Strategy TrendImpulse v1

• 05/26/2020 at 2:23 PM #133330
  Dow Jones

  Wil wrote:

  Its logic seem to favor trena=-1 (since it’s only 1 if trend = 1 and line1>=line2). How does this make sense?

  I will be honest. Actually I didn’t pay much attention, it was obtained from https://www.prorealcode.com/prorealtime-indicators/perfect-trend-line/ and I adjust it for strategy. I just verify if the entry is correct referring to the indicator.

  Wil wrote:

  Also, I’m confused by the numbers switching from 1 for bullish to -1 for bullish to 2 for bearish, etc. It would make more sense to just use 1 for bullish and -1 for bearish imho.

  Yes, I think it will work too. Specifying 1 and 2 just my preference, as sometimes I might initialize a variable as -1 to indicate invalid state (e.g. if it is not obvious either state), though not applying to this scenario. Alternatively can be using 2 flags (1 for bull, 1 for bear), but usually I don’t do so, except for readability.

  

  Dow Jones

  Participant

  Topics: 10

  Replies: 135

  Been thanked: 75 times
  05/27/2020 at 9:43 AM #133404
  Wil

  @yahootew3000 I checked the original indicator, it works with a “SlowLength” and a “FastLength”. As long as the “SlowLength” is larger (and thus slower), it shouldn’t be a problem. In your WalkForward, there is no check on this. The outcome could be that the SlowLength is smaller (and thus faster). Especially during times when the market falls, since it favours short trades.

  You could solve this problem by limiting the range of SlowLength and FastLength, so they don’t overlap. Or by defining SlowLength as “FastLength+Distance”.

  1 user thanked author for this post.

  Dow Jones

  

  Wil

  Participant

  Topics: 0

  Replies: 2

  Been thanked: 1 time
  05/28/2020 at 10:55 AM #133590
  Plaedies

  Hi All,

  I’m also struggling with an issue regarding an indicatorand I do believe its the same rewference that @wil stated. Here I have attached it in the image but as i’m not a coder i’d appreciate it if someone could upload the code change that needs to happen to resolve this issue for me.

  Best wishes,

  Plaedies

  

  Plaedies

  Participant

  Topics: 4

  Replies: 16

  Been thanked: 2 times
  05/28/2020 at 2:40 PM #133621
  Dow Jones

  Plaedies wrote:

  someone could upload the code change that needs to happen to resolve this issue for me

  Try replace this part,

  bollMA = average[length, 1](close)//50,1 STDDEV = STD[length] bollUP = bollMA + 2 * STDDEV bollDOWN = bollMA - 2 * STDDEV bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN)

  1 2 3 4 5

  bollMA = average[length, 1](close)//50,1 STDDEV = STD[length] bollUP = bollMA + 2 * STDDEV bollDOWN = bollMA - 2 * STDDEV bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN)

  With this,

  bollMA = average[length, 1](close)//50,1 STDDEV = STD[length] bollUP = bollMA + 2 * STDDEV bollDOWN = bollMA - 2 * STDDEV IF bollUP = bollDOWN THEN bollPercent = 50 ELSE bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN) ENDIF

  1 2 3 4 5 6 7 8 9 10

  bollMA = average[length, 1](close)//50,1 STDDEV = STD[length] bollUP = bollMA + 2 * STDDEV bollDOWN = bollMA - 2 * STDDEV   IF bollUP = bollDOWN THEN bollPercent = 50 ELSE bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN) ENDIF

   

  

  Dow Jones

  Participant

  Topics: 10

  Replies: 135

  Been thanked: 75 times
  06/08/2020 at 4:10 PM #135207
  Piston_Broke

  So if I wanted to run this strategy from the UK, do I

  a) Just change the UTC+8 to UTC+1?

  b) Change the PC system time to Singapore (for example)?

  c) Change the platform time to UTC+8?

  d) Change all the times in the code to x-7 hours?

  e) a selection of the above

   

  I’m a bit baffled really I’m afraid.

  If I run it with all my UK default settings and with the code unadjusted,  the results looks OK anyway…

  Many Thanks.

   

  

  Piston_Broke

  Participant

  Topics: 3

  Replies: 5

  Been thanked: 1 time
  06/24/2020 at 6:10 PM #137046
  GraHal

  Please @Nicolas, the code below is part of the Indicator you posted on the link … can you confirm that trena (used 5 times) is not a typo that should read trend??

  https://www.prorealcode.com/prorealtime-indicators/perfect-trend-line/

  Many Thanks

  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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14

  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

   

  

  GraHal

  Participant

  Topics: 203

  Replies: 8376

  Been thanked: 2024 times
  06/24/2020 at 6:54 PM #137049
  GraHal

  Piston_Broke wrote:

  So if I wanted to run this strategy from the UK, do I

  I reckon you need times as below …

  Out of interest … I deleted time and month constraints … and out 348 trades over 100,000 bars 1 min TF, it made a difference of – £22 on  £1599

  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 >221500- USDLS AND time <223000 - USDLS) AND NOT(time >110000 - USDLS AND time <120000 - USDLS)

  1 2 3 4 5 6 7 8 9

  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 >221500- USDLS AND time <223000 - USDLS) AND NOT(time >110000 - USDLS AND time <120000 - USDLS)

   

  

  GraHal

  Participant

  Topics: 203

  Replies: 8376

  Been thanked: 2024 times
  06/25/2020 at 7:00 AM #137076
  Nicolas

  Not a typo!

  1 user thanked author for this post.

  GraHal

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
  08/08/2020 at 9:12 PM #141172
  pat95162

  Bonjour

  Comment faut-il faire pour la faire fonctionner à Paris (UTC+02:00) ?

  

  pat95162

  Participant

  Topics: 3

  Replies: 15

  Been thanked: 0 times
  08/26/2020 at 6:14 PM #142638
  AleX

  Dow Jones wrote:

  Plaedies wrote:

  someone could upload the code change that needs to happen to resolve this issue for me

  Try replace this part,

  bollMA = average[length, 1](close)//50,1<br /> STDDEV = STD[length]<br /> bollUP = bollMA + 2 * STDDEV<br /> bollDOWN = bollMA – 2 * STDDEV<br /> bollPercent = 100 * (close – bollDOWN) / (bollUP – bollDOWN)

  1 2 3 4 5

  bollMA = average[length, 1](close)//50,1 STDDEV = STD[length] bollUP = bollMA + 2 * STDDEV bollDOWN = bollMA – 2 * STDDEV bollPercent = 100 * (close – bollDOWN) / (bollUP – bollDOWN)

  With this,

  bollMA = average[length, 1](close)//50,1<br /> STDDEV = STD[length]<br /> bollUP = bollMA + 2 * STDDEV<br /> bollDOWN = bollMA – 2 * STDDEV</p> <p>IF bollUP = bollDOWN THEN<br /> bollPercent = 50<br /> ELSE<br /> bollPercent = 100 * (close – bollDOWN) / (bollUP – bollDOWN)<br /> ENDIF

  1 2 3 4 5 6 7 8 9 10

  bollMA = average[length, 1](close)//50,1 STDDEV = STD[length] bollUP = bollMA + 2 * STDDEV bollDOWN = bollMA – 2 * STDDEV IF bollUP = bollDOWN THEN bollPercent = 50 ELSE bollPercent = 100 * (close – bollDOWN) / (bollUP – bollDOWN) ENDIF

   

  the problem still run with your new code, have you some suggestion?

  

  AleX

  Participant

  Topics: 4

  Replies: 20

  Been thanked: 4 times
  08/27/2020 at 5:26 AM #142666
  Dow Jones

  @bidolia, likely you are using v2a that has the “machine learning”. This part is quite common to have division zero problem, I have removed it from all my strategies as I also find it hard to have consistency and hard to control efficiency (maybe I didn’t use it right). Since there is interest on this strategy, I have been working on another version removing the machine learning code.

  1 user thanked author for this post.

  GraHal

  

  Dow Jones

  Participant

  Topics: 10

  Replies: 135

  Been thanked: 75 times
  10/27/2020 at 2:04 PM #148655
  alex06

  Hello and thanks for your work !

  I try  to launch in automatic trading the file ( V1-3 ) but problem with variable

  I don’t see in the code where are the variable . Can you help me ?

  Best

  

  alex06

  Participant

  Topics: 0

  Replies: 1

  Been thanked: 0 times
  10/28/2020 at 2:30 AM #148739
  Dow Jones

  You can refer to https://www.prorealcode.com/topic/strategy-trendimpulse-v1/page/3/#post-130850

  

  Dow Jones

  Participant

  Topics: 10

  Replies: 135

  Been thanked: 75 times
  05/15/2021 at 10:41 AM #169732
  Gringogaz

  Many thanks, I have been playing with and testing this on a demo account. It works well.

  My question is:
  When it opens a trade, It sets the Open, then 300 pts away, a stop. But no target price?
  Does the code allow for movement then to implement a target, moving the stop closer as the price rises stop, or am I missing something?

  I am just trading Long, and have observed it make some significant gains, but then give it back as there is no target price or movement of the stop?
  Thanks in advance.

  

  Gringogaz

  Participant

  Topics: 0

  Replies: 3

  Been thanked: 0 times
  12/26/2022 at 2:30 PM #206330
  thomas2004ch

  Hi,

  Is this strategy suitable for daily SPY?

   

  Regards

  

  thomas2004ch

  Participant

  Topics: 26

  Replies: 37

  Been thanked: 1 time
• Author
  Posts