DAX 30 – Morning range breakout with order size increase

Was meinst du mit dieser Kode ?
IF (LONGONMARKET = 1) then
onetrade = 1
in = 1
korrek = 0
//l1 = POSITIONPRICE + 0.0008
l2 = POSITIONPRICE – sl
//sell at l1 LIMIT
sell at l2 stop
ENDIF

Mr Beep, nice strategy you have build !

I played around with your code, and made my own variation on your code, see below, just an alternative way of coding (less static)

I am not convinced (yet) about the reliability of the outcomes : if using the code on 100.000 bars, it shows no profit for the first 50.000 bars, I personnally am afraid of overfitting.
Maybe you have a different opinion.

Your question : ” For the SL / TP I’m still testing myself and I’m not sure how to improve the performance.
Do you have an idea how to do that? ===> An good option is to use “Variable optimalization”, for the optimal Take Profit values for short and long positions, could also be used for number of highest and lowest bars to be taken (instead of 120 bars) See also page 30 of the manual, https://www.prorealtime.com/en/pdf/probacktest.pdf

Kind regards,

APPENDIX

DEFPARAM CumulateOrders = true // Kumulieren von Positionen aktiviert
Defparam FLATAFTER = 163000 // Verhindert das Trading nach xx:xx Uhr

DaysForbiddenEntry = (DayOfWeek = 6 OR DayOfWeek = 0) // Verhindert das Trading an bestimmten Wochentagen
Handelszeit = (Time >= 90000 and Time high7 then // Bedingungen zum Einstieg in Long-Positionen
BUY size CONTRACTS AT high7 STOP
sl = round((77/10000 * close)) // stop loss
SET STOP pLOSS sl
pll = round((VARIABLE OPTIMIZATION 3 PL/10000 * close)) // take profit long
SET TARGET pPROFIT pll
else // Bedingungen zum Einstieg in Short-Positionen
IF close < low7 then
SELLSHORT size CONTRACTS AT low7 STOP
sl = round((77/10000 * close)) // stop loss
SET STOP pLOSS sl
pss = round(VARIABLE OPTIMIZATION 4 PS/10000 * close) // take profit short
SET TARGET pPROFIT pss
ENDIF
endif
endif