Strategy XXDJI-M5-EngulfingGap

Viewing 15 posts - 16 through 30 (of 35 total)
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  • #143289 quote
    Dow Jones
    Participant
    Veteran

    Hi,

    replace line 4/5/6 as below (remove the /): //atrperiod = 18 //bolltrendperiod2 = 24 //bolltrendperiod2 = 80 by atrperiod = 18 bolltrendperiod2 = 24 bolltrendperiod2 = 80

    There 3 are variables that I optimize, so if importing the .itf, they are in the variables windows. If copy the code above, then can either do as you said, or add them into variable window if wish to optimize

    On my side, when I want to launch the code I have the error message below “The code is invalide, please correct it” (translated from french),

    Emm. I have no clue too why this error as I just try and everything is ok. I’m guess you copy paste from above, so I’m wondering is due to default PC language and unicode different, some copied content becomes different when paste into PRT coding window. Can you try to import the .itf directly and try again?

    Can anyone explain me the task of lines 167 to 172 ? I have the feeling that some conditions are missing

    It has no use, just my template of code for all my strategies, so I have accidentally left it there.

    #148985 quote
    Daniel Carlsson
    Participant
    New

    Hi,

    I get

     

    “replace variables with specific values: To prepare this strategy for automatic trading, remove all variables from the “ProBacktest” section of the programming window and replace these variables with specific numeric values in the code of the trading system”.

     

    I have tried to remove the “//” comment out parts on :

    replace line 4/5/6 as below (remove the /): //atrperiod = 18 //bolltrendperiod2 = 24 //bolltrendperiod2 = 80 by atrperiod = 18 bolltrendperiod2 = 24 bolltrendperiod2 = 80

    But still the same issue. 🙁

    #149018 quote
    Dow Jones
    Participant
    Veteran

    You also need to remove variables from the variable windows, you can refer to think guideline post, https://www.prorealcode.com/topic/strategy-trendimpulse-v1/page/3/#post-130850

    #149035 quote
    Mestor
    Participant
    Senior

    Try this file. Tested from UTC+1

    SL in % and different for Long/Short Trade

    DJ M5

    Daniel Carlsson and Dow Jones thanked this post
    #149051 quote
    Daniel Carlsson
    Participant
    New

    Thanks a bunch! 🙂

    #150108 quote
    Roberto Blázquez
    Participant
    New

    Buenos días Daniel,

    gracias por este impresionate trabajo realizado. Yo lo tengo funcionando en real y me va muy bien, es cierto que he ajustado algún parámetro pero te felicito por este robot.

    Saludos

    Good morning Daniel,

    thank you for this impressive work done. I have it working in real life and I’m doing very well, it is true that I have adjusted some parameter but I congratulate you on this robot.

    Cheers

    #150117 quote
    robertogozzi
    Moderator
    Master

    @Roberto Blázquez   Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums. Thank you 🙂

    @Daniel Carlsson   Update your country in your profile. Thank you 🙂

    #150138 quote
    bertrandpinoy
    Participant
    Veteran

    Hi Roberto, share your itf file please

    #150159 quote
    Roberto Blázquez
    Participant
    New

    only code change on line

    9 stepfactor1 = 1

    By

    9 stepfactor1 = 3

    and the lotage instead of 1 contract I have 0.25

    I’ve got it working in real andit doesn’t give any problems and it’s profitable.

    bertrandpinoy thanked this post
    #150783 quote
    UkDownUnder
    Participant
    Average

    Hi,

    Altered time zone on my chart for back testing and some forward testing, running this strategy on UTC+8, works okay, great.

    My question is, ……….which I’m sure will help many of us.

    As this is not my computers system time zone,

    How would i lock this time setting in when sending it to ProOrder?

    As ProOrder will set the trades at my  original computers time zone,

    Time setting to offset my system.

    Thanks and Regards

    #150796 quote
    GraHal
    Participant
    Master

    running this strategy on UTC+8

    If you mean you have set your Platform to UTC+8 then start the Algo in ProOrder and you will see from the ProOrder start screen that the Algo will run in UTC+8.

    Then change you Platform back to UTC+0 (UK Time) … then Exit with Save, Log back in and you will be at UTC+0.

    Check Algo by clicking on the Algo title in ProOrder and you will see it is still running in UTC+8.

    Good Eh!? 🙂

    Dow Jones and Léo thanked this post
    #151003 quote
    UkDownUnder
    Participant
    Average

    Legendary GraHal, Legendary, Thanks:)

    GraHal thanked this post
    #169392 quote
    Gringogaz
    Participant
    New

    Thanks, Roberto, and Daniel.
    I tweaked your version very slightly Roberto, It makes a small improvement.
    line 8 SL = 105  from 100
    line 15 – shortbarmultipler = 1.4 from 1.5
    For my demo account, I made it 1 contract, Long or Short. As per the Dashboard results attached.

    I have been testing on a demo trading account and works well, however, I have one question.
    I am not a coder by the way. But in the code, I see there is a trailing stop. But When I watch a successful trade it doesn’t seem to trigger and move down.

    I am a trader of 7 years and have been experimenting with ProRealTime for some time. With some good outcomes.
    I am looking to work with a developer/coder who knowes trading and coding well to be able to fine-tune some other algos I have made. For mutual benefit, if you guys are interested.

    #169395 quote
    Gringogaz
    Participant
    New

    Hi, This is really good and have followed the thread of the post.
    On page 2 there is a tweak from Roberto, which I also followed working from your code. It tends to cut the number of trades but lessons the risk.
    I tweaked that a little myself, Not being a coder my tweaking was based around trial and error on the existing code. But managed to get Roberto’s version to work better returning more profit and less potential drawdown.

    I tweaked your version very slightly Roberto, It makes a small improvement.
    line 8 SL = 105  from 100
    line 15 – shortbarmultipler = 1.4 from 1.5
    For my demo account, I made it 1 contract, Long or Short. As per the Dashboard results attached.

    I have been testing on a demo trading account and works well, however, I have one question.
    I see there is a trailing stop. But When I watch a successful trade it doesn’t seem to trigger and move down. Which I am sure would protect profit and better these results.

    Is the trailing stop working at all?
    When I look through the backtesting it’s showing either a full loss or a full win, suggesting it isn’t.

    I am a trader of 7 years and have been experimenting with ProRealTime for some time. With some good outcomes.
    I am looking to work with a developer/coder who knowes trading and coding well to be able to fine-tune some other algos I have made. For mutual benefit, if you are interested.
    thanks once again!
    G

    #169440 quote
    Dow Jones
    Participant
    Veteran

    Stepfactor1=1, so trailing trigger by stepfactor1 * SL, i.e. 105 points after your modification. Seeing average is $340.33, it should be triggered. If you like it to be triggered earlier, then set stepfactor1 to lower value.

    As TF is 5 mins, it means the code is read by PRT every 5 mins, thus trailing checking is done on this time interval.

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Strategy XXDJI-M5-EngulfingGap


ProOrder support

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Dow Jones @yahootew3000 Participant
Summary

This topic contains 34 replies,
has 13 voices, and was last updated by ProRealAlgos
2 years, 6 months ago.

Topic Details
Forum: ProOrder support
Language: English
Started: 05/12/2020
Status: Active
Attachments: 14 files
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