CSR STRATEGY

• 05/22/2017 at 6:08 PM #36326
  ALE

  Hi can suggest to divided strategy in long and short.

  I started the test since 2007 only to consider 2008, I do not think that markets should be compared to a period longer than 10 years.

  I’d like to find a solution to work with 4h time frame, to avoid Night spread.

  Than we are here to research, and I’m happy that you like it!

  

  ALE

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  05/25/2017 at 2:20 PM #36630
  Seemore Profit

  Hi ALE thanks for the code. I am running the original code on USD/JPY daily, the back test shows good results.

  

  Seemore Profit

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  05/25/2017 at 3:03 PM #36634
  ALE

  Hi

  yes theres many market that show good result on probacktest.

  I’m wait to see strategy on real market

  Thanks

  Ale

  

  ALE

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  05/25/2017 at 3:42 PM #36638
  Seemore Profit

  I running on a demo now, will give it a week or two and if all good ill run live and let you know the results.

  

  Seemore Profit

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  05/25/2017 at 3:49 PM #36640
  ALE

  Yes the same for me!

  Good!!

   

  

  ALE

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  05/26/2017 at 11:18 AM #36702
  Seemore Profit

  HI ALE.

   

  I seem to be getting this warning when running?

   

   

  

  Seemore Profit

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  05/26/2017 at 12:44 PM #36707
  ALE

  Which version have you run?

  

  ALE

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  05/26/2017 at 1:36 PM #36711
  GraHal

   

  Seemore Profit … see #36261 for the fix.

  1 user thanked author for this post.

  ALE

  

  GraHal

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  05/26/2017 at 1:55 PM #36713
  ALE

  In the first post, I’ve upload version with problem solved

  

  ALE

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  05/27/2017 at 8:57 AM #36739
  Nicolas

  The library post has been updated with the last version too: https://www.prorealcode.com/prorealtime-trading-strategies/csr-strategy-dax-1/

  4 users thanked author for this post.

  Seemore Profit, GraHal, Pere, ALE

  

  Nicolas

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  06/05/2017 at 10:42 AM #37457
  ivillalonga

  Hello, is anyone trading this system in real?

  what about the results?

  thanks!

  

  ivillalonga

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  06/05/2017 at 11:10 AM #37466
  Pere

  Hi ivillalonga.

  Yes, I started with CSR DAX long and CSR DAX short in live just last week, and I’m waiting my first real trade.

  However, I did two changes:

  1: I optimized the TGL from 16 to 28

  2: I observed that most of the losing trades lasted more than 4 bars. So, I limited the duration of these trades including this code:

  IF POSITIONPERF<0 THEN
  perd=(Barindex-Tradeindex)=3
  ELSE
  perd=0
  ENDIF

  IF LongOnMarket AND CUMRSI>EXIT AND CUMRSI < CUMRSI[1] OR perd THEN
  SELL AT MARKET
  ENDIF

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  ALE

  

  Pere

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  06/05/2017 at 12:09 PM #37476
  Pere

  I’m using here 5 contracts of the miniDAX, 1€/point.

  

  Pere

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  06/11/2017 at 12:03 AM #38005
  pitupitu

  Hola Petrus,

  Has the system given to you the signal for your first real trade? Do you have the full code available, through a .itf file?

  Thank you!!

  

  pitupitu

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  06/11/2017 at 8:50 AM #38029
  Pere

  @pitupitu

  Bon día Pep.

  Yes, the system gave me the signal in demo on 8th of June, and is presently active and winning about 430€ (still 5 contracts).

  However, to be honest, I have to say that I closed the system on 7th afternoon because I don’t like to have opened systems in days of elections. I will start it again tomorrow in real.

  I attach here the complete system in itf. You can play with the part of the max. number of bars for the loser trades. This is a part which you cannot use on every index or pair because it does not work everywhere. It depends on many factors, including volatility of range. You have to try it carefully.

   

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  CKW

  

  Pere

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