Trend surfer DAX modified

irioton · Mon, 19 Mar 2018 11:46:04 +0000

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 <-500 THEN QUIT ENDIF // position management during trading window IF (Time >= BuyTimeMorning AND Time <= SellTimeMorning) OR (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<bluedn AND vert CROSSES OVER rouge OR rouge<linedown AND vert CROSSES OVER rouge THEN BUY PositionSize CONTRACT AT MARKET ENDIF 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 ?

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

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04/17/2018 at 1:51 AM #68549

irioton

I FOUND IT ! (2 a.m., but still…)

THIS F***ING LINE :

// position management during trading window IF (Time >= BuyTimeMorning AND Time <= SellTimeAfternoon) THEN

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// 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 🙂

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GraHal

irioton
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Trend surfer DAX modified

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