Fractal breakout intraday Strategy EUR/USD 1H –

ALE · Sun, 16 Apr 2017 08:44:03 +0000

Hello guys We can discuss about the strategy here, we can help together to develop the strategy . This is the strategy posted in the Library there : https://www.prorealcode.com/prorealtime-trading-strategies/fractal-breakout-intraday-strategy-eurusd-1h/ Below you can find 3 screenshot with explanation of the stop, and levels used in this strategy. // EURUSD(-) - IG MARKET // TIME FRAME 1H // PROBACKTEST TICK by TICK - 200.000 bars // SPREAD 0.6 PIP // ALE DEFPARAM CumulateOrders = false ///BILL WILLIAM FRACTAL INDICATOR //CP=PERIOD CP=113 if close[cp] >= highest[2*cp+1](close) then LH = 1 else LH=0 endif if close[cp] <= lowest[2*cp+1](close) then LL= -1 else LL=0 endif if LH=1 then HIL = close[cp] endif if LL = -1 then LOL=close[cp] endif //LONG and SHORT CONDITIONS Positionsize=1 if (time >=100000 and time < 230000) then C1 = (close CROSSES OVER HIL) D1 = (close CROSSES UNDER LOL) IF c1 and not shortonmarket THEN BUY positionsize CONTRACT AT MARKET ENDIF IF D1 and not longonmarket THEN SELLSHORT positionsize CONTRACT AT MARKET ENDIF ENDIF //TRAILING STOP TGL =5 TGS=5 if not onmarket then MAXPRICE = 0 MINPRICE = close PREZZOUSCITA = 0 ENDIF if longonmarket then MAXPRICE = MAX(MAXPRICE,close) if MAXPRICE-tradeprice(1)>=TGL*pointsize then PREZZOUSCITA = MAXPRICE-TGL*pointsize ENDIF ENDIF if shortonmarket then MINPRICE = MIN(MINPRICE,close) if tradeprice(1)-MINPRICE>=TGS*pointsize then PREZZOUSCITA = MINPRICE+TGS*pointsize ENDIF ENDIF if onmarket and PREZZOUSCITA>0 then EXITSHORT AT PREZZOUSCITA STOP SELL AT PREZZOUSCITA STOP ENDIF // DONCHIAN STOP DC=20 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 set target pprofit 30 This trading sistem can be used with other currency pairs. To find the values of variables suitable for other currency pairs, you must use WF, to avoid an overfitted values: if the WF will be done on bars 200,000 may be divided into two halves, the first test will be carried out with a large range value starting with the value in the attached picture below, the second test will have a range around the variables choices during the first test. IN THE LAST YEAR THE OPTIMIZATION OF TRAILING STOP SUGGEST THIS VALUE: TGL=9 TGS=10 … THIS MEAN ABOUT 10 PIP FOR BOTH

This topic has 359 replies, 1 voice, and was last updated 1 year ago by RandyG.

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04/27/2017 at 10:37 AM #33661

ALE

Thanks grahal

do you mean EURAUD?

ALE
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04/27/2017 at 12:47 PM #33676

GraHal

HAHAHA no I didn’t … EUR/AUD just happened to be on my Platform and I ASSumed it was EUR/USD … no wonder I was scared at the results and my variables values were different than yours! hahaha.

I’ll do again for EUR/USD.

GraHal

ASSuming has made an ASS out of me! 🙂

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04/27/2017 at 2:05 PM #33686

ALE

🙂

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04/29/2017 at 4:20 PM #33976

ALE

Ciao

qui di seguito la versione per 1 ora EURUSD

Saluti

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GraHal, victormork

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05/01/2017 at 9:59 AM #34117

CN

@ALE

How do you make the itfs you posted so I can have the live?

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05/01/2017 at 10:05 AM #34119

GraHal

@CN see attached … follow red arrow

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ALE

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05/01/2017 at 4:47 PM #34172

CN

Thanks @Grahal

I get this error, I want to add this too the demo-trading system for eur/usd.
What am I doing wrong?

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05/01/2017 at 4:50 PM #34175

ALE

@CN

please read the following post of Nicolas:

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

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05/01/2017 at 4:57 PM #34176

CN

@ALE thanks!

But my question is IF i DONT want to do a WF but too activate it for real trades, what do I need to change in the code so I dont get that window? 🙂

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05/01/2017 at 5:02 PM #34177

ALE

@ cn
Sorry, but I suggested you read the explanation of the WF, so that you use it.

Try with this file below

ALE
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05/01/2017 at 5:19 PM #34183

Elsborgtrading

@cn I agree with Ale – you should read the WF description. However that particular error is due to 10 samples of WF, and your ver of PRT can only handle 5. You need to adjust this even if you don’t use the WF

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ALE

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05/01/2017 at 6:10 PM #34186

ALE

Hello,

After a few days of optimizations of codes I start to lose me in my disorder, so I thought to reorganize the code a bit, now them are more usable. Here is the V2 version for the 15/30/60 minute time frames

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Gianluca, GraHal, victormork

ALE
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05/01/2017 at 7:38 PM #34196

GraHal

@ALE wow … you’ve been so busy and well impressive results too!

I set the 1H V2 version Live already! I checked a selection of trades, they execute in ‘logical places’, well good!

I look forward to running the above versions after my tea 🙂

Thank You So Much
GraHal

@CN you need to change the 10 to 5 on attached, set to Active to be able to make the change.

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ALE

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05/01/2017 at 8:08 PM #34204

ALE

Thanks Grahal,
I’ve done a little confusion with the versions, so I’ve change the post above n°#33976, changing V2 in V3 and V3 in V4.. there are experiments only.

Yes I’ve not found differents between probacktest and real account… and some money is already done.. anyway it’s early to speak.

ALE
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05/02/2017 at 12:55 PM #34249

GraHal

Hi Ale

I’m getting the error below in FBS_EURUSD_30M_V2 in Live running.

Any thoughts on which bit of the code needs tweaking? I’ll try later and let you know if I sort it.

This trading system was stopped because the program used a negative or zero offset (ex: close[-10]) during the evaluation of the last candlestick. Please add protections to your code to prevent negative or zero offsets.

GraHal
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Fractal breakout intraday Strategy EUR/USD 1H –

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