Trading system with EMA, SAR and Stochastic

• 10/04/2017 at 3:01 PM #48200
  Henry

  A request that was addressed to ProRealTime:

  Dear Sir or Madame,

  I opened the account via the prorealtime homepage with IG Markets and would kindly like to ask for writing a code for trading system as follows:

  Parameter
  – Currency pair: AUD/USD (or other major pairs)
  – 3 Min Candle Chart
  – EMA 200
  – Parabolic SAR (using the standard setting)
  – Stochastic Indicator (13 ; 8 ; 3) / horizontal lines in the indicator are located at 25 (instead of 20) on the bottom and 75 (instead of 80) on the top
  – Trading Hours 08:05 o’clock German time until 15:25 o’clock German time and 15:35 o’clock until 21:45 o’clock

  Long Order

  • The current candle stick is trading above the EMA 200.
  • Parabolic SAR is plotting below the current candle (green for uptrend).
  • Stochastic is confirming the above with crossing upward (preferably the lines have crossed below the 25 horizontal line already)

  If the above conditions are all fulfilled, then:

  • Buy 0,1 Lot (mini-Lot) with the open of the next candlestick.
  • Stop-Loss is placed 2 pips below the Parabolic SAR.
  • Target is 10 pips (might be changed, just do not know which is the best target at the moment but I assume that amending the target should be possible without difficulties).
  • The Stop-Loss is a trailing stop which should be plotted always two pips below the Parabolic SAR.
  • Position is closed when the price reaches the target or the stop loss.

   

  Short Order

  • The current candle stick is trading below the EMA 200.
  • Parabolic SAR is plotting above the current candle (red for downtrend).
  • Stochastic is confirming the above with crossing downward (preferably the lines have crossed above the 75 horizontal line already)

  If the above conditions are all fulfilled, then:

  • Sell 0,1 Lot (mini-Lot) with the open of the next candlestick.
  • Stop-Loss is placed 2 pips above the Parabolic SAR.
  • Target is 10 pips (might be changed, just do not know which is the best target at the moment but I assume that amending the target should be possible without difficulties).The Stop-Loss is a trailing stop which should be plotted always two pips above the Parabolic SAR.
  • Position is closed when the price reaches the target or the stop loss.

  Trust the above is understandable. If you have any questions please contact me.

  Thank you very much in advance and look forward to hearing from you.

   

  Suggestion for an anwser:

   

  ParabolicSAR=SAR[0.02,0.02,0.2] EMA200=ExponentialAverage[200](close) mystoch=Stochastic[13,8](close) tradingtime=(time >= 080500 and time <152500) or (time >=153500 and time < 214500) c1=close > EMA200 c2=close > ParabolicSAR c3=mystoch crosses over 75 if not longonmarket and tradingtime and c1 and c2 and c3 then buy 0.1 share at market sell at ParabolicSAR-2*pointsize stop set target pprofit 10 endif if longonmarket then sell at ParabolicSAR-2*pointsize stop endif c4=close < EMA200 c5=close < ParabolicSAR c6=mystoch crosses under 75 if not shortonmarket and tradingtime and c4 and c5 and c6 then sellshort 0.1 share at market exitshort at ParabolicSAR+2*pointsize stop set target pprofit 10 endif if shortonmarket then exitshort at ParabolicSAR+2*pointsize stop endif if not tradingtime then sell at market exitshort at market endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38

  ParabolicSAR=SAR[0.02,0.02,0.2] EMA200=ExponentialAverage[200](close) mystoch=Stochastic[13,8](close)   tradingtime=(time >= 080500 and time <152500) or (time >=153500 and time < 214500)   c1=close > EMA200 c2=close > ParabolicSAR c3=mystoch crosses over 75   if not longonmarket and tradingtime and c1 and c2 and c3 then buy 0.1 share at market sell at ParabolicSAR-2*pointsize stop set target pprofit 10 endif   if longonmarket then sell at ParabolicSAR-2*pointsize stop endif   c4=close < EMA200 c5=close < ParabolicSAR c6=mystoch crosses under 75   if not shortonmarket and tradingtime and c4 and c5 and c6 then sellshort 0.1 share at market exitshort at ParabolicSAR+2*pointsize stop set target pprofit 10 endif   if shortonmarket then exitshort at ParabolicSAR+2*pointsize stop endif   if not tradingtime then sell at market exitshort at market endif

   

  

  Henry

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  02/21/2018 at 1:08 AM #63335
  Meta Signals Pro

  Bonjour,

  Ce système ne semble pas marcher chez moi sur les actions :

  > que faudrait-il changer (désolé mes connaissances de programmation sont réduites) !

  Merci d’avance !!

  Chris

  

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  02/21/2018 at 5:56 AM #63336
  Leo

  I think is missing the stochastic lines crossing.

  Cross over in the last 5 bars:

   

  StochD=Average[Pd](myStoch) Cx= myStoch crosses over StochD Cx1= highest[5](Cx)=1

  1 2 3

  StochD=Average[Pd](myStoch) Cx= myStoch crosses over StochD Cx1= highest[5](Cx)=1

   

  

  Leo

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  02/21/2018 at 10:29 AM #63360
  robertogozzi

  Leo wrote:

  I think is missing the stochastic lines crossing. Cross over in the last 5 bars:

  StochD=Average[Pd](myStoch)<br /> Cx= myStoch crosses over StochD<br /> Cx1= highest[5](Cx)=1

  1 2 3

  StochD=Average[Pd](myStoch) Cx= myStoch crosses over StochD Cx1= highest[5](Cx)=1

  Line 3 should read

  Cx1= summation[5](Cx)

  1	Cx1= summation[5](Cx)

   

   

  

  robertogozzi

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  02/22/2018 at 3:03 PM #63526
  Meta Signals Pro

  Hi Roberto,

  Thanks for your answer ; so what would be the full code to deal with stocks ?

  BTW, do you know how to set a timeframe for backtest ?

  Best,

  Chris

  

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  02/22/2018 at 3:56 PM #63539
  robertogozzi

  Here is the full code:

  ParabolicSAR=SAR[0.02,0.02,0.2] EMA200=ExponentialAverage[200](close) mystoch=Stochastic[13,8](close) tradingtime=(time >= 080500 and time <152500) or (time >=153500 and time < 214500) c1=close > EMA200 c2=close > ParabolicSAR c3=mystoch crosses over 75 StochD=Average[Pd](myStoch) Cx = myStoch crosses over StochD Cx1= summation[5](Cx) Cy = myStoch crosses under StochD Cy1= summation[5](Cy) if not longonmarket and tradingtime and c1 and c2 and c3 and Cx1 then buy 0.1 share at market sell at ParabolicSAR-2*pointsize stop set target pprofit 10 endif if longonmarket then sell at ParabolicSAR-2*pointsize stop endif c4=close < EMA200 c5=close < ParabolicSAR c6=mystoch crosses under 75 if not shortonmarket and tradingtime and c4 and c5 and c6 and Cy1 then sellshort 0.1 share at market exitshort at ParabolicSAR+2*pointsize stop set target pprofit 10 endif if shortonmarket then exitshort at ParabolicSAR+2*pointsize stop endif if not tradingtime then sell at market exitshort at market endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44

  ParabolicSAR=SAR[0.02,0.02,0.2] EMA200=ExponentialAverage[200](close) mystoch=Stochastic[13,8](close) tradingtime=(time >= 080500 and time <152500) or (time >=153500 and time < 214500) c1=close > EMA200 c2=close > ParabolicSAR c3=mystoch crosses over 75   StochD=Average[Pd](myStoch) Cx = myStoch crosses over StochD Cx1= summation[5](Cx) Cy = myStoch crosses under StochD Cy1= summation[5](Cy)   if not longonmarket and tradingtime and c1 and c2 and c3 and Cx1 then    buy 0.1 share at market    sell at ParabolicSAR-2*pointsize stop    set target pprofit 10 endif if longonmarket then    sell at ParabolicSAR-2*pointsize stop endif c4=close < EMA200 c5=close < ParabolicSAR c6=mystoch crosses under 75 if not shortonmarket and tradingtime and c4 and c5 and c6 and Cy1 then    sellshort 0.1 share at market    exitshort at ParabolicSAR+2*pointsize stop    set target pprofit 10 endif if shortonmarket then    exitshort at ParabolicSAR+2*pointsize stop endif if not tradingtime then    sell at market    exitshort at market endif

  When a backtest is launched it uses the current TF on the chart, just change it.

   

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  robertogozzi

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  02/22/2018 at 4:36 PM #63550
  Meta Signals Pro

  Thanks Roberto for the code and your answer 😉 (I don’t get it; apprently the Trading Systems I tried keep taking M5 for the backtest even if I am on the daily time frame ..;

  I would be interested in your advice for the best automatic trading system you have used on stocks !!

  I am struggling to find one profitable ;

  Are you using this ATS ?

  Best,

  Chris

  

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  02/22/2018 at 4:42 PM #63555
  robertogozzi

  Sorry, I don’t trade stocks!

  I use ATS only on demo accounts and just a few FX pairs + DAX.

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  robertogozzi

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  02/22/2018 at 4:44 PM #63556
  Meta Signals Pro

  Roberto,

  Here is what it returns ; what do I need to do ? Thanks !

  

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  02/22/2018 at 5:13 PM #63558
  robertogozzi

  Leo wrote that line of code assuming you know what to write within brackets, i.e. the number of periods for the Average to be used with Stochastic. Just replace PD with your desidered value. This line of code is with number 3:

  StochD=Average[3](myStoch)

  1	StochD=Average[3](myStoch)

   

  

  robertogozzi

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  02/22/2018 at 5:37 PM #63560
  Meta Signals Pro

  Hi Roberto,

  Still not working sorry; would you mind checking is in PRT yourself when you have 5 mn?

  Thanks ;

  Chris

  

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  02/22/2018 at 5:44 PM #63562
  robertogozzi

  On which instrument and TF are you testing it?

   

  

  robertogozzi

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  02/23/2018 at 12:30 AM #63601
  GraHal

  Results attached  …

  1st image with Pd at 42 – eurusd over 1ok bars on spreadbet @ £1 per point (= mini CFD).

  2nd image with Pd at 16 – Dow / DJI then same as above.

  Looks promising!?

  

  GraHal

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  02/23/2018 at 1:30 PM #63667
  Leo

  Hi,

  There is an error in condition  c3 : it should be crossing value 25.

  Hi Grahal, what is the background when you take the value Pd so high? I have never seen that. Sound interesting.

   

  

  Leo

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  02/23/2018 at 10:50 PM #63759
  Leo

  Hi GraHal,

  Thanks to your comment, it sparks an idea to me ,I posted in a new forum

  https://www.prorealcode.com/topic/pseudostochastic-trade/

   

  

  Leo

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