TheStrat – full tf continuity

• 01/01/2023 at 4:20 PM #206600
  ullle73

  Im looking to create my own system thats based on TheStrat and “full timeframe continuity” meaning, the more TF that are in the same directions, the better. Pure priceaction system that seems very popular.

  If anyone could help me code the following:

  • Timeframes: 1m, 5m, 15m, 30m, 1h, 4h, Daily, Weekly, Monthly (would love to have an option to turn on/off every single TF, to be able to backtest different combos of TF) if not possible, use Monthly, Weekly, Daily and 1h
  • When selected TF have the same candle color, go long/short
  • SL: x, TP: y
  • Optional trendfilter, above/below ma200 on daily (prefered to code a turn on/off option)
  • If possible to use this MM system below: (prefered to code a turn on/off option for MM) else standard size 1 lot
  • Time filter, trade only between 090000 and 173000

  mm

  once os = 1 //ordersize - can be any number depending on account size. once osa = os once kax = 15 //15 once teilung = 2 //1.5 reducing the ordersize after winning trade //once zl=2 // 2 Ziellevel. Quadrant wird in zl Teile geteilt, je weniger, desto höher das Ziel //once mgr=60 // 40 Mindestgröße des Channels once ff = twice //2.5 increasing ordersize after losing trade. (for first 2 consecutive losses) once ff2 = third //1.2 times the size after the THIRD consecutive LOSS once ff3 = fourth //1.4 times the size after the FOURTH consecutive LOSS once ff4 = fifth //1.7 times the size after the FIFTH consecutive LOSS (beyond 5 losses, stop increasing) once maxcon = 50// defing the maximum ordersize once losses = 0 if strategyprofit>sp then // and if equity reaches maximum again. os = osa sp = strategyprofit endif start=0 endif if strategyprofit<strategyprofit[1] then // increasing ordersize when losing losses = losses + 1 IF losses <= 2 then os = os * ff elsif losses = 3 then os = os * ff2 elsif losses = 4 then os = os * ff3 elsif losses = 5 then os = os * ff4 endif //if os>maxcon then //os=maxcon //endif os = min(os,maxcon) endif start = 1 endif if strategyprofit>strategyprofit[1] then // decreasing ordersize when winning losses = 0 start = 1 os = 1 //teilung //if os<osa then //os=osa //endif os = max(osa,os) endif

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  once os      = 1   //ordersize - can be any number depending on account size. once osa     = os once kax     = 15  //15 once teilung = 2   //1.5 reducing the ordersize after winning trade //once zl=2  // 2 Ziellevel. Quadrant wird in zl Teile geteilt, je weniger, desto höher das Ziel //once mgr=60  // 40  Mindestgröße des Channels once ff      = twice   //2.5 increasing ordersize after losing trade. (for first 2 consecutive losses) once ff2     = third   //1.2 times the size after the THIRD consecutive LOSS once ff3     = fourth   //1.4 times the size after the FOURTH consecutive LOSS once ff4     = fifth   //1.7 times the size after the FIFTH consecutive LOSS  (beyond 5 losses, stop increasing) once maxcon  = 50// defing the maximum ordersize once losses  = 0   if strategyprofit>sp then  // and if equity reaches maximum again. os = osa sp = strategyprofit endif start=0 endif     if strategyprofit<strategyprofit[1] then // increasing ordersize when losing losses = losses + 1 IF losses <= 2 then os = os * ff elsif losses = 3 then os = os * ff2 elsif losses = 4 then os = os * ff3 elsif losses = 5 then os = os * ff4 endif //if os>maxcon then //os=maxcon //endif os = min(os,maxcon) endif start = 1 endif   if strategyprofit>strategyprofit[1] then // decreasing ordersize when winning losses = 0 start  = 1 os     = 1 //teilung //if os<osa then //os=osa //endif os    = max(osa,os) endif

   

  

  ullle73

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  01/01/2023 at 7:37 PM #206612
  robertogozzi

  You can use at most 6 different TFs in your code, so in your case you will have to drop 3 of those you mentionned, then duplicate the strategy and replace three TFs with the missing ones.

  I’ll code it asap.

  Which are the prefered 6 timeframes you want to start with?

   

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  ullle73

  

  robertogozzi

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  01/01/2023 at 8:33 PM #206621
  ullle73

  wow, thanks roberto!!! 😀

   

  go with monthly, weekly, daily, 1h, 15m and 5m

  

  ullle73

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  01/03/2023 at 11:55 AM #206720
  robertogozzi

  There you go:

  DEFPARAM CumulateOrders = False // Timeframe(Monthly,UpdateOnClose) BullishM = close > open BearishM = close < open // Timeframe(Weekly,UpdateOnClose) BullishW = close > open BearishW = close < open // Timeframe(Daily,UpdateOnClose) BullishD = close > open BearishD = close < open ma200 = average[200,0](close) // Timeframe(1h,UpdateOnClose) Bullish1H = close > open Bearish1H = close < open // Timeframe(15mn,UpdateOnClose) Bullish15 = close > open Bearish15 = close < open // Timeframe(5mn,UpdateOnClose) Bullish5 = close > open Bearish5 = close < open // Timeframe(default) // TimeCond = time >= 090000 AND time <= 173000 // // replace OR 0 with OR 1 to disable one or more conditions // LongCond = TimeCond OR 0 LongCond = LongCond AND BullishM OR 0 LongCond = LongCond AND BullishW OR 0 LongCond = LongCond AND BullishD OR 0 LongCond = LongCond AND Bullish1H OR 0 LongCond = LongCond AND Bullish15 OR 0 LongCond = LongCond AND Bullish5 OR 0 LongCond = LongCond AND close > ma200 OR 0 // ShortCond = TimeCond OR 0 ShortCond = ShortCond AND BearishM OR 0 ShortCond = ShortCond AND BearishW OR 0 ShortCond = ShortCond AND BearishD OR 0 ShortCond = ShortCond AND Bearish1H OR 0 ShortCond = ShortCond AND Bearish15 OR 0 ShortCond = ShortCond AND Bearish5 OR 0 ShortCond = ShortCond AND close < ma200 OR 0 // ONCE SL = 20 ONCE TP = SL * 6 // once os = 1 //ordersize - can be any number depending on account size. once osa = os once kax = 15 //15 once teilung = 2 //1.5 reducing the ordersize after winning trade //once zl=2 // 2 Ziellevel. Quadrant wird in zl Teile geteilt, je weniger, desto höher das Ziel //once mgr=60 // 40 Mindestgröße des Channels once ff = 2.5//twice //2.5 increasing ordersize after losing trade. (for first 2 consecutive losses) once ff2 = 1.2//third //1.2 times the size after the THIRD consecutive LOSS once ff3 = 1.4//fourth //1.4 times the size after the FOURTH consecutive LOSS once ff4 = 1.7//fifth //1.7 times the size after the FIFTH consecutive LOSS (beyond 5 losses, stop increasing) once maxcon = 50// defing the maximum ordersize once losses = 0 if strategyprofit>sp then // and if equity reaches maximum again. os = osa sp = strategyprofit endif start=0 if strategyprofit<strategyprofit[1] then // increasing ordersize when losing losses = losses + 1 IF losses <= 2 then os = os * ff elsif losses = 3 then os = os * ff2 elsif losses = 4 then os = os * ff3 elsif losses = 5 then os = os * ff4 endif //if os>maxcon then //os=maxcon //endif os = min(os,maxcon) endif start = 1 if strategyprofit>strategyprofit[1] then // decreasing ordersize when winning losses = 0 start = 1 os = 1 //teilung //if os<osa then //os=osa //endif os = max(osa,os) endif // IF LongCond AND Not OnMarket THEN //use Not LongOnMarket to Stop & Reverse BUY os CONTRACTS AT MARKET ENDIF IF ShortCond AND Not OnMarket THEN //use Not ShortOnMarket to Stop & Reverse SELLSHORT os CONTRACTS AT MARKET ENDIF // SET STOP pLOSS SL SET TARGET pPROFIT TP

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  DEFPARAM CumulateOrders = False // Timeframe(Monthly,UpdateOnClose) BullishM   = close > open BearishM   = close < open // Timeframe(Weekly,UpdateOnClose) BullishW   = close > open BearishW   = close < open // Timeframe(Daily,UpdateOnClose) BullishD   = close > open BearishD   = close < open ma200      = average[200,0](close) // Timeframe(1h,UpdateOnClose) Bullish1H  = close > open Bearish1H  = close < open // Timeframe(15mn,UpdateOnClose) Bullish15  = close > open Bearish15  = close < open // Timeframe(5mn,UpdateOnClose) Bullish5   = close > open Bearish5   = close < open // Timeframe(default) // TimeCond   = time >= 090000 AND time <= 173000 // // replace OR 0 with OR 1 to disable one or more conditions // LongCond   = TimeCond                    OR 0 LongCond   = LongCond  AND BullishM      OR 0 LongCond   = LongCond  AND BullishW      OR 0 LongCond   = LongCond  AND BullishD      OR 0 LongCond   = LongCond  AND Bullish1H     OR 0 LongCond   = LongCond  AND Bullish15     OR 0 LongCond   = LongCond  AND Bullish5      OR 0 LongCond   = LongCond  AND close > ma200 OR 0 // ShortCond  = TimeCond                    OR 0 ShortCond  = ShortCond AND BearishM      OR 0 ShortCond  = ShortCond AND BearishW      OR 0 ShortCond  = ShortCond AND BearishD      OR 0 ShortCond  = ShortCond AND Bearish1H     OR 0 ShortCond  = ShortCond AND Bearish15     OR 0 ShortCond  = ShortCond AND Bearish5      OR 0 ShortCond  = ShortCond AND close < ma200 OR 0 // ONCE SL    = 20 ONCE TP    = SL * 6 // once os      = 1   //ordersize - can be any number depending on account size. once osa     = os once kax     = 15  //15 once teilung = 2   //1.5 reducing the ordersize after winning trade //once zl=2  // 2 Ziellevel. Quadrant wird in zl Teile geteilt, je weniger, desto höher das Ziel //once mgr=60  // 40  Mindestgröße des Channels once ff      = 2.5//twice    //2.5 increasing ordersize after losing trade. (for first 2 consecutive losses) once ff2     = 1.2//third    //1.2 times the size after the THIRD consecutive LOSS once ff3     = 1.4//fourth   //1.4 times the size after the FOURTH consecutive LOSS once ff4     = 1.7//fifth    //1.7 times the size after the FIFTH consecutive LOSS  (beyond 5 losses, stop increasing) once maxcon  = 50// defing the maximum ordersize once losses  = 0   if strategyprofit>sp then  // and if equity reaches maximum again. os = osa sp = strategyprofit endif start=0   if strategyprofit<strategyprofit[1] then // increasing ordersize when losing losses = losses + 1 IF losses <= 2 then os = os * ff elsif losses = 3 then os = os * ff2 elsif losses = 4 then os = os * ff3 elsif losses = 5 then os = os * ff4 endif //if os>maxcon then //os=maxcon //endif os = min(os,maxcon) endif start = 1 if strategyprofit>strategyprofit[1] then // decreasing ordersize when winning losses = 0 start  = 1 os     = 1 //teilung //if os<osa then //os=osa //endif os    = max(osa,os) endif // IF LongCond  AND Not OnMarket THEN     //use    Not LongOnMarket  to Stop & Reverse BUY os CONTRACTS AT MARKET ENDIF IF ShortCond AND Not OnMarket THEN     //use    Not ShortOnMarket to Stop & Reverse SELLSHORT os CONTRACTS AT MARKET ENDIF // SET STOP   pLOSS   SL SET TARGET pPROFIT TP

  

  robertogozzi

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  01/03/2023 at 11:53 PM #206737
  ullle73

  Wow, perfect Roberto! thanks alot! 😀

   

  Could i ask for you to add two different entry criterias? option to activate or deactivate like you did with the different timeframs.

  Entry #1: when the lowest TF cross over/under ema5

  Entry #2: when rsi3 cross over 30/under 70

  

  ullle73

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  01/04/2023 at 12:46 PM #206765
  robertogozzi

  Timeframes cannot be used with options to enable/disable them. You have two choices:

  • disable the timeframe by adding two leading backslashes on that line
  • changing the value of the timeframe (say change DAILY to 4H, still leaving variables unchanged if you prefer).

  Entry #1 and #2 are to be both met on the lowest TF?

  The two new conditions are to be added or shall they replace the existing Bullish/Bearish condition?

   

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  robertogozzi

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  01/04/2023 at 7:39 PM #206802
  ullle73

  i see, but i can set 1 on long cond (line 36) to disable weekly bias right?

   

  when Monthly, Weekly, Daily, 1h, m15 and m5 are green, buy when rsi3 cross above 30 or price cross above ema5 on m5 TF

  reverse for shorts. 70 level for short on rsi.

   

  thanks roberto!!

  

  ullle73

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