CSR STRATEGY

• 05/21/2017 at 8:08 AM #36192
  ALE

  Hi
  here below a possible  template to optimize strategy on other markets, I have attached an example.

  I can suggest to consider one trading system for long trade and one for short trade.

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  Despair, Andyswede, Francesco78, GraHal

  

  ALE

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  05/21/2017 at 11:10 AM #36203
  GraHal

  I tried – by optimising all the variables – to get CSR Strategy to work at lower timeframes, it seems very reluctant!? 🙂

  Is there one or  two variables that are sensitive / critical to get Trades at lower TFs then I can build it up from there?

  Many Thanks
  GraHal

  Few thoughts:
  Useful Ale provides Long & Short trades on separate charts … could there be a long term Indicator to show best periods to use either Long or Short version only?
  The Short GBP/USD maintains profit through Ups, Downs and Consolidation periods … are both GBP/USD Long and Short optimised Ale or is it to just show us the Template idea etc?
  Thank You

   

   

  

  GraHal

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  05/21/2017 at 11:20 AM #36204
  ALE

  Hi grahal, I don’t find anything to work under daily time frame

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  GraHal

  

  ALE

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  05/21/2017 at 3:06 PM #36213
  Cosmic1

  Hi, as mentioned on the algo page, the RSI 2 periods and it’s many incarnations are one of my favourites.

  I ran an IN/OUT pass on all the variables and it stands up very well. I will post results later when I’m back at my desk.

  I did not use the WF feature as I prefer to see all the results in a standard opp. This is a major shortcoming, that it does not allow you to view or pick results, I think they are working on this. Nicolas? I did Jan 2009 – May 2015 IN sample.

  The trailing code and Dochian stop is a great addition.

  @Grahal The RSI 2 periods really favours the daily TF. Too much noise any lower.

   

   

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  Cosmic1

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  05/21/2017 at 7:55 PM #36239
  ALE

  @Cosmic

  yes also I, I use before the standard opp and after  I test WF with the possible variable set.. as confirmation.

   

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  Cosmic1

  

  ALE

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  05/22/2017 at 7:15 AM #36243
  Andyswede

  Hi! Do anybody know what`s wrong and what to do when the system stopped with this message?

  Regards, Andy

  

  Andyswede

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  05/22/2017 at 9:40 AM #36259
  ALE

  HI ANDY

  THIS MORNING I’VE FIND THE SAME ERROR,  I WILL WORK ON IT ASAP

  HOPING TO RESOLVE THE PROBLEM.

  THANKS

  ALE

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  Andyswede

  

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  05/22/2017 at 10:08 AM #36261
  StantonR

  Donchian SL value is only being calculated if long or short.

  Same problem as previous strategy.

  Set a default value for Donchian Stop then overwrite if long or short.

  Donchian stop update

  DC = 20 IF LONGONMARKET THEN DC=40 ENDIF IF SHORTONMARKET THEN DC=30 ENDIF e= Highest[DC](high) f=Lowest[DC](low) if longonmarket then laststop = f[1] endif if shortonmarket then laststop = e[1] endif if onmarket then sell at laststop stop exitshort at laststop stop endif

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  DC = 20 IF LONGONMARKET THEN DC=40 ENDIF IF SHORTONMARKET THEN DC=30 ENDIF e= Highest[DC](high) f=Lowest[DC](low) if longonmarket  then laststop = f[1] endif if shortonmarket  then laststop = e[1] endif if onmarket then sell at laststop stop exitshort at laststop stop endif

   

  

  StantonR

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  05/22/2017 at 10:10 AM #36262
  ALE

  I suppose that the value of the donchian channel in some cases is higher or lower than the price, so the system detects the error because the stop turns out to be on the other side.

  If this interpretation it’s correct, we must add another kind of stop.

  What about?

  Ale

  

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  05/22/2017 at 10:12 AM #36263
  ALE

  Sorry stanton I’m responding in the mean time

  

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  05/22/2017 at 10:17 AM #36265
  ALE

  Thank you very much stanton you have find error, I’ m sure to use the same dc for side, Instead I had divided them, so it is the same problem

  

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  05/22/2017 at 10:18 AM #36266
  ALE

  We can also separated Trading sistem for each side, to avoid overwritten

  

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  05/22/2017 at 10:33 AM #36267
  ALE

  This evening will up date every version..

  Thanks

  

  ALE

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  05/22/2017 at 5:48 PM #36319
  Niconini

  Hi Ale,

  Very good job, I like this kind of strategy  🙂

  System is Ok over the last 10 years but with 200.000 bars I’ve a negativ result (because of spread of 5 ; no problems with spread of 1).

  In order to reduce spread, do you think that system can perform during classics intraday hours (9-17’30)?

  I’m trying to optimize it but I’ve failed for this moment.

  

  Niconini

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  05/22/2017 at 5:50 PM #36321
  Niconini

  From 9h to 17h30 hours, there are not results.

  

  Niconini

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