Hi guys,
Let me show you this simple strategy using SAR. It use a simple SAR with two filters (stochastic and macd) to select better operations.
I have a lot of fake signals but anyway winners are better than lossers so it make money.
Any idea to improve this strategy? Discussion about the system in the forum: https://www.prorealcode.com/topic/dax-parabolic-system/
|
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 |
// Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada // Condiciones para entrada de posiciones largas parabolic = SAR[0.02,0.02,0.2] sto = Stochastic[5,3](close) signal = average[3](sto) mac = MACD[12,26,9](close) c1 = (parabolic < close) c2 = (signal > 50) c3 = (parabolic[1] > close[1]) IF c1 AND c2 AND c3 and mac >0 THEN BUY 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas c4 = (close < parabolic) IF c4 THEN SELL AT MARKET ENDIF c5 = (parabolic > close) c6 = (parabolic[1] < close[1]) if not c2 and c5 and c6 and mac < 0 then Sellshort 1 contract at market endif c7 = (close > parabolic) IF c7 THEN EXITSHORT AT MARKET ENDIF SET STOP pTRAILING 55 |
Share this
No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.
ProRealTime ITF files and other attachments :
Filename : download the ITF files
Find other exclusive trading pro-tools on 
PRC is also on YouTube, subscribe to our channel for exclusive content and tutorials
Thanks for sharing !
The Gain/Loss ratio is a bit low, 1,16, hardly offset the risks taken by trading. Did you try for the period presented an InSample/Out of Sample test, eg like 66% IS and 34% OOS ?
whats the period ?
Hola. estoy buscando un programador en proorder, para hacer un programa basado en el Q-trend que haga las compras y ventas automáticamente. si conoces a alguien es español. Graciasss