intraday DAX strategy 5min mini1€ spread 1

• 02/01/2017 at 9:34 PM #23489
  volpiemanuele

  @all

  hi, yesterday I replaced the trailing with nicolas function and back test matches in demo system results. I fear that the problem is the trailing owns in PRT function. The problem of Nicolas function that is activated only if the market goes in the direction of the trade so we must enter a stop loss otherwise we risk substantial losses. I attach my own version of the strategy with the nicolas script.

  // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada DEFPARAM FlatAfter =173000 Margin = 60 Lottfree = 0 orderSize = max(1,1+ROUND((strategyprofit-lottfree)/Margin)) ordersize=min(50,ordersize) HoraEntradaLimite = 090100 HoraInicio = 090000 HoraEntradaLimite1 = 090600 HoraInicio1 = 090500 HoraEntradaLimite2 = 091100 HoraInicio2 = 091000 HoraEntradaLimite3 = 091600 HoraInicio3 = 091500 //Monday if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=1 then n=1 endif if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=1 then n=1 endif if Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=1 then n=1 endif if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=1 then n=1 endif //Tuesday if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=2 then n=1 endif if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=2 then n=1 endif if Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=2 then n=1 endif if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=2 then n=1 endif //Wednesday if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=3 then n=1 endif if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=3 then n=1 endif ////Thrusday if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=4 then n=1 endif if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=4 then n=1 endif ////Friday if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=5 then n=1 endif if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=1 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=1 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=1 or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=1 or Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=2 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=2 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=2 or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=2 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=3 or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=3 or Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=4 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=4 or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=5 then c1 = open < close-2 if not onmarket then IF c1 THEN buy n*ordersize contract AT close+2 stop endif c2= open > close-1 IF c2 THEN sellshort n*ordersize contract AT close-1 stop endif endif endif //trailing stop trailingstop = 5 //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif //case SHORT order if shortonmarket then MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level endif endif //case 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 STOP PLOSS 5

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  // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada   DEFPARAM FlatAfter =173000   Margin = 60 Lottfree = 0 orderSize = max(1,1+ROUND((strategyprofit-lottfree)/Margin)) ordersize=min(50,ordersize)     HoraEntradaLimite = 090100 HoraInicio = 090000   HoraEntradaLimite1 = 090600 HoraInicio1 = 090500   HoraEntradaLimite2 = 091100 HoraInicio2 = 091000   HoraEntradaLimite3 = 091600 HoraInicio3 = 091500         //Monday   if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=1   then n=1 endif   if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=1   then n=1 endif   if Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=1   then n=1 endif   if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=1   then n=1 endif     //Tuesday   if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=2   then n=1 endif   if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=2   then n=1 endif if Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=2   then n=1 endif   if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=2   then n=1 endif   //Wednesday   if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=3   then n=1 endif   if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=3   then n=1 endif   ////Thrusday   if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=4   then n=1 endif   if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=4   then n=1 endif   ////Friday   if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=5   then n=1 endif       if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=1 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=1  or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=1  or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=1   or Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=2   or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=2 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=2  or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=2   or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=3   or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=3   or Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=4   or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=4   or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=5 then     c1 = open < close-2 if not onmarket then IF c1 THEN   buy n*ordersize contract AT close+2 stop endif   c2= open > close-1   IF c2 THEN   sellshort n*ordersize contract AT close-1 stop endif endif endif       //trailing stop trailingstop = 5   //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif   //case SHORT order if shortonmarket then MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level endif endif   //case 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 STOP PLOSS 5

   

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  volpiemanuele

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  02/01/2017 at 9:41 PM #23490
  Nicolas

  This version is the MFE one you can also try the other one :

  https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/

   

  

  Nicolas

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  02/01/2017 at 9:51 PM #23493
  volpiemanuele

  @nicolas @all

  Yes, I have test also your version and backtest equal to the result in demo account. Is tt correct to add also a stop loss because if the market goes in the opposite direction of the trade we must have high lossess ? Thanks

  // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada DEFPARAM FlatAfter =173000 Margin = 60 Lottfree = 0 orderSize = max(1,1+ROUND((strategyprofit-lottfree)/Margin)) ordersize=min(50,ordersize) HoraEntradaLimite = 090100 HoraInicio = 090000 HoraEntradaLimite1 = 090600 HoraInicio1 = 090500 HoraEntradaLimite2 = 091100 HoraInicio2 = 091000 HoraEntradaLimite3 = 091600 HoraInicio3 = 091500 //Monday if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=1 then n=1 endif if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=1 then n=1 endif if Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=1 then n=1 endif if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=1 then n=1 endif //Tuesday if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=2 then n=1 endif if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=2 then n=1 endif if Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=2 then n=1 endif if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=2 then n=1 endif //Wednesday if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=3 then n=1 endif if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=3 then n=1 endif ////Thrusday if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=4 then n=1 endif if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=4 then n=1 endif ////Friday if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=5 then n=1 endif if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=1 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=1 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=1 or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=1 or Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=2 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=2 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=2 or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=2 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=3 or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=3 or Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=4 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=4 or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=5 then c1 = open < close-2 if not onmarket then IF c1 THEN buy n*ordersize contract AT close+2 stop endif c2= open > close-1 IF c2 THEN sellshort n*ordersize contract AT close-1 stop endif endif endif //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF SET STOP PLOSS 5

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  // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada   DEFPARAM FlatAfter =173000   Margin = 60 Lottfree = 0 orderSize = max(1,1+ROUND((strategyprofit-lottfree)/Margin)) ordersize=min(50,ordersize)     HoraEntradaLimite = 090100 HoraInicio = 090000   HoraEntradaLimite1 = 090600 HoraInicio1 = 090500   HoraEntradaLimite2 = 091100 HoraInicio2 = 091000   HoraEntradaLimite3 = 091600 HoraInicio3 = 091500         //Monday   if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=1   then n=1 endif   if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=1   then n=1 endif   if Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=1   then n=1 endif   if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=1   then n=1 endif     //Tuesday   if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=2   then n=1 endif   if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=2   then n=1 endif if Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=2   then n=1 endif   if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=2   then n=1 endif   //Wednesday   if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=3   then n=1 endif   if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=3   then n=1 endif   ////Thrusday   if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=4   then n=1 endif   if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=4   then n=1 endif   ////Friday   if Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=5   then n=1 endif       if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=1 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=1  or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=1  or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=1   or Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=2   or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=2 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and dayofweek=2  or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=2   or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=3   or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=3   or Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=4   or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=4   or Time >= HoraInicio3 and time <= HoraEntradaLimite3 and dayofweek=5 then     c1 = open < close-2 if not onmarket then IF c1 THEN   buy n*ordersize contract AT close+2 stop endif   c2= open > close-1   IF c2 THEN   sellshort n*ordersize contract AT close-1 stop endif endif endif       //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   SET STOP PLOSS 5

   

  

  volpiemanuele

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  02/01/2017 at 10:08 PM #23494
  mamio

  @emanuele, can you post your equity curve of the last 20000 bars please?

  

  mamio

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  02/01/2017 at 10:23 PM #23495
  volpiemanuele

  Hi,

  attached back with these parameters of trailing Nicolas. I think that that the strategy not perform very well and I stop trading in real with this strategy. Thanks

  //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF SET STOP PLOSS 5

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  //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   SET STOP PLOSS 5

   

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  volpiemanuele

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  02/02/2017 at 5:54 AM #23505
  Raul Vg

  The fact of using a trailing is for those days of great price movements. But what about the other days? The other days represent 95% of the days, imagine, with a trailing if the price moves in our favor 5 points and then turns around, we would stay at 0, if you move 10 points in our favor and then give The return, we would earn 5 points, we would need the price to rise, without going back, 15 points to ensure we earn 10 points.

  Except that 5% of days that the price moves without going back, it is rare that the price moves more than 15 points without going back 5. With the trailing, for example, if the price goes up 14 points and turns around, we will win 5 Points, if you raise 11 and turn around, we would earn 5 points.

  We would be letting out many points most days. Would not it be better not to be looking for those big price moves always and reap profits every day? I explain, if we place a take profit at a distance of 10 points and a normal stop of 5 or even a trailing of 5, someday we will stop making some money but in the long run I think it would be more convenient when it comes to scalping.

  On the other hand, I understand that the trailing stop added to the code is only updated every 5 minutes, that’s a short time strategy I think it will never work. That is, when placing the order at 9, also places the trailing, the price can raise the first minute 50 points that the trailing is not going to move until 9.05 to recalculate it.

  Imagine that the first 3 minutes goes up 20 points and the minute 4 falls 30 points, the operation would be losing when touching the stop even if we had won. This is how I understand the trailing code works.

  

  Raul Vg

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  02/02/2017 at 5:59 AM #23506
  CN

  I agree, how can we make the 10pts sl insted of trailing?

  

  CN

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  02/02/2017 at 9:45 AM #23516
  CN

  Antoher day with loss, 1 win 1 big loss.

  How come the backtest shows win on v3 if you look yday and today?

  

  CN

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  02/02/2017 at 9:45 AM #23517
  Joachim Nilsson

  Hey guys!

  I totally agree with the trailingstop discussion you have here. I´m running the latest V3 system live and it definitely dosen´t match the backtest. Look at the picture. Real trades on the left and backtest at the right.

  

  Joachim Nilsson

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  02/02/2017 at 9:50 AM #23520
  Nicolas

  Since this is a scalping strategy, with no indicator needed, I still wonder why no one has launched it on a 1 second timeframe already? Ok.. you need first to calculate the 5 minutes Open/Close bar if I’m correct?

  Trailing stop will be updated every 1 second, what else is needed? Tick trading, ok that’s no possible, but 1sec would be fair enough I believe!

  

  Nicolas

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  02/02/2017 at 9:51 AM #23521
  CN

  I agree with @Nicolas.

  What does @raul and @emauele say?

  

  CN

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  02/02/2017 at 10:08 AM #23527
  Raul Vg

  Hello! Yesterday I tried it in 1 minute with the trailing of PRT, today I will try in 1 second with the trailing of Nicolas. I suppose it will be necessary that the opening of the 9 is less closing at 9.05, ie, 5×60 = 300 seconds. Close [300] <open-2 for purchase and close [300]> open-1 for sale.

   

  

  Raul Vg

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  02/02/2017 at 10:25 AM #23538
  Nicolas

  Raul Vg wrote:

  I suppose it will be necessary that the opening of the 9 is less closing at 9.05, ie, 5×60 = 300 seconds. Close [300] open-1 for sale.

  For this specific purpose, I think that we can’t do it like this, because with a 1 second timeframe, some candlesticks may not exist because of no new quotation. I think that a better option would be to have an indicator that calculate them like this instead:

  if time=090000 then val0900=close endif if time=090500 then val0905=close endif return val0900, val0905

  1 2 3 4 5 6 7 8 9

  if time=090000 then val0900=close endif   if time=090500 then val0905=close endif   return val0900, val0905

   

  

  Nicolas

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  02/02/2017 at 4:01 PM #23630
  Raul Vg

  Hi Nicolas, I’m trying out what he told me right now in demo live in 1 second timeframe. What happens is that you place the order and the next second you remove it, how can I do to place the order in that first second and keep it until it touches the price?

  

  Raul Vg

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  02/02/2017 at 4:29 PM #23633
  Nicolas

  Depends of much time you want the order to remain on market? In fact you only need your trading conditions to remain true and the pending order will be set at each new candlestick, until the condition is set to false.

  

  Nicolas

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