Gold_CCI_EMA_Long Strategy

• 02/04/2020 at 12:55 AM #118609
  imokdesign

  Hi everybody. I want to introduce quickly a not quite perfect gold strategy here, which came about rather accidentally. I had read that the price of gold was rising on Fridays (hedging institutional and purchases of physical gold for further processing) statistically above average (I think similar strategies already exist in this forum). That’s why wanted to buy Thursday evening and sell Friday evening if the Price is lower then the Buyprice. If the Price is highter i wanted to sell it too, or make a breakeven and try Build positions on every Thursday hoping to catch the long trend with a Trailingstop on every Trendwave low (classic trendstop).  But I lack the knowledge about these stops. So I only worked with the time stop. But that didnt work.

  It is important to me to buy at the bottom of this day (Thursday), so I used the CCI indicator at 1htimeframe. I also use an EMA. But that also didnt work. then i checked all other days (not weekend) and had to find out, that on Tues, Wednesday and Thursday in this consterlation the Price was rising. Exactly on the days that I didn’t want to act, lol …

  okay, to cut a long story short, here ist the Code of the Stratgie. Hope i did not optimize the EMA just for these 5 Jears. I used a Spread of 1pip.

  Maybe someone here had a similar idea or suggestions for improvement. 🙂

  GOLD_CCI_EMA_LONG_1h

  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Verhindert das Platzieren von neuen Ordern zum Markteintritt oder Vergrößern von Positionen vor einer bestimmten Uhrzeit noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime // Verhindert das Platzieren von neuen Ordern zum Markteintritt oder Vergrößern von Positionen nach einer bestimmten Uhrzeit noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Verhindert das Trading an bestimmten Wochentagen daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Bedingungen zum Einstieg in Long-Positionen indicator1 = CCI[20] c1 = (indicator1 CROSSES OVER -100) indicator2 = ExponentialAverage[18](close) c2 = (indicator2 > close) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Bedingungen zum Ausstieg von Long-Positionen indicator3 = CCI[20] c3 = (indicator3 CROSSES UNDER 100) IF c3 THEN SELL AT MARKET ENDIF // Stops und Targets SET STOP %LOSS 10

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  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert   // Verhindert das Platzieren von neuen Ordern zum Markteintritt oder Vergrößern von Positionen vor einer bestimmten Uhrzeit noEntryBeforeTime = 080000 timeEnterBefore = time >= noEntryBeforeTime   // Verhindert das Platzieren von neuen Ordern zum Markteintritt oder Vergrößern von Positionen nach einer bestimmten Uhrzeit noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime   // Verhindert das Trading an bestimmten Wochentagen daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Bedingungen zum Einstieg in Long-Positionen indicator1 = CCI[20] c1 = (indicator1 CROSSES OVER -100) indicator2 = ExponentialAverage[18](close) c2 = (indicator2 > close)   IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF   // Bedingungen zum Ausstieg von Long-Positionen indicator3 = CCI[20] c3 = (indicator3 CROSSES UNDER 100)   IF c3 THEN SELL AT MARKET ENDIF   // Stops und Targets SET STOP %LOSS 10

   

   

   

  

  imokdesign

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