Timebased Strategies. Monday morning, in the Dax

• 05/22/2019 at 9:10 AM #98848
  bluetime6

  There are anomalies, you can fix them in time, here’s one of them.

  // Timebased Strategies // created by JohnScher // europe, berlin-time TradingDay = Opendayofweek = 1 TradingTime = time = 080000 position = 1 // maincode If TradingDay and TradingTime then IF Exponentialaverage [1] (close) < Exponentialaverage [100] (close) and close < close [10]  Then buy position contracts at market Endif Endif IF Longonmarket and barindex - tradeindex = 2  Then sell at market Endif // sl tp more than 1  per cent pls // that´s all

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  // Timebased Strategies // created by JohnScher // europe, berlin-time   TradingDay = Opendayofweek = 1 TradingTime = time = 080000 position = 1   // maincode If TradingDay and TradingTime then IF Exponentialaverage [1] (close) < Exponentialaverage [100] (close) and close < close [10]  Then buy position contracts at market Endif Endif   IF Longonmarket and barindex - tradeindex = 2  Then sell at market Endif   // sl tp more than 1  per cent pls // that´s all

   

  

  bluetime6

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  05/22/2019 at 2:27 PM #99171
  Vonasi

  bluetime6– Please use the ‘Insert PRT Code’ button when putting code in your posts as it makes it easier for everyone else to read. I have tidied up your post for you! 🙂

  

  Vonasi

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  05/22/2019 at 5:34 PM #99196
  Nicolas

  What anomalies are you talking about please?

  1 user thanked author for this post.

  bluetime6

  

  Nicolas

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  05/22/2019 at 5:41 PM #99197
  robertogozzi

  Anomaly:

  Exponentialaverage [1](close)

  1	Exponentialaverage [1](close)

  CLOSE is more concise.

   

  

  robertogozzi

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  06/09/2019 at 7:23 AM #100240
  bluetime6

  I mean anomalies like gold on Friday afternoon. Gold falls and rises as it pleases. Nowhere a constancy. Except on Friday afternoon, when it usually rises. Compare here: https://www.prorealcode.com/prorealtime-trading-strategies/xauusd-gold-trading-strategy-friday/
  The ordinary is therefore a-normal.

  And a similar thing happens on Monday morning in the Dax. It usually rises, especially if it is below stronger moving averages and/or closing prices.

  Monday moring dax

  // Timebased Strategies // created by JohnScher // europe, berlin-time TradingDay = Opendayofweek = 1 TradingTime = time = 080000 position = 1 // maincode If TradingDay and TradingTime then IF Exponentialaverage [1] (close) < Exponentialaverage [100] (close) and close < close [10] Then buy position contracts at market Endif Endif IF Longonmarket and barindex - tradeindex = 2 Then sell at market Endif // sl tp more than 1 per cent pls // that´s all

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21

  // Timebased Strategies // created by JohnScher // europe, berlin-time TradingDay = Opendayofweek = 1 TradingTime = time = 080000 position = 1 // maincode If TradingDay and TradingTime then IF Exponentialaverage [1] (close) < Exponentialaverage [100] (close) and close < close [10]  Then buy position contracts at market Endif Endif IF Longonmarket and barindex - tradeindex = 2  Then sell at market Endif // sl tp more than 1  per cent pls // that´s all

   

  There are still more of these anomalies that one can fix in a temporal relation. Also in the Dax. So my question is whether someone has observed something similar, if so in which index or forex and which time periods?

   

  kind regards

  

  bluetime6

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  06/09/2019 at 7:28 AM #100241
  bluetime6

  addendum
  The code is for 1H.

  The exit can also be written like this

  Exit also in this way

  IF Longonmarket and time = 110000 Then sell at market Endif

  1 2 3

  IF Longonmarket and time = 110000 Then sell at market Endif

   

  

  bluetime6

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  06/09/2019 at 8:22 AM #100244
  stefou102

  It’s not anomalies, it’s just that each asset has its own time cycles. Historically Best period for index is more or less from november to january for exemple. And during the day, there are also cycle, for the dax 9h-11h30, 11h30-15h30, 15h30-16h, 16h-17h30…don’t forget also that most important statistics or meetings are scheduled at fixed days of the week (like fed/bce meetings, non farm payroll etc)

  

  stefou102

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