Feb 2017 16:15:10 +0000

Hello again! I share this robot that I have been testing for several months and it completely matches the backtest with reality. It is very simple, simply fulfilling 4 conditions of several indicators. Maybe this too prepared and suffers from being over optimized, I have practically a year following it in demo and is equal to the backtest. I share so that you can probe with 200,000 new bars and new ideas and improve it for the good of all. Look at the backtest that even if you put a number of bars 0, it is not, they are when you touch the take profit. To see what it seems.

This topic has 30 replies, 11 voices, and was last updated 4 years ago by robertogozzi.

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02/06/2017 at 8:31 AM #24026

Nicolas

@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.

Nicolas

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02/06/2017 at 4:06 PM #24121

Raul Vg

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

// 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

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Paris

Raul Vg

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02/06/2017 at 4:13 PM #24122

Joachim Nilsson

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.

Joachim Nilsson

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02/06/2017 at 4:22 PM #24123

Raul Vg

yes! I am configuring it to work without accumulating hehe this afternoon I will share it so that we can improve it again!

1 user thanked author for this post.

Paris

Raul Vg

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02/06/2017 at 4:24 PM #24124

Joachim Nilsson

I’m doing the same right now haha! But i´ll have to leave soon so I will come back toinght 🙂

Joachim Nilsson

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02/06/2017 at 4:51 PM #24126

Raul Vg

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

// 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

Raul Vg

Participant

Topics: 4

Replies: 177

Been thanked: 83 times

02/06/2017 at 6:41 PM #24143

Joachim Nilsson

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

// 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

Joachim Nilsson

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Topics: 4

Replies: 62

Been thanked: 18 times

02/06/2017 at 7:14 PM #24144

Simply

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

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Replies: 1

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02/06/2017 at 7:40 PM #24147

Nicolas

@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.

2 users thanked author for this post.

Paris,

Simply

Nicolas

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Topics: 81

Replies: 20828

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02/06/2017 at 7:43 PM #24148

Joachim Nilsson

For the record. I´m not going to start it. I just wanted to share some “in progress” code 🙂

Joachim Nilsson

Participant

Topics: 4

Replies: 62

Been thanked: 18 times

02/09/2017 at 1:53 AM #24453

Frankiesc

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

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Topics: 9

Replies: 14

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02/09/2017 at 8:37 AM #24460

Nicolas

@Frankiesc

I translated your post in English, please speak English in this part of the forum, for everyone’s comprehension. Thanks in advance.

Nicolas

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Topics: 81

Replies: 20828

Been thanked: 4742 times

02/09/2017 at 1:34 PM #24485

Frankiesc

Hi Nicolas,
I’m sorry for the inconvenience. It will not happen again.

Frankiesc

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Topics: 9

Replies: 14

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06/20/2017 at 11:50 AM #38642

JR1976

Dear Raul Vg,

very interesting Code

Some day ago , good trade on SP500 mini

thanks

Regards.

JR1976

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Topics: 16

Replies: 88

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02/05/2020 at 5:28 PM #118765

bertrandpinoy

bonjour cette strategy est elle toujours bonne? sur quelle instrument et unite de temps svp? merci

bertrandpinoy

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Topics: 20

Replies: 116

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