3 consecutive LOW on 4h timeframe with cfd CAC40 mini

• 07/04/2017 at 8:29 AM #39746
  JR1976

  3 Consecutive LOW in CAC40 mini CFD , I would share the trading systems on the Community  for other idea.  TIme frame 4 h ,  only long , check the MM200 or MM100  and the  trend of the Average , good entry  but  few trade in 4 years …

   

  //--------------------------------- // // 3low // CAC40 timeframe 4h // // JR1976 TRADERS //--------------------------------- DEFPARAM CUMULATEORDERS = false //defparam FLATBEFORE = 080000 endtime = 210000 //endtime = 210000 starttime = 050000 //If n > 300 then //n =250 //endif //// new NEWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWwwww If n < 3 then n = 4// provissiorio a 1 , TS Standard n+1 endif inside = low > low[1] and high <high[1] /// moltiplicatore //// Modificato provvisioreioa 1 , TS standard n+2 x1 = n+2 // Variabili MM200 = average[100](close) //MM10 = average[10](close) //MM20 = average[20](close) MM5 = average[5](close) ////////////////// //GAP gap = open < low[1] ///// // ca1 = close > MM200 ca2 = low < low[1] and low[1] < low[2] and low[2] < low[3] negative = open > close ca3 = close < MM5 ca4 = MM200 > MM200[10]+5 //ca4 = MM200 > MM200[1] if currentdayofweek < 5 then if CurrentMonth <> 8 then if not longonmarket and time > starttime and time < endtime then if not GAP then IF ca1 and ca2 and ca3 and ca4 and negative and not inside AND Currentmonth < 5 then BUY x1 shares at market //reversal = 0 ELSE IF ca1 and ca2 and ca3 and ca4 and negative and not inside then BUY n shares at market //reversal = 0 ENDIF endif endif endif endif endif /// if longonmarket then //if close < Dclose(1) then IF close>tradeprice and close>close[3] THEN sell at market ENDIF endif //Stop loss AUD/USD SET STOP %LOSS 2 //SET Target pprofit 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

  //--------------------------------- // // 3low // CAC40 timeframe 4h // // JR1976 TRADERS   //---------------------------------   DEFPARAM CUMULATEORDERS = false //defparam FLATBEFORE = 080000 endtime = 210000 //endtime = 210000 starttime = 050000   //If n > 300 then //n =250 //endif //// new NEWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWwwww If n < 3 then n = 4// provissiorio a 1 , TS Standard n+1 endif inside = low > low[1] and high <high[1]   /// moltiplicatore //// Modificato provvisioreioa 1 , TS standard n+2 x1 = n+2   // Variabili MM200 = average[100](close) //MM10 = average[10](close) //MM20 = average[20](close) MM5 = average[5](close)   ////////////////// //GAP gap = open < low[1] ///// // ca1 = close > MM200   ca2 = low < low[1] and low[1] < low[2] and low[2] < low[3] negative = open > close ca3 = close < MM5 ca4 = MM200 > MM200[10]+5 //ca4 = MM200 > MM200[1]   if currentdayofweek < 5 then if CurrentMonth <> 8 then   if not longonmarket and time > starttime and time < endtime then if not GAP then IF ca1 and ca2 and ca3 and ca4 and negative and not inside AND Currentmonth < 5 then BUY x1 shares at market //reversal = 0 ELSE IF ca1 and ca2 and ca3 and ca4 and negative and not inside then BUY n shares at market //reversal = 0 ENDIF endif endif endif endif endif   /// if longonmarket then //if close < Dclose(1) then IF close>tradeprice and close>close[3] THEN   sell at market ENDIF endif   //Stop loss AUD/USD SET STOP %LOSS 2 //SET Target pprofit 40

   

  

  JR1976

  Participant

  Topics: 16

  Replies: 88

  Been thanked: 8 times
  07/04/2017 at 8:36 AM #39749
  Nicolas

  Hi JR1976 and thanks a lot for your sharing! 🙂 I hope you do not mind me having moved your post in the forum. I have done backtests over longer periods, the idea is good and seems to work well, however the results are less conclusive in the long run. I think that there is a way to improve it with trend filters, because we realize that the phases where the strategy performs less is during the “bearish” phases, you can clearly see them on my attached pictures.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  07/04/2017 at 8:45 AM #39752
  JR1976

  HI Nicolas,

  thank  you very much for your fast reply

  A little suggest  to limit the loss in the “bearish”  market  ?

  Regards

   

  

  JR1976

  Participant

  Topics: 16

  Replies: 88

  Been thanked: 8 times
  07/04/2017 at 8:56 AM #39755
  Nicolas

  You could play with any trend following indicators such as 200 SMA, Supertrend, etc.

  1 user thanked author for this post.

  JR1976

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  07/04/2017 at 6:20 PM #39816
  JR1976

  HI Nicolas,

  I insert the new check with MM200 trend also

  DO  you  have the patient to submit and check  backtest before 2014  ??

   

  //———————————
  //
  // 3low
  // CAC40 timeframe 4h
  //
  // JR1976 TRADERS

  //———————————

  DEFPARAM CUMULATEORDERS = false
  //defparam FLATBEFORE = 080000
  endtime = 210000
  //endtime = 210000
  starttime = 050000

   

  //If n > 300 then
  //n =250
  //endif
  //// new NEWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWWwwww
  If n < 3 then
  n = 4// provissiorio a 1 , TS Standard n+1
  endif
  inside = low > low[1] and high <high[1]

  /// moltiplicatore
  //// Modificato provvisioreioa 1 , TS standard n+2
  x1 = n+2

  // Variabili
  MM100 = average[100](close)
  MM200 = average[200](close)
  //MM10 = average[10](close)
  //MM20 = average[20](close)
  MM5 = average[5](close)

  //////////////////
  //GAP
  gap = open < low[1]
  /////
  //
  ca1 = close > MM100

  ca2 = low < low[1] and low[1] < low[2] and low[2] < low[3]
  negative = open > close
  ca3 = close < MM5
  ca4 = MM100 > MM100[10]+5
  ca5 = MM200 >MM200[1]

  if currentdayofweek < 5 then
  if CurrentMonth <> 8 then

  if not longonmarket and time > starttime and time < endtime then
  if not GAP then
  IF ca1 and ca2 and ca3 and ca4 and ca5 and negative and not inside AND Currentmonth < 5 then
  BUY x1 shares at market
  //reversal = 0
  ELSE
  IF ca1 and ca2 and ca3 and ca4 and ca5 and negative and not inside then
  BUY n shares at market
  //reversal = 0
  ENDIF
  endif
  endif
  endif
  endif
  endif

   

  ///
  if longonmarket then
  //if close < Dclose(1) then
  IF close>tradeprice and close>close[3] THEN

  sell at market
  ENDIF
  endif

  //Stop loss AUD/USD
  SET STOP %LOSS 2

  

  JR1976

  Participant

  Topics: 16

  Replies: 88

  Been thanked: 8 times
• Author
  Posts