intraday DAX strategy 5min mini1€ spread 1

Raul Vg · Thu, 19 Jan 2017 12:16:10 +0000

I share the robot here, so we can improve it and show me the backtest with 200000 bars // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada DEFPARAM FlatAfter =173000 once ordersize=1 HoraEntradaLimite = 090600 HoraInicio = 090500 if Ordersize>15 then Ordersize=15 endif if Time >= HoraInicio and time <= HoraEntradaLimite then c1 = open < close-2 if not onmarket then IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 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*6 contract AT close+2 stop endif c2= open > close-1 IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 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*6 contract AT close-1 stop endif endif endif SET STOP ptrailing 5 Q

This topic has 502 replies, 34 voices, and was last updated 4 years ago by Asteriks.

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01/30/2017 at 7:44 PM #23142

Raul Vg

I have in demo several versions with trailing stop 5 in demo and in real and I am not rejected any operation

Raul Vg
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01/30/2017 at 8:12 PM #23145

Lyny

@Raul, I’m my demo, minimum of TS is 6, so my system has been rejected and stop running.

@Grahal, I put Max position size is 2, is this right? And the TS minimum in live is 4, so we put 5 is ok. But I can not explain why my trades happen are so different to other people as they said they win 4 trades, I got only 1 trade gone through at 8:15. I am using Dax V3.

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01/30/2017 at 8:32 PM #23148

Paris

i ve had this problem in the past .

you must change the parameters of pro real time .

go in the options of pro real time .

in my opinion it is not a problem of TS but a problem of max number total of positions . you have to change it in the options .

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01/30/2017 at 8:41 PM #23150

Lyny

@Paris, how do I change it?

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01/30/2017 at 8:50 PM #23153

GraHal

@Raul are you trading with IG and are you trading Spreadbet, CFD or both?

@Lyny if you have max lot size as 2 then when your ATS tries to execute a trade lot size 3 or more the Trade will be cancelled / rejected. Is this why you only got 1 Trade executed today? Did you get cancellations / rejections after the first Trade. Check your Detail Report, Orders List and let us know.

GraHal

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01/30/2017 at 9:05 PM #23155

Paris

@ Lyny

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01/30/2017 at 9:06 PM #23158

Paris

just tu see the result for last days , it works well .

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01/31/2017 at 12:10 AM #23179

Lyny

@ Grahal, what number did you enter into to pop up windows asking for confirm max position size?

@Paris, thanks for advice and the same question as with Grahal, what number did you enter into to pop up windows asking for confirm max position size?

As I a bit confuse, need some advice here, i dont want when I enter here 280, then it start auto trade at 280 in size at first order, hic, it will be madness!

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01/31/2017 at 12:22 AM #23186

GraHal

The number you enter is the max lots you want to allow your ATS to trade up to. The ATS controls the lots but it wouldnt be able to go above the max lots you enter in the box. I just ‘bunged 50’ into the box for Raul v3 … I thought max 50 would be enough excitement for 1st day Live (in the end I didnt go Live with it … wish I had now! 🙂

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01/31/2017 at 12:26 AM #23187

Lyny

@Grhal, ok , maybe because i enter 2, that why i got only 1 trade gas gone through. let put 50 to test tomorrow then 🙂

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01/31/2017 at 9:19 AM #23194

CN

Anyone else got their ass handed to them 9.05?

CN
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01/31/2017 at 9:31 AM #23197

mamio

Goodmorning, I recorded the chart window today. First trade was filled at reverse! At first it sold at target and then it bought at breakout level!!! A potential profitable long position became a short position with a loss!!!

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01/31/2017 at 9:36 AM #23199

volpiemanuele

hi,

today 1 lot

9:00 -5

9:05 -5

9:10 0

9:15 – 5

volpiemanuele
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01/31/2017 at 9:50 AM #23201

Alco

Big loss today with v3 on demo account.

Alco
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01/31/2017 at 11:01 AM #23213

GraHal

31 Jan Raul V3 (Demo – SB with TS @ 6) attached.

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