RSI-EMA EurUsd M15

phoentzs · Mon, 17 May 2021 06:11:10 +0000

Here is a little strategy from me. Profitable over a full 200,000 bars in a small time unit. Unfortunately, the yield is not huge. But the interesting thing is that you can trade well with just a single filter for such a long time. Also works with a Bollinger entry and EMA60 as a filter. Maybe someone has an idea how to get more yield out. Unfortunately, I have not yet found any other currency pair that works consistently well in a similar manner. Ideas and improvements are very welcome. //------------------------------------------------------------------------- // Hauptcode : #KISS RSI5 EurUsd M15 //Spread = 1 //------------------------------------------------------------------------- DEFPARAM CumulateOrders = false defparam preloadbars = 2000 Nlong = 1 Nshort = 1 MAXSHARES = abs(COUNTOFPOSITION) <= 1 //EMA-Trend EMA1 = ExponentialAverage[45](close) //50 //EMA2 = ExponentialAverage[ma*1](close)//H1 EMA3 = ExponentialAverage[45](close) //60 EMAlong = close > EMA3 EMAshort = close < EMA3 steigunglong = EMA1 > EMA1[1] steigungshort = EMA1 < EMA1[1] myATR = AverageTrueRange[12](close) //RSI5-Eingang myRSI = RSI[5](close) rsilong = (myRSI[1] > 30) and (myRSI < 30) rsishort = (myRSI[1] < 70) and (myRSI > 70) rsilongraus = myRSI > 75 rsishortraus = myRSI < 30 IF Time >= 010000 AND Time <= 230000 THEN IF rsilong and EMAlong and steigunglong and MAXSHARES THEN //and emalongkurz BUY Nlong shares at market //SET STOP %LOSS 0.35 //120 //Set target %profit 0.975 //40 SET STOP LOSS myATR*6 //120 Set target profit myATR*7 ENDIF IF rsishort and EMAshort and steigungshort and MAXSHARES THEN //and emashortkurz sellshort Nshort shares at market //BollUp[1]limit //SET STOP %LOSS 0.975 //130 //Set target %profit 0.9 //40 SET STOP LOSS myATR*10 //120 Set target profit myATR*9.25 ENDIF endif if longonmarket and rsilongraus then //c2 sell at market endif if shortonmarket and rsishortraus then //c1 exitshort at market endif //if time = 230000 then //and dayofweek = 5 then //sell at market //EXITSHORT at market //endif //************************************************************************ //trailing stop function trailingstartL = 23 //30 15 trailing will start @trailinstart points profit trailingstartS = 18 //30 15 trailing will start @trailinstart points profit trailingstepL = 9 //2 1 trailing step to move the "stoploss" trailingstepS = 2 //2 1 trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstartL*pipsize THEN newSL = tradeprice(1)+trailingstepL*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstepL*pipsize THEN newSL = newSL+trailingstepL*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstartS*pipsize THEN newSL = tradeprice(1)-trailingstepS*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstepS*pipsize THEN newSL = newSL-trailingstepS*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

This topic has 79 replies, 14 voices, and was last updated 1 year ago by fifi743.

Tagged: angle, slope

Viewing 15 posts - 31 through 45 (of 80 total)

← 1 2 3 4 5 6 →

07/04/2021 at 5:35 PM #173101

phoentzs

1,000,000 bars with constant profits? That’s damn good. And so simple the system. Thanks!

phoentzs
Participant

Topics: 84
Replies: 919
Been thanked: 172 times

07/04/2021 at 6:56 PM #173104

nonetheless

The Time settings on mine are for the UK so double check what works best on Euro time.

nonetheless
Participant

Topics: 83
Replies: 1237
Been thanked: 978 times

07/04/2021 at 8:25 PM #173109

Eric

Its the one in the first post i put on forward testing

I did change the EMA to 40 (for better or worse?)

Eric
Participant

Topics: 18
Replies: 441
Been thanked: 84 times

07/04/2021 at 9:01 PM #173112

phoentzs

What does the curve look like? Did you take over the settings from the RSI?

phoentzs
Participant

Topics: 84
Replies: 919
Been thanked: 172 times

07/05/2021 at 7:40 AM #173131

phoentzs

I sat down again … The idea of MauroPro made me experiment with “typicalPrice”, “high” and “low”. The result is this one … still very low drawdown but a performance advantage of 50%. That is really good. Stable over 200000bars … can someone please do a 1000000bars test?

1 user thanked author for this post.

GraHal

phoentzs
Participant

Topics: 84
Replies: 919
Been thanked: 172 times

07/05/2021 at 9:02 AM #173136

nonetheless

not so good at 1m bars

1 user thanked author for this post.

phoentzs

nonetheless
Participant

Topics: 83
Replies: 1237
Been thanked: 978 times

07/05/2021 at 9:06 AM #173138

phoentzs

Aargh, over-optimized. Too bad. Thank you.

phoentzs
Participant

Topics: 84
Replies: 919
Been thanked: 172 times

07/05/2021 at 9:09 AM #173139

phoentzs

~~Kannst Du vielleicht eine Optimierung über 1000000bars machen? Mit den Exit-Werten des RSI? 10-30 für short und 70-90 für long?~~

Can you maybe do an optimization over 1000000bars? With the exit values of the RSI? 10-30 for short and 70-90 for long?

phoentzs
Participant

Topics: 84
Replies: 919
Been thanked: 172 times

07/05/2021 at 9:38 AM #173142

robertogozzi

@phoentzs

make an effort not to speak german in the English forum!

Thank you 🙂

1 user thanked author for this post.

phoentzs

robertogozzi
Moderator

Topics: 69
Replies: 16517
Been thanked: 3663 times

07/05/2021 at 9:44 AM #173143

phoentzs

I’m sorry, it was a mistake.

phoentzs
Participant

Topics: 84
Replies: 919
Been thanked: 172 times

07/05/2021 at 9:45 AM #173144

nonetheless

I already did: #173094

RSI exit values stay the same

If you want to further refine the values for a,b,c,d (atr stop and target) then try 6.2, 4.8, 9.8, 10

1 user thanked author for this post.

phoentzs

nonetheless
Participant

Topics: 83
Replies: 1237
Been thanked: 978 times

07/05/2021 at 9:51 AM #173146

phoentzs

I’ve already seen this post. I meant version V2 … with “typicalPrice” and “high”. If you have the time.

phoentzs
Participant

Topics: 84
Replies: 919
Been thanked: 172 times

07/05/2021 at 9:59 AM #173147

nonetheless

using typicalprice for the RSI is substantially worse – 20% drop

the only place it helps is with the MA which i also changed from exponential to simple

2 users thanked author for this post.

GraHal, phoentzs

nonetheless
Participant

Topics: 83
Replies: 1237
Been thanked: 978 times

07/05/2021 at 12:10 PM #173158

VinzentVega

Well, backtest since 7/2019 looks not realy impressive.

VinzentVega
Participant

Topics: 6
Replies: 113
Been thanked: 27 times

07/05/2021 at 1:32 PM #173162

nonetheless

Did you change the time setting?

nonetheless
Participant

Topics: 83
Replies: 1237
Been thanked: 978 times
Author

Posts