phoentzs wrote:

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.

//————————————————————————-<br /> // Hauptcode : #KISS RSI5 EurUsd M15<br /> //Spread = 1<br /> //————————————————————————-<br /> DEFPARAM CumulateOrders = false<br /> defparam preloadbars = 2000</p> <p>Nlong = 1<br /> Nshort = 1</p> <p>MAXSHARES = abs(COUNTOFPOSITION) <= 1</p> <p>//EMA-Trend<br /> EMA1 = ExponentialAverage[45](close) //50<br /> //EMA2 = ExponentialAverage[ma*1](close)//H1<br /> EMA3 = ExponentialAverage[45](close) //60</p> <p>EMAlong = close > EMA3<br /> EMAshort = close < EMA3</p> <p>steigunglong = EMA1 > EMA1[1]<br /> steigungshort = EMA1 < EMA1[1]</p> <p>myATR = AverageTrueRange[12](close)</p> <p>//RSI5-Eingang<br /> myRSI = RSI[5](close)<br /> rsilong = (myRSI[1] > 30) and (myRSI < 30)<br /> rsishort = (myRSI[1] < 70) and (myRSI > 70)</p> <p>rsilongraus = myRSI > 75<br /> rsishortraus = myRSI < 30</p> <p>IF Time >= 010000 AND Time <= 230000 THEN</p> <p>IF rsilong and EMAlong and steigunglong and MAXSHARES THEN //and emalongkurz<br /> BUY Nlong shares at market<br /> //SET STOP %LOSS 0.35 //120<br /> //Set target %profit 0.975 //40<br /> SET STOP LOSS myATR*6 //120<br /> Set target profit myATR*7<br /> ENDIF</p> <p>IF rsishort and EMAshort and steigungshort and MAXSHARES THEN //and emashortkurz<br /> sellshort Nshort shares at market //BollUp[1]limit<br /> //SET STOP %LOSS 0.975 //130<br /> //Set target %profit 0.9 //40<br /> SET STOP LOSS myATR*10 //120<br /> Set target profit myATR*9.25<br /> ENDIF<br /> endif</p> <p>if longonmarket and rsilongraus then //c2<br /> sell at market<br /> endif<br /> if shortonmarket and rsishortraus then //c1<br /> exitshort at market<br /> endif</p> <p>//if time = 230000 then //and dayofweek = 5 then<br /> //sell at market<br /> //EXITSHORT at market<br /> //endif</p> <p>//************************************************************************<br /> //trailing stop function<br /> trailingstartL = 23 //30 15 trailing will start @trailinstart points profit<br /> trailingstartS = 18 //30 15 trailing will start @trailinstart points profit<br /> trailingstepL = 9 //2 1 trailing step to move the “stoploss”<br /> trailingstepS = 2 //2 1 trailing step to move the “stoploss”<br /> //reset the stoploss value<br /> IF NOT ONMARKET THEN<br /> newSL=0<br /> ENDIF<br /> //manage long positions<br /> IF LONGONMARKET THEN<br /> //first move (breakeven)<br /> IF newSL=0 AND close-tradeprice(1)>=trailingstartL*pipsize THEN<br /> newSL = tradeprice(1)+trailingstepL*pipsize<br /> ENDIF<br /> //next moves<br /> IF newSL>0 AND close-newSL>=trailingstepL*pipsize THEN<br /> newSL = newSL+trailingstepL*pipsize<br /> ENDIF<br /> ENDIF<br /> //manage short positions<br /> IF SHORTONMARKET THEN<br /> //first move (breakeven)<br /> IF newSL=0 AND tradeprice(1)-close>=trailingstartS*pipsize THEN<br /> newSL = tradeprice(1)-trailingstepS*pipsize<br /> ENDIF<br /> //next moves<br /> IF newSL>0 AND newSL-close>=trailingstepS*pipsize THEN<br /> newSL = newSL-trailingstepS*pipsize<br /> ENDIF<br /> ENDIF<br /> //stop order to exit the positions<br /> IF newSL>0 THEN<br /> SELL AT newSL STOP<br /> EXITSHORT AT newSL STOP<br /> ENDIF

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//————————————————————————- // 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

Thanks for ur code. This one like many other. Not profitable last 3 month.

I’ve run it in demo since 18th and it has a small gain so far. Two losses, one was short.

It will need a lot more time in demo and many trades before we can judge if it’s any good.

FYI – the times in the code are London time so you may need to adjust these.