Trendfollower EUR/USD 5M

Viewing 6 posts - 1 through 6 (of 6 total)
  • Author
    Posts
  • 05/19/2017 at 9:30 AM #36069 quote
    GraHal
    Participant
    Master

    I’ve started this thread for help / discussions around the Strategy link below …

    https://www.prorealcode.com/prorealtime-trading-strategies/trendfollower-eurusd-5m/

    I don’t get anything like the results shown on the link above, anybody offer any reason why or any thoughts at all please?

    Attached are results I get with the three versions shown on the link above.

    I’ve changed times to suit my Platform (from UTC+2 to UTC+1).

    It’s got to be something simple I’m missing surely?

    Many Thanks
    GraHal

    Trend5M.jpg Trend5M.jpg
    06/16/2017 at 3:35 PM #38456 quote
    imokdesign
    Participant
    Senior

    I felt the need to implement a Moneymanagement-System. Because I cant Prog this by myself, I took Kasper’s reinvestment version Code from “ALE’s Fractals breakout intraday Strategy EUR/USD 1H” and ty to implement it. Mayby it looks a little bit rudimentary, but it seems to be working! I also take some different Numbers. Does someone get similar results?

     

    // Timeframe M15
// EURUSD (IG - Markets)
// Spread 1,5 pips

DEFPARAM CumulateOrders = False
DEFPARAM FLATBEFORE = 080000
DEFPARAM FLATAFTER = 210000

Reinvest=1
if reinvest then
Capital = 10000
Risk = 1//0.1//in % pr position
StopLoss = 26
REM Calculate contracts
equity = Capital + StrategyProfit
maxrisk = round(equity*(Risk/100))
MAXpositionsize=5000
MINpositionsize=1
Positionsize= MAX(MINpositionsize,MIN(MAXpositionsize,abs(round((maxrisk/StopLoss)))))//*Pointsize))))
else
Positionsize=1
StopLoss = 26
Endif

IF (abs(close-open[2]) > 0.006) THEN
IF (close > open[2]) THEN
BUY positionsize CONTRACT AT MARKET
set stop loss stoploss*pointsize
SET TARGET pPROFIT 191
ENDIF

IF (close < open[2]) THEN
SELLSHORT positionsize CONTRACT AT MARKET
set stop loss stoploss*pointsize
SET TARGET pPROFIT 191
ENDIF
ENDIF
    Bildschirmfoto-2017-06-13-um-17.48.41.png Bildschirmfoto-2017-06-13-um-17.48.41.png
    06/16/2017 at 4:24 PM #38461 quote
    Nicolas
    Keymaster
    Master

    The result is not the same because the 60 pips comparison is not correctly calculated for your IG EUR/USD (1 decimal for that pair while it is coded with four ones in the code), just replace the line 25 of the code provided by imokdesign above :

    IF (abs(close-open[2]) > 60*pointsize) THEN
    GraHal thanked this post
    07/19/2017 at 4:10 PM #41089 quote
    Seemore Profit
    Participant
    Junior

    Hi ive been messing around with the code, and went back to the original simple code as it suited my risk profile better. I also didn’t like the size variation on the latest version, or the draw down.

    After some optimization i came up with this, which seems not to bad, but would be happy to listen to your views.

     

    // Timeframe M5
// EURUSD (IG - Markets)
// Spread 1 pips
 
DEFPARAM CumulateOrders = False
DEFPARAM FLATBEFORE = 010000
DEFPARAM FLATAFTER = 210000

daysforbiddenentry = openDayofweek = 6 or opendayofweek = 0

IF (abs(close-open[8]) > 51*pointsize) THEN
IF (close > open[8]) and not daysforbiddenentry THEN
BUY 1 CONTRACTS AT MARKET
SET STOP pLOSS 50
SET TARGET pPROFIT 90
ENDIF
 
IF (close < open[8]) and not daysforbiddenentry  THEN
SELLSHORT 1 CONTRACTS AT MARKET
SET STOP pLOSS 35
SET TARGET pPROFIT 90
ENDIF
ENDIF
    shephinc thanked this post
    07/21/2017 at 11:08 AM #41276 quote
    Seemore Profit
    Participant
    Junior

    Sorry i forgot to mention, this is for EUR/USD and works best on 15 min. Will get back with some live trade results if anyone is interested.

    GraHal, shephinc and Nicolas thanked this post
    01/21/2020 at 8:36 AM #117361 quote
    imokdesign
    Participant
    Senior

    Of course, i am very interested at your life results. 🤗

  • Author
    Posts
Viewing 6 posts - 1 through 6 (of 6 total)
  • You must be logged in to reply to this topic.

Trendfollower EUR/USD 5M


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
GraHal @investment_account Participant
Summary

This topic contains 5 replies,
has 4 voices, and was last updated by imokdesign
6 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/19/2017
Status: Active
Attachments: 2 files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™