Scalper Machine V1 Dax

Antonios · Wed, 04 Jan 2017 08:37:07 +0000

I would like to show you my first attempt to create a system.It is a Scalp system for Timeframe 1 hr Dax ,Take Profit 4 pips and Trailing Stop 12 pips. The System start in 8 30 pm Time Zone GMT+1 and stop 17 00, Spread is 1 point .It has become backtest from 2012 and the results the see above. Any feedback and any suggestions are welcome!Enjoy it! //------------------------------------------------------------------------- // Main code : A Scalper Machine V1 dax //------------------------------------------------------------------------- //------------------------------------------------------------------------- // A SCALPER MACHINE V1 //------------------------------------------------------------------------- // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated REM All positions will be not open before this time defparam flatbefore = 080000 REM All positions will be closed after this time defparam flatafter = 165000 // MONEY MANAGMENT QTY=1 ONCE M=500 BANK=100 ONCE PQTYADJUST=0 QTYADJUST = ROUND(STRATEGYPROFIT /M) IF QTYADJUST > 0 THEN QTY=QTY+QTYADJUST IF QTYADJUST < PQTYADJUST THEN M=M+BANK PQTYADJUST=QTYADJUST ENDIF IF QTYADJUST > PQTYADJUST THEN PQTYADJUST=QTYADJUST ENDIF ELSE QTY=1 ENDIF // VARIABLE.. FOR EASY BACKTESTING //////// a=55 b=2 n=2 z=7 v=23 q=2 a1=12 b1=1 k=15 w=2 ts1=9 ema = Exponentialaverage[ts1](close) advance=abs(round(ema-ema[1])) ///////////////////////////////////////////////////////////////////////////////////////// // TIME AND DAY MANAGMENT // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // trading window ONCE startTime = 083000 ONCE endTime = 170000 // trade only in trading window 9-20 IF Time >= startTime AND Time <= endTime THEN // MAIN SYSTEM // // Conditions to enter long positions indicator1 = Average[n](close) indicator2 = Average[z](close) c1 = (indicator1 > indicator2) indicator3 = Stochastic[a,b](close) indicator4 = Average[v](Stochastic[a,b](close)) c2 = (indicator3 > indicator4) indicator5 = MACDline[12,26,9](close) indicator6 = ExponentialAverage[q](MACDline[12,26,9](close)) c3 = (indicator5 > indicator6) // Conditions to enter short positions indicator9 = Average[a1](close) indicator10 = Average[b1](close) c5 = (indicator9 > indicator10) indicator11 = Average[k](Stochastic[a,b](close)) indicator12 = Stochastic[a,b](close) c6 = (indicator11 > indicator12) indicator13 = ExponentialAverage[w](MACDline[12,26,9](close)) indicator14 = MACDline[12,26,9](close) c7 = (indicator13 > indicator14) // LONG if not longonmarket and c1 AND c2 AND c3 and Momentum[11](close)>0 and RSI[6](close)>65 and not daysForbiddenEntry then BuyPrice = ema+advance buy qty contract at BuyPrice limit endif // SHORT if not shortonmarket and c5 AND c6 AND c7 and Momentum[11](close)<0 and RSI[6](close)<35 and not daysForbiddenEntry then SellPrice = ema-advance sellshort qty contract at sellprice limit ENDIF set stop pTRAILING 12 set target Pprofit 4 endif

This topic has 22 replies, 14 voices, and was last updated 5 years ago by VinzentVega.

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02/20/2017 at 11:51 PM #25818

Raul Vg

Hello, beware of backtesting on large timeframes and small takes and stops. Deputy on January 7, 2017. Purchase operation at 5:00 p.m. We see that it does not really happen what puts us on the backtest. Launches purchase order at 11,552.9 points, which reaches to play at 5:21 p.m., we see that the next minute rises to 11,560.7 points, does not touch the take profit of 12 points. And ends up falling. It arrives at 7.00 p.m. and it does not reach at any time the take profit, in the backtest it appears that it wins in the same bar from 5pm to 7pm. Beware of the backtest.

Raul Vg
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02/21/2017 at 8:58 AM #25824

Nicolas

@Raul tick/tick backtest?

Nicolas
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02/21/2017 at 9:16 AM #25826

Raul Vg

Yes

Raul Vg
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02/21/2017 at 12:04 PM #25877

Antonios

Hello !!

This Backtest in from Januari 2015 .the system runs in 3 Demo from 17 /02/2017 ,has done three orders,two win and one loss.I will inform you on the progress .

I have launched the initial capital with very low,200$.

Thank you for all

Antonios
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08/01/2017 at 11:54 AM #42194

JR1976

Hello Antonios ,

any update on your strategy ?

Did you start in live or demo ?

The backtest are made tick-by-tick ?

Regards.

JR1976
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08/03/2017 at 9:00 PM #42448

Francesco78

I am getting no trade as well.

The results of the backtest with tick to tick are shown or not?

Many thanks

Francesco78
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10/30/2020 at 5:29 PM #149034

Ermitage

it doesn’t work…..no trade

Ermitage
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10/30/2020 at 6:55 PM #149046

VinzentVega

It works, the hit rate is 80%, but this strategy doesn´t work. High timeframe, extremly small TP an an higher SL. This strategy needs 6 TP in a row to equalize 1 SL.

VinzentVega
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