SHORT EUR USD (m15) // PAC MAN STRATEGY
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Hi Inertia , Balmora,
I’am playng with your code … I added : tprofit 11 + Nicolas Trailing and doesn’t work on Friday
What do you think ?
// PAC MAN STRATEGY - PIP HUNTER // SHORT EUR USD (M15) // SPREAD = 0.8 PIP // Modifiche dall'originale : TP 11 , +trailing stop DEFPARAM CumulateOrders = false //DEFPARAM Preloadbars = 4000 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]) OKSHORT = cv1 and cv2 and Cv3 and Cv4 if currentdayofweek <> 5 then IF OKSHORT then Sellshort n CONTRACT at market SET STOP pLOSS 52 SET TARGET PPROFIT 11 //SET TARGET PPROFIT 25 ENDIF endif //*************************************************************************************** trailingstart = 5 // 5, 10, 21 trailing will start @trailinstart points profit trailingstep = 1 //1 trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) 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 (breakeven) 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 /// -----------------------------------------You can try this new versus of the code with an exit instruction after 100 units in negative performance :
// PAC MAN - PIP HUNTER // EUR / USD (M15) // By BALMORA74 19.05.2018 DEFPARAM CumulateOrders = false DEFPARAM Preloadbars = 4000 //VARIABLES ONCE BarShort = 100 //EXIT ZOMBIE TRADE N = 5 // POSITION SIZE $1 // STRATEGY 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 //EXIT ZOMBIE TRADE IF POSITIONPERF<0 THEN IF shortOnMarket AND BARINDEX-TRADEINDEX(1)>= barshort THEN EXITSHORT AT MARKET ENDIF ENDIFHave a nice day !
Hi JR1976,
I show you the backtest of your code with a 200kb unit backtest.
Position size = 5 mini lot ($1) and Starting Capital = 10.000 euros.
Seems interesting….
I thought I’d check out the importance of some of the variables. The one that worried me the most upon first inspection was this one set at 10.93
Cv3 = STD[10](close) >= 10.93 * pipsizeSo I graphed the results for other potential values:
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So it seems that 10.93 is a very optimized value. This is not to say that it will not work into the future (and you would not have lost any money either side of this optimized value but the further future markets move from this ideal value the rougher the equity curves are likely to get I suspect.
A walk forward test with different values showed that earlier on a value around 15 would have been the best value to run with but since then around 9 or 10 would have been better.
One to put on demo and watch I think…..
…and the analysis of RSI values:
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| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 05/01/2018 |
| Status: | Active |
| Attachments: | 59 files |
