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Trend surfer DAX modified

irioton · 2018-03-19T11:46:04+00:00

Hi guys ! This is the first system I post here. I made my own version of Reiners Trend surfer DAX, whith Nicolas´ TDI indicator and my own parameters but the backtest doesn´t work, I think it might be because of the trailing stop and take profit which are variables (a and b in the code) that I want to optimize because this will be how I exit the trades, no exit on signal, just sl/tp. The message just says “an error occured” but doesn´t say where or why. Here´s the code : // Trend Surfer DAX Modified // code-Parameter DEFPARAM FlatAfter = 173000 DEFPARAM FlatBefore = 093000 // DAX trading window ONCE BuyTimeMorning = 093000 ONCE SellTimeMorning = 110000 ONCE BuyTimeAfternoon = 130000 ONCE SellTimeAfternoon = 170000 ONCE lengthRSI = 13 ONCE lengthband = 34 ONCE lengthrsipl = 3 ONCE lengthtradesl = 7 ONCE lineup = 68 ONCE linemid = 50 ONCE linedown = 32 // trading parameter ONCE PositionSize = 1 ONCE sl = a ONCE tp = b*sl // emergency stop IF STRATEGYPROFIT = BuyTimeMorning AND Time = BuyTimeAfternoon AND Time <= SellTimeAfternoon) THEN // calculate TDI indicator r = rsi[lengthrsi](close) ma = average[lengthband](r) offs = (1.6185 * std[lengthband](r)) blueup = ma+offs bluedn = ma-offs jaune = (blueup+bluedn)/2 vert = average[lengthrsipl](r) rouge = average[lengthtradesl](r) // open position // long IF Not ONMARKET AND rouge linemid AND vert CROSSES OVER rouge THEN BUY PositionSize CONTRACT AT MARKET ENDIF IF Not ONMARKET AND rouge CROSSES OVER jaune THEN BUY PositionSize CONTRACT AT MARKET ENDIF // short IF Not ONMARKET AND rouge>blueup AND vert CROSSES UNDER rouge OR rouge>lineup AND vert CROSSES UNDER rouge THEN SELL PositionSize CONTRACT AT MARKET ENDIF IF Not ONMARKET AND rouge<linemid AND vert CROSSES UNDER rouge THEN SELL PositionSize CONTRACT AT MARKET ENDIF IF Not ONMARKET AND rouge CROSSES UNDER jaune THEN SELL PositionSize CONTRACT AT MARKET ENDIF // stop and profit SET STOP pTRAILING sl SET TARGET pPROFIT tp ENDIF can someone help please ?

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Trend surfer DAX modified

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04/17/2018 at 1:51 AM #68549 quote
irioton
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I FOUND IT ! (2 a.m., but still…)

THIS F***ING LINE :
```
// position management during trading window
IF (Time >= BuyTimeMorning AND Time <= SellTimeAfternoon) THEN
```
has to go AFTER all the conditions, and everything will go back to normal.

Now system is a looser, but I can work on it and rest in peace 🙂

GraHal thanked this post
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Trend surfer DAX modified

ProOrder: Automated Strategies & Backtesting

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irioton @irioton Participant

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This topic contains 45 replies,
has 6 voices, and was last updated by irioton
8 years, 5 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/19/2018
Status:	Active
Attachments:	27 files

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Trend surfer DAX modified

Stuck on this ProBuilder code?

Trend surfer DAX modified ProOrder: Automated Strategies & Backtesting

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Trend surfer DAX modified

ProOrder: Automated Strategies & Backtesting