Breakout M5 / H4 Nasdaq

phoentzs · Wed, 03 Nov 2021 10:36:00 +0000

Can someone please check the functionality of my bot? Unfortunately, my coding skills are a bit limited. The bot is supposed to close crosses over (M5 timeframe) high (the last of a closed candle in the H4 timeframe) to buy. The last closed candle in H4 to which the high refers should be red. (close

This topic has 96 replies, 9 voices, and was last updated 2 years ago by murre87.

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11/05/2021 at 10:47 PM #181093

phoentzs

In September a human would be trading short. There were only 2 short long phases, otherwise it would be a short month. The short longs were not enough to trigger a TP. There is the solution.

phoentzs

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11/05/2021 at 10:54 PM #181094

phoentzs

A solution might be an additional slower MA size EMA100 or something similar.

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11/06/2021 at 10:46 AM #181114

phoentzs

Breakouts in H4 over candles with long top shadow don’t seem to be that good … how can you code candles with long top shadow? Then you could check it out.

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11/06/2021 at 12:50 PM #181121

nonetheless

you could try

shadow = (high-close)/(high-low) < s

1	shadow = (high-close)/(high-low) < s

s value > 0.5 means the top shadow is more than half the candle

add shadow as an entry condition

optimize ‘s’ from 0.1 to 1 in steps of 0.1

nonetheless

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11/06/2021 at 1:02 PM #181122

phoentzs

Thank you, I’ll try tonight.

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11/07/2021 at 8:05 AM #181156

ProfitAlgos

Is it possible to see the maximum amount of cumulateorders at same time in 3 years backtest for NAS-5m-Breakout-v4.4T.itf

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11/07/2021 at 9:02 AM #181157

robertogozzi

To see the max amount of CumulateOrders in backtest:

Once MaxOrders = 0
MaxOrders = max(MaxOrders,abs(CountOfPosition))
Graph MaxOrders

Once MaxOrders = 0

MaxOrders = max(MaxOrders,abs(CountOfPosition))

Graph MaxOrders

edited: CountOfPosition was badly spelled and has been corrected at a later time

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11/07/2021 at 10:33 AM #181158

phoentzs

As a quick train of thought, in case I’m wrong … the 1 Trade function via H4 bar is built into my version. So if I calculate TP / SL in the M5 over the entire period and then simply switch to an M1 chart and calculate the trailing stop there … We have a system that triggers 1 trade per H4 bar in the M1 with the SL / TP in the M5 Timeframe works well and the trailing stop in the M1 … all months with greater profit / less drawdown than in the M5 chart … without September problems. 😉 Do I understand this logic correctly? Because then the system is damn good without cummulate = true.

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11/07/2021 at 11:36 AM #181159

MauroPro

This is essentially the version 2 of Nonetheless with 1 contract. I have changed only TradeTime (from 120000 to 130000) and added a filter with a second moving averages (optimized). This version has a lower DD than version 2 (tested on 200K).

//TS NAS 5m Breakout v2B
DEFPARAM CUMULATEORDERS = false
//spread = 1.5
positionsize = 1
Tradetime = time >=130000 and time <220000
//——————————————————-
timeframe(4 hour, updateonclose)
H4 = high
avg1 = average[40,6](close)
c1 = avg1 > avg1[1] //filter
avg2 = average[110,2](close)
c2 = close > avg2 //new filter II
//——————————————————–
timeframe(5 minutes)
c0 = close crosses over H4 // trigger
If Tradetime and c0 and c1 and c2 Then
Buy PositionSize CONTRACTS AT MARKET
SET STOP %LOSS 1.8
SET TARGET %PROFIT 2.2
ENDIF
//——————————————————-
once trailingStop = 1
If trailingStop then
trailingPercentLong = 0.39
once acceleratorLong = 0.015
once stepPercentLong = (trailingPercentLong/10)*acceleratorLong
If onMarket then
trailingStartLong = positionprice*(trailingPercentLong/100)
trailingsteplong = positionprice*(stepPercentLong/100)
endif
IF NOT ONMARKET THEN
newSL=0
ENDIF
IF LONGONMARKET THEN
IF newSL=0 AND high-tradePrice(1)>=trailingStartLong THEN
newSL = tradePrice(1)+trailingStepLong
ENDIF
IF newSL>0 AND high-newSL>trailingStepLong THEN
newSL = newSL+trailingStepLong
ENDIF
ENDIF
IF newSL>0 THEN
SELL AT newSL STOP
ENDIF
ENDIF
//——————————————————————————————-
RSIexit = 1
if RSIexit then
myrsi=rsi[9](close)
if myrsi<10 and barindex-tradeindex>1 and longonmarket and close>positionprice then
sell at market
endif
if myrsi>85 and barindex-tradeindex>1 and shortonmarket and close<positionprice then
exitshort at market
endif
endif
//—————————————————————————————————-
EZT = 1
if EZT then
IF (longonmarket and barindex-tradeindex(1)>= 1590 and positionperf>0) or (longonmarket and barindex-tradeindex(1)>= 1390 and positionperf<0) then
sell at market
endif
IF (shortonmarket and barindex-tradeindex(1)>= 3500 and positionperf>0) or (shortonmarket and barindex-tradeindex(1)>= 3500 and positionperf<0) then
exitshort at market
endif
endif
//———————————————————————————————————

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11/07/2021 at 1:03 PM #181162

ProfitAlgos

How does your version with “1 Trade function via H4 bar” phoentzs conpares to MauroPro TS NAS 5m Breakout v2B?

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11/08/2021 at 6:25 AM #181208

murre87

How do I use tradeon. When I use it like below the results no different.

timeframe(4 hour, updateonclose)
H4 = high
avg1 = average[40,6](close)
c1 = avg1 > avg1[1] //filter
avg2 = average[110,2](close)
c2 = close > avg2 //new filter II
barCount = barIndex
//——————————————————–
timeframe(5 minutes)
once tradeOn = 1
if intradayBarIndex = 0 then
tradeOn = 1
endif
tradeBar = barCount
if  not onMarket and tradeBar<>tradeBar[1] then
tradeOn = 1
endif
c0 = close crosses over H4 // trigger
If Tradetime and c0 and c1 and c2 and tradeon Then
Buy PositionSize CONTRACTS AT MARKET
SET STOP %LOSS 1.8
SET TARGET %PROFIT 2.2
ENDIF
//——————————————————-

timeframe(4 hour, updateonclose)

H4 = high

avg1 = average[40,6](close)

c1 = avg1 > avg1[1] //filter

avg2 = average[110,2](close)

c2 = close > avg2 //new filter II

barCount = barIndex

//——————————————————–

timeframe(5 minutes)

once tradeOn = 1

if intradayBarIndex = 0 then

tradeOn = 1

endif

tradeBar = barCount

if not onMarket and tradeBar<>tradeBar[1] then

tradeOn = 1

endif

c0 = close crosses over H4 // trigger

If Tradetime and c0 and c1 and c2 and tradeon Then

Buy PositionSize CONTRACTS AT MARKET

SET STOP %LOSS 1.8

SET TARGET %PROFIT 2.2

ENDIF

//——————————————————-

murre87

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11/08/2021 at 8:57 AM #181213

phoentzs

Under line 22: TRADEON = 0

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murre87

phoentzs

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11/08/2021 at 10:28 AM #181220

phoentzs

My version has advantages with the additional MA in some market phases, but in sideways phases also disadvantages. So I do not use it first. Besides, I tested average (40.6) and average (15.1) with my “small” SL settings. There is the advantage of average (15.1). This becomes particularly clear if you only test with SL / TP for over 8 years. Conclusion: I think EMA15 is not over-optimized. My modest opinion, but only because I do not like a huge SL. I can fool myself, I’m just apprentice as we all.

phoentzs

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11/08/2021 at 10:36 AM #181221

phoentzs

we change easily into a M3 chart with the same settings TP / SL only … we see the faster reaction of M3 bars over M5-bars is a great improvement.

phoentzs

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11/10/2021 at 6:17 AM #181349

murre87

How does ur version look like I code phoentzs

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