SP500 M1 curve follower

• 01/29/2022 at 1:01 PM #186961
  phoentzs

  I won’t be able to do that until Monday.

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  SnorreDK

  

  phoentzs

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  02/01/2022 at 1:59 AM #187190
  phoentzs

  Here is my code with SMA entry. Completely simple trend approach, nothing more. Totally simple. But the performance is amazing.
  Optimized over 200000bars
  Spread 0.6
  German time

  ///Spread set to 0.6 points defparam preloadbars = 10000 defparam CUMULATEORDERS = false possize = 5 pointsp = 35 //points where profit is to be locked in //20 SP500 pointsb = 45 //points where stop is to be taken //36 SP500 fast = average[20,0](close) //11,4 20,0 medium = average[200,0](close) //13,4 200,0 myRSI = RSI[2](close) RSIlong = myRSI crosses over 90 //90...95 RSIshort = myRSI crosses under 10 //5...10 long = fast > medium short = fast < medium // trading window ONCE BuyTime = 150000 ONCE SellTime = 220000 // position management IF Time >= buyTime AND Time <= SellTime THEN If countofposition = 0 then If long then BUY possize CONTRACT AT market EndIf EndIf If countofposition = 0 then If short then sellshort possize CONTRACT AT market EndIf EndIf endif //Umkehr If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then //and short SELLSHORT possize*2 CONTRACT AT MARKET //*2 EndIf If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then //and long BUY possize*2 CONTRACT AT MARKET //*2 EndIf //SET STOP pLOSS b SET TARGET pPROFIT 45 //50 SET STOP %LOSS 2.6 IF Time >= 10000 AND Time <= 150000 THEN If longonmarket and (PositionPerf * PositionPrice / PipSize) >= 30 then //35 and time=90000 sell at market endif If shortonmarket and (PositionPerf * PositionPrice / PipSize) >= 25 then //5 and time=90000 exitshort at market endif endif ////morgens //If longonmarket and time=90000 and (PositionPerf * PositionPrice / PipSize) >= 30 then //35 //sell at market //endif //If shortonmarket and time=90000 and (PositionPerf * PositionPrice / PipSize) >= 15 then //5 and dayofweek=x11 //exitshort at market //endif // ////mittag //If longonmarket and time=120000 and (PositionPerf * PositionPrice / PipSize) >= 30 then //35 //sell at market //endif //If shortonmarket and time=120000 and (PositionPerf * PositionPrice / PipSize) >= 25 then //5 and dayofweek=x11 //exitshort at market //endif //abends If longonmarket and time=220000 and (PositionPerf * PositionPrice / PipSize) >= 30 then //35 sell at market endif If shortonmarket and time=220000 and (PositionPerf * PositionPrice / PipSize) >= 1 then //5 and dayofweek=x11 exitshort at market endif

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  ///Spread set to 0.6 points   defparam preloadbars = 10000 defparam CUMULATEORDERS = false     possize = 5 pointsp = 35 //points where profit is to be locked in //20 SP500 pointsb = 45 //points where stop is to be taken       //36 SP500 fast   = average[20,0](close) //11,4  20,0 medium = average[200,0](close) //13,4  200,0   myRSI = RSI[2](close) RSIlong  = myRSI crosses over 90 //90...95 RSIshort = myRSI crosses under 10 //5...10   long   = fast > medium short  = fast < medium   // trading window ONCE BuyTime  = 150000 ONCE SellTime = 220000 // position management IF Time >= buyTime AND Time <= SellTime THEN   If countofposition = 0 then If long then BUY possize CONTRACT AT market EndIf EndIf If countofposition = 0 then If short then sellshort possize CONTRACT AT market EndIf EndIf endif //Umkehr If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then //and short SELLSHORT possize*2 CONTRACT AT MARKET  //*2 EndIf   If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then  //and long BUY possize*2 CONTRACT AT MARKET  //*2 EndIf   //SET STOP pLOSS b SET TARGET pPROFIT 45 //50 SET STOP %LOSS 2.6   IF Time >= 10000 AND Time <= 150000 THEN   If longonmarket  and (PositionPerf * PositionPrice / PipSize) >= 30 then //35  and time=90000 sell at market endif If shortonmarket  and (PositionPerf * PositionPrice / PipSize) >= 25 then  //5  and time=90000 exitshort at market endif   endif   ////morgens //If longonmarket and time=90000 and (PositionPerf * PositionPrice / PipSize) >= 30 then //35 //sell at market //endif //If shortonmarket and time=90000 and (PositionPerf * PositionPrice / PipSize) >= 15 then  //5  and dayofweek=x11 //exitshort at market //endif // ////mittag //If longonmarket and time=120000 and (PositionPerf * PositionPrice / PipSize) >= 30 then //35 //sell at market //endif //If shortonmarket and time=120000 and (PositionPerf * PositionPrice / PipSize) >= 25 then  //5  and dayofweek=x11 //exitshort at market //endif   //abends If longonmarket and time=220000 and (PositionPerf * PositionPrice / PipSize) >= 30 then //35 sell at market endif If shortonmarket and time=220000 and (PositionPerf * PositionPrice / PipSize) >= 1 then  //5  and dayofweek=x11 exitshort at market endif

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  phoentzs

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  02/01/2022 at 6:22 AM #187193
  SnorreDK

  ThankS!

  Do u run it on sp500 timeframe 1min?

  

  SnorreDK

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  02/01/2022 at 10:26 AM #187209
  phoentzs

  No, in M5.

  

  phoentzs

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  02/01/2022 at 1:24 PM #187227
  phoentzs

  @snorreDK: have you tried it?

  

  phoentzs

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