Short term trendfollowing strategy.

• 02/10/2018 at 11:13 PM #62228
  Henrik

  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

  

  Henrik

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  02/11/2018 at 10:01 AM #62238
  JohnScher

  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

   

  4H Short on Dax timebased

  //------------------------------------------------------------------------- // 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

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  //------------------------------------------------------------------------- // 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

   

  4H short on Dax

  // 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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48

  // 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

   

   

   

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  JohnScher

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