strategy BarHunter DAX v1p

• 01/26/2020 at 10:38 AM #117859
  fifi743

  Hi Paul
  From line 140 add the daily and weekly pivot.
  With a gap between the price and the pivot

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  Paul

  

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  01/26/2020 at 1:01 PM #117879
  Paul

  Goodmorning Fifi,

  nice! I found last half part of december is not so good and better not to trade.

  once holiday = 1 // reset if intradaybarindex=0 then tradecounter=0 breakvaluelong=99999 breakvalueshort=0 tradeday=1 endif // holiday if holiday then if month=12 and day>=15 then tradeday=0 else tradeday=1 endif endif

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  once holiday            = 1   // reset if intradaybarindex=0 then tradecounter=0 breakvaluelong=99999 breakvalueshort=0 tradeday=1 endif     // holiday if holiday then if month=12 and day>=15 then tradeday=0 else tradeday=1 endif endif

   

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  01/26/2020 at 2:32 PM #117886
  Florian

  Hello ,

  The FIFI BarHunter-v3p-MOD-FIFI-1.itf strategy is excellent on SAF40! GOOD JOB @fifi743 for creating the virtual stop!

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  fifi743

  

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  01/26/2020 at 2:38 PM #117887
  fifi743

  edit

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  GraHal

  

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  01/26/2020 at 4:26 PM #117914
  GraHal

  Florian Legeard wrote:

  excellent on SAF40

  I agree but the spread at 30 points on entry would knock a chunk out of the profits?

  

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  01/26/2020 at 4:26 PM #117916
  Jeremy8

  Merci Fifi pour le partage.

  En effet la stratégie est tres prometteuse.

  Toutefois, j’ai essayé de l’automatiser sur un compte réel mais PRT m’en empeche à cause de “remplacer variables par de valeurs fixes” et “l’instruction graph”.

  Avez vous essayé de la faire tourner en réel? Si oui comment avez vous fait?

  Merci

  

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  01/26/2020 at 4:32 PM #117917
  Francesco

  Speak English in the english forum

  

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  01/26/2020 at 4:38 PM #117919
  fifi743

  LINE 468 I added
  RSI position closing + barindex-tradeindex

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  01/26/2020 at 5:22 PM #117922
  fifi743

  Jeremy8 wrote:

  Merci Fifi pour le partage.

  Did you ask the creator of the algorithm for permission?
  If you do not have authorization the algorithm will put your account at 0

  

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  01/26/2020 at 5:45 PM #117923
  fifi743

  Do you know the Backtrader site ?
  there are very interesting things in the articles.

  

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  01/26/2020 at 6:10 PM #117925
  Florian

  @GraHal I agree with you! But I prefer to take 50% of something, rather than 100% of nothing 🙂

  To go further, I have a strategy that allows me to diversify and decorrelate my strategies.
  I develop strategies that are complementary and this one is little in the market, rather regular and generates gains when my other strategies are losing.
  The other interesting point is that I integrated a reinvestment of earnings compared to the starting capital which allows to compensate for the penalizing spread.

   

  Maybe you have any suggestions? 🙂

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  01/26/2020 at 6:15 PM #117926
  Paul

  Thanks for the tip. Will take a look!

  

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  01/26/2020 at 6:37 PM #117935
  fifi743

  Interesting but how to decorrelate strategies.
  Since no strategy is connected together.

  

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  01/26/2020 at 7:08 PM #117942
  fifi743

  Less loss more position

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  01/26/2020 at 7:57 PM #117954
  Paul

  always liked to close the position if possible before the weekend.

  So I’ve this

  once closebeforeweekend = 0 once closebeforeweekendinloss =0 once securebeforeweekendprofit=1 if closebeforeweekend then if onmarket then if (dayofweek=5 and hour>=22) then sell at market exitshort at market endif endif endif if securebeforeweekendprofit then if (dayofweek=5 and hour>=18) then if longonmarket then if close>positionprice+15 then sell at tradeprice(1)+10 stop //else //if hour>=22 then //sell at market //endif endif endif if shortonmarket then if close<positionprice-15 then exitshort at tradeprice(1)-10 stop else if hour>=22 then exitshort at market endif endif endif endif endif if closebeforeweekendinloss then if (dayofweek=5 and hour>=22) then if longonmarket then if close<positionprice then sell at market endif endif if shortonmarket then if close>positionprice then exitshort at market endif endif endif endif

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  once closebeforeweekend = 0   once closebeforeweekendinloss =0 once securebeforeweekendprofit=1   if closebeforeweekend then if onmarket then if (dayofweek=5 and hour>=22) then sell at market exitshort at market endif endif endif   if securebeforeweekendprofit then if (dayofweek=5 and hour>=18) then if longonmarket then if close>positionprice+15 then sell at tradeprice(1)+10 stop //else //if hour>=22 then //sell at market //endif endif endif if shortonmarket then if close<positionprice-15 then exitshort at tradeprice(1)-10 stop else if hour>=22 then exitshort at market endif endif endif endif endif   if closebeforeweekendinloss then if (dayofweek=5 and hour>=22) then if longonmarket then if close<positionprice then sell at market endif endif if shortonmarket then if close>positionprice then exitshort at market endif endif endif endif

   

   

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