Using the same code for both strategies, only reversing BUY with SELLSHORT and SELLSHORT with BUY.
– AUDNZD 4H Reversal
– NZDUSD 4H Breakout
You look in the system: daily closings, breaking a max or min of X days, range, strength of the candle, moving average.
if you find the best parameters for this strategy would be grateful! 🙂
I wrote this also thanks to the support of the staff of ProRealTime,
Gianluca
Italy(BS)
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//BreakOut NZDUSD 4H DEFPARAM CUMULATEORDERS=FALSE max5 = HIGHEST[5](HIGH) min5 = LOWEST[5](LOW) REM posizione long IF dclose(1)>dclose(2) and dclose(2)>dclose(3) and low=min5 and close>open and range>range[1] and close>((high+low)/2) THEN IF CLOSE>Average[100](close) THEN BUY 1 SHARE AT MARKET endif endif REM posizione short if dclose(1)<dclose(2) and dclose(2)<dclose(3) and HIGH=max5 and close<open and range>range[1] and close<((high+low)/2) THEN IF CLOSE<Average[100](close) THEN sellSHORT 1 SHARE at market endif endif IF LONGONMARKET AND (BARINDEX - TRADEINDEX ) =6 THEN sell AT MARKET ENDIF IF SHORTONMARKET AND (BARINDEX - TRADEINDEX ) =6 THEN EXITSHORT AT MARKET ENDIF SET TARGET %PROFIT 1.5 SET STOP %LOSS 2.5 |
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Hello,
On NZDUSD, this is profitable since August 2010.
On AUDNZD, the system is profitable since August 2009.Congratulations and thanks for your share and your work !
thank you Doctrading, congratulations to you too, I see you are very active on the forum! I hope everyone can share their knowledges (and their codes …). Is a good way to grow…
Ciao, vorrei utilizzare e ottimizzare una delle due sulla coppia eurusd. Nella strategia di break out hai inserito nei commenti dei valori per alcune coppie di valute. A che cosa si riferiscono ? Grazie
non so su eurusd ma forse modificando qualcosa potrebbe funzionare con altre coppie. Se vuoi prova ad ottimizzare il Lowest e Highest e i controlli sulle barre daily (dclose) , oppure sostituire la media mobile con un altro indicatore ma non aggiungerne altri perchè il rischio di overfitting è alto.
Se scopri qualcosa fammi sapere…
Ciao, ho già provato ma non ho avuto risultati buoni. Se trovo qualcosa ti faccio sapere.
Non capisco dove sta la strategia reversal
L’allegato Reversal-AUDNZD-4H.itf lo vedi ? Comunque la strategia è la stessa che vedi nel listato ma con segni invertiti
salve qualcuno l ha provata in reale come sta andando???
bel lavoro comunque grazie