Strategy only short for DAX timeframe 4 hours, what do you think about?
- This topic has 2 replies, 2 voices, and was last updated 6 years ago by
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Hello, Grahal.
Of course I can post the code here and ask if it should be discussed.
If the code meets with a positive response, I wanted to try to have the code recorded in the “library”.It is a relatively simple strategy, but only short. And this in rising markets. With only a few indicators and easy to understand. Like all trend-following systems, it clearly has problems with sudden changes of direction and in range phases.
The advantage I see especially with regard to the backtestes is that the success is not measured in percent or points, but in the relatively well ascertainable levels of the indicators for the full 4H.
With regard to the “Investical Behavoir” approach, whose discussion I have initiated here, this approach has been incorporated into the code. Therefore I provide the code here 2x.
Once without “Investical Behavoir” and once with “Investical Behavoir” as timebased.Translated with http://www.DeepL.com/Translator
12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849//-------------------------------------------------------------------------// STORM ... ShorT On Rising Markets// 4H Short Repulse//-------------------------------------------------------------------------//-------------------------------------------------------------------------// Dax 1 Euro Mini// TimeFrame 4H utc+2 "Berlin-Time"// Maincode: 4H Short with Repulse-Stop// created by JohnScherdefparam flatafter = 210000defparam cumulateorders = falseOnce position = 1c1 = cci [21] (close) >-95c2 = TR (close) >24c3 = repulse [3] (close) <0.1TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5TradingTimeShort = time = 090000 or time = 130000 or time = 170000If TradingDayShort and TradingTimeShort ThenIF c1 and c2 and c3 ThenIF Exponentialaverage [1] (close) < ExponentialAverage [4] (close) THENsellshort position CONTRACTS AT MARKETEndifEndifEndifIf repulse [3] (close) >0.1 thenExitshort at marketEndif// not tested// on other major indizes// with Saisonalpatternmultipler from Pathfinder-Systems// with some Re-invest-Stategies// greets JohnScher1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859//-------------------------------------------------------------------------// STORM ... ShorT On Rising Markets// 4H Short Repulse Timebased//-------------------------------------------------------------------------//-------------------------------------------------------------------------// Dax 1 Euro Mini// TimeFrame 4H, utc+2 "Berlin Time"// Haupttode: 4H Short with Repulse-Stop Timebased// created by JohnScherdefparam flatafter = 210000defparam cumulateorders = falseOnce position = 0.1r = 0.1c1 = cci [21] (close) >-95c2 = TR (close) >24c3 = repulse [3] (close) <rt1 = dayofweek = 1 and time = 130000t2 = dayofweek = 1 and time = 170000t3 = dayofweek = 2 and time = 090000t4 = dayofweek = 2 and time = 130000t5 = dayofweek = 3 and time = 130000t6 = dayofweek = 4 and time = 090000t7 = dayofweek = 4 and time = 130000t8 = dayofweek = 5 and time = 090000TradingTimeShort = t1 or t2 or t3 or t4 or t5 or t6 or t7 or t8If TradingTimeShort ThenIF c1 and c2 and c3 ThenIF ExponentialAverage [1] (close) < ExponentialAverage [4] (close) THENsellshort position CONTRACTS AT MARKETEndifEndifEndifIf repulse [3] (close) >r thenExitshort at marketEndif// not tested:// -on other major indizes// -with saisonalpatternmultipler from Pathfinder-Systems// -with some Re-invest-Stategies// greets JohnScher
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