EA Head

• 07/29/2017 at 4:07 PM #41959
  JohnScher

  can´t believe backtest

  works only on Dax 1 Euro

  Spread 2 Euro, test from 01.01.2013

  result ~ 350%

  maybe comes little help too

  //------------------------------------------------------------------------- // Hauptcode : EA Head PF flat friday 210000 //------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- // EA Head V.1 // EA Head H4 live PF // created by JohnScher with help by ProRealCode // Simple EMA-Strategy, timebased, mixed with some filters and a turbo by pathfinder-systems // Dax 1 Euro Mini, 2 Points Spread, backtested 01.01.2013 to 29.07.2017 with positiv results //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- // defparam flatafter = 210000 is possibel, if used: winnings are smaller, risks are smaller // Start Pathfinder-System // Pathfinder-System not coded by me, code found at ProRealCode // with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) 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 = 3 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 1 //0 risk(1) ONCE June1 = 1 //1 ok 2 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 = Day 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 // in original Pathfinder-Systems was used to find out correkt positionsize see following // period = 14 // atr = AverageTrueRange[period] // position = round(100/atr/2.1666) // here i used position = 1 // End Pathfinder-System //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- // Code Indicator NR7 // just info to integrated on your workstation //----------------------------------------------------------------------------------------------------------------------- // C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] // RETURN C1 //----------------------------------------------------------------------------------------------------------------------- // End Code Indicator Nr7 //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- // Start Maincode // Maincode : EA Head H4 Live PF //----------------------------------------------------------------------------------------------------------------------- // Filter // not proofed for example : williams, atr, .... // maybe the filters are not in the best settings, but it works in this way //------------------------------------------------------------------------- // Code Indicator : nr7 //C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] //RETURN C1 //------------------------------------------------------------------------- cx = CALL "NR7" cx1 = cci[11]<80 cx2 = cci[21]>-90 cx3 = Momentum[6](close)>0 cx4 = ADX[11] >15 // cx5 = MoneyFlow[11](close)<0 (not used, maybe for optimizing cx6 = TR(close) >25 cx7 = PVT(close)<1 cx8 = EaseOfMovement[14]<95 cx9 = SmoothedStochastic[14,3](close)<95 cx10 = PriceOscillator[5,25](close)<0.5 cx11 = LinearRegressionSlope[10](close)>-14 cx12 = AccumDistr(close)>-0.1 cx13 = Chandle [21](close)>-51 cx14 = STD[6](close)<99 //not used for example williams, rsi and so one to get out the tops on losses // end filter // timebase TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingTimeShort = time = 090000 or time = 130000 or time = 170000 TradingtimeLong = time = 090000 or time = 130000 or time = 170000 // end timebase // EMA Strategy with integrated Pathfinder-System, Filter and Timebase // Short-Trade IF TradingDayShort and TradingTimeShort Then If not cx Then If cx1 and cx4 and cx7 and cx8 and cx9 and cx10 and cx12 and cx14 Then If ExponentialAverage [1] (close) < ExponentialAverage [2] (close) Then sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET Endif Endif Endif ENDIF // better to set (needed) : exitshort at end of regular weekly trading-hours IF dayofweek = 5 and time = 210000 Then ExitShort at market ENDIF // Long-Trade IF TradingDayLong and TradingTimeLong Then If cx2 and cx3 and cx6 and cx11 and cx13 Then If ExponentialAverage [1] (close) > ExponentialAverage [8] (close) THEN buy position*saisonalPatternMultiplier CONTRACT AT MARKET Endif Endif ENDIF // better to set (needed) : sell at end of regular weekly trading-hours IF dayofweek = 5 and time = 210000 Then sell at market ENDIF // can be optimezed // if i test only long trades i find long: SL 0.75% and TP 1.5% more effectiv // in test only short trades i find Short: SL 1.0% and TP 2.4% more effektiv Set Stop %Loss 1 Set Target %Profit 2 // End EMA-Strategy, End Main-Code //----------------------------------------------------------------------------------------------------------------------- //not integrated any strategyprofit-maximize-strategy like re-invest-strategies, maybe some help to integrate this ? //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- // kind regards JohnScher

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  //------------------------------------------------------------------------- // Hauptcode : EA Head PF flat friday 210000 //------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- // EA Head V.1 // EA Head H4 live PF // created by JohnScher with help by ProRealCode // Simple EMA-Strategy, timebased, mixed with some filters and a turbo by pathfinder-systems // Dax 1 Euro Mini, 2 Points Spread, backtested 01.01.2013 to 29.07.2017 with positiv results //----------------------------------------------------------------------------------------------------------------------- //-----------------------------------------------------------------------------------------------------------------------     // defparam flatafter = 210000 is possibel, if used: winnings are smaller, risks are smaller   // Start Pathfinder-System // Pathfinder-System not coded by me, code found at ProRealCode // with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade)         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 = 3 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 1 //0 risk(1) ONCE June1 = 1 //1 ok 2 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 = Day 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   // in original Pathfinder-Systems was used to find out correkt positionsize see following // period = 14 // atr = AverageTrueRange[period] // position = round(100/atr/2.1666)   // here i used position = 1     // End Pathfinder-System //-----------------------------------------------------------------------------------------------------------------------     //----------------------------------------------------------------------------------------------------------------------- // Code Indicator NR7 // just info to integrated on your workstation //----------------------------------------------------------------------------------------------------------------------- // C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] // RETURN C1 //----------------------------------------------------------------------------------------------------------------------- // End Code Indicator Nr7 //-----------------------------------------------------------------------------------------------------------------------     //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- // Start Maincode // Maincode : EA Head H4 Live PF //-----------------------------------------------------------------------------------------------------------------------     // Filter // not proofed for example : williams, atr, .... // maybe the filters are not in the best settings, but it works in this way   //------------------------------------------------------------------------- // Code Indicator : nr7 //C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] //RETURN C1 //-------------------------------------------------------------------------   cx = CALL "NR7" cx1 = cci[11]<80 cx2 = cci[21]>-90 cx3 = Momentum[6](close)>0 cx4 = ADX[11] >15 // cx5 = MoneyFlow[11](close)<0 (not used, maybe for optimizing cx6 = TR(close) >25 cx7 = PVT(close)<1 cx8 = EaseOfMovement[14]<95 cx9 = SmoothedStochastic[14,3](close)<95 cx10 = PriceOscillator[5,25](close)<0.5 cx11 = LinearRegressionSlope[10](close)>-14 cx12 = AccumDistr(close)>-0.1 cx13 = Chandle [21](close)>-51 cx14 = STD[6](close)<99 //not used for example williams, rsi and so one to get out the tops on losses // end filter     // timebase TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5   TradingTimeShort = time = 090000 or time = 130000 or time = 170000 TradingtimeLong = time = 090000 or time = 130000 or time = 170000 // end timebase     // EMA Strategy with integrated Pathfinder-System, Filter and Timebase // Short-Trade IF  TradingDayShort and TradingTimeShort Then If not cx  Then If cx1 and cx4 and cx7 and cx8 and cx9 and cx10 and cx12 and cx14   Then If ExponentialAverage [1] (close) < ExponentialAverage [2] (close) Then sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET Endif Endif Endif ENDIF   // better to set (needed) : exitshort at end of regular weekly trading-hours IF dayofweek = 5 and time = 210000 Then ExitShort at market ENDIF   // Long-Trade IF  TradingDayLong and TradingTimeLong Then If cx2 and cx3  and cx6 and cx11  and cx13   Then If ExponentialAverage   [1] (close)  >  ExponentialAverage   [8] (close) THEN buy position*saisonalPatternMultiplier CONTRACT AT MARKET Endif Endif ENDIF   // better to set (needed) : sell at end of regular weekly trading-hours IF dayofweek = 5 and time = 210000 Then sell at market ENDIF     // can be optimezed // if i test only long trades i find long:  SL 0.75% and TP 1.5% more effectiv // in test only short trades i find Short:  SL 1.0% and TP 2.4% more effektiv Set Stop %Loss 1 Set Target %Profit 2   // End EMA-Strategy, End Main-Code //----------------------------------------------------------------------------------------------------------------------- //not integrated any strategyprofit-maximize-strategy like re-invest-strategies, maybe some help to integrate this ? //----------------------------------------------------------------------------------------------------------------------- //----------------------------------------------------------------------------------------------------------------------- //-----------------------------------------------------------------------------------------------------------------------   // kind regards JohnScher

   

  

  JohnScher

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  07/29/2017 at 4:34 PM #41960
  JohnScher

  xcuse: timeframe 4h

  

  JohnScher

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  08/07/2017 at 11:02 AM #42659
  JR1976

  DEar JHON

  I think is necessary to have the NR7 detail code  , isnt’it ?

  Please enclosed the backtest screenshot if you want

  Regards

  

  JR1976

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  08/07/2017 at 2:04 PM #42672
  Nicolas

  @JR1976

  I think you can add the NR7 code like this (replace the line 168 with this one):

  cx = Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7]

  1	cx = Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7]

  I did not test this strategy myself, but it seems over optimized, John didn’t explained us how he found all these variables values and indicators periods.

   

   

  

  Nicolas

  Keymaster

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  08/08/2017 at 2:17 PM #42758
  Francesco78

  can we see a screenshot of the statistics of the backtest?

  Thanks

  Francesco

  

  Francesco78

  Participant

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  08/09/2017 at 7:34 PM #42819
  JohnScher

  my problem is: can i believe the backtest… ?

  results are good, but too good

  code  little bit more fine

   

  see on yourself

  so my question, can you controll the result on backtest?

  timeframe 4h, start 01.01.2013 until today, Dax 1 Euro mini, spread = 2, no brokerage few

   

  do i right put the screenshots?

  can’t print the details as screenshot, find no “safe as” button ..   how it works?

   

   

   

   

  EA Head V1.2

  //------------------------------------------------------------------------- // Hauptcode : EA Head V1.2 // created by JohnScher, coded with help from ProRealTime //------------------------------------------------------------------------- // Start Pathfinder-System // with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) defparam flatafter = 210000 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 = 3 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 1 //0 risk(1) ONCE June1 = 1 //1 ok 2 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 = Day 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 position = 2 // End Pathfinder-System //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Code Indicator NR7 // C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] // RETURN C1 //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start maincode //------------------------------------------------------------------------- // maincode : H4 Live //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- cx1 = cci[11]<90 cx2 = cci[21]>-90 cx3 = Momentum[12](close)>0 cx4 = ADX[11] >14 // cx5 = MoneyFlow[11](close)<0 cx6 = TR(close) >14 //cx7 = PVT(close)<1 cx8 = EaseOfMovement[14]<70 cx9 = SmoothedStochastic[21,3](close)<90 cx10 = PriceOscillator[5,25](close)<0.5 cx11 = LinearRegressionSlope[12](close)>-14 cx12 = AccumDistr(close)>-0.1 cx13 = Chandle [21](close)>-21 cx14 = STD[6](close)<99 cx15 = Chandle [6] (close)<49 cx16 = RSI[6](close)<51 cx17 = RSI[6](close)>49 TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingTimeShort = time = 090000 or time = 130000 or time = 170000 TradingtimeLong = time = 090000 or Time = 130000 or time = 170000 IF TradingDayShort and TradingTimeShort Then IF cx1 and cx4 and cx8 and cx9 and cx10 and cx12 and cx14 and cx15 and cx16 Then IF ExponentialAverage [1] (close) < ExponentialAverage [8] (close) THEN sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET ENDIF Endif Endif IF TradingDayLong and TradingTimeLong Then IF cx2 and cx3 and cx6 and cx11 and cx13 and cx17 Then IF ExponentialAverage [1] (close) > ExponentialAverage [6] (close) THEN buy position*saisonalPatternMultiplier CONTRACT AT MARKET ENDIF Endif Endif Set Stop %Loss 3 Set Target %profit 3 // to be optimize // kind JohnScher

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  //------------------------------------------------------------------------- // Hauptcode : EA Head V1.2 // created by JohnScher, coded with help from ProRealTime //-------------------------------------------------------------------------   // Start Pathfinder-System // with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade)   defparam flatafter = 210000   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 = 3 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 1 //0 risk(1) ONCE June1 = 1 //1 ok 2 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 = Day 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     position = 2   // End Pathfinder-System //-------------------------------------------------------------------------   //------------------------------------------------------------------------- // Code Indicator NR7 // C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] // RETURN C1 //-------------------------------------------------------------------------   //------------------------------------------------------------------------- // Start maincode //------------------------------------------------------------------------- // maincode : H4 Live //-------------------------------------------------------------------------   //------------------------------------------------------------------------- //------------------------------------------------------------------------- //-------------------------------------------------------------------------   cx1 = cci[11]<90 cx2 = cci[21]>-90 cx3 = Momentum[12](close)>0 cx4 = ADX[11] >14 // cx5 = MoneyFlow[11](close)<0 cx6 = TR(close) >14 //cx7 = PVT(close)<1 cx8 = EaseOfMovement[14]<70 cx9 = SmoothedStochastic[21,3](close)<90 cx10 = PriceOscillator[5,25](close)<0.5 cx11 = LinearRegressionSlope[12](close)>-14 cx12 = AccumDistr(close)>-0.1 cx13 = Chandle [21](close)>-21 cx14 = STD[6](close)<99 cx15 = Chandle [6] (close)<49 cx16 = RSI[6](close)<51 cx17 = RSI[6](close)>49   TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3  or  dayofweek = 4 or dayofweek = 5   TradingTimeShort = time = 090000 or time = 130000 or time = 170000 TradingtimeLong = time = 090000 or Time = 130000 or time = 170000   IF  TradingDayShort and TradingTimeShort Then IF cx1 and cx4   and cx8 and cx9 and cx10 and cx12 and cx14  and cx15 and cx16 Then IF ExponentialAverage [1] (close) < ExponentialAverage [8] (close) THEN sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET ENDIF Endif Endif IF  TradingDayLong and TradingTimeLong Then IF cx2 and cx3  and cx6 and cx11  and cx13 and cx17 Then IF ExponentialAverage   [1] (close)  >  ExponentialAverage   [6] (close) THEN buy position*saisonalPatternMultiplier CONTRACT AT MARKET ENDIF Endif Endif   Set Stop %Loss 3 Set Target %profit 3   // to be optimize // kind JohnScher

   

  

  JohnScher

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  08/09/2017 at 7:36 PM #42821
  JohnScher

  nr7 isn´t integrated, is remnant from former code

  

  JohnScher

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  08/09/2017 at 7:39 PM #42822
  JohnScher

  target is : find filters to get out the main losses… want anyone help?

  

  JohnScher

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  08/09/2017 at 7:55 PM #42823
  JohnScher

  try this too as backtest

  Short Trades in a rising market

   

  EA only Short

  //------------------------------------------------------------------------- // Hauptcode : H4 live cxxxx last PF flat2100 //------------------------------------------------------------------------- // Start Pathfinder-System // with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) defparam flatafter = 210000 ONCE January1 = 3 //0 risk(3) ONCE January2 = 1 //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 = 3 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 1 //0 risk(1) ONCE June1 = 1 //1 ok 2 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 = 1 //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 = Day 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 position = 2 // End Pathfinder-System //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Code Indicator NR7 //------------------------------------------------------------------------- // C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] // RETURN C1 //------------------------------------------------------------------------- // End Code IndicatorNr7 //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Hauptcode //------------------------------------------------------------------------- // Hauptcode : H4 Live //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- cx1 = cci[11]<90 //cx2 = cci[21]>-90 //cx3 = Momentum[12](close)>0 cx4 = ADX[11] >14 //cx5 = MoneyFlow[14](close)>0 //cx6 = TR(close) >14 //cx7 = PVT(close)<1 cx8 = EaseOfMovement[14]<70 cx9 = SmoothedStochastic[21,3](close)<90 cx10 = PriceOscillator[5,25](close)<0.5 //cx11 = LinearRegressionSlope[12](close)>-14 cx12 = AccumDistr(close)>-0.1 //cx13 = Chandle [21](close)>-21 cx14 = STD[6](close)<99 cx15 = Chandle [14] (close)<49 cx16 = RSI[6](close)<51 //cx17 = RSI[6](close)>49 cx18 = Chandle[12](close)>-21 cx19 = Williams[14](close)<-29 cx20 = Repulse[6](close)<-0.22 cx21 = MassIndex[12]>10 TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 //TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingTimeShort = time = 090000 or time = 130000 or time = 170000 //TradingtimeLong = time = 090000 or Time = 130000 or time = 170000 IF TradingDayShort and TradingTimeShort Then IF cx1 and cx4 and cx8 and cx9 and cx10 and cx12 and cx14 and cx15 and cx16 and cx18 and cx19 and cx20 and cx21 Then IF ExponentialAverage [1] (close) < ExponentialAverage [4] (close) THEN sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET ENDIF Endif Endif IF ShortonMarket Then Set Stop %Loss 3 Set Target %Profit 3 Endif //IF TradingDayLong and TradingTimeLong Then //IF cx2 and cx3 and cx5 and cx6 and cx11 and cx13 and cx15 and cx17 Then //IF ExponentialAverage [1] (close) > ExponentialAverage [8] (close) THEN //buy position*saisonalPatternMultiplier CONTRACT AT MARKET //ENDIF //Endif //Endif //IF Longonmarket then //Set Stop %Loss 1 //Set Target %profit 1 //Endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180

  //------------------------------------------------------------------------- // Hauptcode : H4 live cxxxx last PF flat2100 //------------------------------------------------------------------------- // Start Pathfinder-System // with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) defparam flatafter = 210000   ONCE January1 = 3 //0 risk(3) ONCE January2 = 1 //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 = 3 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 1 //0 risk(1) ONCE June1 = 1 //1 ok 2 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 = 1 //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 = Day 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 position = 2   // End Pathfinder-System //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Code Indicator NR7 //------------------------------------------------------------------------- // C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] // RETURN C1 //------------------------------------------------------------------------- // End Code IndicatorNr7 //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Hauptcode //------------------------------------------------------------------------- // Hauptcode : H4 Live //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- cx1 = cci[11]<90 //cx2 = cci[21]>-90 //cx3 = Momentum[12](close)>0 cx4 = ADX[11] >14 //cx5 = MoneyFlow[14](close)>0 //cx6 = TR(close) >14 //cx7 = PVT(close)<1 cx8 = EaseOfMovement[14]<70 cx9 = SmoothedStochastic[21,3](close)<90 cx10 = PriceOscillator[5,25](close)<0.5 //cx11 = LinearRegressionSlope[12](close)>-14 cx12 = AccumDistr(close)>-0.1 //cx13 = Chandle [21](close)>-21 cx14 = STD[6](close)<99 cx15 = Chandle [14] (close)<49 cx16 = RSI[6](close)<51 //cx17 = RSI[6](close)>49 cx18 = Chandle[12](close)>-21 cx19 = Williams[14](close)<-29 cx20 = Repulse[6](close)<-0.22 cx21 = MassIndex[12]>10     TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 //TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3  or  dayofweek = 4 or dayofweek = 5 TradingTimeShort = time = 090000 or time = 130000 or time = 170000 //TradingtimeLong = time = 090000 or Time = 130000 or time = 170000   IF  TradingDayShort and TradingTimeShort Then IF cx1 and cx4   and cx8 and cx9 and cx10 and cx12 and cx14  and cx15 and cx16 and cx18 and cx19 and cx20 and cx21 Then IF ExponentialAverage [1] (close) < ExponentialAverage [4] (close) THEN sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET ENDIF Endif Endif   IF ShortonMarket Then Set Stop %Loss 3 Set Target %Profit 3 Endif //IF  TradingDayLong and TradingTimeLong Then //IF cx2 and cx3 and cx5 and cx6 and cx11  and cx13 and cx15 and cx17  Then //IF ExponentialAverage   [1] (close)  >  ExponentialAverage   [8] (close) THEN //buy position*saisonalPatternMultiplier CONTRACT AT MARKET //ENDIF //Endif //Endif //IF Longonmarket then //Set Stop %Loss 1 //Set Target %profit 1 //Endif

   

  

  JohnScher

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  08/10/2017 at 9:33 AM #42845
  Nicolas

  Thank you John, I received also your post in the library pending review list. I may be wrong, but I think you have optimized many variables (indicators’periods and levels), am I right? In this case, did you test also the best values in OOS (Out Of Sample) periods? Now that is available, you can use Walk Forward optimiser which help you find the good edge between over optimized strategy and robust one.

  The fact is that the result of your backtest is, as you stated, “unbelievable”, because it is like you use the best suitable values for things you know already how they will happen.

  

  Nicolas

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  08/10/2017 at 9:40 AM #42848
  JohnScher

  Hello Nicolas.

   

  So the Backtest give not a right result?

  What ist OOS?

  How does works walk forward? Do you have any Link  or can you test the EA HEad only Short with walk forward?

   

   

  

  JohnScher

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  08/10/2017 at 12:54 PM #42907
  Nicolas

  The strategy seems quite overfitted on past price behaviour. I encourage you reading these articles:

  In this first one, you’ll learn about In Sample and Out Of Sample testing methodology:

  https://www.prorealcode.com/blog/avoid-equity-curve-fitting-with-probacktest-trading-strategy-optimisation/

  This one is the extract of the proorder documentation about the new tool (walk forward analysis): 

  https://www.prorealcode.com/blog/learning/strategy-optimisation-walk-analysis/

  Another post I made, as a FAQ for the Walk Forward tool (made of pieces from different discussions here and there on forums):

  https://www.prorealcode.com/blog/learning/prorealtime-walk-analysis-tool/

   

  

  Nicolas

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  08/11/2017 at 11:20 AM #43013
  JohnScher

  Hello Nikolas.

   

  Thanks so lot.

  I have integrate EA Head and “Short on rising markets” in Demo-Account on PRT.

  I ll give response, after 10 Trades run out. I ll give response about the match of the backtest results with the demo results too.

  Dito EA Head.

  So far so good.

   

  best regards

  

  JohnScher

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  08/17/2017 at 9:05 PM #44147
  JohnScher

  First Trade: “Short on rising market”

  at Demo-Account

   

  Open 17:00:06 today at 12.202,08 6 CFD closed 21:00:04 at 12.158,1

  Result +268.20

  

  JohnScher

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  08/17/2017 at 9:38 PM #44152
  JohnScher

  the code i use

  copy paste

  Storm

  //------------------------------------------------------------------------- // Hauptcode : Short in a rising market //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Hauptcode : H4 live cxxxx last PF flat2100 //------------------------------------------------------------------------- // Start Pathfinder-System // with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) defparam flatafter = 210000 ONCE January1 = 3 //0 risk(3) ONCE January2 = 1 //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 = 3 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 1 //0 risk(1) ONCE June1 = 1 //1 ok 2 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 = 1 //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 = Day 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 position = 2 // End Pathfinder-System //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Code Indicator NR7 //------------------------------------------------------------------------- // C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] // RETURN C1 //------------------------------------------------------------------------- // End Code IndicatorNr7 //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Hauptcode //------------------------------------------------------------------------- // Hauptcode : H4 Live //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- cx1 = cci[11]<90 //cx2 = cci[21]>-90 //cx3 = Momentum[12](close)>0 cx4 = ADX[11] >14 //cx5 = MoneyFlow[14](close)>0 //cx6 = TR(close) >14 //cx7 = PVT(close)<1 cx8 = EaseOfMovement[14]<70 cx9 = SmoothedStochastic[21,3](close)<90 cx10 = PriceOscillator[5,25](close)<0.5 //cx11 = LinearRegressionSlope[12](close)>-14 cx12 = AccumDistr(close)>-0.1 //cx13 = Chandle [21](close)>-21 cx14 = STD[6](close)<99 cx15 = Chandle [14] (close)<49 cx16 = RSI[6](close)<51 //cx17 = RSI[6](close)>49 cx18 = Chandle[12](close)>-21 cx19 = Williams[14](close)<-29 cx20 = Repulse[6](close)<-0.22 cx21 = MassIndex[12]>10 TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 //TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 TradingTimeShort = time = 090000 or time = 130000 or time = 170000 //TradingtimeLong = time = 090000 or Time = 130000 or time = 170000 IF TradingDayShort and TradingTimeShort Then IF cx1 and cx4 and cx8 and cx9 and cx10 and cx12 and cx14 and cx15 and cx16 and cx18 and cx19 and cx20 and cx21 Then IF ExponentialAverage [1] (close) < ExponentialAverage [4] (close) THEN sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET ENDIF Endif Endif IF ShortonMarket Then Set Stop %Loss 3 Set Target %Profit 3 Endif //IF TradingDayLong and TradingTimeLong Then //IF cx2 and cx3 and cx5 and cx6 and cx11 and cx13 and cx15 and cx17 Then //IF ExponentialAverage [1] (close) > ExponentialAverage [8] (close) THEN //buy position*saisonalPatternMultiplier CONTRACT AT MARKET //ENDIF //Endif //Endif //IF Longonmarket then //Set Stop %Loss 1 //Set Target %profit 1 //Endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183

  //------------------------------------------------------------------------- // Hauptcode : Short in a rising market //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Hauptcode : H4 live cxxxx last PF flat2100 //------------------------------------------------------------------------- // Start Pathfinder-System // with define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) defparam flatafter = 210000   ONCE January1 = 3 //0 risk(3) ONCE January2 = 1 //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 = 3 //3 ok ONCE April2 = 3 //3 ok ONCE May1 = 1 //0 risk(1) ONCE May2 = 1 //0 risk(1) ONCE June1 = 1 //1 ok 2 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 = 1 //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 = Day 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 position = 2   // End Pathfinder-System //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Code Indicator NR7 //------------------------------------------------------------------------- // C1= Range<Range[1] and Range<Range[2] and Range<Range[3] and Range<Range[4] and Range<Range[5] and Range<Range[6] and Range<Range[7] // RETURN C1 //------------------------------------------------------------------------- // End Code IndicatorNr7 //------------------------------------------------------------------------- //------------------------------------------------------------------------- // Start Hauptcode //------------------------------------------------------------------------- // Hauptcode : H4 Live //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- //------------------------------------------------------------------------- cx1 = cci[11]<90 //cx2 = cci[21]>-90 //cx3 = Momentum[12](close)>0 cx4 = ADX[11] >14 //cx5 = MoneyFlow[14](close)>0 //cx6 = TR(close) >14 //cx7 = PVT(close)<1 cx8 = EaseOfMovement[14]<70 cx9 = SmoothedStochastic[21,3](close)<90 cx10 = PriceOscillator[5,25](close)<0.5 //cx11 = LinearRegressionSlope[12](close)>-14 cx12 = AccumDistr(close)>-0.1 //cx13 = Chandle [21](close)>-21 cx14 = STD[6](close)<99 cx15 = Chandle [14] (close)<49 cx16 = RSI[6](close)<51 //cx17 = RSI[6](close)>49 cx18 = Chandle[12](close)>-21 cx19 = Williams[14](close)<-29 cx20 = Repulse[6](close)<-0.22 cx21 = MassIndex[12]>10     TradingDayShort = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayofweek = 5 //TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3  or  dayofweek = 4 or dayofweek = 5 TradingTimeShort = time = 090000 or time = 130000 or time = 170000 //TradingtimeLong = time = 090000 or Time = 130000 or time = 170000   IF  TradingDayShort and TradingTimeShort Then IF cx1 and cx4   and cx8 and cx9 and cx10 and cx12 and cx14  and cx15 and cx16 and cx18 and cx19 and cx20 and cx21 Then IF ExponentialAverage [1] (close) < ExponentialAverage [4] (close) THEN sellshort position*saisonalPatternMultiplier CONTRACTS AT MARKET ENDIF Endif Endif   IF ShortonMarket Then Set Stop %Loss 3 Set Target %Profit 3 Endif //IF  TradingDayLong and TradingTimeLong Then //IF cx2 and cx3 and cx5 and cx6 and cx11  and cx13 and cx15 and cx17  Then //IF ExponentialAverage   [1] (close)  >  ExponentialAverage   [8] (close) THEN //buy position*saisonalPatternMultiplier CONTRACT AT MARKET //ENDIF //Endif //Endif //IF Longonmarket then //Set Stop %Loss 1 //Set Target %profit 1 //Endif

   

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  JohnScher

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