SHORT EUR USD (m15) // PAC MAN STRATEGY

Balmora74 · 2018-05-01T15:09:58+00:00

This is a strategy who takes only short positions on EUR/USD TimeFrame M15 Test made with spread = 1 pip and n = 7 mini lot of $1 Test, Improve and Enjoy it !! Happy to have your returns. Balmora // PAC MAN STRATEGY - PIP HUNTER // SHORT EUR USD (M15) // SPREAD = 1 PIP DEFPARAM CumulateOrders = false DEFPARAM Preloadbars = 4000 N = 7 //MINI LOT $1 Cv1 = (close = 10.93 * pipsize Cv4 = close <= BollingerDown[13](close[2]) OKSHORT = cv1 and cv2 and Cv3 and Cv4 IF OKSHORT then Sellshort n CONTRACT at market SET STOP pLOSS 52 SET TARGET PPROFIT 25 ENDIF

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05/01/2018 at 4:09 PM #69577 quote
Balmora74
Participant

Veteran
This is a strategy who takes only short positions on EUR/USD

TimeFrame M15 Test made with spread = 1 pip and n = 7 mini lot of $1

Test, Improve and Enjoy it !!

Happy to have your returns.

Balmora
```
// PAC MAN STRATEGY - PIP HUNTER
// SHORT EUR USD (M15)
// SPREAD = 1 PIP

DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 4000

N = 7   //MINI LOT $1

Cv1 = (close < Average[100]) and (Average[50] < Average[50](close[1]))
Cv2 = RSI[14](close) <= 28
Cv3 = STD[10](close) >= 10.93 * pipsize
Cv4 = close <= BollingerDown[13](close[2])
OKSHORT = cv1 and cv2 and Cv3 and Cv4

IF OKSHORT then
Sellshort n CONTRACT at market
SET STOP pLOSS 52
SET TARGET PPROFIT 25
ENDIF
```
Berra thanked this post

Capture-décran-2018-05-01-16.59.41.png Capture-décran-2018-05-01-17.01.05.png Capture-décran-2018-05-01-17.01.44.png
05/02/2018 at 1:28 PM #69645 quote

JR1976
Participant

Veteran

HI Balbora ,

congrats for the code , seems simple and good …

IF you have time , try to set up: TP 11 and SL 52 in 200 kb test ..

Thanks

PACMAN.png

05/03/2018 at 6:16 AM #69678 quote

Balmora74
Participant

Veteran

Hi JR 1976,

Results are worst with SL 52 / TP 11 / 200 kb backtest.

Balmora

Capture-décran-2018-05-03-07.13.47.png

05/03/2018 at 8:55 AM #69688 quote

Inertia
Participant

Master

Tweacked a bit…and reduced to 1 lot.

This is what I got.

Anyone can beat it ? Let’s GO !

Pac-Man.png

05/03/2018 at 9:02 AM #69693 quote

Balmora74
Participant

Veteran

Thanks Inertia. Excellent !

Do you use a trailing stop ?

Can you share the code and modifications please ?

05/03/2018 at 9:43 AM #69698 quote
Inertia
Participant

Master
There you go.

Anyone would have a “not too bad” EUR/USD Long strategy to play with ??
```
// PAC MAN STRATEGY - PIP HUNTER
// SHORT EUR USD (M15)
// SPREAD = 1 PIP
 
DEFPARAM CumulateOrders = False
DEFPARAM Preloadbars = 6000
 
N = 1   //MINI LOT $1
 
Cv1 = (close < Average[100]) and (Average[50] < Average[50](close[1]))
Cv2 = RSI[14](close) < 28
Cv3 = STD[10](close) >= 10.93 * pipsize
Cv4 = close <= BollingerDown[13](close[2])

indicator1 = ExponentialAverage[5000](close)
c1 = (close > indicator1)

OKSHORT = cv1 and cv2 and cv3 and Cv4 and c1
 
IF OKSHORT then
Sellshort n CONTRACT at market
endif

startBreakeven = 9
PointsToKeep   = 1

IF SHORTONMARKET AND (tradeprice(1) - close) >= (startBreakeven * pipsize) THEN
breakevenLevel = tradeprice(1) + (PointsToKeep * pipsize)

IF breakevenLevel > 0 THEN
EXITSHORT AT breakevenLevel STOP
ENDIF
ENDIF

SET STOP pLOSS 48
SET TARGET ppROFIT 12
```
Pac-Man-EC.png
05/03/2018 at 9:59 AM #69700 quote

Balmora74
Participant

Veteran

Thanks a lot.

I see a vert strange thing on the equity curve.

On the period from May 2014 to May 2015, the algorithm don’t take any position while we have a big and long short movement on Eur / Usd.

Strange isn’t it ?

05/03/2018 at 10:16 AM #69704 quote

Inertia
Participant

Master

Well, that is the EMA that act like a filter…Yeah, nothing is always perfect 🙁

05/03/2018 at 10:19 AM #69705 quote
jebus89
Participant

Master
```
indicator1 = ExponentialAverage[5000](close)
c1 = (close > indicator1)
```
This is what keeps it from taking trades during the big downwards movement in 2014-15
05/03/2018 at 10:23 AM #69706 quote

Inertia
Participant

Master

With and without filter.

Which one you would prefer working with ?

Pac-Man-without-filter.png Pac-Man-with-filter.png

05/03/2018 at 10:58 AM #69711 quote

bezieh
Participant

Average

I guess you optimized this code on 100% of your data, dont u think its curve fitted? How does a walk forward result look?

05/03/2018 at 11:07 AM #69712 quote

GraHal
Participant

Master

I’ve added the latest version to the Link Library, row 24 here Snippet Link Library

More than a Snippet I know, but as I can follow all the code (without having to try and visualise what the eff is going on! 🙂 ) I felt it would be useful to others.

05/03/2018 at 11:17 AM #69714 quote

auvergnat
Participant

Veteran

Hello Balmora

Can you explain your number choice of 10,93 for :

Cv3 = STD[10](close) >= 10.93 * pipsize

Thks.

Tof

05/03/2018 at 11:20 AM #69715 quote

Balmora74
Participant

Veteran

I choose 10.93 after a optimisation backtest with Walk Forward.

05/03/2018 at 2:12 PM #69725 quote

jebus89
Participant

Master

Yea im also a bit skeptical, it seems like its been optimized on 100% of the data and is curvefitted. Would definitly run in demo in a few months before running it live.

Also i removed a rule here and there to see what would happen and the results are strange.. also there is no exit. Thats a red flag for me. I feel like using Profit target + stop loss as the only exit is not good enough. Maybe thats just me tho 🙂 If u got a better exit with it, then ur probably going to see bigger profits. Im also negative to 90%~ winrate strategies because they usually (this included) require a stop loss 3-5x higher then the target. Meaning if winrate would start to drop your gonna start bleeding money very fast.

I would still consider myself a rookie here tho, and im mainly a trend follower, meaning im biased as hell 🙂
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