Simple Moving Average Crossover Strategy

• 03/26/2022 at 9:37 PM #190532
  GraHal

  NAS-5m-MACross-v4.1-L1.itf contains 216 lines of code.

  NAS 5m MACross v4.1 L contains 288 lines of code.

  Maybe there is good reason?

  1 user thanked author for this post.

  Souhail Sam

  

  GraHal

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  03/26/2022 at 10:35 PM #190534
  Souhail Sam

  Oh Yes There is a very good reason :’D , i did a mistake by replacing a lot of lines by what @nonetheless have gave me. Thanks for the notice.
  Also i did remove the MM code.
  If i correct that, the code will be : ( no spread, MM off, 2000 capital)

  NAS 5m MACross v4.1 L(2)

  // opt: 01/03/2022 //======================================================================= DEFPARAM CUMULATEORDERS = FALSE DEFPARAM preloadbars = 10000 //Money Management positionsize=1 //Tradetime //adjustment for American Daylight Savings time ADLS =1 if ADLS then DLS =(Date >= 20100314 and date <=20100328) or (Date >= 20101031 and date <=20101107) or (Date >= 20110313 and date <=20110327) or (Date >= 20111030 and date <=20111106) or (Date >= 20120311 and date <=20120325) or (Date >= 20121028 and date <=20121104) or (Date >= 20130310 and date <=20130331) or (Date >= 20131027 and date <=20131103) or (Date >= 20140309 and date <=20140330) or (Date >= 20141026 and date <=20141102) or (Date >= 20150308 and date <=20150329) or (Date >= 20151025 and date <=20151101) or (Date >= 20160313 and date <=20160327) or (Date >= 20161030 and date <=20161106) or (Date >= 20170312 and date <=20170326) or (Date >= 20171030 and date <=20171105) or (Date >= 20180311 and date <=20180325) or (Date >= 20181028 and date <=20181104) or (Date >= 20190310 and date <=20190331) or (Date >= 20191027 and date <=20191103) or (Date >= 20200308 and date <=20200329) or (Date >= 20201025 and date <=20201101) or (Date >= 20210314 and date <=20210328) or (Date >= 20211031 and date <=20211107) or (Date >= 20220313 and date <=20220327) or (Date >= 20221030 and date <=20221106) or (Date >= 20230312 and date <=20230326) or (Date >= 20231029 and date <=20231105) or (Date >= 20240310 and date <=20240331) or (Date >= 20241027 and date <=20241103) If DLS then Tradetime = time >=h1-10000 and time <h2-10000 elsif not DLS then Tradetime = time >=h1 and time <h2 endif endif if not ADLS then Tradetime = time >=h1 and time <h2 endif //Long Entry Filter Timeframe(4 hours) FMA1 = average[p,t](typicalprice) //FMA2 = average[p1,t](typicalprice) cb1 = FMA1 > FMA1[1] //cs1 = FMA1 < FMA2 Timeframe(15 minutes) M15 = average[p2,t2](typicalprice) cb2 = (close>m15) //cs2 = close<average[p2,t2](typicalprice) Timeframe(Default) //Long Entry Criteria MA1=average[p3,t3](typicalprice) MA2=average[p4,t3](typicalprice) cb3 = MA1 crosses over MA2 //cs3 = MA1 crosses under MA2 //Stochastic RSI | indicator lengthRSI = lr //RSI period lengthStoch = ls //Stochastic period smoothK = sk //Smooth signal of stochastic RSI smoothD = sd //Smooth signal of smoothed stochastic RSI myRSI = RSI[lengthRSI](close) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) cb4 = K>D // Conditions to enter long positions If Tradetime and cb1 and cb2 and cb3 and cb4 Then Buy PositionSize CONTRACTS AT MARKET ENDIF SET STOP %LOSS sl SET TARGET %PROFIT tp // Break even and trailing stop RTS IF Not OnMarket THEN // when NOT OnMarket reset values to default values ts = (tradeprice*pc)/100 // % trailing start TrailStart = ts //30 Start trailing profits from this point BasePerCent = base // 0.200 20.0% Profit percentage to keep when setting BerakEven StepSize = ss //10 Pip chunks to increase Percentage PerCentInc = pci // 0.100 10.0% PerCent increment after each StepSize chunk BarNumber = bn //10 Add further % so that trades don't keep running too long BarPerCent = bpc // 0.100 10% Add this additional percentage every BarNumber bars RoundTO = 0 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour PriceDistance = 4 * pipsize //IG minimun distance from current price y1 = 0 //reset to 0 y2 = 0 //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value TradeBar = BarIndex ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG positions // // compute the value of the Percentage of profits, if any, to lock in for LONG trades // x1 = (close - tradeprice) / pipsize //convert price to pips IF x1 >= TrailStart THEN // go ahead only if N+ pips Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent // compute number of bars elapsed and add an additionl percentage // (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent) // (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%) BarCount = BarIndex - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT positions // // compute the value of the Percentage of profits, if any, to lock in for SHORT trades // x2 = (tradeprice - close) / pipsize //convert price to pips IF x2 >= TrailStart THEN // go ahead only if N+ pips Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent // compute number of bars elapsed and add an additionl percentage // (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent) // (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%) BarCount = BarIndex - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit ENDIF ENDIF IF y1 THEN //Place pending STOP order when y1 > 0 (LONG positions) SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - SellPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF y2 THEN //Place pending STOP order when y2 > 0 (SHORT positions) ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - ExitPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF ENDIF //---------------------------------------------------------------------------- //EXIT ZOMBIE TRADE EZT = 1 if EZT then IF (longonmarket and barindex-tradeindex(1)>= b1 and positionperf>0) or (longonmarket and barindex-tradeindex(1)>= b2 and positionperf<0) then sell at market endif IF (shortonmarket and barindex-tradeindex(1)>= 4000 and positionperf>0) or (shortonmarket and barindex-tradeindex(1)>= 4000 and positionperf<0) then exitshort at market endif endif //---------------------------------------------------------------------------- RSIexit = 1 // in profit if RSIexit then myrsi2=rsi[r](close) if myrsi2<rl and barindex-tradeindex>1 and longonmarket and positionperf>0 then sell at market endif if myrsi2>70 and barindex-tradeindex>1 and shortonmarket and positionperf>0 then exitshort at market endif endif //---------------------------------------------------------------------------- DSD = 1 if DSD then once openStrongLong = 0 once openStrongShort = 0 if (time <= 120000 or time >= 170000) then // 070000, 100000 openStrongLong = 0 openStrongShort = 0 endif //detect strong direction for market open once rangeOK = rok // 30 once tradeMin = tm // 1000 IF (time >= 120500) AND (time <= 120500 + tradeMin) AND ABS(close - open) > rangeOK THEN IF close > open and close > open[1] THEN openStrongLong = 1 openStrongShort = 0 ENDIF IF close < open and close < open[1] THEN openStrongLong = 0 openStrongShort = 1 ENDIF ENDIF once bollperiod = bp // 20 once bollMAType = 1 once s = 2 bollMA = average[bollperiod, bollMAType](close) STDDEV = STD[bollperiod] bollUP = bollMA + s * STDDEV bollDOWN = bollMA - s * STDDEV IF bollUP = bollDOWN THEN bollPercent = 50 ELSE bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN) ENDIF once trendPeriod = trp //80 once trendPeriodResume = tpr // 10 once trendGap = 4 once trendResumeGap = 4 if not onmarket then fullySupported = 0 fullyResisted = 0 endif //Market supported in the wrong direction IF shortonmarket AND fullySupported = 0 AND summation[trendPeriod](bollPercent > 50) >= trendPeriod - trendGap THEN fullySupported = 1 ENDIF //Market pull back but continue to be supported IF shortonmarket AND fullySupported = 1 AND bollPercent[trendPeriodResume + 1] < 0 AND summation[trendPeriodResume](bollPercent > 50) >= trendPeriodResume - trendResumeGap THEN exitshort at market ENDIF //Market resisted in wrong direction IF longonmarket AND fullyResisted = 0 AND summation[trendPeriod](bollPercent < 50) >= trendPeriod - trendGap THEN fullyResisted = 1 ENDIF //Market pull back but continue to be resisted IF longonmarket AND fullyResisted = 1 AND bollPercent[trendPeriodResume + 1] > 100 AND summation[trendPeriodResume](bollPercent < 50) >= trendPeriodResume - trendResumeGap THEN sell at market ENDIF //Started real wrong direction once strongTrend = st // 60 once strongPeriod = sp // 4 once strongTrendGap = stg // 2 IF shortonmarket and openStrongLong and barindex - tradeindex < 12 and summation[strongPeriod](bollPercent > strongTrend) = strongPeriod - strongTrendGap then exitshort at market ENDIF IF longonmarket and openStrongShort and barindex - tradeindex < 12 and summation[strongPeriod](bollPercent < 100 - strongTrend) = strongPeriod - strongTrendGap then sell at market ENDIF endif

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  // opt: 01/03/2022 //======================================================================= DEFPARAM CUMULATEORDERS = FALSE DEFPARAM preloadbars = 10000 //Money Management   positionsize=1   //Tradetime //adjustment for American Daylight Savings time ADLS =1 if ADLS then DLS =(Date >= 20100314 and date <=20100328) or (Date >= 20101031 and date <=20101107) or (Date >= 20110313 and date <=20110327) or (Date >= 20111030 and date <=20111106) or (Date >= 20120311 and date <=20120325) or (Date >= 20121028 and date <=20121104) or (Date >= 20130310 and date <=20130331) or (Date >= 20131027 and date <=20131103) or (Date >= 20140309 and date <=20140330) or (Date >= 20141026 and date <=20141102) or (Date >= 20150308 and date <=20150329) or (Date >= 20151025 and date <=20151101) or (Date >= 20160313 and date <=20160327) or (Date >= 20161030 and date <=20161106) or (Date >= 20170312 and date <=20170326) or (Date >= 20171030 and date <=20171105) or (Date >= 20180311 and date <=20180325) or (Date >= 20181028 and date <=20181104) or (Date >= 20190310 and date <=20190331) or (Date >= 20191027 and date <=20191103) or (Date >= 20200308 and date <=20200329) or (Date >= 20201025 and date <=20201101) or (Date >= 20210314 and date <=20210328) or (Date >= 20211031 and date <=20211107) or (Date >= 20220313 and date <=20220327) or (Date >= 20221030 and date <=20221106) or (Date >= 20230312 and date <=20230326) or (Date >= 20231029 and date <=20231105) or (Date >= 20240310 and date <=20240331) or (Date >= 20241027 and date <=20241103) If DLS then Tradetime = time >=h1-10000 and time <h2-10000 elsif not DLS then Tradetime = time >=h1 and time <h2 endif endif   if not ADLS then Tradetime = time >=h1 and time <h2 endif   //Long Entry Filter Timeframe(4 hours) FMA1 = average[p,t](typicalprice) //FMA2 = average[p1,t](typicalprice) cb1 = FMA1 > FMA1[1] //cs1 = FMA1 < FMA2   Timeframe(15 minutes) M15 = average[p2,t2](typicalprice) cb2 = (close>m15) //cs2 = close<average[p2,t2](typicalprice)   Timeframe(Default) //Long Entry Criteria MA1=average[p3,t3](typicalprice) MA2=average[p4,t3](typicalprice) cb3 = MA1 crosses over MA2 //cs3 = MA1 crosses under MA2   //Stochastic RSI | indicator lengthRSI = lr //RSI period lengthStoch = ls //Stochastic period smoothK = sk //Smooth signal of stochastic RSI smoothD = sd //Smooth signal of smoothed stochastic RSI myRSI = RSI[lengthRSI](close) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) cb4 = K>D   // Conditions to enter long positions If Tradetime and cb1 and cb2 and cb3 and cb4 Then Buy PositionSize CONTRACTS AT MARKET ENDIF   SET STOP %LOSS sl SET TARGET %PROFIT tp   //  Break even and trailing stop RTS IF Not OnMarket THEN // when NOT OnMarket reset values to default values ts = (tradeprice*pc)/100   // % trailing start TrailStart    = ts         //30     Start trailing profits from this point BasePerCent   = base       //  0.200  20.0%  Profit percentage to keep when setting BerakEven StepSize      = ss           //10     Pip chunks to increase Percentage PerCentInc    = pci        // 0.100  10.0%  PerCent increment after each StepSize chunk BarNumber     = bn           //10     Add further % so that trades don't keep running too long BarPerCent    = bpc       // 0.100 10%    Add this additional percentage every BarNumber bars RoundTO       = 0        //-0.5   rounds always to Lower integer,   +0.4 rounds always to Higher integer,     0 defaults PRT behaviour PriceDistance = 4 * pipsize //IG  minimun distance from current price y1            = 0           //reset to 0 y2            = 0           //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value TradeBar      = BarIndex ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG positions // // compute the value of the Percentage of profits, if any, to lock in for LONG trades // x1 = (close - tradeprice) / pipsize                                     //convert price to pips IF x1 >= TrailStart THEN                                                //    go ahead only if N+ pips Diff1         = abs(TrailStart - x1)                                 //difference from current profit and TrailStart Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent // compute number of bars elapsed and add an additionl percentage // (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent) // (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%) BarCount      = BarIndex - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1)                                     //y1 = % of max profit ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT positions // // compute the value of the Percentage of profits, if any, to lock in for SHORT trades // x2 = (tradeprice - close) / pipsize                                     //convert price to pips IF x2 >= TrailStart THEN                                                //      go ahead only if N+ pips Diff2         = abs(TrailStart - x2)                                 //difference from current profit and TrailStart Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent // compute number of bars elapsed and add an additionl percentage // (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent) // (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%) BarCount      = BarIndex - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2)                                     //y2 = % of max profit ENDIF ENDIF   IF y1 THEN                                                                 //Place pending STOP order when y1 > 0   (LONG positions) SellPrice = Tradeprice + (y1 * pipsize)                                 //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - SellPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF y2 THEN                                                                 //Place pending STOP order when y2 > 0   (SHORT positions) ExitPrice = Tradeprice - (y2 * pipsize)                                 //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - ExitPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF ENDIF   //----------------------------------------------------------------------------   //EXIT ZOMBIE TRADE EZT = 1 if EZT then IF (longonmarket and barindex-tradeindex(1)>= b1 and positionperf>0) or (longonmarket and barindex-tradeindex(1)>= b2 and positionperf<0) then sell at market endif IF (shortonmarket and barindex-tradeindex(1)>= 4000 and positionperf>0) or (shortonmarket and barindex-tradeindex(1)>= 4000 and positionperf<0) then exitshort at market endif endif   //----------------------------------------------------------------------------   RSIexit = 1 // in profit if RSIexit then myrsi2=rsi[r](close) if myrsi2<rl and barindex-tradeindex>1 and longonmarket and positionperf>0 then sell at market endif if myrsi2>70 and barindex-tradeindex>1 and shortonmarket and positionperf>0 then exitshort at market endif endif   //---------------------------------------------------------------------------- DSD = 1 if DSD then once openStrongLong = 0 once openStrongShort = 0 if (time <= 120000 or time >= 170000) then // 070000, 100000 openStrongLong = 0 openStrongShort = 0 endif //detect strong direction for market open once rangeOK = rok // 30 once tradeMin = tm  // 1000 IF (time >= 120500) AND (time <= 120500 + tradeMin) AND ABS(close - open) > rangeOK THEN IF close > open and close > open[1] THEN openStrongLong = 1 openStrongShort = 0 ENDIF IF close < open and close < open[1] THEN openStrongLong = 0 openStrongShort = 1 ENDIF ENDIF   once bollperiod = bp // 20 once bollMAType = 1 once s = 2   bollMA = average[bollperiod, bollMAType](close) STDDEV = STD[bollperiod] bollUP = bollMA + s * STDDEV bollDOWN = bollMA - s * STDDEV IF bollUP = bollDOWN THEN bollPercent = 50 ELSE bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN) ENDIF   once trendPeriod = trp //80 once trendPeriodResume = tpr // 10 once trendGap = 4 once trendResumeGap = 4 if not onmarket then fullySupported = 0 fullyResisted = 0 endif //Market supported in the wrong direction IF shortonmarket AND fullySupported = 0 AND summation[trendPeriod](bollPercent > 50) >= trendPeriod - trendGap THEN fullySupported = 1 ENDIF   //Market pull back but continue to be supported IF shortonmarket AND fullySupported = 1 AND bollPercent[trendPeriodResume + 1] < 0 AND summation[trendPeriodResume](bollPercent > 50) >= trendPeriodResume - trendResumeGap THEN exitshort at market ENDIF   //Market resisted in wrong direction IF longonmarket AND fullyResisted = 0 AND summation[trendPeriod](bollPercent < 50) >= trendPeriod - trendGap THEN fullyResisted = 1 ENDIF   //Market pull back but continue to be resisted IF longonmarket AND fullyResisted = 1 AND bollPercent[trendPeriodResume + 1] > 100 AND summation[trendPeriodResume](bollPercent < 50) >= trendPeriodResume - trendResumeGap THEN sell at market ENDIF   //Started real wrong direction once strongTrend = st // 60 once strongPeriod = sp // 4 once strongTrendGap = stg // 2 IF shortonmarket and openStrongLong and barindex - tradeindex < 12 and summation[strongPeriod](bollPercent > strongTrend) = strongPeriod - strongTrendGap then exitshort at market ENDIF   IF longonmarket and openStrongShort and barindex - tradeindex < 12 and summation[strongPeriod](bollPercent < 100 - strongTrend) = strongPeriod - strongTrendGap then sell at market ENDIF endif

  

  Souhail Sam

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  03/27/2022 at 2:30 PM #190581
  VinzentVega

  In my opinion, it´s sensless to do a backtest without spread, the results are falsified.

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  Souhail Sam

  

  VinzentVega

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  03/27/2022 at 2:37 PM #190582
  Souhail Sam

  I agree with you, it’s just to help to find what’s wrong with my backtest wich is 55% less good than Nonetheless Backtest :’D

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  GraHal

  

  Souhail Sam

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  03/27/2022 at 2:38 PM #190583
  GraHal

  I though that, but surely the spread is in the code somehow / somewhere??

  I just glanced over the code, but spread didn’t jump out at me.

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  Souhail Sam

  

  GraHal

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  03/27/2022 at 2:51 PM #190584
  Souhail Sam

  nonetheless wrote:

  Attached are the results with a constant exposure value of €10k, gives a better visual on the histogram and the curve.

  I am comparing my backtest with the backtest of this “constant exposure” that i don’t know what it is. Thanks

  

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  03/27/2022 at 4:41 PM #190592
  JS

  Line 223 STDDEV = STD[bollperiod]

  STDDEV = STD[bollperiod] (price)

  Missing the (price) ?

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  Souhail Sam

  

  JS

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  03/27/2022 at 6:32 PM #190596
  nonetheless

  Souhail Sam wrote:

  comparing my backtest with the backtest of this “constant exposure”

  this means positionsize = 10000/close

  shows performance if you had risked a constant value (€10k) rather than a constant size per point

  this would definitely explain the difference you are seeing!

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  Souhail Sam

  

  nonetheless

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  03/27/2022 at 6:56 PM #190597
  Souhail Sam

  Thank you very much @nonetheless, I understand now the difference !

  

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  03/28/2022 at 2:24 PM #190664
  phoentzs

  @nonetheless

  What are your experiences with this type of optimization? I see a lot of small wins and a big SL. In the report, the average gains are also much smaller than the average losses. In my experience, with such values, the strategy usually collapses in sideways phases, so it is not robust. I optimize as much as possible in such a way that the average wins are always greater than the average losses. So you still have the chance to come out plus/minus 0 in sideways phases. Hit rate is then of course lower, between 40-60%.

  how do you see it?

  

  phoentzs

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  03/28/2022 at 3:38 PM #190670
  nonetheless

  I have some systems with only 55% win rate, but very high risk/reward, others with over 90% wins but risk/reward around .3 or so. Then I have one with the best of both worlds … but very few trades, maybe one per month. There’s always going to be a trade-off between these factors and I think the difference is largely psychological. Either can turn a profit in the long term, it depends on what you’re comfortable with.

  A broker I had years ago liked to say, “No one ever went bankrupt by booking small gains” … and I guess that message stuck as I tend towards high win rate, even if the wins are small. This often means a low breakeven level and high SL that others may find makes them anxious. Personally it doesn’t bother me to carry a trade the wrong way for 1.6 or 1.8% knowing that 90% of the time it will turn around and close for a profit.

  Attached is the first few weeks OOS for v4.1L, positionsize = 1

  (nicely demonstrates one good thing about long-only systems: what you lose on the way down you will probably get back on the way up)

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  nonetheless

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  03/28/2022 at 3:54 PM #190672
  phoentzs

  @nonetheless

  Thanks for the information. I’ll just try it on one of my systems to achieve a high hit rate. Then I’ll try running it next to the original and compare.

  

  phoentzs

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  03/30/2022 at 11:33 AM #190777
  phoentzs

  Here is my humble contribution to an MA Cross system. I use SP500 here because most of my systems are based on it (many systems, little margin, little spread, portfolio building).
  I solved it completely conventionally, with simple SMAs. The all-important trend seems to be the weekly trend. M15/SMA480 = D1/SMA5

  Here is the system, long/short combined. Maybe there is still room for improvement?

  
  @nonetheless

  You always have a golden touch. Maybe you can take a look?

  SP500 M5

  //30.03.2022 200000k //US500 M5 Spread 0.6 //German Time defparam preloadbars = 10000 defparam CUMULATEORDERS = false possize = 5 timeframe(15minute, updateonclose) RangeMAD5 = average[480,0](close) //Wochentrend Daily MA5 RangelongD5 = close > RangeMAD5 RangeshortD5 = close < RangeMAD5 RangeMAD20 = average[1920,0](close) //"Monatstrend" Daily MA20 RangelongD20 = RangeMAD5 > RangeMAD20 RangeshortD20 = RangeMAD5 < RangeMAD20 MA1 = average[x1,0](close) MA2 = average[x2,0](close) //MA3 = average[x3,0](close) MA4 = average[x5,1](close) MA5 = average[x6,1](close) longA = MA1 > MA2 //and MA2 > MA3 //and MA2 > MA2[1] shortA = MA4 < MA5 //and MA5 < MA5[1] MAL1 = average[5,0](close) MAL2 = average[15,0](close) //15 longB = MAL1 crosses over MAL2 shortB = MAL1 crosses under MAL2 timeframe(default)//M5 long = RangelongD5 and longB and longA //and RangelongD20 short = RangeshortD5 and shortB and shortA //and RangeshortD20 Exit1 = RangeshortD5 Exit2 = RangelongD5 // trading window ONCE BuyTime = 110000 ONCE SellTime = 213000 ONCE BuyTime2 = 150000 ONCE SellTime2 = 213000 // position management IF Time >= buyTime AND Time <= SellTime THEN If long then //not onmarket and BUY possize CONTRACT AT market SET STOP %LOSS hl SET TARGET %PROFIT gl EndIf endif IF Time >= buyTime2 AND Time <= SellTime2 THEN If short then sellshort possize CONTRACT AT market SET STOP %LOSS hs SET TARGET %PROFIT gs EndIf endif If longonmarket and Exit1 then sell at market endif If shortonmarket and Exit2 then exitshort at market endif if time = 223000 then //223000 //sell at market exitshort at market endif if time = 225500 and dayofweek=5 then //225500 sell at market exitshort at market endif //////////////////////////////////////// // %trailing stop function incl. cumulative positions once trailingstoptype = 1 if trailingstoptype then //==================== trailingpercentlong = startl // % trailingpercentshort = start // % once acceleratorlong = stepl // typically tst*0.1 once acceleratorshort= step // typically tss*0.1 ts2sensitivity = 2 // [1] close [2] high/low [3] low/high [4] typicalprice //==================== once steppercentlong = (trailingpercentlong/10)*acceleratorlong once steppercentshort = (trailingpercentshort/10)*acceleratorshort if onmarket then trailingstartlong = positionprice*(trailingpercentlong/100) trailingstartshort = positionprice*(trailingpercentshort/100) trailingsteplong = positionprice*(steppercentlong/100) trailingstepshort = positionprice*(steppercentshort/100) endif if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl = 0 mypositionprice = 0 endif positioncount = abs(countofposition) if newsl > 0 then if positioncount > positioncount[1] then if longonmarket then newsl = max(newsl,positionprice * newsl / mypositionprice) else newsl = min(newsl,positionprice * newsl / mypositionprice) endif endif endif if ts2sensitivity=1 then ts2sensitivitylong=close ts2sensitivityshort=close elsif ts2sensitivity=2 then ts2sensitivitylong=high ts2sensitivityshort=low elsif ts2sensitivity=3 then ts2sensitivitylong=low ts2sensitivityshort=high elsif ts2sensitivity=4 then ts2sensitivitylong=(typicalprice) ts2sensitivityshort=(typicalprice) endif if longonmarket then if newsl=0 and ts2sensitivitylong-positionprice>=trailingstartlong then newsl = positionprice+trailingsteplong + 0.2 endif if newsl>0 and ts2sensitivitylong-newsl>=trailingsteplong then newsl = newsl+trailingsteplong endif endif if shortonmarket then if newsl=0 and positionprice-ts2sensitivityshort>=trailingstartshort then newsl = positionprice-trailingstepshort endif if newsl>0 and newsl-ts2sensitivityshort>=trailingstepshort then newsl = newsl-trailingstepshort endif endif if barindex-tradeindex>1 then if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif mypositionprice = positionprice endif if (shortonmarket and newsl > 0) or (longonmarket and newsl>0) then if positioncount > positioncount[1] then if longonmarket then newsl = max(newsl,positionprice * newsl / mypositionprice) endif if shortonmarket then newsl = min(newsl,positionprice * newsl / mypositionprice) endif endif endif //////////////////////////////////////////////////////////////

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  //30.03.2022  200000k //US500 M5 Spread 0.6 //German Time   defparam preloadbars = 10000 defparam CUMULATEORDERS = false     possize = 5   timeframe(15minute, updateonclose) RangeMAD5 = average[480,0](close)   //Wochentrend Daily MA5 RangelongD5  = close > RangeMAD5 RangeshortD5 = close < RangeMAD5   RangeMAD20 = average[1920,0](close)  //"Monatstrend" Daily MA20 RangelongD20  = RangeMAD5 > RangeMAD20 RangeshortD20 = RangeMAD5 < RangeMAD20     MA1 = average[x1,0](close) MA2 = average[x2,0](close) //MA3 = average[x3,0](close) MA4 = average[x5,1](close) MA5 = average[x6,1](close)   longA  = MA1 > MA2 //and MA2 > MA3 //and MA2 > MA2[1] shortA = MA4 < MA5 //and MA5 < MA5[1]   MAL1 = average[5,0](close) MAL2 = average[15,0](close) //15 longB  = MAL1 crosses over MAL2 shortB = MAL1 crosses under MAL2     timeframe(default)//M5 long   =   RangelongD5 and longB and longA     //and RangelongD20 short  =   RangeshortD5 and shortB and shortA  //and RangeshortD20 Exit1 = RangeshortD5 Exit2 = RangelongD5   // trading window ONCE BuyTime   = 110000 ONCE SellTime  = 213000 ONCE BuyTime2  = 150000 ONCE SellTime2 = 213000 // position management IF Time >= buyTime AND Time <= SellTime THEN   If long then                           //not onmarket and BUY possize CONTRACT AT market SET STOP %LOSS hl SET TARGET %PROFIT gl EndIf   endif   IF Time >= buyTime2 AND Time <= SellTime2 THEN   If short then sellshort possize CONTRACT AT market SET STOP %LOSS hs SET TARGET %PROFIT gs EndIf   endif   If longonmarket and Exit1 then sell at market endif   If shortonmarket and Exit2 then exitshort at market endif   if time = 223000 then  //223000 //sell at market exitshort at market endif   if time = 225500 and dayofweek=5 then  //225500 sell at market exitshort at market endif   //////////////////////////////////////// // %trailing stop function incl. cumulative positions once trailingstoptype = 1 if trailingstoptype then //==================== trailingpercentlong  = startl // % trailingpercentshort = start // % once acceleratorlong = stepl // typically tst*0.1 once acceleratorshort= step // typically tss*0.1 ts2sensitivity  = 2 // [1] close [2] high/low [3] low/high [4] typicalprice //==================== once steppercentlong  = (trailingpercentlong/10)*acceleratorlong once steppercentshort = (trailingpercentshort/10)*acceleratorshort if onmarket then trailingstartlong = positionprice*(trailingpercentlong/100) trailingstartshort = positionprice*(trailingpercentshort/100) trailingsteplong = positionprice*(steppercentlong/100) trailingstepshort = positionprice*(steppercentshort/100) endif   if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl           = 0 mypositionprice = 0 endif positioncount = abs(countofposition) if newsl > 0 then if positioncount > positioncount[1] then if longonmarket then newsl = max(newsl,positionprice * newsl / mypositionprice) else newsl = min(newsl,positionprice * newsl / mypositionprice) endif endif endif if ts2sensitivity=1 then ts2sensitivitylong=close ts2sensitivityshort=close elsif ts2sensitivity=2 then ts2sensitivitylong=high ts2sensitivityshort=low elsif ts2sensitivity=3 then ts2sensitivitylong=low ts2sensitivityshort=high elsif ts2sensitivity=4 then ts2sensitivitylong=(typicalprice) ts2sensitivityshort=(typicalprice) endif if longonmarket then if newsl=0 and ts2sensitivitylong-positionprice>=trailingstartlong then newsl = positionprice+trailingsteplong + 0.2 endif if newsl>0 and ts2sensitivitylong-newsl>=trailingsteplong then newsl = newsl+trailingsteplong endif endif if shortonmarket then if newsl=0 and positionprice-ts2sensitivityshort>=trailingstartshort then newsl = positionprice-trailingstepshort endif if newsl>0 and newsl-ts2sensitivityshort>=trailingstepshort then newsl = newsl-trailingstepshort endif endif if barindex-tradeindex>1 then if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif mypositionprice = positionprice endif   if (shortonmarket and newsl > 0) or (longonmarket and newsl>0) then if positioncount > positioncount[1] then if longonmarket then newsl = max(newsl,positionprice * newsl / mypositionprice) endif if shortonmarket then newsl = min(newsl,positionprice * newsl / mypositionprice) endif endif endif //////////////////////////////////////////////////////////////

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  phoentzs

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  03/30/2022 at 6:17 PM #190795
  MauroPro

  This is the same version (rewritten)of Phoentzs  [ T4 -Multi -SP500 -M5-V3] , with Roberto’trailing. The performance up to 200k is slighthly better, up to 100k is better (see image).

  SP500 v4

  //TS MULTI SP500 v4 - CFD 1 euro - Spread 0.6 defparam CUMULATEORDERS = false positionSize = 5 //--------------------------------------------------------------------------------------- timeFrame(15 minute, updateOnClose) //15 minutes avgWeekly = average[480,0](close) //weekTrend Daily c1L = close > avgWeekly c1S = close < avgWeekly avg1 = average[15,0](close) avg2 = average[55,0](close) avg3 = average[14,1](close) avg4 = average[20,1](close) c2L = avg1 > avg2 //trend c2S = avg3 < avg4 avg5 = average[5,0](close) avg6 = average[15,0](close) c3L = avg5 crosses over avg6 //trigger c3S = avg5 crosses under avg6 //--------------------------------------------------------------------------------------- timeFrame(default) //5 minutes = DEFAULT cLong = c1L and c2L and c3L cShort = c1S and c2S and c3S cLongExit = c1S cShortExit = c1L //-------------------------------------------------------------------------------------- ONCE buyTime = 110000 ONCE sellTime = 213000 ONCE buyTimeShort = 150000 ONCE sellTimeShort = 213000 //-------------------------------------------------------------------------------------- if time >= buyTime and time <= sellTime then //LONG if cLong then buy positionSize contract at market endif endif if longOnMarket and cLongExit then sell at market endif //---------------------------- if time >= buyTimeShort and time <= sellTimeShort then //SHORT if cShort then sellshort positionSize contract at market endif endif if shortOnMarket and cShortExit then exitShort at market endif //---------------------------------------------------------------------------------------- if longOnMarket then //SL & TP set stop %loss 1.7 elsif shortOnMarket then set stop %loss 0.5 endif if longOnMarket then set target %profit 1 elsif shortOnMarket then set target %profit 1 endif //------------------------------------------------------------------------------------ if time = 223000 then //time Exit //sell at market exitshort at market endif if time = 225500 and dayofweek=5 then sell at market exitshort at market endif //-------------------------------------------------------------------------------------------- DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket) //TrP IF Not OnMarket OR DirectionSwitch THEN TrailStart = 40 // Start trailing profits PointToKeep = 0.2 // 20% Profit percentage to keep when setting BreakEven StepSize = 5 // Point to increase Percentage PerCentInc = 0.2 // 20% PerCent increment after each StepSize Chunk RoundTO = -0.6 //-0.5 rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 6* pipsize //minimun distance from current price maxProfitL = 0 maxProfitS = 0 ProfitPerCent = PointToKeep //reset to desired default value SellPriceX = 0 SellPrice = 0 ExitPriceX = 9999999 ExitPrice = 9999999 ELSE IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN newSlL = PositionPrice + ((close - PositionPrice) * ProfitPerCent) //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),newSlL) SellPrice = max(max(SellPriceX,SellPrice),PositionPrice + (maxProfitL * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN newSlS = PositionPrice - ((PositionPrice - close) * ProfitPerCent) ExitPriceX = min(min(ExitPriceX,ExitPrice),newSlS) ExitPrice = min(min(ExitPriceX,ExitPrice),PositionPrice - (maxProfitS * pipsize)) ENDIF ENDIF ENDIF //--------------------------------------------------------------------------------------------------------------------------------------------------- IF LongOnMarket AND close > (PositionPrice + (maxProfitL * pipsize)) THEN //LONG positions // compute the value of the Percentage of profits, if any, to lock in for LONG trades profitL = (close - PositionPrice) / pipsize //convert price to pips IF profitL >= TrailStart THEN // go ahead only if N+ pips Diff1 = abs(TrailStart - profitL) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = PointToKeep + (PointToKeep * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% maxProfitL = max(profitL * ProfitPerCent, maxProfitL) ENDIF ELSIF ShortOnMarket AND close < (PositionPrice - (maxProfitS * pipsize)) THEN //SHORT positions profitS = (PositionPrice - close) / pipsize IF profitS >= TrailStart THEN Diff2 = abs(TrailStart - profitS) Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = PointToKeep + (PointToKeep * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) maxProfitS = max(profitS * ProfitPerCent, maxProfitL) ENDIF ENDIF //-------------------------------------------------------------------------------------------------------------------------------------------------------------- IF maxProfitL THEN //LONG positions - Place pending STOP order when maxProftiL > 0 (LONG positions) SellPrice = max(SellPrice,PositionPrice + (maxProfitL * pipsize)) //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF maxProfitS THEN ExitPrice = min(ExitPrice,PositionPrice - (maxProfitS * pipsize)) //SHORT positions IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF //------------------------------------------------------------------------------------------------------------------------

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  //TS MULTI SP500 v4 - CFD 1 euro - Spread 0.6 defparam CUMULATEORDERS = false positionSize = 5 //--------------------------------------------------------------------------------------- timeFrame(15 minute, updateOnClose)   //15 minutes avgWeekly = average[480,0](close)     //weekTrend Daily c1L  = close > avgWeekly c1S = close < avgWeekly   avg1 = average[15,0](close) avg2 = average[55,0](close) avg3 = average[14,1](close) avg4 = average[20,1](close) c2L  = avg1 > avg2                      //trend c2S = avg3 < avg4   avg5 = average[5,0](close) avg6 = average[15,0](close) c3L  = avg5 crosses over avg6          //trigger c3S = avg5 crosses under avg6 //--------------------------------------------------------------------------------------- timeFrame(default)                       //5 minutes = DEFAULT cLong   =  c1L and c2L and c3L cShort  =  c1S and c2S and c3S cLongExit = c1S cShortExit = c1L //-------------------------------------------------------------------------------------- ONCE buyTime   = 110000 ONCE sellTime  = 213000 ONCE buyTimeShort  = 150000 ONCE sellTimeShort = 213000 //-------------------------------------------------------------------------------------- if time >= buyTime and time <= sellTime then                         //LONG if cLong then buy positionSize contract at market endif endif if longOnMarket and cLongExit then sell at market endif //---------------------------- if time >= buyTimeShort and time <= sellTimeShort then                //SHORT if cShort then sellshort positionSize contract at market endif endif if shortOnMarket and cShortExit then exitShort at market endif //---------------------------------------------------------------------------------------- if longOnMarket then                    //SL & TP set stop %loss 1.7 elsif shortOnMarket then set stop %loss 0.5 endif if longOnMarket then set target %profit 1 elsif shortOnMarket then set target %profit 1 endif //------------------------------------------------------------------------------------ if time = 223000 then                   //time Exit //sell at market exitshort at market endif if time = 225500 and dayofweek=5 then sell at market exitshort at market endif //-------------------------------------------------------------------------------------------- DirectionSwitch = (LongOnMarket AND ShortOnMarket[1]) OR (LongOnMarket[1] AND ShortOnMarket)                 //TrP IF Not OnMarket OR DirectionSwitch THEN TrailStart    = 40        // Start trailing profits PointToKeep   = 0.2      // 20% Profit percentage to keep when setting BreakEven StepSize      = 5        // Point to increase Percentage PerCentInc    = 0.2      // 20% PerCent increment after each StepSize Chunk RoundTO       = -0.6        //-0.5  rounds always to Lower integer, 0 defaults PRT behaviour PriceDistance = 6* pipsize  //minimun distance from current price maxProfitL            = 0 maxProfitS            = 0 ProfitPerCent = PointToKeep //reset to desired default value SellPriceX    = 0 SellPrice     = 0 ExitPriceX    = 9999999 ExitPrice     = 9999999 ELSE IF PositionPrice <> PositionPrice[1] AND (ExitPrice + SellPrice) <> 9999999 THEN     //go on only if Trailing Stop had already started trailing IF LongOnMarket THEN newSlL         = PositionPrice + ((close - PositionPrice) * ProfitPerCent)      //calculate new SL SellPriceX = max(max(SellPriceX,SellPrice),newSlL) SellPrice  = max(max(SellPriceX,SellPrice),PositionPrice + (maxProfitL * pipsize)) //set exit price to whatever grants greater profits, comopared to the previous one ELSIF ShortOnMarket THEN newSlS         = PositionPrice - ((PositionPrice - close) * ProfitPerCent) ExitPriceX = min(min(ExitPriceX,ExitPrice),newSlS) ExitPrice  = min(min(ExitPriceX,ExitPrice),PositionPrice - (maxProfitS * pipsize)) ENDIF ENDIF ENDIF //--------------------------------------------------------------------------------------------------------------------------------------------------- IF LongOnMarket AND close > (PositionPrice + (maxProfitL * pipsize)) THEN                              //LONG positions // compute the value of the Percentage of profits, if any, to lock in for LONG trades profitL = (close - PositionPrice) / pipsize                                      //convert price to pips IF profitL >= TrailStart THEN                                                   // go ahead only if N+ pips Diff1         = abs(TrailStart - profitL)                                    //difference from current profit and TrailStart Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))                   //number of STEPSIZE chunks ProfitPerCent = PointToKeep + (PointToKeep * (Chunks1 * PerCentInc))         //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))                //make sure ProfitPerCent doess not exceed 100% maxProfitL = max(profitL * ProfitPerCent, maxProfitL) ENDIF ELSIF ShortOnMarket AND close < (PositionPrice - (maxProfitS * pipsize)) THEN                             //SHORT positions profitS = (PositionPrice - close) / pipsize IF profitS >= TrailStart THEN Diff2         = abs(TrailStart - profitS) Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = PointToKeep + (PointToKeep * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) maxProfitS = max(profitS * ProfitPerCent, maxProfitL) ENDIF ENDIF //-------------------------------------------------------------------------------------------------------------------------------------------------------------- IF maxProfitL THEN                                                          //LONG positions  -  Place pending STOP order when maxProftiL > 0   (LONG positions) SellPrice = max(SellPrice,PositionPrice + (maxProfitL * pipsize))                  //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF maxProfitS THEN ExitPrice = min(ExitPrice,PositionPrice - (maxProfitS * pipsize))        //SHORT positions IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF //------------------------------------------------------------------------------------------------------------------------

   

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  MauroPro

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  03/30/2022 at 7:28 PM #190798
  phoentzs

  Thank you Mauro, did you really just take another trailing stop? Didn’t think it would make such a big difference.

  

  phoentzs

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