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Strategy TF 1M / Bollinger probability

Scooby · 2020-05-30T22:28:20+00:00

Hi all, After a 30S timeframe on the DJI/CAC/DAX etc with this topic : https://www.prorealcode.com/topic/simple-strategie-tf-10s-bollinger-rsi/. I tried the same structure tonight on DJI with a TF 1 min. This is the results. I think that a breakeven can growth the winrate and the ratio and maybe a better exit of order (today managed by the bollinger aswell). If someone has some ideas.. 🙂

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Strategy TF 1M / Bollinger probability

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05/30/2020 at 11:28 PM #133923 quote

Scooby
Participant

Senior

Hi all,

After a 30S timeframe on the DJI/CAC/DAX etc with this topic : https://www.prorealcode.com/topic/simple-strategie-tf-10s-bollinger-rsi/. I tried the same structure tonight on DJI with a TF 1 min.
This is the results. I think that a breakeven can growth the winrate and the ratio and maybe a better exit of order (today managed by the bollinger aswell).
If someone has some ideas.. 🙂

swedshare and Nicolas thanked this post

DJI-1min-Result-1.png DJI-1min-Result-2.png DJI-1M-Boll-Sto-vTEST.itf

09/26/2020 at 12:10 PM #145453 quote

robertogozzi
Moderator

Legend

As to BreakEven and Trailing Stop you can append lines 17-56 (at https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/) to your code, changing only the values for TRAILINGSTART and TRAILINGSTEP.
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Strategy TF 1M / Bollinger probability

ProOrder: Automated Strategies & Backtesting

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Scooby @scooby Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	05/30/2020
Status:	Active
Attachments:	3 files

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Strategy TF 1M / Bollinger probability

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Strategy TF 1M / Bollinger probability ProOrder: Automated Strategies & Backtesting

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Strategy TF 1M / Bollinger probability

ProOrder: Automated Strategies & Backtesting