intraday DAX strategy 5min mini1€ spread 1

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

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01/22/2017 at 5:06 PM #22047

Raul Vg

HoraEntradaLimite = 090600

HoraInicio = 090500

HoraEntradaLimite <span class="token operator">=</span> <span class="token number">080600</span>

HoraInicio <span class="token operator">=</span> <span class="token number">080500</span>

HoraEntradaLimite = 080600

HoraInicio = 080500

Raul Vg

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Been thanked: 83 times

01/22/2017 at 6:30 PM #22054

Raul Vg

To see that you think some changes I have made in the program, n = 3 is the contract multiplier. Has an adder: +5 contracts in the event that it succeeds, / 2 in the event of failure. These contracts are multiplied by the multiplier n = 3. that is to say, Starts with 1 * 3 = 3, hits and adds 5 * 3 = 15, the second day will put 18 contracts, if you add another 15 contracts, if it fails divide between 2. N = 3, can be changed by n = 1 to reduce risks.

// 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>40 then
Ordersize=30
endif

n=3

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+5
if ordersize<1 then
ordersize=1
ENDIF
endif
buy ordersize*n 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+5
if ordersize<1 then
ordersize=1
endif
ENDIF
sellshort ordersize*n contract AT close-1 stop
endif
endif
endif




SET STOP ptrailing 5
set target profit 10

// 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>40 then

Ordersize=30

endif

n=3

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+5

if ordersize<1 then

ordersize=1

ENDIF

endif

buy ordersize*n 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+5

if ordersize<1 then

ordersize=1

endif

ENDIF

sellshort ordersize*n contract AT close-1 stop

endif

SET STOP ptrailing 5

set target profit 10

Raul Vg

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Topics: 4

Replies: 177

Been thanked: 83 times

01/22/2017 at 11:20 PM #22070

GraHal

Hi Raul

Your screen shot (attached) does not show any positions below the equity curve, why is this? How many ‘zerobars’ do you have to get the results below?

Do you not at any stage get the tick-tick warning screen attached?

Regards
GraHal

GraHal

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01/23/2017 at 9:25 AM #22084

volpiemanuele

@Raul

hi,

today gain of 20 euros…my version and trailing 5 points. Good !!!

volpiemanuele

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Topics: 35

Replies: 189

Been thanked: 49 times

01/23/2017 at 9:28 AM #22085

4everTrading

Good morning guys

I had gained 40 euros with trailling 5 points, nice way to start a hard Monday.

HappyTrading guys!!!

4everTrading

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Topics: 1

Replies: 19

Been thanked: 3 times

01/23/2017 at 9:29 AM #22086

mamio

@volpiemanuele. Contrats! Did you enter with 1 contract? I followed your robot in demo and it did 6 dax short 11532 and closed 11517.

mamio

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01/23/2017 at 9:35 AM #22087

4everTrading

Hello again guys,

I worder if there was a option to create something similar for SP500, it would be something like this i think, but the problem when i try the backtest is that i don’t get any result so i think that i have to change somehing else.

Basicly I only changed the date parameters.

Some else is more than welcome and thanks guys to be patient with me.

// Definición de los parámetros del código
DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada

DEFPARAM FlatAfter =223000

once ordersize=1

HoraEntradaLimite = 153600

HoraInicio = 153500

.......

// Definición de los parámetros del código

DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada

DEFPARAM FlatAfter =223000

once ordersize=1

HoraEntradaLimite = 153600

HoraInicio = 153500

.......

4everTrading

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Topics: 1

Replies: 19

Been thanked: 3 times

01/23/2017 at 9:40 AM #22092

@Raul @Manuele

Thanks for the inspo, here’s the first day with the system.

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01/23/2017 at 9:41 AM #22095

volpiemanuele

hi,

Should be enough to change the time … tonight I check today can not do it. I start in realwith my version that starts with 1 contract. Thanks

volpiemanuele

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Topics: 35

Replies: 189

Been thanked: 49 times

01/23/2017 at 9:43 AM #22096

volpiemanuele

hi,

the different results dipend on slippage.

volpiemanuele

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Topics: 35

Replies: 189

Been thanked: 49 times

01/23/2017 at 9:52 AM #22100

4everTrading

@volpiemanuele thanks,

I’ll try to attach the files tonight. Basicly this an idea, it would be nice do something like this for some indices or some pairs.

Have a good day

4everTrading

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Topics: 1

Replies: 19

Been thanked: 3 times

01/23/2017 at 10:09 AM #22102

Raul Vg

Good morning guys, today has given good result, the important thing is that it results several days in a row winner. To see that such goes what remains of the month. And to see if it returns jonjon and test other robots that I have with 200,000 bars

Raul Vg

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Topics: 4

Replies: 177

Been thanked: 83 times

01/23/2017 at 10:09 AM #22103

volpiemanuele

@Carlos

good idea !!

Another similar idea would be to store the maximum and the minimum of one day of an index and go to the end of the session (in the last 10 minutes). If, 10 minutes before the end of the session is greater than the maximum enter long and vicevesa. What do you think ? If anyone has time now to write the code we can see that the results we have. Thanks

volpiemanuele

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Topics: 35

Replies: 189

Been thanked: 49 times

01/23/2017 at 10:37 AM #22110

4everTrading

@volpiemanuele good idea as well, it is a diffrent point of view. I need some more time in the day to do everything i like, that’s the big problem we have all of us.

Right now, I keep in the mind create the code for SP500, EUR/USD , EUR/GBP and USD/JPY

The pair EUR/USD open at 08:00 for example, i just need to figure out why only changing the date parameter doesn’t work, I think the code sould be work for any instrument because the conditions are the same for any instruments regularly.

Regards

4everTrading

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Topics: 1

Replies: 19

Been thanked: 3 times

01/23/2017 at 10:53 AM #22113

Alco

@volpiemanuele,

What’s your start capital with the code you are using?

Alco

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