intraday DAX strategy 5min mini1€ spread 1
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- This topic has 502 replies, 34 voices, and was last updated 4 years ago by Asteriks.
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01/19/2017 at 5:54 PM #2172601/19/2017 at 6:10 PM #21729
Hello guys, to see, first, jonjon, you can pass the backtest images of the code as it appears here with the mini 1 euro? I have changed the way of entering the market, from buying or selling direct to placing orders. And second, for my broker the minimum trailing stop is 5 and for the stop it is 4. now as soon as I can look to implement the trailing that Nicolas says in this code. What do you think? Does this strategy have a future?
01/19/2017 at 6:36 PM #2173001/19/2017 at 6:44 PM #21732The stop does not update quickly enough.
Pray for the multitimeframe to come! Soon I hope 🙂
If the strategy don’t use indicator at all, it could be modified to work on any inferior timeframe.
01/19/2017 at 8:13 PM #21750- Sorry Jonjon, I did not read you. Can you try this code?
// Definición de los parámetros del código
DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivadaDEFPARAM FlatAfter =172900
once ordersize=1
HoraEntradaLimite = 090600
HoraInicio = 090500
if Ordersize>50 then
Ordersize=10
endif
if Time >= HoraInicio and time <= HoraEntradaLimite then
// Condiciones de entrada de posiciones cortas
c1 = open < close-2
if not onmarket then
IF c1 THEN
IF PositionPerf(1) < 0 THEN
OrderSize = OrderSize-1
if ordersize<1 then
ordersize=1
ENDIF
ELSIF PositionPerf(1) > 0 THEN
OrderSize =OrderSize+2
if ordersize<1 then
ordersize=1
ENDIF
endif
buy ordersize shares AT close+1 stop
endifc2= open > close-1
IF c2 THEN
iF PositionPerf(1) < 0 THEN
OrderSize = OrderSize-1
if ordersize<1 then
ordersize=1
ENDIF
ELSIF PositionPerf(1) > 0 THEN
OrderSize =OrderSize+2
if ordersize<1 then
ordersize=1
endif
ENDIF
sellshort ordersize shares AT close-2 stop
endif
endif
endif
SET STOP ptrailing 501/19/2017 at 8:56 PM #2176201/19/2017 at 8:59 PM #2176301/19/2017 at 9:03 PM #2176401/19/2017 at 9:07 PM #2176501/19/2017 at 9:12 PM #2176601/19/2017 at 9:16 PM #2176701/19/2017 at 11:29 PM #217791234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556// Definición de los parámetros del códigoDEFPARAM CumulateOrders = false // Acumulación de posiciones desactivadaDEFPARAM FlatAfter =172900once ordersize=1HoraEntradaLimite = 090600HoraInicio = 090500if Ordersize>50 thenOrdersize=10endifif Time >= HoraInicio and time <= HoraEntradaLimite then// Condiciones de entrada de posiciones cortasc1 = open < close-2if not onmarket thenIF c1 THENIF PositionPerf(1) < 0 THENOrderSize = OrderSize-1if ordersize<1 thenordersize=1ENDIFELSIF PositionPerf(1) > 0 THENOrderSize =OrderSize+2if ordersize<1 thenordersize=1ENDIFendifbuy ordersize shares AT close+2 stopendifc2= open > close-1IF c2 THENiF PositionPerf(1) < 0 THENOrderSize = OrderSize-1if ordersize<1 thenordersize=1ENDIFELSIF PositionPerf(1) > 0 THENOrderSize =OrderSize+2if ordersize<1 thenordersize=1endifENDIFsellshort ordersize shares AT close-1 stopendifendifendifSET STOP ptrailing 501/20/2017 at 7:09 AM #21781Hi,
I modify the strategy in order to increase the lot in relation to the margin. Good result !!
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354/ Definición de los parámetros del códigoDEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada// La posición se cierra a las 17:29 p.m. si no toca ni stop ni take.DEFPARAM FlatAfter =173000Margin = 60Lottfree = 0PositionSize = max(1,1+ROUND((strategyprofit-lottfree)/Margin))if positionsize >=18 thenPositionsize=18endif//once ordersize=1// No se abren nuevas posiciones después de la vela que se cierra a las 09:06HoraEntradaLimite = 090600// El análisis de mercado empieza en la vela de 5 minutos que cierra a las 09:05HoraInicio = 090500// Órdenes máximas//if Ordersize>18 then//Ordersize=18//endif// Riesgo, multiplicador de contratos.//n=2// Condiciones para el analisis.if Time >= HoraInicio and time <= HoraEntradaLimite then// Condiciones de entrada de posiciones largas.c1 = open < close-1IF c1 THEN// Si la primera barra del día de 5 min es positiva, compramos.buy positionsize shares at close+2 stopendif// Condiciones de entrada de posiciones cortas.c2= open > close-1IF c2 THEN// Si la primera barra del día de 5 min es negativa, vendemos.sellshort positionsize shares at close-1 stopendifendif//SET STOP ploss 5//SET TARGET pPROFIT 10SET STOP PTRAILING 501/20/2017 at 8:24 AM #2178401/20/2017 at 8:46 AM #21789 -
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