Williams %R system

• 10/24/2017 at 4:22 PM #50296
  deleted_account

  // Definition of code parameters
  DEFPARAM CumulateOrders = False // Cumulating positions deactivated

  // Conditions to enter long positions
  indicator1 = Williams[3](close)
  c1 = (indicator1 < -90)

  IF c1 THEN
  BUY 100 SHARES AT MARKET
  ENDIF

  // Conditions to exit long positions
  indicator2 = Williams[3](close)
  c2 = (indicator2 > -69)

  IF c2 THEN
  SELL AT MARKET
  ENDIF

  https://www.youtube.com/channel/UCdYlcMOUVnm1iOFlg0_1udQ?disable_polymer=true

  

  deleted_account

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  10/24/2017 at 4:29 PM #50401
  Nicolas

  Hi Bubo, thanks for sharing this code with us.

  I did test myself on a CFD contract (which are the only instruments possible for automatic trading through prorealtime) and I got almost the same results. However, I’d like to know how you did you defined the Williams percent levels?

  I also did some comparison with buy and hold and it outperforms the strategy, are you aware of this?

  Anyway, thanks again!

  

  Nicolas

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  10/26/2017 at 7:27 AM #50562
  Inertia

  Hi Nicolas, how do you insert the price line on the backtest please ? Cannot figure out that trick.

  Thank you.

  

  Inertia

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  10/26/2017 at 9:48 AM #50584
  Nicolas

  It’s not the price line but a buy and hold calculation :

  https://www.prorealcode.com/blog/learning/buy-hold-comparison-automated-trading-strategies/

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  Inertia

  

  Nicolas

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  10/26/2017 at 10:46 AM #50591
  Inertia

  Awesome.

  That will be from now on a new “Strategy criteria of quality”.

  Thank you again Nicolas for your help.

  FYI: The picture attached shows the comparison only but the strategy is NOT the one mentioned on this post.

  FYI2: It is a customised version of the 1 minute strategy from JunaJ.

  

  Inertia

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  10/26/2017 at 11:18 AM #50593
  raphaelopilski

  @Inierta

  which code did you use in the attachment of post #50591 ?

  Thanks?

  

  raphaelopilski

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  10/26/2017 at 11:21 AM #50595
  raphaelopilski

  oh, sorry. I meant @Inertia 🙂

  

  raphaelopilski

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  10/26/2017 at 11:33 AM #50597
  Nicolas

  Buy and hold comparison is much more a way to compare with pure and simple investment in a share or index in daily timeframe than with speculation 1 minute strategy.

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  Inertia

  

  Nicolas

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  10/27/2017 at 9:52 AM #50677
  tradingwwww

  Nicolas wrote:

  Hi Bubo, thanks for sharing this code with us. I did test myself on a CFD contract (which are the only instruments possible for automatic trading through prorealtime) and I got almost the same results. However, I’d like to know how you did you defined the Williams percent levels? I also did some comparison with buy and hold and it outperforms the strategy, are you aware of this? Anyway, thanks again!

  oaooo good profit

  

  tradingwwww

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