ScalpMaster 10S

• 05/01/2020 at 4:28 PM #129258
  Francesco

  Since the trend of the moment is low timeframe systems, here is my proposal.
  Based on the “Pivot Support / Resistance Zones” indicator by robertogozzi.

  Position Size= 1
  Spread= 0.7

  EURUSD for now but maybe optimizable on different forex pairs

  ScalpMaster

  defparam cumulateorders= false defparam flatbefore= 090000 defparam flatafter= 220000 once longtrading=1 once shorttrading=1 TIMEFRAME(15 minutes, updateonclose) // Settings ema1= exponentialaverage[20](close) ema2= exponentialaverage[10](close) bullish = close>ema1 and close>ema2 and ema1>ema2 ema1= exponentialaverage[20](close) ema2= exponentialaverage[10](close) bearish= close<ema1 and close<ema2 and ema1<ema2 TIMEFRAME(10 seconds) // Indicator myPivotSupportResistanceZones, myPivotSupportResistanceZones2 = CALL "Pivot Support/Resistance Zones" if longtrading then // Long if close crosses over myPivotSupportResistanceZones then if bullish then buy 1 contract at market endif endif endif if shorttrading then // Short if close crosses under myPivotSupportResistanceZones2 then if bearish then sellshort 1 contract at market endif endif endif // Stop Loss set stop ploss 15 // Trailing Stop trailingstart= 50 trailingstep= 2 // Rest Stoploss if not onmarket then newsl= 0 endif // Manage Long Positions if longonmarket then // First Move if newsl= 0 and close-tradeprice(1)>=trailingstart*pipsize then newsl= tradeprice(1)+trailingstep*pipsize endif // Next Moves if newsl>0 and close-newsl>=trailingstep*pipsize then newsl= newsl+trailingstep*pipsize endif endif // Manage Short Positions if shortonmarket then // First Move if newsl= 0 and tradeprice(1)-close>=trailingstart*pipsize then newsl= tradeprice(1)-trailingstep*pipsize endif // Next Moves if newsl>0 and newsl-close>=trailingstep*pipsize then newsl= newsl-trailingstep*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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  defparam cumulateorders= false defparam flatbefore= 090000 defparam flatafter= 220000   once longtrading=1 once shorttrading=1   TIMEFRAME(15 minutes, updateonclose) // Settings ema1= exponentialaverage[20](close) ema2= exponentialaverage[10](close) bullish = close>ema1 and close>ema2 and ema1>ema2   ema1= exponentialaverage[20](close) ema2= exponentialaverage[10](close) bearish= close<ema1 and close<ema2 and ema1<ema2   TIMEFRAME(10 seconds) // Indicator myPivotSupportResistanceZones, myPivotSupportResistanceZones2 = CALL "Pivot Support/Resistance Zones"   if longtrading then // Long if close crosses over myPivotSupportResistanceZones then if bullish then buy 1 contract at market endif endif endif   if shorttrading then // Short if close crosses under myPivotSupportResistanceZones2 then if bearish then sellshort 1 contract at market endif endif endif   // Stop Loss set stop ploss 15   // Trailing Stop trailingstart= 50 trailingstep= 2   // Rest Stoploss if not onmarket then newsl= 0 endif   // Manage Long Positions if longonmarket then // First Move if newsl= 0 and close-tradeprice(1)>=trailingstart*pipsize then newsl= tradeprice(1)+trailingstep*pipsize endif // Next Moves if newsl>0 and close-newsl>=trailingstep*pipsize then newsl= newsl+trailingstep*pipsize endif endif   // Manage Short Positions if shortonmarket then // First Move if newsl= 0 and tradeprice(1)-close>=trailingstart*pipsize then newsl= tradeprice(1)-trailingstep*pipsize endif // Next Moves if newsl>0 and newsl-close>=trailingstep*pipsize then newsl= newsl-trailingstep*pipsize endif endif   // Stop Order To Exit The Positions if newsl>0 then sell at newsl stop exitshort at newsl stop endif

   

  

  Francesco

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  05/01/2020 at 4:37 PM #129262
  Francesco

  Sorry, there is an error with the code, from line 22 to 39 its

  if longtrading then // Long if close crosses over myPivotSupportResistanceZones2 then if bullish then buy 1 contract at market endif endif endif if shorttrading then // Short if close crosses under myPivotSupportResistanceZones then if bearish then sellshort 1 contract at market endif endif endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

  if longtrading then // Long if close crosses over myPivotSupportResistanceZones2 then if bullish then buy 1 contract at market endif endif endif   if shorttrading then // Short if close crosses under myPivotSupportResistanceZones then if bearish then sellshort 1 contract at market endif endif endif

  Updated results

   

  

  Francesco

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  05/01/2020 at 4:41 PM #129268
  robertogozzi

  Good job.

  Are you running it on your demo account?

  

  robertogozzi

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  05/01/2020 at 4:41 PM #129269
  Francesco

  robertogozzi wrote:

  Good job.

  Are you running it on your demo account?

  Just ultimated it today, i will run it from monday 🙂

  

  Francesco

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  05/01/2020 at 5:52 PM #129276
  Francesco

  Update v2

  -minor optimization on the indicator
  -system now works with both breakouts and bounces

  ScalpMaster v2

  defparam cumulateorders= false defparam flatbefore= 090000 defparam flatafter= 220000 once longtrading=1 once shorttrading=1 TIMEFRAME(15 minutes, updateonclose) // Settings ema1= exponentialaverage[20](close) ema2= exponentialaverage[10](close) bullish = close>ema1 and close>ema2 and ema1>ema2 ema1= exponentialaverage[20](close) ema2= exponentialaverage[10](close) bearish= close<ema1 and close<ema2 and ema1<ema2 TIMEFRAME(10 seconds) // Indicator myPivotSupportResistanceZones, myPivotSupportResistanceZones2 = CALL "Pivot Support/Resistance Zones" if longtrading then // Long if close crosses under myPivotSupportResistanceZones or close crosses over myPivotSupportResistanceZones2 then if bullish then buy 1 contract at market endif endif endif if shorttrading then // Short if close crosses under myPivotSupportResistanceZones or close crosses over myPivotSupportResistanceZones2 then if bearish then sellshort 1 contract at market endif endif endif // Stop Loss set stop ploss 15 // Trailing Stop trailingstart= 50 trailingstep= 2 // Rest Stoploss if not onmarket then newsl= 0 endif // Manage Long Positions if longonmarket then // First Move if newsl= 0 and close-tradeprice(1)>=trailingstart*pipsize then newsl= tradeprice(1)+trailingstep*pipsize endif // Next Moves if newsl>0 and close-newsl>=trailingstep*pipsize then newsl= newsl+trailingstep*pipsize endif endif // Manage Short Positions if shortonmarket then // First Move if newsl= 0 and tradeprice(1)-close>=trailingstart*pipsize then newsl= tradeprice(1)-trailingstep*pipsize endif // Next Moves if newsl>0 and newsl-close>=trailingstep*pipsize then newsl= newsl-trailingstep*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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  defparam cumulateorders= false defparam flatbefore= 090000 defparam flatafter= 220000   once longtrading=1 once shorttrading=1   TIMEFRAME(15 minutes, updateonclose) // Settings ema1= exponentialaverage[20](close) ema2= exponentialaverage[10](close) bullish = close>ema1 and close>ema2 and ema1>ema2   ema1= exponentialaverage[20](close) ema2= exponentialaverage[10](close) bearish= close<ema1 and close<ema2 and ema1<ema2   TIMEFRAME(10 seconds) // Indicator myPivotSupportResistanceZones, myPivotSupportResistanceZones2 = CALL "Pivot Support/Resistance Zones"   if longtrading then // Long if close crosses under myPivotSupportResistanceZones or close crosses over myPivotSupportResistanceZones2 then if bullish then buy 1 contract at market endif endif endif   if shorttrading then // Short if close crosses under myPivotSupportResistanceZones or close crosses over myPivotSupportResistanceZones2 then if bearish then sellshort 1 contract at market endif endif endif   // Stop Loss set stop ploss 15   // Trailing Stop trailingstart= 50 trailingstep= 2   // Rest Stoploss if not onmarket then newsl= 0 endif   // Manage Long Positions if longonmarket then // First Move if newsl= 0 and close-tradeprice(1)>=trailingstart*pipsize then newsl= tradeprice(1)+trailingstep*pipsize endif // Next Moves if newsl>0 and close-newsl>=trailingstep*pipsize then newsl= newsl+trailingstep*pipsize endif endif   // Manage Short Positions if shortonmarket then // First Move if newsl= 0 and tradeprice(1)-close>=trailingstart*pipsize then newsl= tradeprice(1)-trailingstep*pipsize endif // Next Moves if newsl>0 and newsl-close>=trailingstep*pipsize then newsl= newsl-trailingstep*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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  Francesco

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  05/01/2020 at 6:06 PM #129287
  Francesco

  Fun fact: works very good also on 1sec without changing nothing in the code. Synonymous of robustness and no overfitting?

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  Francesco

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  05/01/2020 at 6:52 PM #129296
  Vonasi

  Francesco wrote:

  Synonymous of robustness and no overfitting?

  …or perhaps synonymous with getting something to work on a tiny part of history!

  

  Vonasi

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  05/01/2020 at 7:07 PM #129298
  Francesco

  This is the main problem of working on systems with a low time frame,I have also repeatedly expressed my being doubtful about them.
  Personally don’t know if I would ever start such a system on my live account

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  MAKSIDE

  

  Francesco

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  05/01/2020 at 7:44 PM #129300
  MAKSIDE

  i wish you it works on 10S/1S…  it’s so difficult this TF..

  

  MAKSIDE

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  05/01/2020 at 7:49 PM #129301
  swedshare

  Franscesco, would you like to share the ITF so we get the right indicator bundled with the strategy?

  

  swedshare

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  05/01/2020 at 7:53 PM #129302
  GraHal

  So what do I need to do to get round the attached message?

   

  

  GraHal

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  05/01/2020 at 8:00 PM #129304
  robertogozzi

  I Think it’s because Francesco must have customized the indicator to return the two values, which is not in the original indicator, written to just plot segments, not returning data.

  
  @Francesco please post your version of the indicator, ad TXT and/or ITF file.

   

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  robertogozzi

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  05/01/2020 at 8:03 PM #129305
  Francesco

  @GraHal That happens because you didn’t add return values in the indicator.
  Here’s the ITF with the complete and optimized indicator.

  EDIT: robertogozzi preceded me with the explanation 🙂

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  Francesco

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  05/01/2020 at 9:01 PM #129313
  GraHal

  Haha Thanks Francesco …. can’t wait for Monday now to try it out!! 🙂

  Its good on DJI 5 sec and not a loser on DAX and USTech … if I recall correctly?  I just flashed it over what was in my List.

  Might it not be even better if the Indicator was not called but included within the strategy code and then below could be optimised ?

  Or maybe I need to understand how it all hangs together, before making suggestions.

  I’ll probably try this and that anyway over the weekend.

  Keep up the Good Work!

   

  PivotBAR = 3 //3 bars AFTER pivot LookBack = 4 //4 bars BEFORE pivot

  1 2	PivotBAR     =  3                      //3  bars AFTER  pivot LookBack     =  4                    //4  bars BEFORE pivot

   

   

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  GraHal

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  05/01/2020 at 9:52 PM #129321
  Francesco

  Yes GraHal, i guess it could be easily adapted for different assets, heres what we can optimize:

  First of all PivotBAR and LookBack,  but for eurusd 3 and 4 is already optimized. And yes! we can easily include the indicator in the strategy without the call in order to better optimize the values; v3 will have that for sure, already tried now!

  Then the periods of the ema’s for the bullish and bearish detection (maybe ML on that?)

  And of course sl and ts.

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  Francesco

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