japan 225 cash 1 h

japan 225 cash 1 h

I share this simple strategy with the forum. i put spread 9 against the spread of 7 at 2 am. has been running on the demo for months with positive results. if you come up with something to improve it, contact me. Thank you

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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.

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  1. superfalcio • 02/21/2022 #

    very interesting. I run it in demo. Didi you already run it in real mode?

  2. adconsulting • 02/21/2022 #

    Ciao si, lo lanciato sul reale ma non da molto tempo. ti farò sapere…

  3. basskiver • 02/21/2022 #

    Hello, indeed very good backtest!
    Could you tell me what is the approximate amount of overnight charges for 0.5 lot on japan 225 1$? given the amount of the spread, the costs can reduce this excellent performance.
    thanks for sharing

  4. superfalcio • 02/21/2022 #

    Hello adconsulting is there any optimization of the strategy? It looks good till now…

  5. adconsulting • 02/21/2022 #

    Ciao, ho fatto dei miglioramenti. Allego nuovo codice

    Defparam cumulateorders = true
    DEFPARAM PreLoadBars = 10000

    TradingDaylong = (dayofweek=1 and (time=020000 or time=040000 or time=060000 or time=100000 or time=130000 or time=080000 or time=120000 or time=160000 or time=190000 or time=070000 or time=090000 or time=220000 )) or (dayofweek=2 and (time=100000 )) or (dayofweek=3 and (time=100000 or time=050000 or time=170000 )) or (dayofweek=4 and (time=020000 or time=040000 or time=080000 or time=130000 )) or (dayofweek=5 and (time=100000 or time=040000))
    //TradingDaylong = (dayofweek=5 and time=130000)

    TradingDayshort = (dayofweek=1 and (time=010000 or time=090000 )) or (dayofweek=2 and ( time=090000 or time=100000 or time=170000 or time=020000 or time=120000 or time=180000 )) or (dayofweek=3 and (time=030000 or time=190000 or time=170000 or time=200000 )) or (dayofweek=4 and ( time=020000 or time=060000 or time=040000 or time=030000 or time=200000 ))

    lotnumberlong = 0.70
    lotnumbershort = 0.50

    if longonmarket then
    sell at low-(CLOSE*0.005) STOP //0.012
    ENDIF
    IF SHORTONMARKET THEN
    EXITSHORT AT close+(CLOSE*0.0081) STOP //0.0077
    ENDIF

    // STOP LOSS & TAKE PROFIT (%)

    SLL = 0.95
    TPL = 4.50

    SLS = 1.20

    TPS = 6.40

    // LONGS & SHORTS : every day except Fridays
    // entre StartTime et EndTime
    if TradingDaylong AND CLOSE[4]<OPEN[4] AND abs(CLOSE[4]-OPEN[4])>9 and countoflongshares<=1 and abs(close-open)>close*0.0009 and abs(close-open)<close*0.01 and c4 and c5 and Stochasticd[14,3,5](close)>7 and rsi[16]> 20 and countofshortshares<=lotnumberlong*2.15 and c7 AND C9 then

    buy lotnumberlong shares at high+(CLOSE*0.000004) stop//0.000003
    set stop %loss SLL
    set target %profit TPL
    endif

    if TradingDayshort AND CLOSE[4]>OPEN[4] AND abs(CLOSE[4]-OPEN[4])>10.50 and countofshortshares<=lotnumbershort*4 and c3 and rsi[16]<83 and close<(high+low)/2 and rsi[16]<70 and Williams[14](close)<-10 and c8 then
    SELLSHORT lotnumbershort shares at low-(CLOSE*0.00005) stop//0.00003
    set stop %loss SLS
    set target %profit TPS
    endif
    // Stop Loss & Take Profit
    if longonmarket and abs(close-open)>close*0.0098 then
    sell at market
    endif

    if shortonmarket and abs(close-open)>close*0.0086 then
    exitshort at market
    endif

    timeframe(daily)
    c3 = abs(close-open)<720
    c5=rsi[16]>30 and rsi[16]<85 and Williams[14](close)>-82

    c6 = Williams[14](close)<-20
    c4 = abs(close-open)<800// Close on Monday is below 34-Tg-SMA (daily-TF)
    TIMEFRAME(default)

    timeframe(4H)
    C7=RSI[16]>30 and Cycle(close)<26
    c8=RSI[16]<80 and Williams[5](close)>-95

    uscitalong=low-(close*0.02)
    uscitashort=high+250
    TIMEFRAME(default)

    timeframe(2H)
    C9=RSI[21]>28

    TIMEFRAME(default)

    d1= close- close[1]>240
    d2= close-close[2]>280
    d3= close-close[3]>350

    if longonmarket and d1 or d2 or d3 then
    sell at market
    endif

    if longonmarket then
    sell at uscitalong stop
    endif

  6. superfalcio • 02/21/2022 #

    Ottimo! provo a fare simulazioni e se sono in grado commento…

  7. superfalcio • 02/21/2022 #

    Ti dico una cosa di prima impressione: vedo si utilizzano entrate multiple inserendo “Defparam cumulateorders = true” … potrebbe essere gradito per una questione di gestione del conto da impegnare, limitare le entrate a un numero definito 2 o 3 massimo. Comunque migliorerebbero il PF dal codice iniziale.
    è un po’ più complicato fare il codice però. io ce l’ho impostato in altri sistemi potrei provarci, ma non garantisco che ci riesca 😉

  8. superfalcio • 02/21/2022 #

    Ciao adconsulting, del nuovo codice di japan 225 cash 1 h, sto provando il nuovo codice da quando lo hai postato, solamente limitandolo ad 1 posizione presa. Va molto bene complimenti (ancora non ho capito con quale criterio funziona mio limite). Non hai altri codici simili su altri strumenti?
    Vedi se ti interessa quello che ho postato io su strategie, è weekly, ma vedi come utilizzo più posizioni.

    • adconsulting • 02/21/2022 #

      ciao, adesso scarico il tuo codice. Prova quello che ti incollo di seguito. funziona su eur/usd 30 minuti. fammi sapere cosa ne pensi. sta girando da un po’ ed i risultati sono positivi

      DEFPARAM CumulateOrders = false
      DEFPARAM PreloadBars = 10000

      //////////////////////////////////////////////////////////////////
      //// Opti
      //////////////////////////////////////////////////////////////////

      longtrigger = 12
      shorttrigger = 62

      maperiod = 112

      maPeriod1 = 18 // Moving Average Period 100
      maType1 = 2 // Moving Average function

      stoplossmulti = 8

      possizelong = 3
      possizeshort =3

      TradingDayLong = (dayofweek=1 and (time=050000 or time=100000 or time=190000 or time=020000 or time=010000 or time=050000 or time=190000 or time=170000 or time=073000 or time=180000 or time=200000 or time=123000 or time=080000 or time=140000 or time=070000 or time=153000 or time=183000 or time=220000 or time=003000 or time=030000 or time=210000 or time=033000 or time=043000 )) or (dayofweek=2 and (time=170000 or time=033000 or time=113000 or time=153000 or time=073000 or time=070000 or time=030000 or time=020000 or time=043000 or time=213000 or time=103000 or time=230000 or time=013000 or time=003000 or time=170000 or time=233000 or time=120000 or time=183000 or time=000000 or time=130000 or time=200000 )) or (dayofweek=3 and (time=003000 or time=010000 or time=020000 or time=060000 or time=063000 or time=073000 or time=093000 or time=100000 or time=103000 or time=110000 or time=113000 or time=130000 or time=143000 or time=150000 or time=153000 or time=160000 or time=163000 or time=180000 or time=200000 or time=203000 or time=213000 or time=220000 or time=030000 or time=190000)) or (dayofweek=4 and (time=003000 or time=013000 or time=040000 or time=063000 or time=070000 or time=080000 or time=083000 or time=090000 or time=100000 or time=110000 or time=113000 or time=123000 or time=130000 or time=140000 or time=160000 or time=163000 or time=170000 or time=173000 or time=183000 or time=190000 or time=200000 or time=210000)) or (dayofweek=5 and (time=010000 or time=060000 or time=063000 or time=090000 or time=100000 or time=103000 or time=150000 or time=173000 or time=190000 or time=193000 or time=200000))

      //TradingDayLONG= dayofweek=5 and time=203000

      //TradingDayshort= dayofweek=4 and time=100000

      TradingDayshort = ((dayofweek=1 and (time=160000 or time=163000 )) or (dayofweek=5 and (time=073000 )) or (dayofweek=2 and (time=003000 or time=020000 and time=030000 or time=040000 or time=043000 or time=050000 or time=060000 or time=070000 and time=083000 or time=093000 or time=100000 or time=103000 or time=113000 or time=123000 and time=130000 or time=133000 or time=140000 or time=143000 or time=150000 or time=173000 or time=180000 or time=183000 or time=193000 or time=213000 ))) or (dayofweek=4 and (time=070000 or time=093000 and time=040000 or time=033000 or time=170000 or time=130000 or time=080000 and time=180000 or time=053000 or time=020000 or time=023000))
      //////////////////////////////////////////////////////////////////
      //// Indicators
      //////////////////////////////////////////////////////////////////

      IBS = (Close – Low) / (High – Low) * 100
      ma = average[maperiod](close)

      ma1 = average[maPeriod1, maType1](customClose)
      slope1 = ma1 – ma1[1]

      //////////////////////////////////////////////////////////////////
      //// Entry conditions
      //////////////////////////////////////////////////////////////////

      b1 = not longonmarket // only open 1 position
      b1 = b1 and close < Dhigh(1) // close below yesterday's high
      b1 = b1 and IBS ma // close over moving average
      b1 = b1 and slope1 > 0 // ma slope is positive

      s1 = not shortonmarket // only open 1 position
      s1 = s1 and close > Dlow(1) // close above yesterday’s low
      s1 = s1 and IBS > shorttrigger // Internal bar strength below trigger value
      s1 = s1 and close < ma // close over moving average
      s1 = s1 and slope1 Dhigh(1) // close above yesterday’s high

      es1 = close 8

      timeframe(default)

      timeframe(daily)

      d1= abs (high-low)<250*PIPSIZE and abs (high[1]-low[1])<250*PIPSIZE and abs (high[2]-low[2])=25

      ds=rsi[14]=47
      rr2=rsi[14]<56 and rsi[3]<59

      timeframe (default)

    • adconsulting • 02/21/2022 #

      non mi ha incollato il codice completo. ci riporovo

      //// Sport Gold (E1 Contract) Spread 0.5
      //////////////////////////////////////////////////////////////////

      DEFPARAM CumulateOrders = false
      DEFPARAM PreloadBars = 10000

      //////////////////////////////////////////////////////////////////
      //// Opti
      //////////////////////////////////////////////////////////////////

      longtrigger = 12
      shorttrigger = 62

      maperiod = 112

      maPeriod1 = 18 // Moving Average Period 100
      maType1 = 2 // Moving Average function

      stoplossmulti = 8

      possizelong = 3
      possizeshort =3

      TradingDayLong = (dayofweek=1 and (time=050000 or time=100000 or time=190000 or time=020000 or time=010000 or time=050000 or time=190000 or time=170000 or time=073000 or time=180000 or time=200000 or time=123000 or time=080000 or time=140000 or time=070000 or time=153000 or time=183000 or time=220000 or time=003000 or time=030000 or time=210000 or time=033000 or time=043000 )) or (dayofweek=2 and (time=170000 or time=033000 or time=113000 or time=153000 or time=073000 or time=070000 or time=030000 or time=020000 or time=043000 or time=213000 or time=103000 or time=230000 or time=013000 or time=003000 or time=170000 or time=233000 or time=120000 or time=183000 or time=000000 or time=130000 or time=200000 )) or (dayofweek=3 and (time=003000 or time=010000 or time=020000 or time=060000 or time=063000 or time=073000 or time=093000 or time=100000 or time=103000 or time=110000 or time=113000 or time=130000 or time=143000 or time=150000 or time=153000 or time=160000 or time=163000 or time=180000 or time=200000 or time=203000 or time=213000 or time=220000 or time=030000 or time=190000)) or (dayofweek=4 and (time=003000 or time=013000 or time=040000 or time=063000 or time=070000 or time=080000 or time=083000 or time=090000 or time=100000 or time=110000 or time=113000 or time=123000 or time=130000 or time=140000 or time=160000 or time=163000 or time=170000 or time=173000 or time=183000 or time=190000 or time=200000 or time=210000)) or (dayofweek=5 and (time=010000 or time=060000 or time=063000 or time=090000 or time=100000 or time=103000 or time=150000 or time=173000 or time=190000 or time=193000 or time=200000))

      //TradingDayLONG= dayofweek=5 and time=203000

      //TradingDayshort= dayofweek=4 and time=100000

      TradingDayshort = ((dayofweek=1 and (time=160000 or time=163000 )) or (dayofweek=5 and (time=073000 )) or (dayofweek=2 and (time=003000 or time=020000 and time=030000 or time=040000 or time=043000 or time=050000 or time=060000 or time=070000 and time=083000 or time=093000 or time=100000 or time=103000 or time=113000 or time=123000 and time=130000 or time=133000 or time=140000 or time=143000 or time=150000 or time=173000 or time=180000 or time=183000 or time=193000 or time=213000 ))) or (dayofweek=4 and (time=070000 or time=093000 and time=040000 or time=033000 or time=170000 or time=130000 or time=080000 and time=180000 or time=053000 or time=020000 or time=023000))
      //////////////////////////////////////////////////////////////////
      //// Indicators
      //////////////////////////////////////////////////////////////////

      IBS = (Close – Low) / (High – Low) * 100
      ma = average[maperiod](close)

      ma1 = average[maPeriod1, maType1](customClose)
      slope1 = ma1 – ma1[1]

      //////////////////////////////////////////////////////////////////
      //// Entry conditions
      //////////////////////////////////////////////////////////////////

      b1 = not longonmarket // only open 1 position
      b1 = b1 and close < Dhigh(1) // close below yesterday’s high
      b1 = b1 and IBS < longtrigger // Internal bar strength below trigger value
      b1 = b1 and close > ma // close over moving average
      b1 = b1 and slope1 > 0 // ma slope is positive

      s1 = not shortonmarket // only open 1 position
      s1 = s1 and close > Dlow(1) // close above yesterday’s low
      s1 = s1 and IBS > shorttrigger // Internal bar strength below trigger value
      s1 = s1 and close < ma // close over moving average
      s1 = s1 and slope1 < 0 // ma slope is negative

      //////////////////////////////////////////////////////////////////
      //// Exit conditions Short
      //////////////////////////////////////////////////////////////////

      el1 = close > Dhigh(1) // close above yesterday’s high

      es1 = close < Dlow(1) // close below yesterday’s low

      //////////////////////////////////////////////////////////////////
      //// Execution
      //////////////////////////////////////////////////////////////////

      timeframe(weekly)

      w=rsi[3]>8

      timeframe(default)

      timeframe(daily)

      d1= abs (high-low)<250*PIPSIZE and abs (high[1]-low[1])<250*PIPSIZE and abs (high[2]-low[2])<250*PIPSIZE

      DL=rsi[14]>=25

      ds=rsi[14]<56
      timeframe(default)

      timeframe(4H)
      r1=rsi[14]>=47
      rr2=rsi[14]<56 and rsi[3]<59

      timeframe (default)

      timeframe(2H)
      duel=Stochasticd[14,3,5](close)>20

      dues=Stochasticd[5,3,5](close)>18

      timeframe (default)

      if b1 and tradingdayLong and rsi[14]>=52 and r1 and abs(close-open)>2*PIPSIZE and d1 and not shortonmarket and dl and duel and Williams[14](close)<-3 then
      buy possizelong contract at market
      set stop %loss 0.98
      set target %profit 1.75
      endif

      if s1 and tradingdayshort and abs(close-open)<50*pipsize and abs(close-open)>4*PIPSIZE and rr2 and d1 and not longonmarket and rsi[5]<55 and Stochasticd[14,3,5](close)<60 and Williams[14](close)>-98 and ds and dues then
      sellshort possizeshort contract at market
      set stop %loss 0.98
      set target %profit 1.75
      endif

      if el1 then
      sell at market
      endif

      if es1 then
      exitshort at market
      endif

      //////////////////////////////////////////////////////////////////
      //// Stop loss
      //////////////////////////////////////////////////////////////////

      if shortonmarket and abs (close-open)>(close*0.011) then
      exitshort at market
      endif

      if shortonmarket then
      exitshort at high+close*0.0059 stop
      endif

      if longonmarket then
      sell at low-close*0.0074 stop
      endif

      IF NOT ONMARKET THEN
      TrailingStart = 60 //60 trailing will start @trailinstart points profit
      TrailingStep = 40 //30 trailing step to move the “stoploss”
      Distance = 7 //7 pips Distance from caurrent price (if required by the broker)
      PointsToKeep = 0 //0 pips to be gained when breakeven is set
      //reset the stoploss value
      newSL=0
      ENDIF
      //manage long positions
      IF LONGONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND close-TradePrice(1)>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
      newSL = TradePrice(1)+TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND close-newSL>=TrailingStep*PipSize THEN
      newSL = newSL+TrailingStep*PipSize
      ENDIF
      ENDIF
      //manage short positions
      IF SHORTONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND TradePrice(1)-close>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
      newSL = TradePrice(1)-TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND newSL-close>=TrailingStep*PipSize THEN
      newSL = newSL-TrailingStep*PipSize
      ENDIF
      ENDIF
      //stop order to exit the positions
      IF newSL>0 THEN
      IF LongOnMarket THEN
      IF (close + Distance) > newSL THEN
      SELL AT newSL STOP
      ELSIF (close – Distance) < newSL THEN
      SELL AT newSL LIMIT
      ELSE
      SELL AT Market
      ENDIF
      ELSIF ShortOnmarket THEN
      IF (close + Distance) < newSL THEN
      EXITSHORT AT newSL STOP
      ELSIF (close – Distance) > newSL THEN
      EXITSHORT AT newSL LIMIT
      ELSE
      EXITSHORT AT Market
      ENDIF
      ENDIF
      ENDIF
      //*********************************************************************************

  9. superfalcio • 02/21/2022 #

    Grazie! ho visto l’ultimo codice e gira correttamente. Lo intendo su eurusd e 30min spred 1p. Risultato storico di ultimi 100000 periodi ottimo (anche troppo!!!) …. Fatico a capire bene come funziona il codice (miei limiti) ….. comunque le perplessità che avrei sono che su altri cross non ha performance paragonabili, è proprio solo per come si è comportato eurusd gli ultimi anni. Non è che è “overfittato” per eurusd? … continuerà ancora?
    Vedo che se metto
    possizelong = 1
    possizeshort = 1
    non cambia niente, se non la size… con size 1 posso provare anche un giro in reale… vediamo

  10. superfalcio • 02/21/2022 #

    Sto facendo girare il sistema sul JAPAN …. very good performance last 2 weeks, congratulations.

    • adconsulting • 02/21/2022 #

      PROVA IL CODICE CHE TI ALLEGO. GIRA SU JAPAN BARRE A 3 ORE. SPREAD 9. GIRA MOLTO BENE

      Defparam cumulateorders = false
      DEFPARAM PreLoadBars = 10000

      TradingDaylong = (dayofweek=1 and (time=040000 or time=190000 or time=100000 or time=160000 or time=070000 )) or (dayofweek=2 and (time=100000 or time=190000 or time=220000)) or (dayofweek=3 and ( time=040000 )) or (dayofweek=4 and (time=040000 or time=160000)) or (dayofweek=5 and ( time=040000 or time=070000 or time=160000))

      //TradingDaylong = Dayofweek>=1 and dayofweek<=5

      TradingDayshort =(dayofweek=1 and (time=030000 or time=040000 )) or (dayofweek=2 and time=050000 ) or (dayofweek=3 and (time=010000 or time=130000 or time=200000 or time=210000 )) or (dayofweek=4 and ( time=030000 or time=210000 ))
      // TAILLE DES POSITIONS
      nlong = 0.50
      nshort = 0

      USCITALONG = TIME = 130000
      USCITASHORT = TIME = 210000

      // STOP LOSS & TAKE PROFIT (%)
      SLL = 1.15
      TPL = 3.50

      SLS = 2.25
      TPS = 2.50

      //MARGINE = 300

      IF USCITALONG and uscita THEN
      SELL AT market
      ENDIF
      IF USCITASHORT THEN
      EXITSHORT AT MARKET
      ENDIF

      timeframe(weekly)
      dd3= Williams[2](close)>-84 and rsi[14]>15
      timeframe(default)

      timeframe(daily)
      d1=rsi[18]>35 and Williams[3](close)>-84 and abs(high-low)<close*0.055 and abs(high[1]-low[1])<close*0.055 and abs(close-open)<close*0.055 and close>(high+low)/2

      uscita=abs(close-open)>60 and rsi[14]<68
      timeframe(default)

      timeframe(6h)
      dd1=Stochasticd[5,3,5](close)>20 and close>(high+low)/2

      r1=Williams[14](close)>-84 and close>(high+low)/2 AND CLOSE>OPEN
      uscita1=Stochasticd[5,3,5](close)<60
      timeframe(default)

      timeframe(3h)
      dd2=abs(close-open)<close*0.035

      us2=low-200
      timeframe(default)

      if TradingDaylong and close>open AND ABS(CLOSE-OPEN)>26 AND ABS(CLOSE[1]-OPEN[1])>8 and Williams[14](close)>-84 and r1 and d1 and RSI[3](close)>48 and dd1 and dd2 and dd3 and abs(highest[20](close)-lowest[20](open))>60 AND CLOSE>(high+low)/2 then
      buy nlong shares at high+40 stop
      set stop %loss SLL
      set target %profit TPL
      endif

      if TradingDayshort AND CLOSE<OPEN AND ABS(CLOSE-OPEN)>28 then
      SELLSHORT nshort shares AT HIGH+38 STOP
      set stop %loss SLS
      set target %profit TPS
      endif
      // Stop Loss & Take Profit
      //****************************************************
      if longonmarket and close<open and abs (close-open)> 130 or abs (close-open)> 250 then
      sell at market
      endif

      IF NOT ONMARKET THEN
      TrailingStart = 90//83 trailing will start @trailinstart points profit
      TrailingStep = 55 //50 trailing step to move the “stoploss”
      Distance = 7 //7 pips Distance from caurrent price (if required by the broker)
      PointsToKeep = 0 //0 pips to be gained when breakeven is set
      //reset the stoploss value
      newSL=0
      ENDIF
      //manage long positions
      IF LONGONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND close-TradePrice(1)>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
      newSL = TradePrice(1)+TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND close-newSL>=TrailingStep*PipSize THEN
      newSL = newSL+TrailingStep*PipSize
      ENDIF
      ENDIF
      //manage short positions
      IF SHORTONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND TradePrice(1)-close>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
      newSL = TradePrice(1)-TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND newSL-close>=TrailingStep*PipSize THEN
      newSL = newSL-TrailingStep*PipSize
      ENDIF
      ENDIF
      //stop order to exit the positions
      IF newSL>0 THEN
      IF LongOnMarket THEN
      IF (close + Distance) > newSL THEN
      SELL AT newSL STOP
      ELSIF (close – Distance) < newSL THEN
      SELL AT newSL LIMIT
      ELSE
      SELL AT Market
      ENDIF
      ELSIF ShortOnmarket THEN
      IF (close + Distance) < newSL THEN
      EXITSHORT AT newSL STOP
      ELSIF (close – Distance) > newSL THEN
      EXITSHORT AT newSL LIMIT
      ELSE
      EXITSHORT AT Market
      ENDIF
      ENDIF
      ENDIF
      //*********************************************************************************

  11. superfalcio • 02/21/2022 #

    Ciao ADConsulting, ho fatto il backtest …. notevole, PF 2 e dd molto basso, bel sistema. Vedo è solo Long e gli ultimi 10 anni il Japan225 è stato long… non vorrei che se inverte il sistema va in crisi.
    La posizione short come mai è disattivata? non è possibile settare in maniera diversa una versione per lo short? ci provo….

    • adconsulting • 02/21/2022 #

      sul time frame 3 h lo short non mi dava buoni risultati. se il mercato scende il programma sta cmq fermo. ha gli indicatori dei time frame superiori che lo bloccano. ciao

  12. richmoore123 • 02/21/2022 #

    Hello, thanks for the strategy. Very interesting indeed. I’m wonderin could someone please provide in plain English why this type of strategy would work on this Japan225 market? I understand how the strategy works but I don’t understand why it works

    • Anjuna Marine • 357 days ago #

      I had the same thought when I looked at this strategy when it was first published almost two years ago. The original code has held up okay but it has gone a bit sideways in 2023. If you’re looking at the latest revision of the code above on the 3 hour time frame then that looks too overfit to me, there are too many rules and variables which seem to negatively impact performance if I modify them.

  13. superfalcio • 338 days ago #

    Ciao adconsulting e buon 2024! Nel 2023 il japan su 1h è andato molto bene, complimenti, viene mantenuto tale o ci sono modifiche?

    • adconsulting • 336 days ago #

      buongiorno e Buon Anno anche a te. non ho fatto modifiche. prova il programma che ti copio di seguito su wall street 1 ora. ha size variabile in base alle performance. il long parte a 0.65 e lo short a 1. poi le size variano in base ai risultati. mi sta girando sul conto reale e funziona molto bene
      . se ti vendono in mente miglioramenti scrivimi. ciao e grazie

      Defparam cumulateorders = false
      DEFPARAM PreLoadBars = 10000

      TradingDaylong = (dayofweek=1 and (time=020000 or time=040000 or time=050000 or time=100000 or time=120000 or time=130000 or time=160000 or time=170000 or time=180000)) or (dayofweek=2 and (time=040000 or time=060000 or time=160000 or time=170000 or time=220000)) or (dayofweek=3 and (time=170000 or time=200000)) or (dayofweek=4 and (time=010000 or time=020000 or time=050000 or time=170000)) or (dayofweek=5 and (time=010000 or time=080000 or time=090000 or time=200000))
      //TradingDaylong = Dayofweek=5 and time=210000

      ONCE Capital = 800
      once lotnumberlong=0.65
      ONCE MinLotsLONG = 0.65

      once lotnumbershort=1
      ONCE MinLotsSHORT = 1

      moltiplicatoresize = (StrategyProfit/capital)+1

      IF StrategyProfit StrategyProfit[1] THEN

      lotnumberlong = min(max(0.20, (MinLotsLONG*moltiplicatoresize)),MinLotsLONG*18)
      //LotNumber = 1
      ENDIF

      IF StrategyProfit StrategyProfit[1] THEN

      LotNumberSHORT = min(max(0.31, (MinLotsSHORT*moltiplicatoresize)),MinLotsSHORT*18)
      //LotNumber = 1
      ENDIF

      USCITALONG = TIME = 220000

      // STOP LOSS & TAKE PROFIT (%)
      SLL = 0.85
      TPL = 3

      IF USCITALONG and uscita and dayofweek1 THEN
      SELL AT MARKET
      ENDIF

      timeframe(weekly)
      w= Williams[2](close)>-84
      timeframe(default)

      timeframe(daily)
      d1=rsi[18]>35 and Williams[3](close)>-84 and abs(high-low)<close*0.055 and abs(high[1]-low[1])<close*0.055 and abs(close-open)(high+low)/2 and abs(highest[12]-lowest[12])>180 and Stochasticd[5,3,5](close)>25

      uscita=abs(close-open)>60 and rsi[14]-82 and close>(high+low)/2 and close>open and rsi[5]>37
      uscita1=Stochasticd[5,3,5](close)22 and close>(high+low)/2
      timeframe(default)

      timeframe(2h)
      dd2=abs(close-open)24

      us2=low-150
      timeframe(default)

      if TradingDaylong and Williams[14](close)>-84 and r1 and d1 and RSI[3](close)>54 and dd1 and dd2 and Williams[14](close)28 and RSI[12](close)(high+low)/2 AND ABS(CLOSE-OPEN)>25 AND ABS(CLOSE[1]-OPEN[1])>8 and Williams[5](close)>-60 and close>14000*pipsize and w then
      buy lotnumberlong shares at high+10 stop
      set stop %loss SLL
      set target %profit TPL
      endif

      if longonmarket and close 90 or abs (close-open)> 250 then
      sell at market
      endif

      TradingDayshort = (dayofweek=1 and (time=000000 or time=030000 or time=040000 or time=050000 or time=090000 or time=110000 or time=140000 or time=100000)) or (dayofweek=2 and (time=020000 or time=040000 or time=160000 or time=170000 or time=210000)) or (dayofweek=3 and (time=080000 or time=130000 or time=140000 or time=160000 or time=200000 or time=210000)) or (dayofweek=4 and (time=000000 or time=030000 or time=040000 or time=090000 or time=200000 or time=210000)) or (dayofweek=5 and (time=010000 or time=050000 or time=140000 or time=160000 or time=190000 or time=210000 or time=220000 or time=170000))

      //TradingDayshort = dayofweek=5 and time =220000

      TIMEFRAME(daily)
      c3s = close<ExponentialAverage[18](close)
      TIMEFRAME(default)

      USCITASHORT = TIME = 220000

      SLS = 0.75
      TPS =3

      //MARGINE = 300

      IF USCITASHORT THEN
      EXITSHORT AT MARKET
      ENDIF

      timeframe(daily)
      dls= close<ExponentialAverage[16](close) and rsi[14]<53

      timeframe(default)

      timeframe(6h)
      Z6s= rsi[16]<55
      timeframe(default)

      timeframe(2h)
      d3s=abs (high-low)<close*0.0085 and Williams[14](close)<Williams[14](close)[1]

      timeframe(default)

      timeframe(4h)
      d1s= close<ExponentialAverage[2](close) and Stochasticd[5,3,5](close)<80 and Williams[3](close)<-58
      d2s=Stochastic[14,3](close)<81

      timeframe(default)

      if TradingDayshort AND closeclose*0.0022 and ABS(CLOSE-OPEN)=< close*0.0085 and rsi[14]<70 and d1s and d2s and d3s and rsi[4]<42 and Stochasticd[3,3,5](close)-94 and rsi[3]>3 and close6 and close>16000*pipsize and dls and z6s then

      SELLSHORT lotnumberSHORT shares AT close-28 stop
      set stop %loss SLS
      set target %profit TPS
      endif
      // Stop Loss & Take Profit
      //****************************************************
      if shortonmarket then
      exitshort at high+close*0.00125 stop
      endif

      if shortonmarket and ABS(CLOSE-OPEN)>= close*0.0085 or rsi[14]>70 then
      exitshort at market
      endif

      IF NOT ONMARKET THEN
      TrailingStart = 85//83 trailing will start @trailinstart points profit
      TrailingStep = 52 //50 trailing step to move the “stoploss”
      Distance = 7 //7 pips Distance from caurrent price (if required by the broker)
      PointsToKeep = 0 //0 pips to be gained when breakeven is set
      //reset the stoploss value
      newSL=0
      ENDIF
      //manage long positions
      IF LONGONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND close-TradePrice(1)>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
      newSL = TradePrice(1)+TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND close-newSL>=TrailingStep*PipSize THEN
      newSL = newSL+TrailingStep*PipSize
      ENDIF
      ENDIF
      //manage short positions
      IF SHORTONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND TradePrice(1)-close>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
      newSL = TradePrice(1)-TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND newSL-close>=TrailingStep*PipSize THEN
      newSL = newSL-TrailingStep*PipSize
      ENDIF
      ENDIF
      //stop order to exit the positions
      IF newSL>0 THEN
      IF LongOnMarket THEN
      IF (close + Distance) > newSL THEN
      SELL AT newSL STOP
      ELSIF (close – Distance) < newSL THEN
      SELL AT newSL LIMIT
      ELSE
      SELL AT Market
      ENDIF
      ELSIF ShortOnmarket THEN
      IF (close + Distance) newSL THEN
      EXITSHORT AT newSL LIMIT
      ELSE
      EXITSHORT AT Market
      ENDIF
      ENDIF
      ENDIF
      //*********************************************************************************

  14. superfalcio • 332 days ago #

    Buongiorno ADconsulting, è interessante il wall street 1 ora, ma ci sono degli errori di copia/incolla, non riesco a farlo girare, provo ad indicarli se puoi correggerli:

    ………….
    IF StrategyProfit StrategyProfit[1] THEN ////////////////////// manca un segno ???

    lotnumberlong = min(max(0.20, (MinLotsLONG*moltiplicatoresize)),MinLotsLONG*18)
    //LotNumber = 1
    ENDIF

    IF StrategyProfit StrategyProfit[1] THEN ////////////////////// manca un segno ???
    ……………
    ……………
    timeframe(daily)
    d1=rsi[18]>35 and Williams[3](close)>-84 and abs(high-low)<close*0.055 and abs(high[1]-low[1])180 and Stochasticd[5,3,5](close)>25 //////////// manca un segno nella parte “abs(close-open)(high+low)/2 ”
    ………………

    • adconsulting • 331 days ago #

      ONCE Capital = 800
      once lotnumberlong=0.65
      ONCE MinLotsLONG = 0.65

      once lotnumbershort=1
      ONCE MinLotsSHORT = 1

      moltiplicatoresize = (StrategyProfit/capital)+1

      IF StrategyProfit StrategyProfit[1] THEN

      lotnumberlong = min(max(0.20, (MinLotsLONG*moltiplicatoresize)),MinLotsLONG*18)
      //LotNumber = 1
      ENDIF

      IF StrategyProfit StrategyProfit[1] THEN

      LotNumberSHORT = min(max(0.31, (MinLotsSHORT*moltiplicatoresize)),MinLotsSHORT*18)
      //LotNumber = 1
      ENDIF

      d1=rsi[18]>35 and Williams[3](close)>-84 and abs(high-low)<close*0.055 and abs(high[1]-low[1])<close*0.055 and abs(close-open)(high+low)/2 and abs(highest[12]-lowest[12])>180 and Stochasticd[5,3,5](close)>25

      prova a vedere se gira adesso

    • adconsulting • 331 days ago #

      il segno è quello del diverso……………………………

    • adconsulting • 331 days ago #

      non so perchè ma non me lo fa scrivere. metti il segno minore da quello seguito da quello maggiore… praticamente se il guadagno del programma dopo l’ultima chiusura è diverso da quello della chiusura precedente

  15. superfalcio • 331 days ago #

    Ciao ad! ho provato, ma ora mi esplodono altri errori, sono tutte causa del copia incolla del tuo codice originario, pare che manchino gran parte dei “<", inoltre ci sono altre cose strane che poi non riesco a capire: "…….and d1s and d2s and d3s and rsi[4]3 and close6”
    Comunque senza fretta, quando riesci. Tu usi il pulsante “Add PRT code” oppure fai ctrlC-ctrlV ? se no potresti anche fare un altro post e allegare il codice come .itf …..:)))

    • adconsulting • 331 days ago #

      Defparam cumulateorders = false
      DEFPARAM PreLoadBars = 10000

      TradingDaylong = (dayofweek=1 and (time=020000 or time=040000 or time=050000 or time=100000 or time=120000 or time=130000 or time=160000 or time=170000 or time=180000)) or (dayofweek=2 and (time=040000 or time=060000 or time=160000 or time=170000 or time=220000)) or (dayofweek=3 and (time=170000 or time=200000)) or (dayofweek=4 and (time=010000 or time=020000 or time=050000 or time=170000)) or (dayofweek=5 and (time=010000 or time=080000 or time=090000 or time=200000))
      //TradingDaylong = Dayofweek=5 and time=210000

      ONCE Capital = 800
      once lotnumberlong=0.65
      ONCE MinLotsLONG = 0.65

      once lotnumbershort=1
      ONCE MinLotsSHORT = 1

      moltiplicatoresize = (StrategyProfit/capital)+1

      IF StrategyProfit <> StrategyProfit[1] THEN

      lotnumberlong = min(max(0.20, (MinLotsLONG*moltiplicatoresize)),MinLotsLONG*18)
      //LotNumber = 1
      ENDIF

      IF StrategyProfit <> StrategyProfit[1] THEN

      LotNumberSHORT = min(max(0.31, (MinLotsSHORT*moltiplicatoresize)),MinLotsSHORT*18)
      //LotNumber = 1
      ENDIF

      USCITALONG = TIME = 220000

      // STOP LOSS & TAKE PROFIT (%)
      SLL = 0.85
      TPL = 3

      IF USCITALONG and uscita and dayofweek<>1 THEN
      SELL AT MARKET
      ENDIF

      timeframe(weekly)
      w= Williams[2](close)>-84
      timeframe(default)

      timeframe(daily)
      d1=rsi[18]>35 and Williams[3](close)>-84 and abs(high-low)<close*0.055 and abs(high[1]-low[1])<close*0.055 and abs(close-open)<close*0.05 and close>(high+low)/2 and abs(highest[12]-lowest[12])>180 and Stochasticd[5,3,5](close)>25

      uscita=abs(close-open)>60 and rsi[14]<75
      timeframe(default)

      timeframe(4h)
      r1=Williams[14](close)>-82 and close>(high+low)/2 and close>open and rsi[5]>37
      uscita1=Stochasticd[5,3,5](close)<60
      timeframe(default)

      timeframe(6h)
      dd1=Stochasticd[5,3,5](close)>22 and close>(high+low)/2
      timeframe(default)

      timeframe(2h)
      dd2=abs(close-open)<close*0.03 and Stochasticd[5,3,5](close)>24

      us2=low-150
      timeframe(default)

      if TradingDaylong and Williams[14](close)>-84 and r1 and d1 and RSI[3](close)>54 and dd1 and dd2 and Williams[14](close)<-4 and rsi[14]>28 and RSI[12](close)<95 and close>(high+low)/2 AND ABS(CLOSE-OPEN)>25 AND ABS(CLOSE[1]-OPEN[1])>8 and Williams[5](close)>-60 and close>14000*pipsize and w then
      buy lotnumberlong shares at high+10 stop
      set stop %loss SLL
      set target %profit TPL
      endif

      if longonmarket and close<open and abs (close-open)> 90 or abs (close-open)> 250 then
      sell at market
      endif

      TradingDayshort = (dayofweek=1 and (time=000000 or time=030000 or time=040000 or time=050000 or time=090000 or time=110000 or time=140000 or time=100000)) or (dayofweek=2 and (time=020000 or time=040000 or time=160000 or time=170000 or time=210000)) or (dayofweek=3 and (time=080000 or time=130000 or time=140000 or time=160000 or time=200000 or time=210000)) or (dayofweek=4 and (time=000000 or time=030000 or time=040000 or time=090000 or time=200000 or time=210000)) or (dayofweek=5 and (time=010000 or time=050000 or time=140000 or time=160000 or time=190000 or time=210000 or time=220000 or time=170000))

      //TradingDayshort = dayofweek=5 and time =220000

      TIMEFRAME(daily)
      c3s = close<ExponentialAverage[18](close)
      TIMEFRAME(default)

      USCITASHORT = TIME = 220000

      SLS = 0.75
      TPS =3

      //MARGINE = 300

      IF USCITASHORT THEN
      EXITSHORT AT MARKET
      ENDIF

      timeframe(daily)
      dls= close<ExponentialAverage[16](close) and rsi[14]<53

      timeframe(default)

      timeframe(6h)
      Z6s= rsi[16]<55
      timeframe(default)

      timeframe(2h)
      d3s=abs (high-low)<close*0.0085 and Williams[14](close)<Williams[14](close)[1]

      timeframe(default)

      timeframe(4h)
      d1s= close<ExponentialAverage[2](close) and Stochasticd[5,3,5](close)<80 and Williams[3](close)<-58
      d2s=Stochastic[14,3](close)<81

      timeframe(default)

      if TradingDayshort AND close<open and ABS(CLOSE-OPEN)>close*0.0022 and ABS(CLOSE-OPEN)=< close*0.0085 and rsi[14]<70 and d1s and d2s and d3s and rsi[4]<42 and Stochasticd[3,3,5](close)<67 and c3s and Williams[2](close)>-94 and rsi[3]>3 and close<ExponentialAverage[21](close) and ABS(CLOSE[1]-OPEN[1])>6 and close>16000*pipsize and dls and z6s then

      SELLSHORT lotnumberSHORT shares AT close-28 stop
      set stop %loss SLS
      set target %profit TPS
      endif
      // Stop Loss & Take Profit
      //****************************************************
      if shortonmarket then
      exitshort at high+close*0.00125 stop
      endif

      if shortonmarket and ABS(CLOSE-OPEN)>= close*0.0085 or rsi[14]>70 then
      exitshort at market
      endif

      IF NOT ONMARKET THEN
      TrailingStart = 85//83 trailing will start @trailinstart points profit
      TrailingStep = 52 //50 trailing step to move the “stoploss”
      Distance = 7 //7 pips Distance from caurrent price (if required by the broker)
      PointsToKeep = 0 //0 pips to be gained when breakeven is set
      //reset the stoploss value
      newSL=0
      ENDIF
      //manage long positions
      IF LONGONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND close-TradePrice(1)>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
      newSL = TradePrice(1)+TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND close-newSL>=TrailingStep*PipSize THEN
      newSL = newSL+TrailingStep*PipSize
      ENDIF
      ENDIF
      //manage short positions
      IF SHORTONMARKET THEN
      //first move (breakeven)
      IF newSL=0 AND TradePrice(1)-close>=(TrailingStart*PipSize+PointsToKeep*PipSize) THEN
      newSL = TradePrice(1)-TrailingStep*PipSize+PointsToKeep*PipSize
      ENDIF
      //next moves
      IF newSL>0 AND newSL-close>=TrailingStep*PipSize THEN
      newSL = newSL-TrailingStep*PipSize
      ENDIF
      ENDIF
      //stop order to exit the positions
      IF newSL>0 THEN
      IF LongOnMarket THEN
      IF (close + Distance) > newSL THEN
      SELL AT newSL STOP
      ELSIF (close – Distance) < newSL THEN
      SELL AT newSL LIMIT
      ELSE
      SELL AT Market
      ENDIF
      ELSIF ShortOnmarket THEN
      IF (close + Distance) < newSL THEN
      EXITSHORT AT newSL STOP
      ELSIF (close – Distance) > newSL THEN
      EXITSHORT AT newSL LIMIT
      ELSE
      EXITSHORT AT Market
      ENDIF
      ENDIF
      ENDIF
      //*********************************************************************************

  16. superfalcio • 331 days ago #

    Ora è tutto ok e gira correttamente!!! Grazie, mi sembra veramente notevole a prima simulazione…. metto la size fissa, non in proporzione al capitale per capirci e lo faccio girare un po’.
    Per ora stavo provando il sistema sul Japan-1h, nonostante mi sono messo la size fissa senza cumulare le posizioni che lo penalizza un po’ (Defparam cumulateorders = false) devo dire va moto bene, ha retto anche gli ultimi periodi di mercato.

  17. Meta Signals Pro • 308 days ago #

    Hi @adconsulting,
    Thanks a lot for these contributions.
    I am currently running live 2 of your systems.

    Do you mind if I create a thread in the english forum of course citing this thread and your name as I am convinced that
    > you are delivering high value content
    > it woud be easier to immediatly visualize the backtests
    > and I have a couple of questions to understand better how you built this system for my own education.

    Are you at ease in english or is it complicated for you ?;-)
    But of course you can create this thread yourself ^^
    Please let me know
    Chris

  18. superfalcio • 257 days ago #

    Ciao @adconsulting, stavo rifacendo un check dei tuoi sistemi, quello su eurusd-30 min… onon capisco se è un problema delle mie simulazioni, ma fa una performance strabiliante fino a giugno/2023 dove inizia prendere dei loss…. hai revisioni di questo?

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