Anybody who can point in the right direction here in the forum for a Short term trendfollowing strategy that can work good in these volatile market conditions?
Regards and thanks in advance!
Henrik
Yeah, that’s what I got in the back test.
It is currently running in demo mode.
1x with timebased because of the investor behaviour
1x normal
the same code in each case
all Dax 1 Euro Mini
//-------------------------------------------------------------------------
// Maincodce STORM ... ShorT On Rising Markets
// 4H Short Repulse Timebased
//-------------------------------------------------------------------------
// Dax 1 Euro Mini
// TimeFrame 4H
// maincode : 4H Short with Repulse-Stop timebased
// created by JohnScher
// be care with timezone gmt +1
defparam flatafter = 210000
defparam cumulateorders = false
Once position = 1
c1 = cci [21] (close) >-95
c2 = TR (close) >24
c3 = repulse [3] (close) <=0.1
t1 = dayofweek = 1 and time = 130000
t2 = dayofweek = 1 and time = 170000
t3 = dayofweek = 2 and time = 090000
t4 = dayofweek = 2 and time = 130000
t5 = dayofweek = 3 and time = 130000
t6 = dayofweek = 4 and time = 090000
t7 = dayofweek = 4 and time = 130000
t8 = dayofweek = 5 and time = 090000
TradingTimeShort = t1 or t2 or t3 or t4 or t5 or t6 or t7 or t8
If TradingTimeShort Then
IF c1 and c2 and c3 Then
IF Exponentialaverage [1] (close) < ExponentialAverage [4] (close) THEN
sellshort position CONTRACTS AT MARKET
Endif
Endif
Endif
If repulse [3] (close) >0.1 then
Exitshort at market
Endif
// not tested
// on other major indizes
// with Saisonalpatternmultipler from Pathfinder-Systems
// with some Re-invest-Stategies
// greets JohnScher
and the same again without timebase
// Maincodce STORM ... ShorT On Rising Markets
// 4H Short Repulse Timebased
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Dax 1 Euro Mini
// TimeFrame 4H
// Haupttode : 4H Short with Repulse-Stop
// created by JohnScher
defparam flatafter = 210000
defparam cumulateorders = true
Once position = 1
c1 = cci [21] (close) >-95
c2 = TR (close) >24
c3 = repulse [3] (close) <=0.1
TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5
TradingTimeShort = time = 090000 or time = 130000 or time = 170000
If TradingDayShort and TradingTimeShort Then
IF c1 and c2 and c3 Then
IF ExponentialAverage [1] (close) < ExponentialAverage [4] (close) THEN
sellshort position CONTRACTS AT MARKET
Endif
Endif
Endif
If repulse [3] (close) >0.1 then
Exitshort at market
Endif
// not tested
// on other major indizes
// with Saisonalpatternmultipler from Pathfinder-Systems
// with some Re-invest-Stategies
// greets JohnScher