Hi all,
This strategy is very similar to the “Nice Price” Forex Strategy that I’ve just published.
It applies on EUR/USD, H1 timeframe (other pairs / timeframes should be also profitable).
We go LONG if :
- high > Enveloppe sup (20, 0.4%) and close > Enveloppe sup`
- ADX40 > 10
- DI40+ > DI40-
- SL : 30 pips / TP : 10 pips
So it’s a scalping strategy.
It’s not the Holy Grail… but it works.
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Defparam Cumulateorders = false n = 5 // ENVELOPPES EnveloppeSup = Average[20](close)*1.004 EnveloppeInf = Average[20](close)*0.996 // ACHAT ca1 = ADX[40] > 10 ca2 = DIplus[40](close) > DIminus[40](close) ca3 = high > EnveloppeSup and close < EnveloppeSup IF ca1 AND ca2 AND ca3 THEN BUY n SHARES AT MARKET ENDIF // VAD cv1 = ADX[40] > 10 cv2 = DIplus[40](close) < DIminus[40](close) cv3 = low < EnveloppeInf and close > EnveloppeInf IF cv1 AND cv2 AND cv3 THEN SELLSHORT n SHARES AT MARKET ENDIF // Stops et objectifs SET STOP pLOSS 30 SET TARGET pPROFIT 10 |
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Il y a des entrées et sorties sur la même bougie
donc le probacktest n’est normalement pas bon !!!
Qu’en pensez vous ??
Madrosat
Arretons de poster des systemes ou il y a des entrées et sorties sur la même bougie , c est de la pure perte de temps !
Arretons de poster des systemes ou il y a des entrées et sorties sur la même bougie , c est de la pure perte de temps !
juste pour avoir une belle equyity curve qui est fausse .
A volte un sistema affetto da questo problema (entrate e uscite nella stessa candela) quando usato in una situazione di trade reale può portare dei profitti
Beginner’s mistake to fall into one of PRT’s backtesting most obvious drawbacks: You cannot have TP and SL withing same candlestick. PRT backtest will always go for TP before SL. The equity curve indeed indicates a holy grail, but it is not.
What can we do to avoid this TP/SL mistake?
@Wilko, which changes would you suggest then? This system works. But hardly on 1h basis, I changed it to 1 day and it’s excellent here with many currencies and indices. Could you please help me here?
Hi Guys,
Is there a solution to the TP/SL mistake, i am ready to try a few codes live but want to make sure im not set for disaster.
The TP/SL issue should be resolved (at least partly) in PRT v10.3, which I understand will offer Look-Inside-Bar option in the backtest
what is diplus diminus please
Has anyone tested this algon now when PRT 10.3 was released?
does anyone know if the issue with the TP/SL is resolved ?