Hello ,

there is  something  to  help me and  to check the robustness of this strategy ? Backtest with 200k bar  or other check ?

Thanks

REgards

Hi Nicolas ,

thanks an advance for your check

Any suggestion from the Community  to optimize the equity line  and to reduce the Drawdown   ?

Regards .

HI Nicolas ,

I tried to  insert a little check with current day of week  ,  less trade  but the equity line is optimize

Follow the  code , what do you think ?

//-------------------------------------------------------------------------
// Codice principale : RSI14 _DAX 5min buono ... da ottimaizzare STOP e TARGET P
//-------------------------------------------------------------------------
////////////////rsi14 DAX 5 min /////////////////////////////////
//// Guadango costante
// ......

DEFPARAM CumulateOrders=false

DEFPARAM FLATBefore = 083000
DEFPARAM FLATAfter = 180000



REINV = 0// "0" REinvestment
//levier = 1.5
// SOLITAMENTE 2 contratti per questioni di margine solo 1
levier = 1

IF REINV = 0 THEN
n = levier // pas de réinvestissement
ENDIF

IF REINV = 1 THEN // réinvestissement
capital = 200 + strategyprofit
n = (capital / 200) *levier
ENDIF
//n1 = n+2
//if n > 200 then
//n = 100
//endif
x1 = n+1
// Indicator
//Short = RSI[14](close) crosses under 25
Short = RSI[14](close) crosses under 25
Long = RSI[14](close) crosses over 75
MM200 = Average[200](Close)

// SET UP MASTER TREND
Long1 = DCLose(1) > MM200 and Close > DClose(1)
Short1 = DClose(1) < MM200 and Close < DCLose(1)
//
// SET UP LONG
if Currentdayofweek < 3 then
IF not onmarket and long and Long1 then
BUY x1 SHARES AT market
endif
endif
if Currentdayofweek > 3 then
IF not onmarket and long and Long1 then
BUY n SHARES AT market
endif
endif



////// SET UP SHORT ////////////

if Currentdayofweek <3 then
IF short and short1 then
//IF cs1 and r1 and r3 then
//IF cs1 and r1 and r3 then
SELLSHORT x1 SHARES at market

endif
endif
if Currentdayofweek > 3 then
IF short and short1 then
//IF cs1 and r1 and r3 then
//IF cs1 and r1 and r3 then
SELLSHORT n SHARES at market

endif
endif

//if longonmarket then
//sell n shares at low -2 stop
//endif



SET target pprofit 20
SET STOP pLOSS 30

I  only  check in the code >  if current day of week is less than 3  ,   buy 2 contract , else buy only 1 contract …

But the result of the equity seems better than the previous code  …. Backtest  only for 100k bar , I  don t Know before …

Regards

Suggest me your calculation  formula of the RR ?

Thanks