CAC40 intraday strategy by IG Markets video 12p/18p
Hello everyone,
At the request of one of us, I wrote this code, the translation of this strategy exposed by IG :
https://www.youtube.com/watch?v=vnCsFRrNq7s
CAC40, M15.
Actually, I put both positions “long” and “short” (the video only shows « long » trades).
Although the strategy is positive WITHOUT spread, I am surprised and disappointed by the results.
WITH SPREAD, we’re just negative on all tested data !
I still publish this strategy, which unfortunately is therefore not profitable with the spread.
With some improvement from you, it could be positive.
Good trades to all !
// CAC40 12-18
// PARAMETRES
Defparam cumulateorders = false
Defparam flatafter = 173000
// TAILLE DES POSITIONS
n = 5
// VARIABLES
iMACDline = MACDline[12,26,9](close)
iEAMACD = ExponentialAverage[9](MACDline[12,26,9](close))
iRSI = RSI[14](close)
iSuperTrend = SuperTrend[3,10]
// CONDITIONS ACHAT
ctime = time > 090000 and time < 171500
c1a = iMACDline crosses over iEAMACD
c2a = iRSI < 65
c3a = close > iSuperTrend
IF ctime AND c1a AND c2a AND c3a THEN
Buy n shares at market
ENDIF
// CONDITIONS VENTE
ctime = time > 090000 and time < 171500
c1a = iMACDline crosses under iEAMACD
c2a = iRSI > 35
c3a = close < iSuperTrend
IF ctime AND c1a AND c2a AND c3a THEN
Sellshort n shares at market
ENDIF
// STOP & OBJECTIF
Set stop pLoss 12
Set target pProfit 18
Comments
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C'est étrange, je note donc à nouveau les deux horaires achat et vente =9H/17H, le iRSI de la vente : > 36. Bon j'espère que cette fois la note passe entière (à savoir de avril 2006 à ce jour, en mode sans tick par tick 2008 serait perdant vers -455 et 2021 accuse -30€ pour l'instant).
Bonjour, pour ma part le code marche dans les 2 sens sur le DAX 1H dans une recherche de tous les mois au vert en tick par tick au 200K avec ExponentialAverage[10] RSI[13] SuperTrend[2,10] les heures en time >090000 and time 36 pour finir en stop ploss 30 et enlever Set target pProfit 18. Spread 1.2 mais bon 35% et ratio 1.21, c'est pas l'eldorado non plus si on reste avec Dax 1€...
Testing i with only LONG positions.
It's still... unprofitable. And even worse.
Sorry.
Hello Samsam13,
You're right, I made long AND short.
I will post the results for the backtest with long ONLY, very soon.
Best Regards,
Hi
I have seen the video and was present during the "nuit du trading" where cristophe presented it, you're not completely fair, that's sad because i like your strategies and presentations very much, because originaly the IG strategy is ONLY long, not short. If you add short, then you change the code, and the result. And spread was included in the demonstration, but with LONG only, not SHORT as you add it.
Thanks
Sam
Bonsoir à tous Juste pour vous informer que j'ai enlever les conditions short et que cela est passé à 67% de rentabilité 3 trades 2 gagnant 1 perdant Et vous cela donne quoi ?