Translation of EasyLanguage code

This topic has 29 replies, 4 voices, and was last updated 6 years ago by Vonasi.

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07/14/2018 at 8:07 AM #75948

Mags67

Hi guys!

I like to share a new code with you in ProRealCode, but I cannot translate it from EasyLanguage. It’s a breakout system for shorter timeframes on the Dow, meant to be flexible in inputs and variables, but the main code comes here in a txt-file. Anyone who can help?

Cheers!

Mags67

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07/14/2018 at 9:34 AM #75952

Vonasi

Please do not double post. I have deleted your identical post in the other older topic.

Vonasi

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07/14/2018 at 8:53 PM #76016

Mags67

Vonasi, thanks for your advise on protocol here on this forum! Can you offer some practical help as well?

Mags67

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07/14/2018 at 9:27 PM #76021

Vonasi

Mags67 wrote:

Can you offer some practical help as well?

I’m afraid that I have zero knowledge of EasyLanguage but hopefully someone else may be able to help you. It is the summer holiday season so the forums are a little quiet at the moment so you may need to allow a little extra time before finding your answer.

Vonasi

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08/15/2018 at 10:37 PM #78326

Mags67

Any EasyLanguage gurus out there?!

Mags67

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08/16/2018 at 3:11 PM #78392

Nicolas

This is the translation into ProOrder code format. Because I have no comparison possible, I don’t know if the results match correctly from the original version, so please be careful with the code..

defparam cumulateorders=false
//Main Timeframe: 15-minute (EXCHANGE TIME) Second Timeframe: DAILY 
//{Strategy inputs}
//inputs:
myFraction=4.7
N1higher=10
N2higher=16
N1main=4
EntryCond1long=1 //(0=false ; 1=true)
EntryCond2long=1 //(0=false ; 1=true)

//{StopLoss}
//Input:
sl=700

if onmarket then
alreadytraded=1
endif
if intradaybarindex=0 then
alreadytraded=0
endif

//Point Of Initiation
TodaysOpen = DOpen(0)

//For the calculation of the space
ATR = AverageTrueRange[40]

//The BreakoutLevel (POI + space)
myBreakoutLong = TodaysOpen + ( myFraction * ATR )

//higher timeframe filter condition (DAILY)
EntryCond1long = 0.1 * (Dclose(0) - DHigh(N1higher)) < N2higher

//main timeframe filter condition (15 minute)
EntryCond2long = dClose(1) - Lowest[N1main](high) < ATR

//Position size condition
if dclose(1) < dopen(1) then
value1 = 2
Else
Value1 = 1
endif
//Entry Condition 
if not onmarket and EntryCond1long and EntryCond2long  and not alreadytraded then
buy value1 contracts at myBreakoutLong stop
endif
//Exit Condition 
If time = 150000 then
sell at market
endif

//stopLoss
set stop ploss (sl)

defparam cumulateorders=false

//Main Timeframe: 15-minute (EXCHANGE TIME) Second Timeframe: DAILY 

//{Strategy inputs}

//inputs:

myFraction=4.7

N1higher=10

N2higher=16

N1main=4

EntryCond1long=1 //(0=false ; 1=true)

EntryCond2long=1 //(0=false ; 1=true)

//{StopLoss}

//Input:

sl=700

if onmarket then

alreadytraded=1

endif

if intradaybarindex=0 then

alreadytraded=0

endif

//Point Of Initiation

TodaysOpen = DOpen(0)

//For the calculation of the space

ATR = AverageTrueRange[40]

//The BreakoutLevel (POI + space)

myBreakoutLong = TodaysOpen + ( myFraction * ATR )

//higher timeframe filter condition (DAILY)

EntryCond1long = 0.1 * (Dclose(0) - DHigh(N1higher)) < N2higher

//main timeframe filter condition (15 minute)

EntryCond2long = dClose(1) - Lowest[N1main](high) < ATR

//Position size condition

if dclose(1) < dopen(1) then

value1 = 2

Else

Value1 = 1

endif

//Entry Condition 

if not onmarket and EntryCond1long and EntryCond2long and not alreadytraded then

buy value1 contracts at myBreakoutLong stop

endif

//Exit Condition 

If time = 150000 then

sell at market

endif

//stopLoss

set stop ploss (sl)

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GraHal

Nicolas

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08/20/2018 at 9:15 AM #78627

GraHal

Thank you @Mags67 for finding and @Nicolas for coding … this could be a winner?

I deleted the time exit (Line 49) and added TP to get a quick feel for potential and the results look good!?

Anybody able to add a short strategy (following same logic as Long?) to this code please?

SET TARGET PPROFIT 90
set stop ploss 130

1 2	SET TARGET PPROFIT 90 set stop ploss 130

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Nicolas

GraHal

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08/20/2018 at 9:25 AM #78631

Nicolas

Thanks for beta testing every code posted and to give feedback, you always make a valuable work by doing this GraHal!

I feel that the main logic of the strategy was made to long only the DOW. In the original code, it was also meant to be traded on a 15-minute timeframe. Maybe @Mags67 could tell us a bit more about it?

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GraHal

Nicolas

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08/20/2018 at 4:14 PM #78662

Mags67

Thank you so much @Nicolas and GraHal for your help!

You are right Nicolas, this system have been trading live with good result on a 15m timeframe and long only. However, a short only version would be great. With your translation above I’ll try to build it myself!

Mags67

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08/20/2018 at 4:35 PM #78669

Vonasi

This is what I get if I run Nicolas’s version on the DJI 15 minute:

I’m not sure if that is what you call ‘good results’!

Vonasi

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08/20/2018 at 4:45 PM #78674

Nicolas

@Vonasi, I think that the inputs are optimized on a particular instrument and the original one could be not the same as the CFD you have tried. But it is only supposition, only @Mags67 could tell us! 🙂

Nicolas

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08/20/2018 at 5:48 PM #78678

GraHal

It does say DJI in the .txt file in Mags original post.

I noted the (poor) results at 15 mins and that’s why I went for 5 mins.

I did not change at all any of the variables from Nicolas code apart from TP and SL and getting rid of the exit at 15:00 … as I couldn’t see any logic in exit at 15:00 (21:00 maybe?) but I could have missed some finer point in the code? 🙂

GraHal

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08/20/2018 at 6:53 PM #78679

Vonasi

Getting rid of the timed exit is sensible (I think everyone knows my feelings on using time as the reason to exit trade!) bit I fear GraHal that you may just have tuned (curve fitted) your TP and SL to recent market activity. What do the results look like if you adjust them a little each way?

Vonasi

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08/20/2018 at 6:59 PM #78680

GraHal

Vonasi wrote:

What do the results look like if you adjust them a little each way?

It looked good for values either side of what I chose. Do you (or anybody) have 200k bars you can test on??

I have two versions on Demo Fwd Test with different values for TB and SL … I’ll report back on here how it goes.

Hopefully @Mags67 will be back with a short version by then.

GraHal

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08/20/2018 at 7:08 PM #78681

GraHal

Vonasi wrote:

What do the results look like if you adjust them a little each way?

It looked good for plenty of values either side of what I chose.

Do you (or anybody) have 200k bars you can test on??

I have two versions on Demo Fwd Test with different values for TB and SL … I’ll report back on here how it goes.

Hopefully @Mags67 will be back with a short version by then.

GraHal

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Topics: 219

Replies: 8989

Been thanked: 2278 times

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