TANGIER Germany30 Strategy– Time frame 30 minutes

discomusic · Wed, 13 Feb 2019 13:19:43 +0000

Hello everybody, I post here a strategy that I am using with real money. It uses trend direction (slope) of the 20 periods moving average and the price momentum. Orders are then triggered once the RSI 20 periods enter in overbought and oversold areas. Tested with 100k bars: if someone could test it with 200k bars and let me then know the result, this would be many appreciated!! Best regards. // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate DEFPARAM FLATBEFORE = 090000 DEFPARAM FLATafter = 175500 indicator1 = RSI[20](close) c1 = (indicator1 CROSSES OVER 70) c8=close>average[20] c65=Momentum[12]>momentum[12][1] c66=momentum[12][1]>momentum[12][2] IF c8 and c1 and c65 and c66 THEN BUY 2 CONTRACT AT MARKET ENDIF indicator2 = RSI[20](close) c2 = (indicator2 CROSSES UNDER 60) c13= average[20]<average[20][1] IF c2 or c13 THEN SELL AT MARKET ENDIF indicator3 = RSI[20](close) c3 = (indicator3 CROSSES UNDER 30) c34=close<average[20] c65=Momentum[12]<momentum[12][1] c66=momentum[12][1]<momentum[12][2] IF c3 and c34 and c65 and c66 THEN SELLSHORT 2 CONTRACT AT MARKET ENDIF indicator5 = RSI[20](close) c5 = (indicator5 CROSSES OVER 40) c13= average[20]>average[20][1] IF c5 or c13 THEN EXITSHORT AT MARKET ENDIF SET STOP pLOSS 40 SET TARGET pPROFIT 40

This topic has 33 replies, 10 voices, and was last updated 3 years ago by Sebastian Arsjo.

Viewing 4 posts - 31 through 34 (of 34 total)

← 1 2 3

10/08/2019 at 6:26 AM #109567

jmf125

Attached are the 2 equities curves. I don’t have the detailed report from discomusic.

Discomusic equity curve is the attachment he loaded in his first message in this topic.

jmf125
Participant

Topics: 8
Replies: 111
Been thanked: 14 times

10/08/2019 at 10:26 AM #109595

GraHal

@jmf125 … apologies this took so long ,,, if you run disco’s original code on the CFD DAX ($5) contract with lot size = 2 then you will indeed get the same as discomusic got. In fact you will get a bit more than disco got over 100k bars! 🙂

You are not running the code on the same Contract as disco.

Disco is on CFD and you are SB. Also disco screenshot are so blurry I can’t make out what contract he used … it looked like ($4) but I don’t think there is a $4 so the nearest I could see was CFD $5.

GraHal
Participant

Topics: 204
Replies: 8402
Been thanked: 2043 times

10/08/2019 at 10:49 AM #109600

jmf125

Thank You – Of course, obvious.

1 user thanked author for this post.

GraHal

jmf125
Participant

Topics: 8
Replies: 111
Been thanked: 14 times

05/19/2020 at 11:20 PM #132322

Sebastian Arsjo

Bringing this one back to life

Took the @fifi743 version and just made it long only

I like that it still seems to work well more then 1 year later ,also works with 15 min TF

2 users thanked author for this post.

fifi743, GraHal

Sebastian Arsjo
Participant

Topics: 1
Replies: 14
Been thanked: 4 times
Author

Posts

Viewing 4 posts - 31 through 34 (of 34 total)

← 1 2 3

Find exclusive trading pro-tools on

TANGIER Germany30 Strategy– Time frame 30 minutes

1 user thanked author for this post.

2 users thanked author for this post.