1 Min Trading Strategy

This topic has 219 replies, 29 voices, and was last updated 7 years ago by Leo.

Viewing 15 posts - 46 through 60 (of 220 total)

07/18/2017 at 6:25 PM #41023

GraHal

If the prescribed method for WF is to trade Demo / Live using optimised values from the most recent backtested period (provided WF % is > 50%) then why do we bother backtesting for 100k bars or 200k bars?? 🙂

GraHal

Participant

Topics: 214

Replies: 8840

Been thanked: 2208 times

07/19/2017 at 6:06 PM #41099

TheAccountant

I run the dax version today (with tp8 sl50) and that is stopped twice for error division by zero.

It took 3 trades in real ( win 🙂 ) and it stopped again.

I do not see where the problem comes from 🙁

TheAccountant

Participant

Topics: 9

Replies: 56

Been thanked: 15 times

07/19/2017 at 7:47 PM #41109

juanj

Think I know where the potential ‘divide by zero’ problem could lie:

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

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

Can fix by replacing the above block of code with this:

If high[2]-low[2] = 0 Then
HiLo2 = 1
Else
HiLo2 = high[2]-low[2]
EndIf
If high[1]-low[1] = 0 Then
HiLo1 = 1
Else
HiLo1 = high[1]-low[1]
EndIf

dojibull2 = open[2]<close[2] and abs(open[2]-close[2])/HiLo2<0.6
dojibull1 = open[1]<close[1] and abs(open[1]-close[1])/HiLo1<0.6
dojibear2 = open[2]>close[2] and abs(open[2]-close[2])/HiLo2<0.6
dojibear1 = open[1]>close[1] and abs(open[1]-close[1])/HiLo1<0.6

If high[2]-low[2] = 0 Then

HiLo2 = 1

Else

HiLo2 = high[2]-low[2]

EndIf

If high[1]-low[1] = 0 Then

HiLo1 = 1

Else

HiLo1 = high[1]-low[1]

EndIf

dojibull2 = open[2]<close[2] and abs(open[2]-close[2])/HiLo2<0.6

dojibull1 = open[1]<close[1] and abs(open[1]-close[1])/HiLo1<0.6

dojibear2 = open[2]>close[2] and abs(open[2]-close[2])/HiLo2<0.6

dojibear1 = open[1]>close[1] and abs(open[1]-close[1])/HiLo1<0.6

juanj

Participant

Topics: 51

Replies: 505

Been thanked: 170 times

07/19/2017 at 7:55 PM #41111

GraHal

Here’s two possibilities on the link below … let us know which works please as I had this on another Strat a few days ago.

https://www.prorealcode.com/topic/trading-system-was-stopped-due-to-a-division-by-zero/

Thanks to Wing …
Usually, this problem is because you have a variable that you initiate as zero, or simply do not give a set value to at first. When you try to divide a number or another variable with this zero variable, an error is returned. So my first suggestion, look at all points in the system where you divide something, then make sure nothing is ever divided by zero.

But – thanks to Bin – solution was in fact …

Thanks for your advise, I fixed the problem, it caused by preloadbars issue, my previous setting is 150, its ok when change to 1000.

GraHal

Participant

Topics: 214

Replies: 8840

Been thanked: 2208 times

07/19/2017 at 8:16 PM #41112

Nicolas

GraHal wrote:

why do we bother backtesting for 100k bars or 200k bars??

If we have more history, we can do a lot more IS/OOS tests and be more confident on the robustness of the strategy and its ability to benefit from optimization.

Nicolas

Keymaster

Topics: 81

Replies: 20863

Been thanked: 4775 times

07/20/2017 at 5:17 AM #41119

TheAccountant

juanj wrote:

Think I know where the potential ‘divide by zero’ problem could lie:

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

1

2

3

4

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

Can fix by replacing the above block of code with this:

If high[2]-low[2] = 0 Then HiLo2 = 1 Else HiLo2 = high[2]-low[2] EndIf If high[1]-low[1] = 0 Then HiLo1 = 1 Else HiLo1 = high[1]-low[1] EndIf dojibull2 = open[2]<close[2] and abs(open[2]-close[2])/HiLo2<0.6 dojibull1 = open[1]<close[1] and abs(open[1]-close[1])/HiLo1<0.6 dojibear2 = open[2]>close[2] and abs(open[2]-close[2])/HiLo2<0.6 dojibear1 = open[1]>close[1] and abs(open[1]-close[1])/HiLo1<0.6

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

If high[2]–low[2] = 0 Then

HiLo2 = 1

Else

HiLo2 = high[2]–low[2]

EndIf

If high[1]–low[1] = 0 Then

HiLo1 = 1

Else

HiLo1 = high[1]–low[1]

EndIf

dojibull2 = open[2]<close[2] and abs(open[2]–close[2])/HiLo2<0.6

dojibull1 = open[1]<close[1] and abs(open[1]–close[1])/HiLo1<0.6

dojibear2 = open[2]>close[2] and abs(open[2]–close[2])/HiLo2<0.6

dojibear1 = open[1]>close[1] and abs(open[1]–close[1])/HiLo1<0.6

thank you. But for the dax I use your version 1 of the code and there are not these parts of code.

Here is the code I use :

//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 8
Set Stop pLoss 50

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

339

//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 8

Set Stop pLoss 50

TheAccountant

Participant

Topics: 9

Replies: 56

Been thanked: 15 times

07/20/2017 at 7:11 AM #41124

Andyswede

body=close-open

abody=abs(body)

if (range+0.0000001)>0 then
ratio=abody/(range+0.0000001)
else
ratio=0
endif

body=close-open

abody=abs(body)

if (range+0.0000001)>0 then

ratio=abody/(range+0.0000001)

else

ratio=0

endif

Line 23-31, I´ve tried this on a strategy with candlesticks and it worked for me, same as Francesco78 did in his oil strategy.

1 user thanked author for this post.

TheAccountant

Andyswede

Participant

Topics: 2

Replies: 28

Been thanked: 6 times

08/30/2017 at 6:08 PM #44953

Andre Vorster

Juanji.

THANK YOU for this strategy.! WORKS GREAT.!

I run in on EUR/USD, AUD/USD and EUR/CHF. Some run with your original code and some on the modified code. All with different SL and TP levels.

It will be great if the same strategy will run on Bear market as well.

I tried to tweak it for Bear market but I have no programming skills and gave up after some hours. I have tried coding but is just not good at it like you guys but I try.

I am considering giving it to friend of mine who recently lost his job and will need some income on the side.
I have been looking for strategy like this that does not require big amount of capital with him in mind.

Thank you
Andre Vorster

Andre Vorster

Participant

Topics: 25

Replies: 117

Been thanked: 48 times

08/30/2017 at 8:07 PM #44964

Inertia

DAX not bad too with a added “MFE trailing stop” set up to 10…

1 user thanked author for this post.

Andre Vorster

Inertia

Participant

Topics: 40

Replies: 223

Been thanked: 52 times

08/30/2017 at 9:53 PM #44970

juanj

I almost forgot about this strategy! Glad to see it still works.

@Inertia, maybe you can add the DAX version with the MFE Trailing Stop for easier future reference.

juanj

Participant

Topics: 51

Replies: 505

Been thanked: 170 times

08/31/2017 at 7:13 AM #44973

Inertia

//Stategy: Scalping Candles
//Market: DAX
//Timeframe: 1min
//Spread: 1
//Author: Juan Jacobs (Jd3gjacobs@gmail.com)

// Définition des paramètres du code
DEFPARAM CumulateOrders = False
DEFPARAM FLATBEFORE = 090000
DEFPARAM FLATAFTER = 220000
noEntryBeforeTime = 090000
timeEnterBefore = time >= noEntryBeforeTime
noEntryAfterTime = 220000
timeEnterAfter = time < noEntryAfterTime
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

SL = 50 // 50
TP = 55 // 55
TS = 10 // 10
 
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+0.0000001)>0 then
ratio=abody/(range+0.0000001)
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

//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
 

//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 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

//trailing stop
trailingstop = TS
if not onmarket then
MAXPRICE = 0
priceexit = 0
endif
 
//LONG order
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level
endif
endif
 
//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif
  
Set Target pProfit TP
Set Stop pLoss SL

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

//Stategy: Scalping Candles

//Market: DAX

//Timeframe: 1min

//Spread: 1

//Author: Juan Jacobs (Jd3gjacobs@gmail.com)

// Définition des paramètres du code

DEFPARAM CumulateOrders = False

DEFPARAM FLATBEFORE = 090000

DEFPARAM FLATAFTER = 220000

noEntryBeforeTime = 090000

timeEnterBefore = time >= noEntryBeforeTime

noEntryAfterTime = 220000

timeEnterAfter = time < noEntryAfterTime

daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

SL = 50 // 50

TP = 55 // 55

TS = 10 // 10

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+0.0000001)>0 then

ratio=abody/(range+0.0000001)

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

//Bullish Signals

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

if ThreeWhiteSoldiers then

//Bull = 1 //Increase Drawdown

endif

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

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

if RisingThreeMethods then

Bull = 1 //None

endif

if BullishThreeLineStrike then

Bull = 1 //None

endif

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

//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 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

//trailing stop

trailingstop = TS

if not onmarket then

MAXPRICE = 0

priceexit = 0

endif

//LONG order

if longonmarket then

MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade

if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then

priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level

endif

//exit on trailing stop price levels

if onmarket and priceexit>0 then

EXITSHORT AT priceexit STOP

SELL AT priceexit STOP

endif

Set Target pProfit TP

Set Stop pLoss SL

2 users thanked author for this post.

moresauce,

Andre Vorster

Inertia

Participant

Topics: 40

Replies: 223

Been thanked: 52 times

08/31/2017 at 7:16 AM #44974

Inertia

There you go.

I also tried to make this strategy looking for short trades but was not successful enough to go live.

Thank you JuanJ !

Inertia

Participant

Topics: 40

Replies: 223

Been thanked: 52 times

08/31/2017 at 7:30 AM #44977

mr.brymas

I tried the eur/usd code on page nr 3 and it looks like this. Ins´t that strange?

I also want to remind you that when you test the dax code you can´t backtest it with 1p spread since it´s 2p spread after 17:30.

mr.brymas

Participant

Topics: 3

Replies: 21

Been thanked: 1 time

08/31/2017 at 9:39 AM #45010

Despair

@Inertia:Did you run a little longer backtest than only 2 weeks?

Despair

Blocked

Topics: 97

Replies: 1034

Been thanked: 219 times

08/31/2017 at 10:07 AM #45012

juanj

For those who are interested, I have played around adapting the strategy to ETH/USD and managed to get some good results.

juanj

Participant

Topics: 51

Replies: 505

Been thanked: 170 times

Author

Posts

Viewing 15 posts - 46 through 60 (of 220 total)

← 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 →

Find exclusive trading pro-tools on