hello i am fred and i am a beginner in ready programming. I am trying to use your XXXDJI-M1 program, but I have a message that says: edit the code. could you help me please ?
I am not an expert, but I can try. Is this a message you get when you try to backtest the code? could you send a screenshot?
hello Lucho0712 do you speak french ?
do you speak french ?
Even if you do then please do not do so in the English speaking forums. Start a fresh topic in the French forum if you wish to discuss things in French.
hello i am calling fred i am french and i am a beginner in ready programming. I am trying to use your XXXDJI-M1 program, but I have a message that says: edit the code. could you help me please
Wahrscheinlich meinte er diese Meldung siehe Anhang. Ich kann den Code auch nicht starte. Ich soll die Variablen einfügen. Aber weiß nicht wie.
He probably meant this message see attachment. I can’t start the code either. I should insert the variables. But don’t know how.
Maik2404 – You failed to attach any image plus….
There are some simple rules that everyone using the forums is expected to follow. Your post has broken one or more of these rules.
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Maik Fred, as Yahootew mentions in the original post, try downloading XXXDJI-M1-TrendImpulsev1-1.itf
That version contains the variables. Maybe it solves your problem
Coding help required. I got the message that I should use variables, but I don’t know how to edit the code. Can someone help me?
Lucho0712: I can do the backtest but if I want to start the system then I should replace the variables with specific values. The variables are predefined but always from to. Do I have to assign fixed values? How can I do that?
Thanks a lot yahootex3000.
I was looking at the DLS conditions.
Things become a bit more complicated if we live in Europe, since we too have a DLS period… but not exactly on the same period as USA !
In Europe, DLS time begins on the last Sunday of March, and ends on the last Sunday of October.
As a consequence, during 2 short periods, in March (from the 2nd Sunday to the last Sunday) and in October/November (from the las Sunday of October to the 1st Sunday of November), the time difference is only 5 hrs, while it is 6 hrs during the other part of the year. I am trying to solve the equation !
In Europe, DLS time begins on the last Sunday of March, and ends on the last Sunday of October.
Indeed, I have a code for DLS conversion of ASIA->UK, but no UK (or EUR) -> USA. Anyway, I share also the UK version here, hope it can help a bit…
// --------- UK DAY LIGHT SAVINGS MONTHS ---------------- //
mar = month = 3 // MONTH START
oct = month = 10 // MONTH END
IF ( dayofweek >= 0 and mar AND 31-day<7 ) OR ( month > 3 AND month < 10 ) OR ( oct AND 31-day > 6 ) OR (dayofweek = 4 AND oct AND day<31) OR (dayofweek = 3 AND oct AND day+1<31) OR (dayofweek = 2 AND oct AND day+2<31) OR (dayofweek = 1 AND oct AND day+3<31) OR (dayofweek = 0 AND oct AND day+4<31) OR (dayofweek = 5 AND oct AND 31-day<7) THEN
UKDLS=1
ELSE
UKDLS=0
ENDIF
Hi All,
I integrated the ML + Trailing Stop and replace the trendimpulse with bollinger, result seems better. Also added ATR to filter out the huge volatility and cause big losses or big winners (especially March) to be more practical for live.
Take note I’m taking 90-10 WFA 5 iterations to optimize the startingvalue and startingvalue2.
Please see attached.
DEFPARAM CumulateOrders = false
DEFPARAM PRELOADBARS = 1000
// --------- US DAY LIGHT SAVINGS MONTHS ---------------- //
mar = month = 3 // MONTH START
nov = month = 11 // MONTH END
IF (month > 3 AND month < 11) OR (mar AND day>14) OR (mar AND day-dayofweek>7) OR (nov AND day<=dayofweek AND day<7) THEN
USDLS=010000
ELSE
USDLS=0
ENDIF
timeok = NOT(time >051500- USDLS AND time <053000 - USDLS) AND NOT(time >060000 - USDLS AND time <070000 - USDLS)
//startingvalue = 15 //5, 100, 10 boxsize
increment = 5 //5, 20, 10
maxincrement = 7 //5, 10 limit of no of increments either up or down
reps = 3 //1 number of trades to use for analysis //2
maxvalue = 70 //20, 300, 150 //maximum allowed value
minvalue = 50 //5, minimum allowed value
//startingvalue2 = 55 //5, 100, 50 stop loss
increment2 = 3 //5, 10
maxincrement2 = 7 //1, 30 limit of no of increments either up/down //4
reps2 = 3 //1, 2 nos of trades to use for analysis //3
maxvalue2 = 25 //20, 300, 200 maximum allowed value
minvalue2 = 5 //5, minimum allowed value
heuristicscyclelimit = 2
once heuristicscycle = 0
once heuristicsalgo1 = 1
once heuristicsalgo2 = 0
if heuristicscycle >= heuristicscyclelimit then
if heuristicsalgo1 = 1 then
heuristicsalgo2 = 1
heuristicsalgo1 = 0
elsif heuristicsalgo2 = 1 then
heuristicsalgo1 = 1
heuristicsalgo2 = 0
endif
heuristicscycle = 0
else
once valuex = startingvalue
once valuey = startingvalue2
endif
if heuristicsalgo1 = 1 then
//heuristics algorithm 1 start
if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then
optimise = optimise + 1
endif
once valuex = startingvalue
once pincpos = 1 //positive increment position
once nincpos = 1 //negative increment position
once optimise = 0 //initialize heuristicks engine counter (must be incremented at position start or exit)
once mode1 = 1 //switches between negative and positive increments
//once wincountb = 3 //initialize best win count
//graph wincountb coloured (0,0,0) as "wincountb"
//once stratavgb = 4353 //initialize best avg strategy profit
//graph stratavgb coloured (0,0,0) as "stratavgb"
if optimise = reps then
wincounta = 0 //initialize current win count
stratavga = 0 //initialize current avg strategy profit
heuristicscycle = heuristicscycle + 1
for i = 1 to reps do
if positionperf(i) > 0 then
wincounta = wincounta + 1 //increment current wincount
endif
stratavga = stratavga + (((positionperf(i)*countofposition[i]*close)*-1)*-1)
next
stratavga = stratavga/reps //calculate current avg strategy profit
//graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1"
//graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2"
//graph stratavga*-1 as "stratavga"
//once besta = 300
//graph besta coloured (0,0,0) as "besta"
if stratavga >= stratavgb then
stratavgb = stratavga //update best strategy profit
besta = valuex
endif
//once bestb = 300
//graph bestb coloured (0,0,0) as "bestb"
if wincounta >= wincountb then
wincountb = wincounta //update best win count
bestb = valuex
endif
if wincounta > wincountb and stratavga > stratavgb then
mode1 = 0
elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 1 then
valuex = valuex - (increment*nincpos)
nincpos = nincpos + 1
mode1 = 2
elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 1 then
valuex = valuex + (increment*pincpos)
pincpos = pincpos + 1
mode1 = 1
elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 2 then
valuex = valuex + (increment*pincpos)
pincpos = pincpos + 1
mode1 = 1
elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 2 then
valuex = valuex - (increment*nincpos)
nincpos = nincpos + 1
mode1 = 2
endif
if nincpos > maxincrement or pincpos > maxincrement then
if besta = bestb then
valuex = besta
else
if reps >= 10 then
weightedscore = 10
else
weightedscore = round((reps/100)*100)
endif
valuex = round(((besta*(20-weightedscore)) + (bestb*weightedscore))/20) //lower reps = less weight assigned to win%
endif
nincpos = 1
pincpos = 1
elsif valuex > maxvalue then
valuex = maxvalue
elsif valuex < minvalue then
valuex = minvalue
endif
optimise = 0
endif
// heuristics algorithm 1 end
elsif heuristicsalgo2 = 1 then
// heuristics algorithm 2 start
if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then
optimise2 = optimise2 + 1
endif
once valuey = startingvalue2
once pincpos2 = 1 //positive increment position
once nincpos2 = 1 //negative increment position
once optimise2 = 0 //initialize heuristicks engine counter (must be incremented at position start or exit)
once mode2 = 1 //switches between negative and positive increments
//once wincountb2 = 3 //initialize best win count
//graph wincountb2 coloured (0,0,0) as "wincountb2"
//once stratavgb2 = 4353 //initialize best avg strategy profit
//graph stratavgb2 coloured (0,0,0) as "stratavgb2"
if optimise2 = reps2 then
wincounta2 = 0 //initialize current win count
stratavga2 = 0 //initialize current avg strategy profit
heuristicscycle = heuristicscycle + 1
for i2 = 1 to reps2 do
if positionperf(i2) > 0 then
wincounta2 = wincounta2 + 1 //increment current wincount
endif
stratavga2 = stratavga2 + (((positionperf(i2)*countofposition[i2]*close)*-1)*-1)
next
stratavga2 = stratavga2/reps2 //calculate current avg strategy profit
//graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1-2"
//graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2-2"
//graph stratavga2*-1 as "stratavga2"
//once besta2 = 300
//graph besta2 coloured (0,0,0) as "besta2"
if stratavga2 >= stratavgb2 then
stratavgb2 = stratavga2 //update best strategy profit
besta2 = valuey
endif
//once bestb2 = 300
//graph bestb2 coloured (0,0,0) as "bestb2"
if wincounta2 >= wincountb2 then
wincountb2 = wincounta2 //update best win count
bestb2 = valuey
endif
if wincounta2 > wincountb2 and stratavga2 > stratavgb2 then
mode2 = 0
elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 1 then
valuey = valuey - (increment2*nincpos2)
nincpos2 = nincpos2 + 1
mode2 = 2
elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 1 then
valuey = valuey + (increment2*pincpos2)
pincpos2 = pincpos2 + 1
mode2 = 1
elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 2 then
valuey = valuey + (increment2*pincpos2)
pincpos2 = pincpos2 + 1
mode2 = 1
elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 2 then
valuey = valuey - (increment2*nincpos2)
nincpos2 = nincpos2 + 1
mode2 = 2
endif
if nincpos2 > maxincrement2 or pincpos2 > maxincrement2 then
if besta2 = bestb2 then
valuey = besta2
else
if reps2 >= 10 then
weightedscore2 = 10
else
weightedscore2 = round((reps2/100)*100)
endif
valuey = round(((besta2*(20-weightedscore2)) + (bestb2*weightedscore2))/20) //lower reps = less weight assigned to win%
endif
nincpos2 = 1
pincpos2 = 1
elsif valuey > maxvalue2 then
valuey = maxvalue2
elsif valuey < minvalue2 then
valuey = minvalue2
endif
optimise2 = 0
endif
// heuristics algorithm 2 end
endif
//GRAPH valuex
//GRAPH valuey
timeframe(1 day)
volindic = (averagetruerange[5](close)/close)*100
timeframe(5 minute)
thigh1 = Highest[valuex](high)+ SlowPipDisplace*pointsize
tlow1 = Lowest[valuex](low)- SlowPipDisplace*pointsize
thigh2 = Highest[valuey](high)+ FastPipDisplace*pointsize
tlow2 = Lowest[valuey](low)- FastPipDisplace*pointsize
if barindex>2 then
if Close>line1[1] then
line1 = tlow1
else
line1 = thigh1
endif
if Close>line2[1] then
line2 = tlow2
else
line2 = thigh2
endif
endif
if (Close[0]<line1[0] and Close[0]<line2[0]) then
trend = 1
endif
if (Close[0]>line1[0] and Close[0]>line2[0]) then
trend = -1
endif
if (line1[0]>line2[0] or trend[0] = 1) then
trena = 1
endif
if (line1[0]<line2[0] or trend[0] = -1) then
trena = -1
endif
if trena<>trena[1] then
if trena=1 then
//bear
prefecttrend = 2
else
//bull
prefecttrend = 1
endif
endif
timeframe(default)
bollMA = average[length, 1](close)//50,1
STDDEV = STD[length]
bollUP = bollMA + 2 * STDDEV
bollDOWN = bollMA - 2 * STDDEV
bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN)
//====== Enter market - start =====
// LONG side
C1 = bollPercent > 60 AND prefecttrend[1] = 2 AND prefecttrend = 1
IF timeok AND Not OnMarket AND C1 AND volindic < 3.5 THEN
BUY 1 CONTRACT AT MARKET
SET STOP pLOSS SL
ENDIF
// SHORT side
C2 = bollPercent < 40 AND prefecttrend[1] = 1 AND prefecttrend = 2
IF timeok AND Not OnMarket AND C2 AND volindic < 3.5 THEN
SELLSHORT 1 CONTRACT AT MARKET
SET STOP pLOSS SL
ENDIF
//====== Enter market - end =====
//====== Exit market - start =====
X1 = prefecttrend[1] = 1 AND prefecttrend = 2
IF LONGONMARKET AND X1 THEN
SELL AT MARKET
ENDIF
X2 = prefecttrend[1] = 2 AND prefecttrend = 1
IF SHORTONMARKET AND X2 THEN
EXITSHORT AT MARKET
ENDIF
// Avoid losing trade not caught by training
tradegain = POSITIONPERF * 100
rangelevel = 100* (range)/close
gainenough = summation[barindex - tradeindex](tradegain > 0.2) > 1
closefast = gainenough AND rangelevel < 0.5 AND POSITIONPERF * 100 <= 0.1
IF closefast THEN
EXITSHORT AT MARKET
SELL AT MARKET
ENDIF
//====== Exit market - end =====
//====== Trailing Stop mechanism - start =====
trailingstart = (0.5 * SL ) / pointsize
trailingstep = (0.25 * SL ) / pointsize
//resetting variables when no trades are on market
if not onmarket then
priceexit = 0
endif
//case LONG order
if longonmarket then
//first move (breakeven)
IF priceexit=0 AND close-tradeprice(1) >= trailingstart*pointsize THEN
priceexit = tradeprice(1) + trailingstep*pointsize
ENDIF
//next moves
IF priceexit>0 THEN
P2 = close-priceexit >= trailingstart*pointsize
IF P2 THEN
priceexit = priceexit + trailingstep*pointsize
ENDIF
ENDIF
endif
//case SHORT order
if shortonmarket then
//first move (breakeven)
IF priceexit=0 AND tradeprice(1)-close >= trailingstart*pointsize THEN
priceexit = tradeprice(1) - trailingstep*pointsize
ENDIF
//next moves
IF priceexit>0 THEN
P2 = priceexit-close >= trailingstart*pointsize
IF P2 THEN
priceexit = priceexit - trailingstep*pointsize
ENDIF
ENDIF
endif
//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif
//====== Trailing Stop mechanism - end =====
Hi yahootew3000
Thank you very interesting strategy. I worked a lot on your previews version. I think some entry point missed because of the closure of a previous position.
I’m going to look at your new one. Boll are interesting indeed. On you result screen below which variable did you use? Even with optimization tool starting date 2019, I can find out the same result. Maybe i’m wrong on something, is there variable to modify in the code text directly?
Many thanks for the work.
