Candlestick Scalper 1s discussion

• 04/14/2020 at 9:10 AM #126039
  MAKSIDE

  i wil try.. i’m confused

  the test..

  //------------------------------------------------------------------------- // Code principal : CANDLE //------------------------------------------------------------------------- Defparam cumulateorders = false n =1 timeframe(15 minute,updateonclose) c160m = open > open[1] and close > close[1] and close > open timeframe(1 minute,updateonclose) c11m = open > open[1] and close > close[1] c21m = abs(close-open) >= 17 c31m = abs(close[1]-open[1]) c41m = c31m > c21m timeframe(default) c1def = open > open[1] and close > close[1] c2def = abs(close-open) >= 1 IF not longonmarket and c1def and c11m and c21m and c41m and c2def and c1def and c160m then BUY N contracts at market set stop ploss 300 ENDIF //if longonmarket and close crosses under st then //sell at market //endif //************************************************************************ //trailing stop function trailingstart = 19 //trailing will start @trailinstart points profit trailingstep = 7 //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 //************************************************************************

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  //------------------------------------------------------------------------- // Code principal : CANDLE //------------------------------------------------------------------------- Defparam cumulateorders = false   n =1   timeframe(15 minute,updateonclose) c160m = open > open[1] and close > close[1] and close > open     timeframe(1 minute,updateonclose) c11m = open > open[1] and close > close[1] c21m = abs(close-open) >= 17 c31m = abs(close[1]-open[1]) c41m = c31m > c21m   timeframe(default) c1def = open > open[1] and close > close[1] c2def = abs(close-open) >= 1       IF not longonmarket and c1def and c11m and c21m and c41m and c2def and c1def and c160m then BUY N contracts at market set stop ploss 300 ENDIF   //if longonmarket and close crosses under st then //sell at market //endif   //************************************************************************ //trailing stop function trailingstart = 19 //trailing will start @trailinstart points profit trailingstep = 7 //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 //************************************************************************

   

  

  MAKSIDE

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  04/14/2020 at 9:35 AM #126045
  GraHal

  Also try putting a barindex number in the System to start … so that both backtest and Forward Test start on the same bar number or even a time?? (to nearest second) e.g. 100001

  Taking into account conditions in your code … unless both backtest and forward test start at EXACTLY the same bar or time then there will be differences?

  Let us know how you get on please?

  

  GraHal

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  04/14/2020 at 9:43 AM #126046
  MAKSIDE

  always the same things after some init/click and so one

  for the backtest, i took a spread set to 6

   

  

  MAKSIDE

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  04/14/2020 at 9:45 AM #126048
  MAKSIDE

  MIssing in either version (backtest / demo)

  ok, i will add bardindex

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  bertrandpinoy

  

  MAKSIDE

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  04/14/2020 at 3:36 PM #126110
  Paul

  to get in in sync backtest & demo, perhaps focus on trading times outside market hours with low(est) spread on dji.

  I use this & spread 6

  defparam cumulateorders = false defparam preloadbars = 10000 defparam flatbefore = 080000 defparam flatafter = 153000

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  defparam cumulateorders = false defparam preloadbars    = 10000 defparam flatbefore     = 080000 defparam flatafter      = 153000

  then perhaps another code from inside market hours, this has about the same spread  but market behaves different.

  Most important, dont take any trade in the time range with highest spread. Stoploss & trailing stop will likely be out of sync compared to backtest.

   

  

  Paul

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  04/14/2020 at 4:36 PM #126127
  MAKSIDE

  Paul wrote:

  to get in in sync backtest & demo, perhaps focus on trading times outside market hours with low(est) spread on dji.

  I use this & spread 6

  defparam cumulateorders = false<br /> defparam preloadbars = 10000<br /> defparam flatbefore = 080000<br /> defparam flatafter = 153000

  1 2 3 4

  defparam cumulateorders = false defparam preloadbars = 10000 defparam flatbefore = 080000 defparam flatafter = 153000

  then perhaps another code from inside market hours, this has about the same spread but market behaves different.

  Most important, dont take any trade in the time range with highest spread. Stoploss & trailing stop will likely be out of sync compared to backtest.

  Thx Paul. I will try it too

   

  

  MAKSIDE

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  04/16/2020 at 8:49 AM #126354
  MAKSIDE

  Hi

  I need help in order to find the best way..  for the moment the strategy wins as long as we are in the trend.

  of course, sometimes, rarely, under 1s, despite the security in place on higher timeframe, the initial SL may can be reached

  So, in this case, i’m trying to find the best way to go out cleanly by limiting losses..

  i have already tried several types of stoploss or exit way..

  Do you an interesting idea about SL or so one ? under 1s, the it’s very hard to control the trend.

   

  

  MAKSIDE

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  04/16/2020 at 9:04 AM #126359
  MAKSIDE

  i also tried with an initial target profit based on ATR to limite damage and to reache the sl when pullback…

  

  MAKSIDE

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  04/16/2020 at 9:22 AM #126361
  GraHal

  If you post latest code as an .itf then we can be trying to make improvements also?

  Be quicker than us suggesting to you and you having to do it all?

  

  GraHal

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  04/16/2020 at 9:45 AM #126367
  MAKSIDE

  yes grahal, for the moment, i just want to resolve this part

  it’s the code above (with sl 300) that i’m testing

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  MAKSIDE

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  04/16/2020 at 9:51 AM #126369
  Paul

  was the trade with exit on stoploss anytime in profit and if so how much?

  

  Paul

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  04/16/2020 at 9:54 AM #126370
  MAKSIDE

  i’m testing in live since yesterday in order to check already that the positions in live are the same in backtest..  for the moment it’s good on 1s (6 trades/6 wins)

  in example, sl not reached but as soon as the numbers of candle is very long it may can reach the sl..  of course, a test according to the number of candles would be easy but not the best way

   

  

  MAKSIDE

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  04/16/2020 at 10:24 AM #126374
  Paul

  indeed it would be too much curve-fitting.  About 7 hours in a trade on 1s and you ended positive, you can call it luck!

  If the trade was positive at any time, then you can use a breakeven to lower the stoploss, say from 300 points stoploss to 150 points.

  Also, would this from fifi743 be usefull? and/or maybe modify it to suite a lower timeframe?

  // point pivot [fifi743] if dayofweek < dayofweek[1] then weeklyhigh = prevweekhigh weeklylow = prevweeklow weeklyclose = prevweekclose prevweekhigh = high prevweeklow = low weeklypivot = (weeklyhigh + weeklylow + weeklyclose) / 3 endif prevweekhigh = max(prevweekhigh, high) prevweeklow = min(prevweeklow, low) prevweekclose = close if dayofweek = 1 then dayhigh = dhigh(2) daylow = dlow(2) dayclose = dclose(2) endif if dayofweek >=2 and dayofweek < 6 then dayhigh = dhigh(1) daylow = dlow(1) dayclose = dclose(1) endif pivot = (dayhigh + daylow + dayclose) / 3 ecart=2 ecartwp=3

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  // point pivot [fifi743] if dayofweek < dayofweek[1] then weeklyhigh = prevweekhigh weeklylow = prevweeklow weeklyclose = prevweekclose prevweekhigh = high prevweeklow = low weeklypivot = (weeklyhigh + weeklylow + weeklyclose) / 3 endif prevweekhigh = max(prevweekhigh, high) prevweeklow = min(prevweeklow, low) prevweekclose = close   if dayofweek = 1 then dayhigh = dhigh(2) daylow = dlow(2) dayclose = dclose(2) endif if dayofweek >=2 and dayofweek < 6 then dayhigh = dhigh(1) daylow = dlow(1) dayclose = dclose(1) endif   pivot = (dayhigh + daylow + dayclose) / 3 ecart=2 ecartwp=3

   

  

  Paul

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  04/16/2020 at 10:54 AM #126378
  MAKSIDE

  yes, thx Paul..  but the luck smiles.. in demo (no sl reached since 2 weeks..)

  of course, i’m try to confirm the trend by a pivot and indeed sl would be divide by 2 , i already thought about it..  for the moment, i tried on pivot 1H..

  i’m going to test your proposal..  just a question, how are managed the variable ecart et ecartwp ?

   

  

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  04/16/2020 at 11:10 AM #126379
  MAKSIDE

  i’m also trying to apply at the same time an exitshort when there is a reverse signal according to the summation and number of red candle in order to gain wheen it starts to lose

  

  MAKSIDE

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