1 Min Trading Strategy

• 07/16/2017 at 1:56 PM #40775
  Andyswede

  Inertia, eur/usd instead of DAX, for the question on page 2

  1 user thanked author for this post.

  Inertia

  

  Andyswede

  Participant

  Topics: 2

  Replies: 28

  Been thanked: 6 times
  07/16/2017 at 2:03 PM #40777
  TheAccountant

  I use this settings of WF. Sorry it is complicated for me to explain with my bad English. PRT is in French with me and I do not have the right words in English. I attach an image.
  

  80% IN sample and 20% Out of sample x5 “occurences” ( I do not know in english).

  If I just have 1 optimized results i take it. If I have several variables that give good results, I run a classic backtest and I keep the best.

  For example on this strategy I gave tp of 5 to 30 with step of 1.  WF gives me TP 9 and TP 10 on Dax according to the periods.  I test tp 9 and tp 10 in a classic backest on 200k and i keep tp 10 finally.
  

  I do not know if it’s the best way… I am not an expert 🙂

   

  

  TheAccountant

  Participant

  Topics: 9

  Replies: 56

  Been thanked: 15 times
  07/16/2017 at 2:05 PM #40779
  TheAccountant

  Inertia wrote:

  Hi Theaccountant, Attached are the result from my side with your strategy…What did I do wrong ? Strange…

  It’s for Dax cfd not eurusd 🙂  🙂   🙂

  1 user thanked author for this post.

  Inertia

  

  TheAccountant

  Participant

  Topics: 9

  Replies: 56

  Been thanked: 15 times
  07/16/2017 at 2:58 PM #40782
  GraHal

  TheAccountant your English is near perfect! I understood exactly what you said, thank you.

  I don’t think any of us have (yet) come up the optimum way to use WF?  It will be better when we can see a whole table of WF results including Drawdown.

  I’ve just been sitting on my deck chair in the sun thinking of a ‘slightly different angle’ on the way I use WF.

  Cheers
  GraHal

  2 users thanked author for this post.

  Inertia, TheAccountant

  

  GraHal

  Participant

  Topics: 214

  Replies: 8840

  Been thanked: 2208 times
  07/16/2017 at 3:21 PM #40784
  GraHal

  Latest versions, but I am already lost myself! 🙂  Please could we type in the Version Number at the top of code?

  If anybody wants to correct, update or even change the format feel free PLEASE!? 🙂

  Jua   V1.0     (1m DAX)         #40559         TAc opti 200K        #40761 
  Jua  V2.0     (1m DAX)          #40653         Jua V2.1 snipp        #40675
  Ine V2.2       (1m EURUSD) #40695          Ine opti 200K        #40773

  1 user thanked author for this post.

  Inertia

  

  GraHal

  Participant

  Topics: 214

  Replies: 8840

  Been thanked: 2208 times
  07/16/2017 at 3:41 PM #40785
  juanj

  @GraHal both my pieces of code was originally optimized for EUR/USD not DAX

  

  juanj

  Participant

  Topics: 51

  Replies: 505

  Been thanked: 170 times
  07/16/2017 at 4:03 PM #40786
  GraHal

  (Ahahahah just shows we can all be blinkered! That is why I never got same results as you!!! 🙂 )

  Please add Version, Instrument and Timeframe at top of Code.

  If Time is in your Code, also add Time Standard in Format ‘UTC + – X’.

  If anybody wants to correct, update or change format feel free PLEASE!? 🙂

  Jua   V1.0     (1m EURUSD)      #40559         TAc opti 200K   DAX    #40761 
  Jua  V2.0     (1m EURUSD)      #40653         Jua V2.1 snipp                 #40675
  Ine V2.2       (1m EURUSD)     #40695          Ine opti 200K                 #40773

  

  GraHal

  Participant

  Topics: 214

  Replies: 8840

  Been thanked: 2208 times
  07/16/2017 at 5:42 PM #40794
  TheAccountant

  ok so…

  On the DAX cfd M1.

  Time range : 9:00 to 17:30 = 1 pts spread / 17:30 to 22:00 = 2 pts spread  ( french price. check time and spread for your country)

  Optimized with WF :

  TP : 10 and SL : 50

  RSI > 60

  Average 7 and average 150 are the best on 200k.

  Backtest 200k units with spread. Not test in real yet.

  //Stategy: Scalping Candles //Market: DAX //Timeframe: 1min //Spread: 1 //Author: Juan Jacobs (Jd3gjacobs@gmail.com) DEFPARAM CumulateOrders = False // Cumul des positions désactivé noEntryBeforeTime = 090000 timeEnterBefore = time >= noEntryBeforeTime noEntryAfterTime = 220000 timeEnterAfter = time < noEntryAfterTime daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 If longonmarket and close < positionprice and (barindex-tradeindex) > 650 Then Sell at market ElsIf shortonmarket and close > positionprice and (barindex-tradeindex) > 60 then Exitshort at market EndIf body=close-open abody=abs(body) if range>0 then ratio=abody/range else ratio=0 endif middle=(open+close)/2 bodytop=max(open, close) bodybottom=min(open, close) shadowtop=high-bodytop shadowbottom=bodybottom-low longcandle= (ratio>0.6) Bull = 0 Bear = 0 //Bullish Signals MorningStar=(body[2]<0 and body>0 and longcandle[2] and open[1]<close[2] and open>close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and low[1]<low and low[1]<low[2] and high[1]<open[2] and high[1]<close) if MorningStar then Bull = 1 //Positive endif PiercingLine=(body[1]<0 and body>0 and longcandle[1] and longcandle and open<low[1] and close>middle[1] and close<open[1]) if PiercingLine then Bull = 1 //None endif AbandonedBabyBottom=(body[2]<0 and body>0 and longcandle[2] and ratio[1]<0.3 and high[1]<low[2] and high[1]<low) if AbandonedBabyBottom then Bull = 1 //None endif ThreeInsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishHarami[1] and close>close[1]) if ThreeInsideUp then Bull = 1 //Positive endif ThreeOutsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishEngulfing[1] and close>close[1]) if ThreeOutsideUp then Bull = 1 //Positive endif ThreeWhiteSoldiers=(body[2]>0 and body[1]>0 and body>0 and high[1]>high[2] and high>high[1] and close[1]>close[2] and close>close[1] and open[1]>open[2] and open[1]<close[2] and open>open[1] and open<close[1]) if ThreeWhiteSoldiers then //Bull = 1 //Increase Drawdown endif ConcealingBabySwallow=(body[3]<0 and body[2]<0 and body[1]<0 and body<0 and ratio[3]>0.8 and ratio[2]>0.8 and ratio>0.8 and open[1]<close[2] and high[1]>close[2] and shadowtop[1]>0.6*(abody[1]+shadowbottom[1]) and bodybottom<bodybottom[1] and bodytop>high[1]) if ConcealingBabySwallow then Bull = 1 //None endif BullishHarami=(body[1]<0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if BullishHarami then //Bull = 1 //Negative Impact endif HomingPigeon=(body[1]<0 and body<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if HomingPigeon then Bull = 1 //None endif BullishEngulfing=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if BullishEngulfing then Bull = 1 //Positive endif LastEngulfingBottom=(body[1]>0 and body<0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if LastEngulfingBottom then Bull = 1 //None endif DragonflyDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>3*abody and shadowtop<shadowbottom/3) if DragonflyDojiBottom then Bull = 1 //None endif GravestoneDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>3*abody and shadowbottom<shadowtop/3) if GravestoneDojiBottom then Bull = 1 //None endif DojiStarBottom=(body[1]<0 AND longcandle[1] AND low<low[1] AND open<close[1] AND ratio<0.3 AND range<0.3*range[1]) if DojiStarBottom then Bull = 1 //None endif BullishHaramiCross=(body[1]<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1]) if BullishHaramiCross then Bull = 1 //None endif ThreeStarsInTheSouth=(body[2]<0 and body[1]<0 and body<0 and shadowtop[2]<range[2]/4 and shadowbottom[2]>abody[2]/2 and low[1]>low[2] and high[1]<high[2] and abody[1]<abody[2] and shadowtop[1]<range[1]/4 and shadowbottom[1]>abody[1]/2 and low>low[1] and high<high[1] and abody<abody[1] and shadowtop<range/4 and shadowbottom<range/4) if ThreeStarsInTheSouth then Bull = 1 //None endif BullishBreakaway=(body[4]<0 and body[3]<0 and body>0 and open[3]<close[4] and close[2]<close[3] and close[1]<close[2] and longcandle and close<close[4] and close>open[3]) if BullishBreakaway then Bull = 1 //None endif Hammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>2*abody and shadowtop<0.3*abody) if Hammer then Bull = 1 //None endif InvertedHammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>2*abody and shadowbottom<0.3*abody) if InvertedHammer then Bull = 1 //None endif RisingThreeMethods=(body[4]>0 and body[3]<0 and body[1]<0 and body>0 and longcandle[4] and longcandle and close[2]<close[3] and close[1]<close[2] and high[2]<high[3] and high[1]<high[2] and low[1]>low[4] and open>close[1] and close>high[4] and close>high[3] and close>high[2] and close>high[1]) if RisingThreeMethods then Bull = 1 //None endif BullishThreeLineStrike=(body[3]>0 and body[2]>0 and body[1]>0 and body<0 and longcandle[3] and longcandle[2] and longcandle[1] and close[2]>close[3] and close[1]>close[2] and open>close[1] and close<open[3]) if BullishThreeLineStrike then Bull = 1 //None endif BullishMatHold=(body[4]>0 and body[3]<0 and body[1]<0 and body>0 and longcandle[4] and close[3]>close[4] and close[2]<close[3] and close[1]<close[2] and high[2]<high[3] and high[1]<high[2] and low[1]>low[4] and open>close[1] and close>high[4] and close>high[3] and close>high[2] and close>high[1]) if BullishMatHold then Bull = 1 //None endif BullSash=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>close[1] AND open<open[1] AND close>open[1] AND shadowtop<0.1*abody) if BullSash then Bull = 1 //Positive endif BullSeparatingLine=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop<0.1*abody) if BullSeparatingLine then Bull = 1 //None endif BullishCounterAttack=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND close<=close[1]) if BullishCounterAttack then Bull = 1 //None endif BullishKicking=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop=0 AND shadowbottom=0) if BullishKicking then Bull = 1 //None endif //Bearish Signal EveningStar=(body[2]>0 AND body<0 and longcandle[2] and open[1]>close[2] and open<close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and high[1]>high and high[1]>high[2] and low[1]>open[2] and low[1]>close) if EveningStar then Bear = 1 endif DarkCloudCover=(body[1]>0 and body<0 and longcandle[1] and longcandle and open>high[1] and close<middle[1] and close>open[1]) if DarkCloudCover then Bear = 1 endif AbandonedBabyTop=(body[2]>0 and body<0 and longcandle[2] and ratio[1]<0.3 and low[1]>high[2] and low[1]>high) if AbandonedBabyTop then Bear = 1 endif ThreeInsideDown=(body[2]>0 and body[1]<0 and body<0 and bearishharami[1] and close<close[1]) if ThreeInsideDown then Bear = 1 endif ThreeOutsideDown=(body[2]>0 and body[1]<0 and body<0 and bearishengulfing[1] and close<close[1]) if ThreeOutsideDown then Bear = 1 endif ThreeBlackCrows=(body[2]<0 and body[1]<0 and body<0 and longcandle[2] and longcandle[1] and longcandle and low[1]<low[2] and low<low[1] and close[1]<close[2] and close<close[1] and open[1]<open[2] and open[1]>close[2] and open<open[1] and open>close[1]) if ThreeBlackCrows then Bear = 1 endif UpsideGapTwoCrows=(body[2]>0 and body[1]<0 and body<0 and longcandle[2] and open[1]>close[2] and bodytop>bodytop[1] and bodybottom<bodybottom[1] and close>close[2]) if UpsideGapTwoCrows then Bear = 1 endif BearishHarami=(body[1]>0 and body<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if BearishHarami then Bear = 1 endif DescendingHawk=(body[1]>0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if DescendingHawk then Bear = 1 endif BearishEngulfing=(body[1]>0 and body<0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if BearishEngulfing then Bear = 1 endif LastEngulfingTop=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if LastEngulfingTop then Bear = 1 endif DragonflyDojiTop=(body[1]>0 and longcandle[1] and high>high[1] and shadowbottom>3*abody and shadowtop<shadowbottom/3) if DragonflyDojiTop then Bear = 1 endif GravestoneDojiTop=(body[1]>0 and longcandle[1] and high>high[1] and shadowtop>3*abody and shadowbottom<shadowtop/3) if GravestoneDojiTop then Bear = 1 endif DojiStarTop=(body[1]>0 AND longcandle[1] AND high>high[1] AND open>close[1] AND ratio<0.3 AND range<0.3*range[1]) if DojiStarTop then Bear = 1 endif BearishHaramiCross=(body[1]>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1]) if BearishHaramiCross then Bear = 1 endif AdvanceBlock=(body[2]>0 and body[1]>0 and body>0 and high[2]<high[1] and high[1]<high and open[1]>bodybottom[2] and open[1]<bodytop[2] and open>bodybottom[1] and open<bodytop[1] and abody[1]<abody[2] and abody<abody[1]) if AdvanceBlock then Bear = 1 endif TwoCrows=(body[2]>0 and body[1]<0 and body<0 and longcandle[2] and open[1]>close[2] and close[1]>close[2] and open<bodytop[1] and open>bodybottom[1] and close<bodytop[2] and close>bodybottom[2]) if TwoCrows then Bear = 1 endif BearishBreakaway=(body[4]>0 and body[3]>0 and body<0 and open[3]>close[4] and close[2]>close[3] and close[1]>close[2] and longcandle and close>close[4] and close<open[3]) if BearishBreakaway then Bear = 1 endif ShootingStar=(body[1]>0 and longcandle[1] and high>high[1] and shadowtop>2*abody and shadowbottom<0.3*abody) if ShootingStar then Bear = 1 endif HangingMan=(body[1]>0 and longcandle[1] and high>high[1] and shadowbottom>2*abody and shadowtop<0.3*abody) if HangingMan then Bear = 1 endif FallingThreeMethods=(body[4]<0 and body[3]>0 and body[1]>0 and body<0 and longcandle[4] and longcandle and close[2]>close[3] and close[1]>close[2] and low[2]>low[3] and low[1]>low[2] and high[1]<high[4] and open<close[1] and close<low[4] and close<low[3] and close<low[2] and close<low[1]) if FallingThreeMethods then Bear = 1 endif BearishThreeLineStrike=(body[3]<0 and body[2]<0 and body[1]<0 and body>0 and longcandle[3] and longcandle[2] and longcandle[1] and close[2]<close[3] and close[1]<close[2] and open<close[1] and close>open[3]) if BearishThreeLineStrike then Bear = 1 endif BearishMatHold=(body[4]<0 and body[3]>0 and body[1]>0 and body<0 and longcandle[4] and close[3]<close[4] and close[2]>close[3] and close[1]>close[2] and low[2]>low[3] and low[1]>low[2] and high[1]<high[4] and open<close[1] and close<low[4] and close<low[3] and close<low[2] and close<low[1]) if BearishMatHold then Bear = 1 endif BearSash=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open>open[1] AND open<close[1] AND close<open[1] AND shadowbottom<0.1*abody) if BearSash then Bear = 1 endif BearSeparatingLine=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open<=open[1] AND shadowbottom<0.1*abody) if BearSeparatingLine then Bear = 1 endif BearishCounterAttack=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND close>=close[1]) if BearishCounterAttack then Bear = 1 endif BearishKicking=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open<=open[1] AND shadowtop=0 AND shadowbottom=0) if BearishKicking then Bear = 1 endif //Entry/Exit Criteria possize = 1 NearMA = Average[7,2](close) If countofposition = 0 and Bull = 1 and NearMA[1] > NearMA[3] and RSI[2](close) > 60 and NearMA > Average[150,2](close) and timeEnterBefore and timeEnterAfter and not daysForbiddenEntry Then //If shortonmarket Then //Exitshort at market //EndIf Buy possize contract at market EndIf If countofposition = 0 and Bear = 1 and NearMA[1] < NearMA[3] and RSI[2](close) < 25 and NearMA < Average[150,2](close)and timeEnterBefore and timeEnterAfter and not daysForbiddenEntry Then //If longonmarket Then //Sell at market //EndIf //Sellshort possize contract at market EndIf Set Target pProfit 10 Set Stop pLoss 50

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338

  //Stategy: Scalping Candles //Market: DAX //Timeframe: 1min //Spread: 1 //Author: Juan Jacobs (Jd3gjacobs@gmail.com)   DEFPARAM CumulateOrders = False // Cumul des positions désactivé   noEntryBeforeTime = 090000 timeEnterBefore = time >= noEntryBeforeTime   noEntryAfterTime = 220000 timeEnterAfter = time < noEntryAfterTime   daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   If longonmarket and close < positionprice and (barindex-tradeindex) > 650 Then Sell at market ElsIf shortonmarket and close > positionprice and (barindex-tradeindex) > 60 then Exitshort at market EndIf body=close-open abody=abs(body) if range>0 then ratio=abody/range else ratio=0 endif middle=(open+close)/2 bodytop=max(open, close) bodybottom=min(open, close) shadowtop=high-bodytop shadowbottom=bodybottom-low longcandle= (ratio>0.6) Bull = 0 Bear = 0 //Bullish Signals MorningStar=(body[2]<0 and body>0 and longcandle[2] and open[1]<close[2] and open>close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and low[1]<low and low[1]<low[2] and high[1]<open[2] and high[1]<close) if MorningStar then Bull = 1 //Positive endif PiercingLine=(body[1]<0 and body>0 and longcandle[1] and longcandle and open<low[1] and close>middle[1] and close<open[1]) if PiercingLine then Bull = 1 //None endif AbandonedBabyBottom=(body[2]<0 and body>0 and longcandle[2] and ratio[1]<0.3 and high[1]<low[2] and high[1]<low) if AbandonedBabyBottom then Bull = 1 //None endif ThreeInsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishHarami[1] and close>close[1]) if ThreeInsideUp then Bull = 1 //Positive endif ThreeOutsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishEngulfing[1] and close>close[1]) if ThreeOutsideUp then Bull = 1 //Positive endif ThreeWhiteSoldiers=(body[2]>0 and body[1]>0 and body>0 and high[1]>high[2] and high>high[1] and close[1]>close[2] and close>close[1] and open[1]>open[2] and open[1]<close[2] and open>open[1] and open<close[1]) if ThreeWhiteSoldiers then //Bull = 1 //Increase Drawdown endif ConcealingBabySwallow=(body[3]<0 and body[2]<0 and body[1]<0 and body<0 and ratio[3]>0.8 and ratio[2]>0.8 and ratio>0.8 and open[1]<close[2] and high[1]>close[2] and shadowtop[1]>0.6*(abody[1]+shadowbottom[1]) and bodybottom<bodybottom[1] and bodytop>high[1]) if ConcealingBabySwallow then Bull = 1 //None endif BullishHarami=(body[1]<0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if BullishHarami then //Bull = 1 //Negative Impact endif HomingPigeon=(body[1]<0 and body<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if HomingPigeon then Bull = 1 //None endif BullishEngulfing=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if BullishEngulfing then Bull = 1 //Positive endif LastEngulfingBottom=(body[1]>0 and body<0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if LastEngulfingBottom then Bull = 1 //None endif DragonflyDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>3*abody and shadowtop<shadowbottom/3) if DragonflyDojiBottom then Bull = 1 //None endif GravestoneDojiBottom=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>3*abody and shadowbottom<shadowtop/3) if GravestoneDojiBottom then Bull = 1 //None endif DojiStarBottom=(body[1]<0 AND longcandle[1] AND low<low[1] AND open<close[1] AND ratio<0.3 AND range<0.3*range[1]) if DojiStarBottom then Bull = 1 //None endif BullishHaramiCross=(body[1]<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1]) if BullishHaramiCross then Bull = 1 //None endif ThreeStarsInTheSouth=(body[2]<0 and body[1]<0 and body<0 and shadowtop[2]<range[2]/4 and shadowbottom[2]>abody[2]/2 and low[1]>low[2] and high[1]<high[2] and abody[1]<abody[2]  and shadowtop[1]<range[1]/4 and shadowbottom[1]>abody[1]/2 and low>low[1] and high<high[1] and abody<abody[1] and shadowtop<range/4 and shadowbottom<range/4) if ThreeStarsInTheSouth then Bull = 1  //None endif BullishBreakaway=(body[4]<0 and body[3]<0 and body>0 and open[3]<close[4] and close[2]<close[3] and close[1]<close[2] and longcandle and close<close[4] and close>open[3]) if BullishBreakaway then Bull = 1 //None endif Hammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>2*abody and shadowtop<0.3*abody) if Hammer then Bull = 1 //None endif InvertedHammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>2*abody and shadowbottom<0.3*abody) if InvertedHammer then Bull = 1 //None endif RisingThreeMethods=(body[4]>0 and body[3]<0 and body[1]<0 and body>0 and longcandle[4] and longcandle and close[2]<close[3] and close[1]<close[2] and high[2]<high[3] and high[1]<high[2] and low[1]>low[4] and open>close[1] and close>high[4] and close>high[3] and close>high[2] and close>high[1]) if RisingThreeMethods then Bull = 1 //None endif BullishThreeLineStrike=(body[3]>0 and body[2]>0 and body[1]>0 and body<0 and longcandle[3] and longcandle[2] and longcandle[1] and close[2]>close[3] and close[1]>close[2] and open>close[1] and close<open[3]) if BullishThreeLineStrike then Bull = 1 //None endif BullishMatHold=(body[4]>0 and body[3]<0 and body[1]<0 and body>0 and longcandle[4] and close[3]>close[4] and close[2]<close[3] and close[1]<close[2] and high[2]<high[3] and high[1]<high[2] and low[1]>low[4] and open>close[1] and close>high[4] and  close>high[3] and close>high[2] and close>high[1]) if BullishMatHold then Bull = 1 //None endif BullSash=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>close[1] AND open<open[1] AND close>open[1] AND shadowtop<0.1*abody) if BullSash then Bull = 1 //Positive endif BullSeparatingLine=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop<0.1*abody) if BullSeparatingLine then Bull = 1 //None endif BullishCounterAttack=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND close<=close[1]) if BullishCounterAttack then Bull = 1 //None endif BullishKicking=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>=open[1] AND shadowtop=0 AND shadowbottom=0) if BullishKicking then Bull = 1 //None endif //Bearish Signal EveningStar=(body[2]>0 AND body<0 and longcandle[2] and open[1]>close[2] and open<close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and high[1]>high and high[1]>high[2] and low[1]>open[2] and low[1]>close) if EveningStar then Bear = 1 endif DarkCloudCover=(body[1]>0 and body<0 and longcandle[1] and longcandle and open>high[1] and close<middle[1] and close>open[1]) if DarkCloudCover then Bear = 1 endif AbandonedBabyTop=(body[2]>0 and body<0 and longcandle[2] and ratio[1]<0.3 and low[1]>high[2] and low[1]>high) if AbandonedBabyTop then Bear = 1 endif ThreeInsideDown=(body[2]>0 and body[1]<0 and body<0 and bearishharami[1] and close<close[1]) if ThreeInsideDown then Bear = 1 endif ThreeOutsideDown=(body[2]>0 and body[1]<0 and body<0 and bearishengulfing[1] and close<close[1]) if ThreeOutsideDown then Bear = 1 endif ThreeBlackCrows=(body[2]<0 and body[1]<0 and body<0 and longcandle[2] and longcandle[1] and longcandle and low[1]<low[2] and low<low[1] and close[1]<close[2] and close<close[1] and open[1]<open[2] and open[1]>close[2] and open<open[1] and open>close[1]) if ThreeBlackCrows then Bear = 1 endif UpsideGapTwoCrows=(body[2]>0 and body[1]<0 and body<0 and longcandle[2] and open[1]>close[2] and bodytop>bodytop[1] and bodybottom<bodybottom[1] and close>close[2]) if UpsideGapTwoCrows then Bear = 1 endif BearishHarami=(body[1]>0 and body<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if BearishHarami then Bear = 1 endif DescendingHawk=(body[1]>0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) if DescendingHawk then Bear = 1 endif BearishEngulfing=(body[1]>0 and body<0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if BearishEngulfing then Bear = 1 endif LastEngulfingTop=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if LastEngulfingTop then Bear = 1 endif DragonflyDojiTop=(body[1]>0 and longcandle[1] and high>high[1] and shadowbottom>3*abody and shadowtop<shadowbottom/3) if DragonflyDojiTop then Bear = 1 endif GravestoneDojiTop=(body[1]>0 and longcandle[1] and high>high[1] and shadowtop>3*abody and shadowbottom<shadowtop/3) if GravestoneDojiTop then Bear = 1 endif DojiStarTop=(body[1]>0 AND longcandle[1] AND high>high[1] AND open>close[1] AND ratio<0.3 AND range<0.3*range[1]) if DojiStarTop then Bear = 1 endif BearishHaramiCross=(body[1]>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1]) if BearishHaramiCross then Bear = 1 endif AdvanceBlock=(body[2]>0 and body[1]>0 and body>0 and high[2]<high[1] and high[1]<high and open[1]>bodybottom[2] and open[1]<bodytop[2] and open>bodybottom[1] and open<bodytop[1] and abody[1]<abody[2] and abody<abody[1]) if AdvanceBlock then Bear = 1 endif TwoCrows=(body[2]>0 and body[1]<0 and body<0 and longcandle[2] and open[1]>close[2] and close[1]>close[2] and open<bodytop[1] and open>bodybottom[1] and close<bodytop[2] and close>bodybottom[2]) if TwoCrows then Bear = 1 endif BearishBreakaway=(body[4]>0 and body[3]>0 and body<0 and open[3]>close[4] and close[2]>close[3] and close[1]>close[2] and longcandle and close>close[4] and close<open[3]) if BearishBreakaway then Bear = 1 endif ShootingStar=(body[1]>0 and longcandle[1] and high>high[1] and shadowtop>2*abody and shadowbottom<0.3*abody) if ShootingStar then Bear = 1 endif HangingMan=(body[1]>0 and longcandle[1] and high>high[1] and shadowbottom>2*abody and shadowtop<0.3*abody) if HangingMan then Bear = 1 endif FallingThreeMethods=(body[4]<0 and body[3]>0 and body[1]>0 and body<0 and longcandle[4] and longcandle and close[2]>close[3] and close[1]>close[2] and low[2]>low[3] and low[1]>low[2] and high[1]<high[4] and open<close[1] and close<low[4] and close<low[3] and close<low[2] and close<low[1]) if FallingThreeMethods then Bear = 1 endif BearishThreeLineStrike=(body[3]<0 and body[2]<0 and body[1]<0 and body>0 and longcandle[3] and longcandle[2] and longcandle[1] and close[2]<close[3] and close[1]<close[2] and open<close[1] and close>open[3]) if BearishThreeLineStrike then Bear = 1 endif BearishMatHold=(body[4]<0 and body[3]>0 and body[1]>0 and body<0 and longcandle[4] and close[3]<close[4] and close[2]>close[3] and close[1]>close[2] and low[2]>low[3] and low[1]>low[2] and high[1]<high[4] and open<close[1] and close<low[4] and close<low[3] and close<low[2] and close<low[1]) if BearishMatHold then Bear = 1 endif BearSash=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open>open[1] AND open<close[1] AND close<open[1] AND shadowbottom<0.1*abody) if BearSash then Bear = 1 endif BearSeparatingLine=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open<=open[1] AND shadowbottom<0.1*abody) if BearSeparatingLine then Bear = 1 endif BearishCounterAttack=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND close>=close[1]) if BearishCounterAttack then Bear = 1 endif BearishKicking=(body[1]>0 AND longcandle[1] AND body<0 AND longcandle AND open<=open[1] AND shadowtop=0 AND shadowbottom=0) if BearishKicking then Bear = 1 endif //Entry/Exit Criteria possize = 1 NearMA = Average[7,2](close) If countofposition = 0 and Bull = 1 and NearMA[1] > NearMA[3] and RSI[2](close) > 60 and NearMA > Average[150,2](close) and timeEnterBefore and timeEnterAfter and not daysForbiddenEntry Then //If shortonmarket Then //Exitshort at market //EndIf Buy possize contract at market EndIf If countofposition = 0 and Bear = 1 and NearMA[1] < NearMA[3] and RSI[2](close) < 25 and NearMA < Average[150,2](close)and timeEnterBefore and timeEnterAfter and not daysForbiddenEntry Then //If longonmarket Then //Sell at market //EndIf //Sellshort possize contract at market EndIf Set Target pProfit 10 Set Stop pLoss 50

   

   

   

  1 user thanked author for this post.

  GraHal

  

  TheAccountant

  Participant

  Topics: 9

  Replies: 56

  Been thanked: 15 times
  07/16/2017 at 7:14 PM #40811
  Nicolas

  @theaccountant this is not the right way to use WF, I made videos in French, you’ll find them in the blog section.

  @grahal always use the most recent optimized variables or reoptimise on the last IS+OOS periods to get the freshest ones.

  2 users thanked author for this post.

  TheAccountant, GraHal

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  07/16/2017 at 9:34 PM #40829
  GraHal

  Please add Version, Instrument and Timeframe at top of Code.

  If Time is in your Code, also add Time Standard in Format UTC + or – (e.g. France / Paris is UTC +2).

  If anybody wants to correct, update or change format feel free PLEASE!? 🙂

  Latest Versions:
  Jua   V1.0     (1m EURUSD)      #40559     TAc V1.1 opti 200K  DAX    #40794
  Jua  V2.0     (1m EURUSD)      #40653     Jua  V2.1 snipp                      #40675
  Ine V2.2       (1m EURUSD)     #40695      Ine opti 200K                        #40773

  

  GraHal

  Participant

  Topics: 214

  Replies: 8840

  Been thanked: 2208 times
  07/16/2017 at 10:55 PM #40831
  GraHal

  Inertia am I confused or missing something?

  What are your values for the variables in the error message attached for V2.2 at      #40773 please?

  Thank You
  GraHal

  

  GraHal

  Participant

  Topics: 214

  Replies: 8840

  Been thanked: 2208 times
  07/17/2017 at 7:42 AM #40841
  Inertia

  //------------------------------------------------------------------------- //Strategy: Scalping Candles //Market: EUR/USD //Timeframe: 1min //Spread: 0.8 //Author: Juan Jacobs (Jd3gjacobs@gmail.com) //Optimized by: Inertia - latest version #post 40773 //200.000bars, 0.8p spread, Tick by Tick => gives 1.98$ PER TRADE. //------------------------------------------------------------------------- Defparam preloadbars = 2000 Defparam cumulateorders = False If longonmarket and close < positionprice and (barindex-tradeindex) > 720 Then //Time Stop set to 12 hours Sell at market EndIf //Candle Paramaters body=close-open abody=abs(body) if range>0 then ratio=abody/range else ratio=0 endif bodytop=max(open, close) bodybottom=min(open, close) shadowtop=high-bodytop longcandle= (ratio>0.6) Bull = 0 //Bullish Signals BullishHarami=(body[1]<0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) MorningStar=(body[2]<0 and body>0 and longcandle[2] and open[1]<close[2] and open>close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and low[1]<low and low[1]<low[2] and high[1]<open[2] and high[1]<close) if MorningStar then Bull = 1 //Positive endif ThreeInsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishHarami[1] and close>close[1]) if ThreeInsideUp then Bull = 1 //Positive endif ThreeOutsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishEngulfing[1] and close>close[1]) if ThreeOutsideUp then Bull = 1 //Positive endif BullishEngulfing=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if BullishEngulfing then Bull = 1 //Positive endif BullSash=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>close[1] AND open<open[1] AND close>open[1] AND shadowtop<0.1*abody) if BullSash then Bull = 1 //Positive endif If (high - low) = 0 Then //Prevents potential division by zero HiLo = 1 Else HiLo = (high - low) EndIf HammerUp = min(open[1],close[1])>high[1]-(high[1]-low[1])/3 HammerUpNeg= max(open,close)<min(open[1],close[1]) and abs(open-close)/HiLo>0.5 //Bullish Hammer Negated = Bearish (used for exit signal) HammerDown = max(open[1],close[1])<low[1]+(high[1]-low[1])/3 HammerDownNeg = min(open,close)>max(open[1],close[1]) and abs(open-close)/HiLo>0.5 //Bearish Hammer Negated = Bullish (used for exit signal) If HammerUp and HammerUpNeg Then //Bull = 0 ElsIf HammerDown and HammerDownNeg Then Bull = 1 EndIf dojibull2 = open[2]<close[2] and abs(open[2]-close[2])/(high[2]-low[2])<0.6 dojibull1 = open[1]<close[1] and abs(open[1]-close[1])/(high[1]-low[1])<0.6 dojibear2 = open[2]>close[2] and abs(open[2]-close[2])/(high[2]-low[2])<0.6 dojibear1 = open[1]>close[1] and abs(open[1]-close[1])/(high[1]-low[1])<0.6 hammerup2 = min(open,close)>high-(high-low)/2 //and max(open,close) < min(open[1],close[1]) hammerdown2 = max(open,close)<low+(high-low)/2 //and max(open,close)<min(open[1],close[1])//and timeok If (dojibull2 and dojibull1) and hammerdown2 Then Bull = 1 ElsIf (dojibear2 and dojibear1) and hammerup2 Then //Bull = 0 EndIf //Entry/Exit Criteria possize = 1 ATR = AverageTrueRange[4](close) LongMA = Average[50,2](close)//[50;200][50] NearMA = Average[4,2](close)//[2;10][2] RSIChk = RSI[2](close) >= 80//[2,14][3] StoChk = Stochastic[14,3](close) >= 75 Trendma = average[1500,2]//[500;3000][500] If countofposition = 0 and Bull = 1 and close > LongMA and NearMA > LongMA and LongMA[1] > LongMA[20] and NearMA[1] > NearMA[3] and ATR[1] > ATR[2] and RSIChk and StoChk and Trendma > trendma [1]Then Buy possize contract at market EndIf Set Target $profit 5 Set Stop $Loss 40

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109

  //------------------------------------------------------------------------- //Strategy: Scalping Candles //Market: EUR/USD //Timeframe: 1min //Spread: 0.8 //Author: Juan Jacobs (Jd3gjacobs@gmail.com) //Optimized by: Inertia - latest version #post 40773 //200.000bars, 0.8p spread, Tick by Tick => gives 1.98$ PER TRADE. //-------------------------------------------------------------------------   Defparam preloadbars = 2000 Defparam cumulateorders = False If longonmarket and close < positionprice and (barindex-tradeindex) > 720 Then //Time Stop set to 12 hours Sell at market EndIf //Candle Paramaters body=close-open abody=abs(body) if range>0 then ratio=abody/range else ratio=0 endif bodytop=max(open, close) bodybottom=min(open, close) shadowtop=high-bodytop longcandle= (ratio>0.6) Bull = 0 //Bullish Signals BullishHarami=(body[1]<0 and body>0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1]) MorningStar=(body[2]<0 and body>0 and longcandle[2] and open[1]<close[2] and open>close[1] and ratio[1]<0.3 and abody[1]<abody[2] and abody[1]<abody and low[1]<low and low[1]<low[2] and high[1]<open[2] and high[1]<close) if MorningStar then Bull = 1 //Positive endif ThreeInsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishHarami[1] and close>close[1]) if ThreeInsideUp then Bull = 1 //Positive endif ThreeOutsideUp=(body[2]<0 and body[1]>0 and body>0 and BullishEngulfing[1] and close>close[1]) if ThreeOutsideUp then Bull = 1 //Positive endif BullishEngulfing=(body[1]<0 and body>0 and bodybottom<bodybottom[1] and bodytop>bodytop[1] and longcandle) if BullishEngulfing then Bull = 1 //Positive endif BullSash=(body[1]<0 AND longcandle[1] AND body>0 AND longcandle AND open>close[1] AND open<open[1] AND close>open[1] AND shadowtop<0.1*abody) if BullSash then Bull = 1 //Positive endif If (high - low) = 0 Then //Prevents potential division by zero HiLo = 1 Else HiLo = (high - low) EndIf HammerUp = min(open[1],close[1])>high[1]-(high[1]-low[1])/3 HammerUpNeg= max(open,close)<min(open[1],close[1]) and abs(open-close)/HiLo>0.5 //Bullish Hammer Negated = Bearish (used for exit signal) HammerDown = max(open[1],close[1])<low[1]+(high[1]-low[1])/3 HammerDownNeg = min(open,close)>max(open[1],close[1]) and abs(open-close)/HiLo>0.5 //Bearish Hammer Negated = Bullish (used for exit signal) If HammerUp and HammerUpNeg Then //Bull = 0 ElsIf HammerDown and HammerDownNeg Then Bull = 1 EndIf dojibull2 = open[2]<close[2] and abs(open[2]-close[2])/(high[2]-low[2])<0.6 dojibull1 = open[1]<close[1] and abs(open[1]-close[1])/(high[1]-low[1])<0.6 dojibear2 = open[2]>close[2] and abs(open[2]-close[2])/(high[2]-low[2])<0.6 dojibear1 = open[1]>close[1] and abs(open[1]-close[1])/(high[1]-low[1])<0.6 hammerup2 = min(open,close)>high-(high-low)/2 //and max(open,close) < min(open[1],close[1]) hammerdown2 = max(open,close)<low+(high-low)/2 //and max(open,close)<min(open[1],close[1])//and timeok If (dojibull2 and dojibull1) and hammerdown2 Then Bull = 1 ElsIf  (dojibear2 and dojibear1) and hammerup2 Then //Bull = 0 EndIf //Entry/Exit Criteria possize = 1 ATR = AverageTrueRange[4](close) LongMA = Average[50,2](close)//[50;200][50] NearMA = Average[4,2](close)//[2;10][2] RSIChk = RSI[2](close) >= 80//[2,14][3] StoChk = Stochastic[14,3](close) >= 75 Trendma = average[1500,2]//[500;3000][500] If countofposition = 0 and Bull = 1 and close > LongMA and NearMA > LongMA and LongMA[1] > LongMA[20] and NearMA[1] > NearMA[3] and ATR[1] > ATR[2] and RSIChk and StoChk and Trendma > trendma [1]Then Buy possize contract at market EndIf Set Target $profit 5 Set Stop $Loss 40

  Sorry Grahal.

  Cheers.

   

  1 user thanked author for this post.

  GraHal

  

  Inertia

  Participant

  Topics: 40

  Replies: 223

  Been thanked: 52 times
  07/17/2017 at 3:28 PM #40875
  GraHal

  Thanks Inertia! Two wins on Live today so far!

  I like the ‘not too optimistic’ £5 Target … puts me in a good mood! 🙂

  Could just as easy be £25 if I change to  Set Target pProfit 5  and increase my Lot size to 5.

  Early days yet though!?

  Cheers
  GraHal

  

  GraHal

  Participant

  Topics: 214

  Replies: 8840

  Been thanked: 2208 times
  07/17/2017 at 3:46 PM #40877
  Inertia

  Yep… But big thank to JuanJ… He’s the coder.

  Cheers.

  DJ

  1 user thanked author for this post.

  GraHal

  

  Inertia

  Participant

  Topics: 40

  Replies: 223

  Been thanked: 52 times
  07/18/2017 at 5:55 PM #41020
  TheAccountant

  Okay so I did my homework and I watched Nicolas’s videos on WF. 🙂

  Here are the results WF (see image) :

  out of sample 1 : 78% WFE

  out of sample 2 : 328% WFE

  out of sample 3 : -54% WFE

  out of sample 4 : 107% WFE

  out of sample 5 : 50% WFE

  The most recent variables are : TP 8 and SL 50 ( last out of sample with 50% WFE)

  So Nicolas: is it better to keep the most recent variables? Or with a negative out of sample of 5 it is better to change something? ( and on the negative out of sample variable are not the same : tp11 sl50)

  thank you for your help ! 🙂

   

  

  TheAccountant

  Participant

  Topics: 9

  Replies: 56

  Been thanked: 15 times
• Author
  Posts