Trend surfer DAX modified

• 03/21/2018 at 6:51 PM #66011
  irioton

  I tried this :

  if close[val]>0 and close[val]<close[val[1]] and close[val[1]]>0 and close[val[1]]>close[val[2]] then IF LONGONMARKET THEN SELL 1 SHARES AT MARKET SELLSHORT 1 SHARES AT MARKET ELSE SELLSHORT 1 SHARES AT MARKET ENDIF ENDIF if close[val]<0 and close[val]>close[val[1]] and close[val[1]]<0 and close[val[1]]<close[val[2]]then IF SHORTONMARKET THEN EXITSHORT 1 SHARES AT MARKET BUY 1 SHARES AT MARKET ELSE BUY 1 SHARES AT MARKET ENDIF ENDIF

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  if close[val]>0 and close[val]<close[val[1]] and close[val[1]]>0 and close[val[1]]>close[val[2]] then IF LONGONMARKET THEN SELL 1 SHARES AT MARKET SELLSHORT 1 SHARES AT MARKET ELSE SELLSHORT 1 SHARES AT MARKET ENDIF ENDIF     if close[val]<0 and close[val]>close[val[1]] and close[val[1]]<0 and close[val[1]]<close[val[2]]then IF SHORTONMARKET THEN EXITSHORT 1 SHARES AT MARKET BUY 1 SHARES AT MARKET ELSE BUY 1 SHARES AT MARKET   ENDIF ENDIF

  but still doesn’t work…

  

  irioton

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  03/21/2018 at 7:29 PM #66012
  GraHal

  How about below, also try including volume also?

  if Close > average[200](close) AND close[val]<0 and close[val]>close[val[1]] and close[val[1]]<0 and close[val[1

  1	if Close > average[200](close) AND close[val]<0 and close[val]>close[val[1]] and close[val[1]]<0 and close[val[1

   

   

  

  GraHal

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  03/21/2018 at 9:14 PM #66016
  irioton

  Ok, I finally made it work my way, then I added your code (+5% win ratio), then I added volume, it didn’t change much, same thing for volatility.

  I’ve got good %win ratio but awful win/loss ratio, any idea how to improve this ?

  

  irioton

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  03/21/2018 at 10:12 PM #66022
  GraHal

  What about adding a momentum indicator, e.g. Chande Momentum Index or similar; RSI maybe??

  

  GraHal

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  03/22/2018 at 4:33 AM #66039
  irioton

  OK, eventually I filtered it with supertrend extended (see attached), looks better now, I’ll try to push it.

  Here’s the code :

  a = 89 (sl)

  b = 28 (tp)

  c = 20

  d = 1

  // Trend Surfer DAX Modified DEFPARAM CumulateOrders = False // code-Parameter DEFPARAM FlatBefore = 080500 DEFPARAM FlatAfter = 180000 // DAX trading window ONCE BuyTimeMorning = 080500 //ONCE SellTimeMorning = 110000 //ONCE BuyTimeAfternoon = 130000 ONCE SellTimeAfternoon = 173000 // trading parameter ONCE sl = a ONCE tp = b ONCE lengthKC=20 // position management during trading window IF (Time >= BuyTimeMorning AND Time <= SellTimeAfternoon) THEN value = (Highest[lengthKC](high)+Lowest[lengthKC](low)+average[lengthKC](close))/3 val = linearregression[lengthKC](close-value) indicator1, ignored = CALL "PRC_SuperTrend Extended"[2.236, 66, 1, 10] ignored, indicator2 = CALL "PRC_SuperTrend Extended"[2.236, 66, 1, 10] c1 = (indicator1 < indicator2) c2 = (indicator1 > indicator2) if val>0 and val[1]>0 and val[2]>0 and val<val[1] and val[1]>val[2] and c2 then IF LONGONMARKET THEN SELL 1 SHARES AT MARKET SELLSHORT 1 SHARES AT MARKET ELSE SELLSHORT 1 SHARES AT MARKET ENDIF ENDIF if val<0 and val[1]<0 and val[2]<0 and val>val[1] and val[1]<val[2] and c1 then IF SHORTONMARKET THEN EXITSHORT 1 SHARES AT MARKET BUY 1 SHARES AT MARKET ELSE BUY 1 SHARES AT MARKET ENDIF ENDIF StopdistanceBreakeven = c NormalStop = sl nb = barindex - tradeindex minprice = lowest[nb + 1](Low) maxprice = highest[nb + 1](High) If longonmarket then If maxprice >= positionprice + StopdistanceBreakeven then sell at (positionprice + 1 ) stop else sell at positionprice - NormalStop stop endif endif If shortonmarket then If minprice <= positionprice - StopdistanceBreakeven then exitshort at (positionprice - 1) stop else exitshort at positionprice + NormalStop stop endif endif // stop and profit //SET STOP pLOSS sl SET TARGET pPROFIT tp ENDIF

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  // Trend Surfer DAX Modified DEFPARAM CumulateOrders = False   // code-Parameter DEFPARAM FlatBefore = 080500 DEFPARAM FlatAfter = 180000   // DAX trading window ONCE BuyTimeMorning = 080500 //ONCE SellTimeMorning = 110000 //ONCE BuyTimeAfternoon = 130000 ONCE SellTimeAfternoon = 173000   // trading parameter ONCE sl = a ONCE tp = b ONCE lengthKC=20   // position management during trading window IF (Time >= BuyTimeMorning AND Time <= SellTimeAfternoon) THEN   value = (Highest[lengthKC](high)+Lowest[lengthKC](low)+average[lengthKC](close))/3 val = linearregression[lengthKC](close-value) indicator1, ignored = CALL "PRC_SuperTrend Extended"[2.236, 66, 1, 10] ignored, indicator2 = CALL "PRC_SuperTrend Extended"[2.236, 66, 1, 10] c1 = (indicator1 < indicator2) c2 = (indicator1 > indicator2)   if val>0 and val[1]>0 and val[2]>0 and val<val[1] and val[1]>val[2] and c2 then IF LONGONMARKET THEN SELL 1 SHARES AT MARKET SELLSHORT 1 SHARES AT MARKET ELSE SELLSHORT 1 SHARES AT MARKET ENDIF ENDIF if val<0 and val[1]<0 and val[2]<0 and val>val[1] and val[1]<val[2] and c1 then   IF SHORTONMARKET THEN EXITSHORT 1 SHARES AT MARKET BUY 1 SHARES AT MARKET ELSE BUY 1 SHARES AT MARKET ENDIF ENDIF   StopdistanceBreakeven = c NormalStop = sl   nb = barindex - tradeindex minprice = lowest[nb + 1](Low) maxprice = highest[nb + 1](High)   If longonmarket then If maxprice >= positionprice + StopdistanceBreakeven then sell at (positionprice + 1 ) stop else sell at positionprice - NormalStop stop endif endif   If shortonmarket then If minprice <= positionprice - StopdistanceBreakeven then exitshort at (positionprice - 1) stop else exitshort at positionprice + NormalStop stop endif endif // stop and profit //SET STOP pLOSS sl SET TARGET pPROFIT tp ENDIF

   

  chears !

  

  irioton

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  03/22/2018 at 4:54 AM #66041
  irioton

  i just saw that i tested it on 10 000 bars, its still good thow, but not so good…

  

  irioton

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  03/22/2018 at 5:41 AM #66042
  irioton

  Again, it doesn’t do what I want, which also means it can be even more profitable.

  See picture attached, any suggestions are welcome.

  

  irioton

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  03/22/2018 at 12:17 PM #66078
  irioton

  I cooked another one that seems to work : ut 2min, trades on TDI overbought/oversold.

  Neutral trades are in fact winners of 1 pip (spread + 1)

  1 user thanked author for this post.

  GraHal

  

  irioton

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  03/23/2018 at 4:57 PM #66190
  irioton

  Here is an other one, much more profitable, based on moving avegerage 50 and 500 (optimized) crossing.

  Sometimes, the simpler, the better. I can’t go back further 3 months thow…

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  GraHal, Nicolas

  

  irioton

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  03/23/2018 at 7:48 PM #66209
  irioton

  Even better if we make it swinng trading.

  1 user thanked author for this post.

  GraHal

  

  irioton

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  04/02/2018 at 6:36 PM #66942
  irioton

  Hi again !

  I’m trying to make some tweaks on the last code I posted, but I need help…

  I took nicolas’ trailing code here https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/

  I’m keeping the break even part, but I want the trailing step to be the last high or low (if we go short or long) of “n” or “m” periods (n and m being different for long or short and to be optimized).

  here’s what I changed, but it doesn’t seem to work :

  trailing highs/lows

  trailingstart = 39 clow = tradeprice - (lowest[m](low)) chigh= (highest[n](high))-tradeprice //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+clow*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=clow*pipsize THEN newSL = newSL+clow*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-chigh*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=chigh*pipsize THEN newSL = newSL-chigh*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************ GRAPH newSL as "trailing"

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  trailingstart = 39 clow = tradeprice - (lowest[m](low)) chigh= (highest[n](high))-tradeprice //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+clow*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=clow*pipsize THEN newSL = newSL+clow*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-chigh*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=chigh*pipsize THEN newSL = newSL-chigh*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************ GRAPH newSL as "trailing"

   

  

  irioton

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  04/02/2018 at 6:56 PM #66946
  irioton

  It is defined to 39, I missed it when I copied/pasted the code, I edited the post to correct that, sorry

  

  irioton

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  04/02/2018 at 7:12 PM #66948
  GraHal

  Aha I thought my eyes were deceiving me so I nipped in and deleted my comment re the Trailingstart! 🙂 🙂

  Have you use GRAPH to see what the value of tradeprice – (lowest[m](low)) is?  Because if it is > Trailing start then it wouldn’t work anyway??

  

  GraHal

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  04/02/2018 at 7:49 PM #66950
  irioton

  ok I am going to look closer, I ‘ll report back when I shall find the error.

  Meanwhile, I added pyramiding code I founded in nicolas’ advanced training videos,

  I tweaked it so that position size increases also after a win (and not just deacreases after a loss).

  Win/loss ratio jumped from 4,73 to 5,71.

  here’s the code to put at the begining :

  pyramiding

  taille=1 for i = 1 to 2 do if positionperf(i)<0 then taille=taille-1 else if taille<5 then taille=taille+1 endif endif next

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  taille=1 for i = 1 to 2 do if positionperf(i)<0 then taille=taille-1 else if taille<5 then taille=taille+1 endif endif next

   

  

  irioton

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  04/02/2018 at 8:14 PM #66951
  GraHal

  Please could you put your latest full code on here and then I can see if I can offer any improvements, but doubt I will as you are doing great on your own … your code has done me well today!

  Thank You
  GraHal

  

  GraHal

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