Smoothed Bollinger% Strategy Daily_Topic

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This topic contains 89 replies, has 13 voices, and was last updated by avatar ALE 8 months ago.

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  • #57624

    Hello Maxgomma

    You must insert the values of the variables found in the tests, in the code.

    I’ve attached picture with description.

    1 user thanked author for this post.

    Grazie per il Graph in fondo al codice? come devo cambiarlo?


    Hi maxgomma

    I think it would benefit you tons (many $$$$ maybe!? :)) if you read the PRT Help Manuals, or at least read the respective pages that contain information on whatever topic you don’t understand.

    Follow the link as shown in attached or below.

    Hope this helps so you can move on and make $$$$$? 🙂


    1 user thanked author for this post.
    avatar ALE


    That Graph function makes the value of  Variable visible on the Graph to check it



    Thank you very much for your bollinger strategy.

    One question regarding the Dow. You are using three additional variables which do not return in the code.

    For the result in the backtest it doesn’t matter if i remove them, but you seem to have thought about it to add them, otherwise they wouldn’t be there.

    My question is: what is the purpose of these variables and what were your thoughts about it?

    Attached a copy of the variables.

    Thanks in advance for your reply.

    Kind regards,



    Very Very Sorry just yesterday I’ve noted that variables, but you must cancel it, they are only for the indicator.

    I can suggest to all to look for other indicator to add in the strategy to increase number of operations, like CCI or RSI or CUMMULATIVE RSI OR UNIVERSAL … etc..

    1 user thanked author for this post.

    Hi. Please find hereby my optimized DAX strategy. Results are nice.

    1. DAX_Smoo_Bo_Stgy_Daily2.itf
    2 users thanked author for this post.

    Hi Ale, thanks for sharing the strategy.

    It looks really consistent, although I am very cautious of strategies with so many ‘optimized’ variables, the danger of curve fitting becomes very real here.

    Have you tried testing using WF analysis or maybe across different instruments using the same variables?

    I will do some WF analysis and Monte Carlo and see what I get.

    1 user thanked author for this post.

    Hello juanj

    on daily timeframe, on a long history test, many variables to managed position are correct. The variables could be change without big problem.

    please study this template with others pattern also, and let me know your impression, Im happy to work together



    your optimization was good in the past, but result out of the sample it will change , so try to test it since 2000 and work around your optimization, consider an average of value of variables found by WF analysis


    Thank you Pere … looks good, this could be the one for my grandchildren Trust Fund!!! 🙂 🙂

    Please might somebody be able to post Detailed Report and Equity Curve over 200,000 bars on the .itf attached (it runs real fast!)?

    Thank You


    1. DAX_Smoo_Bo_Stgy_Daily2-1.itf
    1 user thanked author for this post.
    avatar ALE


    As attached.



    2 users thanked author for this post.


    Pere’s optimization seem to work well!






    1 Observe the market, and establish Take profit, stop loss, trailing stop and set them.

    2 Set trailing stop distance for forex

    or Set trailing Stop for indices

    3 Set Broker’s Minimum stop distance  for the market

    4 Set moving average filter period to a real value of compromise, you will optimize later around 200 period

    5 Set exit time to a real value of compromise, you will optimize later

    5 Set Indicator Smooted Bollinger with the original value, you will optimize later

    Then observe results and on the graph and look for the best real compromise avoid overfitting


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