Smoothed stochastic trading strategy

• 05/21/2016 at 7:08 PM #7643
  Robert975

  Hi Guys, Here’s a code based on the Smoothed Stochastic. I think it needs a bit more improving on the code. But, for the first time i get it to test it from 1991 till 20 May 2016 Not many profit over these years, so If someone can use it and make it better. Here is the code

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = SmoothedStochastic[20,3](typicalPrice) indicator2 = ExponentialAverage[5](SmoothedStochastic[20,3](typicalPrice)) c1 = (indicator1 CROSSES OVER indicator2) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator3 = SmoothedStochastic[20,3](typicalPrice) indicator4 = ExponentialAverage[5](SmoothedStochastic[20,3](typicalPrice)) c2 = (indicator3 CROSSES UNDER indicator4) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator5 = SmoothedStochastic[20,3](typicalPrice) indicator6 = ExponentialAverage[5](SmoothedStochastic[20,3](typicalPrice)) c3 = (indicator5 CROSSES UNDER indicator6) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator7 = SmoothedStochastic[20,3](typicalPrice) indicator8 = ExponentialAverage[5](SmoothedStochastic[20,3](typicalPrice)) c4 = (indicator7 CROSSES OVER indicator8) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 15 SET TARGET pPROFIT 15

  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

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = SmoothedStochastic[20,3](typicalPrice) indicator2 = ExponentialAverage[5](SmoothedStochastic[20,3](typicalPrice)) c1 = (indicator1 CROSSES OVER indicator2) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator3 = SmoothedStochastic[20,3](typicalPrice) indicator4 = ExponentialAverage[5](SmoothedStochastic[20,3](typicalPrice)) c2 = (indicator3 CROSSES UNDER indicator4) IF c2 THEN SELL  AT MARKET ENDIF // Conditions to enter short positions indicator5 = SmoothedStochastic[20,3](typicalPrice) indicator6 = ExponentialAverage[5](SmoothedStochastic[20,3](typicalPrice)) c3 = (indicator5 CROSSES UNDER indicator6) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator7 = SmoothedStochastic[20,3](typicalPrice) indicator8 = ExponentialAverage[5](SmoothedStochastic[20,3](typicalPrice)) c4 = (indicator7 CROSSES OVER indicator8) IF c4 THEN EXITSHORT  AT MARKET ENDIF // Stops and targets SET STOP pLOSS 15 SET TARGET pPROFIT 15

   

  

  Robert975

  Participant

  Topics: 5

  Replies: 4

  Been thanked: 0 times
  05/21/2016 at 7:12 PM #7647
  Nicolas

  Hello Robert, thanks for your time and effort. This is the second time you use the library form post instead of the forums one. I plan to make it more clear for everyone to see where to post, but in the meantime, please use forums for this type of request 🙂 Thanks in advance!

   

  1 user thanked author for this post.

  Robert975

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4739 times
• Author
  Posts