RSI-EMA EurUsd M15

phoentzs · 2021-05-17T06:11:10+00:00

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) EMA3 EMAshort = close EMA1[1] steigungshort = EMA1 30) and (myRSI 70) rsilongraus = myRSI > 75 rsishortraus = myRSI = 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

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09/08/2021 at 11:14 PM #177067 quote

XORANDNOT
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Senior

phoentzs wrote:

XORANDNOT wrote:

phoentzs schrieb:

Hilf mir. Ich weiß nicht was du meinst. Worauf willst du hinaus?

Lesen Sie Shakespeare. Und mehr.

I know Shakespeare and I know what you mean. But have the feeling you want to make fun of me.

William Shakespeare. The Tempest

Hell is empty and all the devils are here.

09/11/2021 at 2:59 AM #177232 quote

phoentzs
Participant

Master

Here is an improved version on US Crude. Profitable since 2015.

jth82 thanked this post

KISS-RSI5-US-Crude-M15.itf

03/15/2023 at 4:27 PM #211596 quote

Meta Signals Pro
Participant

Veteran

hi @phoentz,

Isn’t this strategy not worth being in the library?
Do you want to publish it ? Or if not can you delegate it to me with all your credentials being in the publication ;
Best,

Chris

03/15/2023 at 6:35 PM #211606 quote

phoentzs
Participant

Master

Hi Chris, I haven’t looked at this strategy for a long time. Is she on the winning side?

03/16/2023 at 8:19 PM #211669 quote

fifi743
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Master

I have made some changes.

phoentzs and yoocesar thanked this post

Capture-decran-828.png Capture-decran-829.png KISS-RSI5-US-Crude-M15_mod.itf
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