Strategy TrendImpulse v1

Forums ProRealTime English forum ProOrder support Strategy TrendImpulse v1

Viewing 15 posts - 1 through 15 (of 75 total)
  • #128304

    Hi everyone,

    Here is a new strategy on Wall Street/DJI 5 min TF that utilize Perfect Trend Line as entry/exit and Trend Impulse Filter as trend direction. All credits to the original author.

    DLS code is added to avoid high spread period. Time Zone used is UTC+08:00. Looking forward for your suggestion and ideas of improvement.

     

     

    2 users thanked author for this post.
    #128311

    Please use XXXDJI-M1-TrendImpulsev1-1.itf, I cannot delete XXXDJI-M1-TrendImpulsev1.itf. Anyway, they are functionally the same, but v1 has the variable [center] which cannot be interpreted by Insert PRT code correctly, thus I rename it to [centertrend]

    #128315

    Thanks a lot @yahootew3000. Did you make backtests with “only” 2 OOS please? What about the results if you exclude the last 3 months periods? (start the backtest earlier or just shorten the end date). I think that for most trend following strategy, the last period OOS is not so relevant because of the large volatility and directional bias of the market, just my humble opinion.

    #128392

    Time Zone used is UTC+08:00

    How come you used UTC + 8 when you are UTC +2 in Netherlands?

    Great looking code / System btw!

    Thank You for sharing with us all!

    1 user thanked author for this post.
    #128396

    How come you used UTC + 8 when you are UTC +2 in Netherlands?

    Looks like more Singapore than Netherlands, doesn’t it?

     

    1 user thanked author for this post.
    #128400

    Looks like more Singapore than Netherlands, doesn’t it?

    His flag you mean?

    It’s weird on his post his flag looks like Singapore? But then when I click  on his name I see a Netherlands flag??

    But yeah … UTC + 8 would be correct for Singapore as Singapore is 12 hours ahead of New York.

    Now to convert for UK Time (UTC +1)

    EDIT / PS

    Now I look more closely you are correct Roberto … both flags are Singapore!

    My eyes again, but also the flags appear so tiny on my screen.

     

    #128449

    Thanks a lot @yahootew3000. Did you make backtests with “only” 2 OOS please? …

    Oh ya Nicolas. I did just 2 OOS, used to 1 min time frame. I redo for 5 OOS, seems not so good 🙁 I like this system due to high frequency, but perhaps need to add some other filter…

    #128453

    Now I look more closely you are correct Roberto … both flags are Singapore!

    Haha, yes, from Singapore indeed…

    1 user thanked author for this post.
    #128898

    Hi, congrats for the strategy, it works great with indexes. It’s probably a newbie’s question, but here it goes: how come when I apply this startegy to indexes the performance is great, but when I apply it to a stock the result is not good. I have tried in many different ways to get a good performance with different stocks, but no success. Maybe I am getting this wrong, but isn’t the end objective to apply these to stocks, as we can not buy indexes? sory for the ignorance…

    Another issue I have encountered is that the command “timeframe” is not accepted by prorealtime 10.3, it returns a message that says it is only allowed for ProScreener. How did you manage to make it work?

    Cheers and thanks for the great strategy

    Luis

    #128990
    No worry, in fact, I’m new as well, I learned a lot from this forum actually 🙂

    how come when I apply this startegy to indexes the performance is great, but when I apply it to a stock the result is not good.

    It is built for the index future only, not for a specific stock, the variables may not be suitable, the SL range is different as well. But I think take some effort, it is possible to apply for stock, but I have less interest to trade algo on stock as you can see this strategy is for frequent trade, if applying on stocks, the commission is costly.

    Maybe I am getting this wrong, but isn’t the end objective to apply these to stocks, as we can not buy indexes?

    Not trading against the index itself, but the future contract of the index. The trade is done using CFD.

     

    Another issue I have encountered is that the command “timeframe” is not accepted by prorealtime 10.3

    PRT 10.3 should support it. I don’t know if there is any known issue. @Nicolas, maybe you encounter similar question before or know the answer?

    #128993

    @Lucho0712

    If your broker not support real live automatic trading, this error is normal since you still using a previous version of the platform.

    1 user thanked author for this post.
    #128998

    Now to convert for UK Time (UTC +1)

    Did you manage to get this to run on UK time? I tried subtracting 7 hours from all times but makes no difference, results are dismal using the fixed values in the opt box.

    #129007

    I agree @Nonetheless and I don’t think it’s times either as they are only short periods where spread is sky high.

    I put it on the back burner for a while … be good if we can solve the mystery as the OP and  Lucho0712 say it works great!?

    1 user thanked author for this post.
    #129018

    Thanks yahootew for the answers. I am not going to get in CFDs rirght now as I have read that most beginers loose a lot. I will continue learning before getting into this, Thanks anyway!

    #129019

    Don´t listen to mee too much, I am new at this. I just tried it out on some indexes and compared it to a simple buy and hold strategy, outperforming it.

Viewing 15 posts - 1 through 15 (of 75 total)

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