Yes, it’s similar with IG too. But has no effect on the strategy.
Ich habe bereits mit diesen Tools experimentiert. Bei mir läuft das System live in den Einstellungen des Originals. Gibt es vielleicht einen besseren Filter? Gibt es Vorschläge?
I’ve already experimented with these tools. For me, the system runs live in the settings of the original. Could there be a better filter? Are there any suggestions?
Hallo
Ich habe es den Zuschauern meiner Website empfohlen, im Moment habe ich ein paar Dinge ausprobiert, werde den Code anhängen, damit Sie ihn überprüfen können
Es scheint schwierig zu sein, das steigende P/L mit Drawdowns auszugleichen, es fühlt sich an, als wäre ein weiterer Filter erforderlich
Ich habe versucht, es zu einem Daytrading-System zu machen, aber das hat nicht funktioniert, also vielleicht als Overnight-Scalping-System?
https://robofuturestrader.com/kiss-eur-usd-system-on-prorealcode-to-pick-up/
I have already experimented with these tools. For me, the system runs live in the settings of the original. Maybe there is a better filter? Are there any suggestions?
@phoentzs
Only post in the language of the forumthat you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.
Thank you 🙂
Sorry should have said my time zone is UK
Interesting strategy.
I have tried to improve only the exit signal with a new exit: the output parameter of the RSI has been changed from 5 to 7 and “close” has been replaced with “typicalPrice”.
I also added a different trailingstop in percentage.
(below are shown the results for both System with: 200 – 100K).
// Hauptcode : #KISS RSI5 EurUsd M15 newExitRsi
//Spread = 1
//-------------------------------------------------------------------------
DEFPARAM CumulateOrders = false
defparam preloadbars = 2000
Nlong = 1
Nshort = 1
MAXSHARES = abs(COUNTOFPOSITION) <= 1
//---------------------------------------------------------------------------
// ATR for Stop & Target
myATR = AverageTrueRange[12](close)
//EMA-Trend
EMA = ExponentialAverage[45](close)
EMAlong = close > EMA
EMAshort = close < EMA
// EMA-Steigung
steigungEmaLong = EMA > EMA[1]
steigungEmaShort = EMA < EMA[1]
//RSI5-Eingang
myRSI = RSI[5](close)
rsiLong = (myRSI[1] > 30) and (myRSI < 30)
rsiShort = (myRSI[1] < 70) and (myRSI > 70)
//RSI5-Ausgang
myRsiExit = RSI[7](typicalPrice) // NEW RSI EXIT
rsiLongRaus = myRsiExit > 75
rsiShortRaus = myRsiExit < 30
//-------------------------------------------------------------------------------
cLongEntry = emaLong and steigungEmaLong and rsiLong
cShortEntry = emaShort and steigungEmaShort and rsiShort
//-------------------------------------------------------------------------------
cLongExit = rsiLongRaus
cShortExit = rsiShortRaus
//-------------------------------------------------------------------------------
IF Time >= 010000 AND Time <= 230000 THEN
IF cLongEntry and MAXSHARES THEN
BUY Nlong shares at market
SET STOP LOSS myATR*6
Set target profit myATR*7
ENDIF
IF cShortEntry and MAXSHARES THEN
sellshort Nshort shares at market
SET STOP LOSS myATR*10
Set target profit myATR*9.25
ENDIF
endif
//-------------------------------------------------------------------------------
if longonmarket and cLongExit then
sell at market
endif
if shortonmarket and cShortExit then
exitshort at market
endif
//*******************************************************************************
percentageLong = 0.2 // NEW TRAILING %
percentageShort = 0.3
percentagestep = 0.05
trailingStartL = (close/100)*percentageLong
trailingStartS = (close/100)*percentageShort
trailingStep = (close/100)*percentageStep
if not onmarket then
MAXPRICE = 0
MINPRICE = close
PREZZOUSCITA = 0
ENDIF
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close)
if MAXPRICE-tradeprice(1)>=trailingStartL then
PREZZOUSCITA = MAXPRICE-trailingStep
ENDIF
ENDIF
if shortonmarket then
MINPRICE = MIN(MINPRICE,close)
if tradeprice(1)-MINPRICE>=trailingStartS then
PREZZOUSCITA = MINPRICE+trailingStep
ENDIF
ENDIF
if onmarket and PREZZOUSCITA>0 then
EXITSHORT AT PREZZOUSCITA STOP
SELL AT PREZZOUSCITA STOP
ENDIF
//-----------------------------------------------------------------------------
@MauroPro
I like this variant very much. Unfortunately, I can’t come up with such simple ideas myself. Good idea. I’ll be testing it out on the platform tonight.
EricParticipant
Master
At the moment I am not able to make a loss of 20k €. My stakes are not so high that I can make a living from it. It’s a sideline. If I ever get into that order of magnitude … the goal would not be to exceed a loss of € 20k.
From the links above, seems below is an example of the tax rules our German members trading under?
if you make 100k euros in gross profit by EOY by having 500k in wins and 400k in losses, then you’d have to pay (131,500 – 2630) = 128,870 euros in taxes?
so basically you’d end up owing money even after having a gross profit of 100k euros EOY? who the hell even comes up with stuff like this?
PS
If we discuss much more on this then we need to raise a new / separate Topic.
EricParticipant
Master
Ok, better with 20K (think it was talk about 10K in the beginning?)
It would have been even better if we could trade Turbos (turbo24) with proorder, attach a system on a CFD like DOW, EURUSD and then link the trades to a turbo
Small size to test things, and for us in Sweden no tax on profits and no paperwork, but i will not hold my breath waiting for it
a well back to topic, i started up three systems, one on EU 15 min and two on GU 5 and 10 min, lets see what happens?
That was decided by very clever politicians who have no idea. It’s exactly like Grahal calculated. That means, if I have reached a loss of € 20k per year with my strategies, I would have to pause for the asset class until the new year. That’s why I actually need strategies with a 90% hit rate and high yield. Does anyone have a good suggestion? 😉
@Eric
What strategies did you take online?
Here’s a quick treatment, a few minor changes, EurUsd Mini 15min, 1m bar backtest
Looking good, thanks for sharing!
