SP500 - riding the trend
Simple strategy on S&P500 with “controlled” averaging down orders. Strategy has stoploss (100 points by default). Default is 5 contracts per order, but you can modify it in the code if you want (please adapt it to your account size). Could be adapted to other markets for sure.
// TF Giornaliero
// JR1976 TRADERS
// Molto Buono con Cumulate order LONG
// MM125=filtro lungo periodo , MM14 media di corto periodo per le operazioni long , MM4 media di corto periodo per le operazioni short + check RSI 2
// TIme Frame DAYLY
// MAX dd ...
// Loss ...
// JR1976 TRADERS
DEFPARAM Cumulateorders = true
//defparam flatafter = 220000
//defparam flatbefore = 130000
MM125=average[125](close)
MM14=average[14](close)
MM4=average[4](close)
RSI2 = RSI[2](close)
//h1 = high > Bollingerup[20]
short = RSI2 > 90
mm200=average[200](close)
// Condizioni per entrare su posizioni long
IF NOT LongOnMarket and close >MM125 and MM125>MM125[1] and close<MM14 THEN
BUY 5 CONTRACTS AT high stop
trading = 0
ENDIF
//if trading < 7 then
if trading < 5 then
//IF LongOnMarket and close>mm200 and Close-TRADEPRICE(1)>1 then
IF LongOnMarket and close>mm200 and TRADEPRICE(1)- close>1 then
BUY 5 CONTRACTS AT market
trading = trading +1
ENDIF
endif
// Condizioni per uscire da posizioni long
//If LongOnMarket AND close>mml and close>close[1] THEN
If LongOnMarket AND close>MM14 THEN
SELL AT market
ENDIF
// Stop e target: Inserisci qui i tuoi stop di protezione e profit target
if not shortonmarket and close<MM125 and MM125<MM125[1] and close>MM4 and short then
sellshort 5 contracts at low-3 stop
endif
if shortonmarket and close<MM4 and close<close[1] and TRADEPRICE(1)- close>1 then
exitshort at market
endif
//if shortonmarket then
//exitshort at high+10 stop
//endif
//set target pprofit 25
set stop ploss 100
Comments
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Hallo Im Demomodus bei IG habe ich das Problem, dass oft keine Orders ausgeführt werden können, da anscheinend der STOP Kauf zu nahe am gegenwärtigen Martlevel liegt. Änderung von STOP Kauf auf Market funktioniert im Code leider nicht. Was müsste ich da ändern? Translate: In demo mode with IG I have the problem that often no orders can be executed, because apparently the STOP purchase is too close to the current market level. The minimum distance must be 10 points. Change of STOP Buying on Market does not work in the code unfortunately. What should I change there?
Hi JR1976, thank you for posting this trading system. In the screenshot you attached there are some incoherences that make me think you messed up with the screenshot because in the bigger window I see: the CFD is "US 500 cash" the timeframe is "Daily" (Giornaliero) the test period is from somewhere before 1999 and september 2018 while in the "Rapporto dettagliato" window I see: the CFD is "France 40 cash" the timeframe is 4 hours the test period is from 29/04/2013 to 01/09/2017 The system applied to US 500 on a daily frame breaks after a few positions and if applied to the CAC 40 index, it works better but not that much. Please may you review your whole post? Thank you Danibo
I Ricx Sorry but there is an error in copy paste of the previous reply. The follow the simple condition to set up LONG 1 previous close must be above simple moving average 125 2 the trend of the average 125 must be up direcction 3 previous bar close below average 14 4 at the last open a position if the current price break the previous daily high Cumulate order (limited) if you are not in profit That's all Regarda
I Ricx, Thanks an advance for your comment The most important condition to go long are : SP500 – riding the trend 3 SP500 – riding the trend Simple strategy on S&P500 with “controlled” averaging down orders. Strategy has stoploss (100 points by default). Default is 5 contracts per order, but you can modify it in the code if you want (please adapt it to your account size). Could be adapted to other markets for sure. // TF Giornaliero // JR1976 TRADERS // Molto Buono con Cumulate order LONG // MM125=filtro lungo periodo , MM14 media di corto periodo per le operazioni long , MM4 media di corto periodo per le operazioni short + check RSI 2 // TIme Frame DAYLY // MAX dd ... // Loss ... // JR1976 TRADERS DEFPARAM Cumulateorders = true //defparam flatafter = 220000 //defparam flatbefore = 130000 MM125=average[125](close) MM14=average[14](close) MM4=average[4](close) RSI2 = RSI[2](close) //h1 = high > Bollingerup[20] short = RSI2 > 90 mm200=average[200](close) // Condizioni per entrare su posizioni long IF NOT LongOnMarket and close >MM125 and MM125>MM125[1] and close<MM14 THEN BUY 5 CONTRACTS AT high stop trading = 0 ENDIF //if trading < 7 then if trading mm200 and Close-TRADEPRICE(1)>1 then IF LongOnMarket and close>mm200 and TRADEPRICE(1)- close>1 then BUY 5 CONTRACTS AT market trading = trading +1 ENDIF endif // Condizioni per uscire da posizioni long //If LongOnMarket AND close>mml and close>close[1] THEN If LongOnMarket AND close>MM14 THEN SELL AT market ENDIF // Stop e target: Inserisci qui i tuoi stop di protezione e profit target if not shortonmarket and close<MM125 and MM125MM4 and short then sellshort 5 contracts at low-3 stop endif if shortonmarket and close<MM4 and close1 then exitshort at market endif //if shortonmarket then //exitshort at high+10 stop //endif //set target pprofit 25 set stop ploss 100 // TF Giornaliero // JR1976 TRADERS // Molto Buono con Cumulate order LONG // MM125=filtro lungo periodo , MM14 media di corto periodo per le operazioni long , MM4 media di corto periodo per le operazioni short + check RSI 2 // TIme Frame DAYLY // MAX dd ... // Loss ... // JR1976 TRADERS DEFPARAM Cumulateorders = true //defparam flatafter = 220000 //defparam flatbefore = 130000 MM125=average[125](close) MM14=average[14](close) MM4=average[4](close) RSI2 = RSI[2](close) //h1 = high > Bollingerup[20] short = RSI2 > 90 mm200=average[200](close) // Condizioni per entrare su posizioni long IF NOT LongOnMarket and close >MM125 and MM125>MM125[1] and close<MM14 THEN BUY 5 CONTRACTS AT high stop First of all, simple average 125 , previous close must be above Then the trend of the average 125 must be in up direction Previous close are below average 14 And the last condition but important is to break the previous high to entry in the market To avoid the big drawdown , cumulate order if you are not in profit The stop loss obviously are most important Regards
Hi Thomas, The system is totally automatic , make daily trade ( daily timeframe ) . Follow the trend because need to know if the close is above or below the 'Average 125' and entry when the market have the weak points , only at the break of previous Daily high or low About your portfolio size ... Depend of your risk , but I think 3000 €/US is the minimum
Yes! Thanks for your reply. Also, can you give any more details on how this system works? It says it's automated. Does that mean that it will automatically make daily trades or weekly trades? What type of returns will it generate and does it work with any portfolio size? I know you have to sign-up for Prorealtime monthly in order to use. Thanks in advance!
Is there anyway to make this system work for the us market? Thanks!
Troppi pochi trade per uno storico così elevato. La probabilità nella sua accezione frequentista , è attendibile se il campione preso a riferimento sia ampio. Mia personalissima opinione. Buona giornata!
Hello I made some optimization to make it better. But there are 5 transacttion which increase drawdown. Can you help to optmize too Thanks