Sharing Idea and feedback –> Ibex / Dax / Cac / EU / SP / Nasdaq / WS

• 08/19/2019 at 7:47 PM #105090
  Manuel Aboy

  Hi all,

  Would like to share my strategy, very simple, nothing too complicated . Wanted to ask for feedback and any ideas of improvement.

  Regards

  Note: standard takeprofit and stoploss =100 points

  For WS

  takeprofit = 200 //takeprofit in points

  stoploss = 200 //stoploss in points

  For EU

  takeprofit = 50 //takeprofit in points

  stoploss = 50 //stoploss in points

  General Strategy, IBEX, DAX, CAC, EU, SP500 , WS

  DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada units=10 //units to buy or sell takeprofit = 100 //takeprofit in points stoploss = 100 //stoploss in points BreakevenAt = 25 //percent achieved of target to move stop to entry (breakeven) PointsToKeep = 1 //how much points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) // Condiciones para entrada de posiciones largas indicator1 = ExponentialAverage[30](close) indicator2 = ExponentialAverage[60](close) c1 = (indicator1 > indicator2) indicator3 = ExponentialAverage[60](close) c2 = (close < indicator3) IF c1 AND c2 THEN BUY units CONTRACT AT MARKET SET STOP pTRAILING stoploss ENDIF // Condiciones de entrada de posiciones cortas indicator6 = ExponentialAverage[30](close) indicator7 = ExponentialAverage[60](close) c4 = (indicator6 < indicator7) indicator8 = ExponentialAverage[60](close) c5 = (close > indicator8) IF c4 AND c5 THEN SELLSHORT units CONTRACT AT MARKET SET STOP pTRAILING stoploss ENDIF //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF startBreakeven = (BreakevenAt/100)*takeprofit //how much points in gain to activate the breakeven function // --- BUY SIDE --- //test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF //place the new stop orders on market at breakevenLevel IF LONGONMARKET AND breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF // --- SELL SIDE --- //test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET AND tradeprice(1)-close>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)-PointsToKeep*pipsize ENDIF //place the new stop orders on market at breakevenLevel IF SHORTONMARKET AND breakevenLevel>0 THEN EXITSHORT AT breakevenLevel STOP ENDIF

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  DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada   units=10              //units to buy or sell takeprofit = 100     //takeprofit in points stoploss = 100       //stoploss in points BreakevenAt = 25     //percent achieved of target to move stop to entry (breakeven) PointsToKeep = 1     //how much points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)     // Condiciones para entrada de posiciones largas indicator1 = ExponentialAverage[30](close) indicator2 = ExponentialAverage[60](close) c1 = (indicator1 > indicator2) indicator3 = ExponentialAverage[60](close) c2 = (close < indicator3)   IF c1 AND c2 THEN BUY units CONTRACT AT MARKET SET STOP pTRAILING stoploss ENDIF   // Condiciones de entrada de posiciones cortas indicator6 = ExponentialAverage[30](close) indicator7 = ExponentialAverage[60](close) c4 = (indicator6 < indicator7) indicator8 = ExponentialAverage[60](close) c5 = (close > indicator8)   IF c4 AND c5 THEN SELLSHORT units CONTRACT AT MARKET SET STOP pTRAILING stoploss ENDIF   //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF   startBreakeven = (BreakevenAt/100)*takeprofit      //how much points in gain to activate the breakeven function   // --- BUY SIDE --- //test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF   //place the new stop orders on market at breakevenLevel IF LONGONMARKET AND breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF     // --- SELL SIDE --- //test if the price have moved favourably of "startBreakeven" points already IF SHORTONMARKET AND tradeprice(1)-close>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)-PointsToKeep*pipsize ENDIF   //place the new stop orders on market at breakevenLevel IF SHORTONMARKET AND breakevenLevel>0 THEN EXITSHORT AT breakevenLevel STOP ENDIF

   

   

  

  Manuel Aboy

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  Replies: 8

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  08/22/2019 at 4:31 PM #105315
  Nicolas

  Thanks a lot! So that’s for the daily timeframe? Did you include spread, fees and backtested with tick-by-tick mode enable?

  

  Nicolas

  Keymaster

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  08/23/2019 at 1:20 PM #105381
  Manuel Aboy

  Hi, it works for 1 hour time frame, spread is NOT included, tick by tick YES. Check the difference in the attached picture.

  I dont know why but today it didnt respect the stoploss at breakeven when I was long in Crude.

  On simulation, no problem, the stoploss worked fine but not in real market. Any idea why?

  Thanks

  Manuel

   

  

  Manuel Aboy

  Participant

  Topics: 2

  Replies: 8

  Been thanked: 0 times
  08/23/2019 at 2:39 PM #105395
  Nicolas

  The SET STOP pTRAILING might be the cause of the differences.

  

  Nicolas

  Keymaster

  Topics: 83

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