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.

Viewing 15 posts - 121 through 135 (of 360 total)

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05/02/2017 at 1:37 PM #34259

GraHal

I think I’ve found it. I used the GRAPH Function to find the negative value.

I’ll pop it back Live and let you know if it goes okay.

Profit over 100,00 bars is the same with my changes below.

(I’m getting worried now … I might make a coder after all!? 🙂
Naah … I’m just not too bad at fixing things in general).

This line 

47 FS =  (CLOSE-OPEN)  <= - RS*POINTSIZE

should read 

47 FS =  (OPEN-CLOSE)  >=   RS*POINTSIZE

This line

47 FS = (CLOSE-OPEN) <= - RS*POINTSIZE

should read

47 FS = (OPEN-CLOSE) >= RS*POINTSIZE

GraHal

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05/02/2017 at 1:40 PM #34260

ALE

Thanks

I check this asap

ALE

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05/02/2017 at 2:21 PM #34271

StantonR

Got the Same error as GraHal on 60 min version.

I have done the change and put it back live. See what happens.

StantonR

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05/02/2017 at 2:26 PM #34272

GraHal

HAHAHAHA … ‘Pride goeth before a fall’ … good job I’m among friends … got rejected again for same zero offset error.

Back to the Drawing Board!

GraHal

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05/02/2017 at 2:33 PM #34277

StantonR

I think this might be the issue as these variables need to be set outside the if statement as DC will not be set.

IF LONGONMARKET THEN
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TP=30//take profit
//SL=50// stop loss
ELSIF SHORTONMARKET THEN
DC=20
TGS=5
TP=30
//SL=50
ENDIF

IF LONGONMARKET THEN

DC=20// period of Donchian Stop

TGL=5//Trailing Stop pip distance

TP=30//take profit

//SL=50// stop loss

ELSIF SHORTONMARKET THEN

DC=20

TGS=5

TP=30

//SL=50

ENDIF

this code will fail as dc is only set if you long or short

e= Highest[DC](high)
f=Lowest[DC](low)

1 2	e= Highest[DC](high) f=Lowest[DC](low)

StantonR

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05/02/2017 at 2:40 PM #34278

StantonR

Updated the code like this. Just assigned a default value to the variables. can be overwritten if long or short.

DEFPARAM CumulateOrders = false
//LONG VARIABLES
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TGS=5
TP=30

IF LONGONMARKET THEN
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TP=30//take profit
//SL=50// stop loss
ELSIF SHORTONMARKET THEN
DC=20// period of Donchian Stop
TGS=5
TP=30
//SL=50
ENDIF

DEFPARAM CumulateOrders = false

//LONG VARIABLES

DC=20// period of Donchian Stop

TGL=5//Trailing Stop pip distance

TGS=5

TP=30

IF LONGONMARKET THEN

DC=20// period of Donchian Stop

TGL=5//Trailing Stop pip distance

TP=30//take profit

//SL=50// stop loss

ELSIF SHORTONMARKET THEN

DC=20// period of Donchian Stop

TGS=5

TP=30

//SL=50

ENDIF

StantonR

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05/02/2017 at 3:07 PM #34281

GraHal

Ah Gotcha!

Thanks Stanton, I made your changes and popped it back in Live … I let you know how it goes, should know by 15.30 UST+1 as mine is the 30 min version!

Almost feels like fun now with the speedy iterative fixes! 🙂

GraHal

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05/02/2017 at 3:32 PM #34282

GraHal

Yep that’s it all good now, no rejection! Good work!

Poor show that Backtest doesn’t show up ‘zero / negative offset errors’!?

GraHal

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05/02/2017 at 5:38 PM #34295

ALE

Hello

Sorry guys but I posted the codes too fast and I missed the errors, it is a refused, in the evening I will update the files.

Sorry Grahal but I did not understand what you say .

Thanks and Sorry!

ALE

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05/02/2017 at 6:17 PM #34297

StantonR

All good Ale.

Thanks for a great strategy.

Running it live with a small account will let you know how it goes.

StantonR

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05/02/2017 at 8:34 PM #34329

ALE

HELLO,

DO YOU THINK THAT IS CORRECT ?:

DEFPARAM CumulateOrders = false
//VARIABLES
DC=DC// period of Donchian Stop
TGL=TGL//Trailing Stop pip distance
TGS=TGS
TP=TP
//SL=SL
IF LONGONMARKET THEN
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TP=30//take profit
//SL=SL// stop loss
ELSIF SHORTONMARKET THEN
DC=20// period of Donchian Stop
TGS=5
TP=30
//SL=SL
ENDIF

DEFPARAM CumulateOrders = false

//VARIABLES

DC=DC// period of Donchian Stop

TGL=TGL//Trailing Stop pip distance

TGS=TGS

TP=TP

//SL=SL

IF LONGONMARKET THEN

DC=20// period of Donchian Stop

TGL=5//Trailing Stop pip distance

TP=30//take profit

//SL=SL// stop loss

ELSIF SHORTONMARKET THEN

DC=20// period of Donchian Stop

TGS=5

TP=30

//SL=SL

ENDIF

ALE

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05/02/2017 at 8:44 PM #34330

StantonR

Dont think that will work as DC will only be given a value if you are on the Market.

This code gets run if you on the market or not.

e= Highest[DC](high)
f=Lowest[DC](low)

1 2	e= Highest[DC](high) f=Lowest[DC](low)

At that point DC = null

Which will give an error

You could also do this.

DEFPARAM CumulateOrders = false
//VARIABLES
IF LONGONMARKET THEN
DC=20// period of Donchian Stop
TGL=5//Trailing Stop pip distance
TP=30//take profit
//SL=SL// stop loss
ELSIF SHORTONMARKET THEN
DC=20// period of Donchian Stop
TGS=5
TP=30
//SL=SL
ENDIF

if longonmarket  then
f=Lowest[DC](low)
laststop = f[1]
endif
if shortonmarket  then
e= Highest[DC](high)
laststop = e[1]
endif
if onmarket then
sell at laststop stop
exitshort at laststop stop
endif

DEFPARAM CumulateOrders = false

//VARIABLES

IF LONGONMARKET THEN

DC=20// period of Donchian Stop

TGL=5//Trailing Stop pip distance

TP=30//take profit

//SL=SL// stop loss

ELSIF SHORTONMARKET THEN

DC=20// period of Donchian Stop

TGS=5

TP=30

//SL=SL

ENDIF

if longonmarket then

f=Lowest[DC](low)

laststop = f[1]

endif

if shortonmarket then

e= Highest[DC](high)

laststop = e[1]

endif

if onmarket then

sell at laststop stop

exitshort at laststop stop

endif

StantonR

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05/02/2017 at 8:55 PM #34331

ALE

OK NOW I SEE THE ERROR!!

THANKS SANTONR

ALE

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05/02/2017 at 9:04 PM #34333

GraHal

Hi Ale

No problem, no Sorry 🙂

Stanton first fix here #34278 works as I’ve had no rejections since Time 15:30 today.

GraHal

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05/02/2017 at 9:19 PM #34338

ALE

Thanks Grahal 😛

So.. which code we fixed in the main code? Now I’m confused… it would have been better if I had maintained my disorder 🙂 before to change code, the other day ..

ALE

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