Short term trendfollowing strategy.

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    Henrik
    Participant
    Veteran

    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

    #62238 quote
    JohnScher
    Participant
    Veteran

    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
    
    GraHal thanked this post
    Screenshot_1-1.png Screenshot_1-1.png
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Short term trendfollowing strategy.


ProOrder: Automated Strategies & Backtesting

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This topic contains 1 reply,
has 2 voices, and was last updated by JohnScher
8 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/10/2018
Status: Active
Attachments: 1 files
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