bitte strategie auf 200k testen

• 12/02/2017 at 10:25 PM #54569
  raphaelopilski

   hi, kann bitte jemand den beigefügten code mal auf 200.000 kerzen testen? 

  dax, 30min.

  danke

  DEFPARAM CumulateOrders = true noEntryBeforeTime = 090000 timeEnterBefore = time >= noEntryBeforeTime noEntryAfterTime = 173000 timeEnterAfter = time < noEntryAfterTime daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 if (high>alto[1]) and not (high<high[1] and low>low[1]) then alto=high basso=low //markup=barindex //markhigh=high endif if (low<basso[1]) and not (high<high[1] and low>low[1]) then alto=high basso=low //markdown=barindex //marklow=low endif if basso>basso[1] then trend=1 endif indicator1 = MACDline[12,26,9](close) indicator2 = ExponentialAverage[9](indicator1) c1 = (indicator1 CROSSES OVER indicator2) pos=2+(strategyprofit/5000) IF trend=1 and c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY pos CONTRACT AT MARKET ENDIF //************************************************************************ //trailing stop function trailingstart = 20 //trailing will start @trailinstart points profit trailingstep = 30 //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 //************************************************************************ GRAPH newSL as "trailing" // Stops und Targets SET STOP pLOSS 40 SET TARGET pPROFIT 81

  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 79 80 81 82 83 84 85 86 87 88 89

  DEFPARAM CumulateOrders = true     noEntryBeforeTime = 090000 timeEnterBefore = time >= noEntryBeforeTime     noEntryAfterTime = 173000 timeEnterAfter = time < noEntryAfterTime     daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   if (high>alto[1]) and not (high<high[1] and low>low[1]) then alto=high basso=low //markup=barindex //markhigh=high endif if (low<basso[1]) and not (high<high[1] and low>low[1]) then alto=high basso=low //markdown=barindex //marklow=low endif       if basso>basso[1] then trend=1 endif   indicator1 = MACDline[12,26,9](close) indicator2 = ExponentialAverage[9](indicator1) c1 = (indicator1 CROSSES OVER indicator2)   pos=2+(strategyprofit/5000)   IF trend=1 and c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY pos CONTRACT AT MARKET ENDIF   //************************************************************************ //trailing stop function trailingstart = 20 //trailing will start @trailinstart points profit trailingstep = 30 //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 //************************************************************************ GRAPH newSL as "trailing"     // Stops und Targets SET STOP pLOSS 40 SET TARGET pPROFIT 81

   

  

  raphaelopilski

  Participant

  Topics: 16

  Replies: 73

  Been thanked: 4 times
  12/03/2017 at 12:53 AM #54576
  Despair

  Bitte schön.

  

  Despair

  Blocked

  Topics: 97

  Replies: 1034

  Been thanked: 217 times
  12/04/2017 at 8:07 PM #54716
  raphaelopilski

  Danke….

  aber so dolle ist das leider nicht… schade…

  

  raphaelopilski

  Participant

  Topics: 16

  Replies: 73

  Been thanked: 4 times
  12/07/2017 at 3:37 PM #54990
  JohnScher

  Gefällt, lasse ich Demo-Modus mitlaufen

  Habe in einer Kopie noch den Saisonalmultiplier vom Pathfinder -System mit reingepackt. Auch die Re-Invest -Strategie bisschen verändert.

  Mal sehen. In einem halben Jahr wissen wir mehr.

  

  JohnScher

  Participant

  Topics: 44

  Replies: 336

  Been thanked: 85 times
  12/07/2017 at 4:00 PM #54991
  raphaelopilski

  setz mal rein den code bitte

  

  raphaelopilski

  Participant

  Topics: 16

  Replies: 73

  Been thanked: 4 times
  12/11/2017 at 3:55 PM #55392
  raphaelopilski

   @johnScher

  kannst du bitte den code posten?? 

  Danke

  

  raphaelopilski

  Participant

  Topics: 16

  Replies: 73

  Been thanked: 4 times
  12/26/2017 at 6:35 PM #56582
  JohnScher

  30 M BreakOut with saisonal multiplier

  //------------------------------------------------------------------------- // Hauptcode : 30M //------------------------------------------------------------------------- DEFPARAM CumulateOrders = true // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) // saisonal position multiplier found on ProRealTime explizit in Pathfindersystems ONCE January1 = 3 //0 risk(3) ONCE January2 = 0 //3 ok ONCE February1 = 3 //3 ok ONCE February2 = 3 //0 risk(3) ONCE March1 = 3 //0 risk(3) ONCE March2 = 2 //3 ok ONCE April1 = 1 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 2 //0 risk(2) ONCE June1 = 1 //1 ok ONCE June2 = 2 //3 ok ONCE July1 = 3 //1 chance ONCE July2 = 2 //3 ok ONCE August1 = 2 //1 chance 1 ONCE August2 = 3 //3 ok ONCE September1 = 3 //0 risk(3) ONCE September2 = 0 //0 ok ONCE October1 = 3 //0 risk(3) ONCE October2 = 2 //3 ok ONCE November1 = 1 //1 ok ONCE November2 = 3 //3 ok ONCE December1 = 3 // 1 chance ONCE December2 = 2 //3 ok // set saisonal multiplier currentDayOfTheMonth = OpenDay midOfMonth = 15 IF CurrentMonth = 1 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = January1 ELSE saisonalPatternMultiplier = January2 ENDIF ELSIF CurrentMonth = 2 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = February1 ELSE saisonalPatternMultiplier = February2 ENDIF ELSIF CurrentMonth = 3 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = March1 ELSE saisonalPatternMultiplier = March2 ENDIF ELSIF CurrentMonth = 4 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = April1 ELSE saisonalPatternMultiplier = April2 ENDIF ELSIF CurrentMonth = 5 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = May1 ELSE saisonalPatternMultiplier = May2 ENDIF ELSIF CurrentMonth = 6 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = June1 ELSE saisonalPatternMultiplier = June2 ENDIF ELSIF CurrentMonth = 7 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = July1 ELSE saisonalPatternMultiplier = July2 ENDIF ELSIF CurrentMonth = 8 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = August1 ELSE saisonalPatternMultiplier = August2 ENDIF ELSIF CurrentMonth = 9 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = September1 ELSE saisonalPatternMultiplier = September2 ENDIF ELSIF CurrentMonth = 10 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = October1 ELSE saisonalPatternMultiplier = October2 ENDIF ELSIF CurrentMonth = 11 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = November1 ELSE saisonalPatternMultiplier = November2 ENDIF ELSIF CurrentMonth = 12 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = December1 ELSE saisonalPatternMultiplier = December2 ENDIF ENDIF // end saisonal multiplier // start main code noEntryBeforeTime = 090000 timeEnterBefore = time >= noEntryBeforeTime noEntryAfterTime = 173000 timeEnterAfter = time < noEntryAfterTime daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 if (high>alto[1]) and not (high<high[1] and low>low[1]) then alto=high basso=low //markup=barindex //markhigh=high endif if (low<basso[1]) and not (high<high[1] and low>low[1]) then alto=high basso=low //markdown=barindex //marklow=low endif if basso>basso[1] then trend=1 endif indicator1 = MACDline[12,26,9](close) indicator2 = ExponentialAverage[9](indicator1) c1 = (indicator1 CROSSES OVER indicator2) pos=2+(strategyprofit/5000) IF trend=1 and c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY pos*saisonalpatternmultiplier CONTRACT AT MARKET ENDIF //************************************************************************ //trailing stop function trailingstart = 20 //trailing will start @trailinstart points profit trailingstep = 30 //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 //************************************************************************ // Stops und Targets SET STOP pLOSS 40 SET TARGET pPROFIT 81

  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 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369

  //------------------------------------------------------------------------- // Hauptcode : 30M //-------------------------------------------------------------------------     DEFPARAM CumulateOrders = true       // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) // saisonal position multiplier found on ProRealTime explizit in Pathfindersystems     ONCE January1 = 3   //0 risk(3)   ONCE January2 = 0   //3 ok   ONCE February1 = 3  //3 ok   ONCE February2 = 3  //0 risk(3)   ONCE March1 = 3     //0 risk(3)   ONCE March2 = 2     //3 ok   ONCE April1 = 1     //3 ok   ONCE April2 = 3     //3 ok   ONCE May1 = 1       //0 risk(1)   ONCE May2 = 2       //0 risk(2)   ONCE June1 = 1      //1 ok   ONCE June2 = 2      //3 ok   ONCE July1 = 3      //1 chance   ONCE July2 = 2      //3 ok   ONCE August1 = 2    //1 chance 1   ONCE August2 = 3    //3 ok   ONCE September1 = 3 //0 risk(3)   ONCE September2 = 0 //0 ok   ONCE October1 = 3   //0 risk(3)   ONCE October2 = 2   //3 ok   ONCE November1 = 1  //1 ok   ONCE November2 = 3  //3 ok   ONCE December1 = 3  // 1 chance   ONCE December2 = 2  //3 ok     // set saisonal multiplier   currentDayOfTheMonth = OpenDay   midOfMonth = 15   IF CurrentMonth = 1 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = January1   ELSE   saisonalPatternMultiplier = January2   ENDIF   ELSIF CurrentMonth = 2 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = February1   ELSE   saisonalPatternMultiplier = February2   ENDIF   ELSIF CurrentMonth = 3 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = March1   ELSE   saisonalPatternMultiplier = March2   ENDIF   ELSIF CurrentMonth = 4 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = April1   ELSE   saisonalPatternMultiplier = April2   ENDIF   ELSIF CurrentMonth = 5 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = May1   ELSE   saisonalPatternMultiplier = May2   ENDIF   ELSIF CurrentMonth = 6 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = June1   ELSE   saisonalPatternMultiplier = June2   ENDIF   ELSIF CurrentMonth = 7 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = July1   ELSE   saisonalPatternMultiplier = July2   ENDIF   ELSIF CurrentMonth = 8 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = August1   ELSE   saisonalPatternMultiplier = August2   ENDIF   ELSIF CurrentMonth = 9 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = September1   ELSE   saisonalPatternMultiplier = September2   ENDIF   ELSIF CurrentMonth = 10 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = October1   ELSE   saisonalPatternMultiplier = October2   ENDIF   ELSIF CurrentMonth = 11 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = November1   ELSE   saisonalPatternMultiplier = November2   ENDIF   ELSIF CurrentMonth = 12 THEN   IF currentDayOfTheMonth <= midOfMonth THEN   saisonalPatternMultiplier = December1   ELSE   saisonalPatternMultiplier = December2   ENDIF   ENDIF   // end saisonal multiplier     // start main code   noEntryBeforeTime = 090000   timeEnterBefore = time >= noEntryBeforeTime     noEntryAfterTime = 173000   timeEnterAfter = time < noEntryAfterTime     daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   if (high>alto[1]) and not (high<high[1] and low>low[1]) then   alto=high   basso=low   //markup=barindex   //markhigh=high   endif   if (low<basso[1]) and not (high<high[1] and low>low[1]) then   alto=high   basso=low   //markdown=barindex   //marklow=low   endif       if basso>basso[1] then   trend=1   endif   indicator1 = MACDline[12,26,9](close)   indicator2 = ExponentialAverage[9](indicator1)   c1 = (indicator1 CROSSES OVER indicator2)       pos=2+(strategyprofit/5000)     IF trend=1 and c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN   BUY pos*saisonalpatternmultiplier CONTRACT AT MARKET   ENDIF   //************************************************************************   //trailing stop function   trailingstart = 20 //trailing will start @trailinstart points profit   trailingstep = 30 //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   //************************************************************************         // Stops und Targets   SET STOP pLOSS 40   SET TARGET pPROFIT 81

   

  1 user thanked author for this post.

  raphaelopilski

  

  JohnScher

  Participant

  Topics: 44

  Replies: 336

  Been thanked: 85 times
• Author
  Posts