This is a Multiday Strategy on DAX cfd of Ig Market- Time Frame 1 Hour
Signals are taken from QQE indicator and Universal indicator participates as filter.
The Seasonal optimization is Reiner’s Idea, that work well which we know.
The position are followed by a trailing stop.
Test result are made with DAX 1 € mini Spread 2
Time Frame 1 Hour
Since 26.04.2006 to 01.11.2016
The strategy needs also 3 technical indicators that are also attached at the bottom of the post. These technical indicators are original ones found on the site and modified for the strategy.
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// Definizione dei parametri del codice DEFPARAM CumulateOrders = FALSE // Posizioni cumulate disattivate // define position and money management parameter ONCE positionSize = 1 // define saisonal position multiplier >0 - long ONCE Januaryl = 1 ONCE Februaryl = 1 ONCE Marchl = 2 ONCE Aprill = 1 ONCE Mayl = 1 ONCE Junel = 3 ONCE Julyl = 2 ONCE Augustl = 1 ONCE Septemberl = 1 ONCE Octoberl = 3 ONCE Novemberl =2 ONCE Decemberl = 2 // saisonal pattern long position IF CurrentMonth = 1 THEN saisonalPatternMultiplierl = Januaryl ELSIF CurrentMonth = 2 THEN saisonalPatternMultiplierl = Februaryl ELSIF CurrentMonth = 3 THEN saisonalPatternMultiplierl = Marchl ELSIF CurrentMonth = 4 THEN saisonalPatternMultiplierl = Aprill ELSIF CurrentMonth = 5 THEN saisonalPatternMultiplierl = Mayl ELSIF CurrentMonth = 6 THEN saisonalPatternMultiplierl = Junel ELSIF CurrentMonth = 7 THEN saisonalPatternMultiplierl = Julyl ELSIF CurrentMonth = 8 THEN saisonalPatternMultiplierl = Augustl ELSIF CurrentMonth = 9 THEN saisonalPatternMultiplierl = Septemberl ELSIF CurrentMonth = 10 THEN saisonalPatternMultiplierl = Octoberl ELSIF CurrentMonth = 11 THEN saisonalPatternMultiplierl = Novemberl ELSIF CurrentMonth = 12 THEN saisonalPatternMultiplierl = Decemberl ENDIF // define saisonal position multiplier >0 short ONCE Januarys = 2 ONCE Februarys = 1 ONCE Marchs = 1 ONCE Aprils = 1 ONCE Mays = 3 ONCE Junes = 2 ONCE Julys = 1 ONCE Augusts = 1 ONCE Septembers = 3 ONCE Octobers = 1 ONCE Novembers = 1 ONCE Decembers = 1 // saisonal pattern short position IF CurrentMonth = 1 THEN saisonalPatternMultipliers = Januarys ELSIF CurrentMonth = 2 THEN saisonalPatternMultipliers = Februarys ELSIF CurrentMonth = 3 THEN saisonalPatternMultipliers = Marchs ELSIF CurrentMonth = 4 THEN saisonalPatternMultipliers = Aprils ELSIF CurrentMonth = 5 THEN saisonalPatternMultipliers = Mays ELSIF CurrentMonth = 6 THEN saisonalPatternMultipliers = Junes ELSIF CurrentMonth = 7 THEN saisonalPatternMultipliers = Julys ELSIF CurrentMonth = 8 THEN saisonalPatternMultipliers = Augusts ELSIF CurrentMonth = 9 THEN saisonalPatternMultipliers = Septembers ELSIF CurrentMonth = 10 THEN saisonalPatternMultipliers = Octobers ELSIF CurrentMonth = 11 THEN saisonalPatternMultipliers = Novembers ELSIF CurrentMonth = 12 THEN saisonalPatternMultipliers = Decembers ENDIF // Condizioni per entrare su posizioni long ignored, indicator1, ignored = CALL "QQE_QUDAX1HBUY" ignored, indicator3, ignored = CALL "QQE_QUDAX1HSELL" indicator2, ignored = CALL "UNIV_QUDAX1H_LOW" c1 = (indicator1 CROSSES OVER 50) c2 = (indicator2 <= 0) c3=(indicator1>68) c4=(indicator1<34) // Condizioni per entrare su posizioni short c5 = (indicator3 CROSSES UNDER 50) c6 = (indicator2 >= 0) C7 = (indicator3<35) C8=(indicator3>56) IF c1 AND c2 THEN IF saisonalPatternMultiplierl > 0 THEN // check saisonal booster setup and max position size BUY positionSize * saisonalPatternMultiplierl CONTRACT AT MARKET ENDIF ENDIF IF C3 OR C4 THEN SELL AT MARKET ELSIF c5 AND c6 THEN IF saisonalPatternMultipliers > 0 THEN // check saisonal booster setup and max position size SELLSHORT positionSize * saisonalPatternMultipliers CONTRACT AT MARKET ENDIF ENDIF IF C7 OR C8 THEN EXITSHORT AT MARKET ENDIF // TRAILING STOP LOGIK TGL =131 TGS= 100 if not onmarket then MAXPRICE = 0 MINPRICE = close PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL*pointsize then PREZZOUSCITA = MAXPRICE-TGL*pointsize ENDIF ENDIF if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=TGS*pointsize then PREZZOUSCITA = MINPRICE+TGS*pointsize ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF ONCE maxCandlesShortWithoutProfit =68// limit short loss latest after 85 candles // stop and profit management posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize ms = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit IF SHORTONMARKET AND ms THEN EXITSHORT AT MARKET ENDIF set stop Ploss 500 set target Pprofit 500 |
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// Definizione dei parametri del codice
DEFPARAM CumulateOrders = FALSE // Posizioni cumulate disattivate
// define position and money management parameter
ONCE positionSize = 1
// define saisonal position multiplier >0 - long
ONCE Januaryl = 1
ONCE Februaryl = 1
ONCE Marchl = 2
ONCE Aprill = 1
ONCE Mayl = 1
ONCE Junel = 3
ONCE Julyl = 2
ONCE Augustl = 1
ONCE Septemberl = 1
ONCE Octoberl = 3
ONCE Novemberl =2
ONCE Decemberl = 2
// saisonal pattern long position
IF CurrentMonth = 1 THEN
saisonalPatternMultiplierl = Januaryl
ELSIF CurrentMonth = 2 THEN
saisonalPatternMultiplierl = Februaryl
ELSIF CurrentMonth = 3 THEN
saisonalPatternMultiplierl = Marchl
ELSIF CurrentMonth = 4 THEN
saisonalPatternMultiplierl = Aprill
ELSIF CurrentMonth = 5 THEN
saisonalPatternMultiplierl = Mayl
ELSIF CurrentMonth = 6 THEN
saisonalPatternMultiplierl = Junel
ELSIF CurrentMonth = 7 THEN
saisonalPatternMultiplierl = Julyl
ELSIF CurrentMonth = 8 THEN
saisonalPatternMultiplierl = Augustl
ELSIF CurrentMonth = 9 THEN
saisonalPatternMultiplierl = Septemberl
ELSIF CurrentMonth = 10 THEN
saisonalPatternMultiplierl = Octoberl
ELSIF CurrentMonth = 11 THEN
saisonalPatternMultiplierl = Novemberl
ELSIF CurrentMonth = 12 THEN
saisonalPatternMultiplierl = Decemberl
ENDIF
// define saisonal position multiplier >0 short
ONCE Januarys = 2
ONCE Februarys = 1
ONCE Marchs = 1
ONCE Aprils = 1
ONCE Mays = 3
ONCE Junes = 2
ONCE Julys = 1
ONCE Augusts = 1
ONCE Septembers = 3
ONCE Octobers = 1
ONCE Novembers = 1
ONCE Decembers = 1
// saisonal pattern short position
IF CurrentMonth = 1 THEN
saisonalPatternMultipliers = Januarys
ELSIF CurrentMonth = 2 THEN
saisonalPatternMultipliers = Februarys
ELSIF CurrentMonth = 3 THEN
saisonalPatternMultipliers = Marchs
ELSIF CurrentMonth = 4 THEN
saisonalPatternMultipliers = Aprils
ELSIF CurrentMonth = 5 THEN
saisonalPatternMultipliers = Mays
ELSIF CurrentMonth = 6 THEN
saisonalPatternMultipliers = Junes
ELSIF CurrentMonth = 7 THEN
saisonalPatternMultipliers = Julys
ELSIF CurrentMonth = 8 THEN
saisonalPatternMultipliers = Augusts
ELSIF CurrentMonth = 9 THEN
saisonalPatternMultipliers = Septembers
ELSIF CurrentMonth = 10 THEN
saisonalPatternMultipliers = Octobers
ELSIF CurrentMonth = 11 THEN
saisonalPatternMultipliers = Novembers
ELSIF CurrentMonth = 12 THEN
saisonalPatternMultipliers = Decembers
ENDIF
// Condizioni per entrare su posizioni long
ignored, indicator1, ignored = CALL \"QQE_QUDAX1HBUY\"
ignored, indicator3, ignored = CALL \"QQE_QUDAX1HSELL\"
indicator2, ignored = CALL \"UNIV_QUDAX1H_LOW\"
c1 = (indicator1 CROSSES OVER 50)
c2 = (indicator2 <= 0)
c3=(indicator1> 72 )
c4=(indicator1< 39 )
// Condizioni per entrare su posizioni short
c5 = (indicator3 CROSSES UNDER 50)
c6 = (indicator2 >= 0)
C7 = (indicator3< 28 )
C8=(indicator3> 56 )
IF c1 AND c2 THEN
IF saisonalPatternMultiplierl > 0 THEN // check saisonal booster setup and max position size
BUY positionSize * saisonalPatternMultiplierl CONTRACT AT MARKET
ENDIF
ENDIF
IF C3 OR C4 THEN
SELL AT MARKET
ELSIF c5 AND c6 THEN
IF saisonalPatternMultipliers > 0 THEN // check saisonal booster setup and max position size
SELLSHORT positionSize * saisonalPatternMultipliers CONTRACT AT MARKET
ENDIF
ENDIF
IF C7 OR C8 THEN
EXITSHORT AT MARKET
ENDIF
// TRAILING STOP LOGIK
TGL = 131
TGS= 100
if not onmarket then
MAXPRICE = 0
MINPRICE = close
PREZZOUSCITA = 0
ENDIF
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close)
if MAXPRICE-tradeprice(1)>=TGL*pointsize then
PREZZOUSCITA = MAXPRICE-TGL*pointsize
ENDIF
ENDIF
if shortonmarket then
MINPRICE = MIN(MINPRICE,close)
if tradeprice(1)-MINPRICE>=TGS*pointsize then
PREZZOUSCITA = MINPRICE+TGS*pointsize
ENDIF
ENDIF
if onmarket and PREZZOUSCITA>0 then
EXITSHORT AT PREZZOUSCITA STOP
SELL AT PREZZOUSCITA STOP
ENDIF
ONCE maxCandlesShortWithoutProfit = 72// limit short loss latest after 72 candles
// stop and profit management
posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize
ms = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit
IF SHORTONMARKET AND ms THEN
EXITSHORT AT MARKET
ENDIF
set stop Ploss 950
set target Pprofit 500
Hi,
have you change stop loss only? Have you test 200.000 Bars?
Ale max 100.000 con la mia piattaforma
how can I put a picture here?
CiaoI’ve seen your version with 100.000 Bars, yes is better; but with 200.000 results are quite the same and increase drawdown.
We may look for to run the strategy with Gold and Oil.. Grazie!
Miguel do you find picture of your version near the others files above. It’s tested with 200.000 bars
HI MIGUEL, WHAT IS THE TRADING TIME ? 08:00 – 22:00? ROME TIME ZONE
THANKS
Paste here Miguel and send link? https://snag.gy/
Cosmic I will attach here the result with photos
Ciao Ale,
Are you running this code on real account? The results are the same of backtests?Duccio
Ciao Ducci,
yes the same..
Oh perfetto. Very good job.
Ti posso contattare tramite un metodo privato (email o cellulare)per chiederti alcune cose che non c’entrano direttamente con la strategia?
Hello Duccio;If you need to contact me don’t hesitate..
Ciao
vuoi darmi il numero che ti chiamo?
Te lo posso mandare via mail evitando di scriverlo qui pubblico?
tradale1980@gmail.com
Ciao
manda pure..
Grandi idee….grazie Ale!!
Ciao Ale, intanto ti volevo fare i complimenti per tutto quello che posti!!Premetto che sono un newbie, e mi piacerebbe migliorare la mia programmazione. Leggendo il tuo TS, faccio fatica a capirlo… posso farti alcune domande? Scusa se sono banali… Spero che possano essere utili anche ad altri nella community…sopratutto la prima parte… dalla riga 7 alla 84.. grazie mille
Certo!
Off topic: but is it possible to change the language of the PRT interface (eg to English)? Cant find a setting for that.
No it’s not possible. The platform language is linked to your country language account.
qualcuno puo aiutarmi per il mio ts? avrei bisogno solo di mettere un entrata per un tf 1m come secondo incrocio ma non trovo come fare qualcuno mi puo contattare?
grazie
martina
Hello ALE,Thanks for your good strategies,Have you calculated how overnight CFD charges will affect overall gain as ie. for the last 4 years, 77 long trades last an average of 20 days and 32 short trades, an average of 9 days?Thank you for your answer.
Hi Arnaudp63,Not yet
Hi Arnaudp63
Daliy itenterests are about 1700€ since 26.april.2006 to last trade.
RegardsAle
Salve a tutti sono nuovo nel forum ma no nel trading,bella strategia ma nel trading medi lungo periodo non puo bastare il calcolo dello spread 2, ma bisognerebe calcolarlo almeno il doppio per compensare le spese degli interessi che applicano giornalmente.
Hi AlemalizAt Christmas time I’ll count interest..
Thanks
Ale
Hi Alemaliz
Daliy itenterests are about 1700€ since 26.april.2006 to last trade.
RegardsAle
ciao Ale, mi da questo errore quando copio il codice su PRT
\"QQE_QUDAX1HBUY\"come posso risolvere?Grazie.
Ciao
Devi fare il download di tutti i file e successivamente dal menù della piattaforma dove trovi tutti gli indicatori e tutte le strategie, cliccata sul tasto importa, alla fine li troverai disponibili nel menù
Please write in English
you must download every files
and import them in your platform
ciao Ale, grazie…non riesco a metterli sul desktop…ti ho inviato una mail…
risolto…
https://www.prorealcode.com/import-export-prorealtime-code-platform/
ok bene!
Ciao Ale le stagionalita sono ottimizzate in base al guadagno% ho in %Trade vincenti Grazie?
CiaoGuadagno.
Ciao Ale scusa se ti disturbo ancora possiamo sentirci in privato per un chiarimento su questa strategia per il bene di tutti?
Ma certo nel mio profilo trovi le info
ciao Ale, scusa il disturbo .. ho messo in macchina demo versione 10.03 questa strategia dal 03 gennaio e non ha fatto nessuna operazione cosa ho sbagliato … ?
a 1 ora su dax mini 1 euro punto..
grazie .
Ciaol’ultima operazione long l’ha eseguita il 3 dicembre ed uscito l’8 dicembre.
a ok quindi potrei anche non aver sbagliato nulla … grazie ..
scusate sono nuovo del forum ,dove posso chiedere come posso generare un codice che mi permetta di acquistare ad una data ora e vendere ad un altra data ora tutti i giorni?
Ciao
Puo andare nel forum
Supporto pro order
In fondo troverai lo spazio per inserire un nuovo topic
li ci sarà lo spazio per spiegarti come fare..
ciao
Ciao Ale,
anche a me da questo errore
“QQE_QUDAX1HBUY”
“QQE_QUDAX1HSELL”
“UNIV_QUDAX1H_LOW”
dove trovo questi indicatori
Grazie
Hi Ale
do you trade these QU strategies?
Are the results same as backtests
Thnaks in advance
Reb
Hi anyone that has run this lately?