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

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  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

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  12/03/2017 at 12:53 AM #54576
  Despair

  Bitte schön.

  

  Despair

  Blocked

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  12/04/2017 at 8:07 PM #54716
  raphaelopilski

  Danke….

  aber so dolle ist das leider nicht… schade…

  

  raphaelopilski

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  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

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  12/07/2017 at 4:00 PM #54991
  raphaelopilski

  setz mal rein den code bitte

  

  raphaelopilski

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  12/11/2017 at 3:55 PM #55392
  raphaelopilski

   @johnScher

  kannst du bitte den code posten?? 

  Danke

  

  raphaelopilski

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  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

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  //------------------------------------------------------------------------- // 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

   

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