Half a position (0.5) on DAX 10 minutes – MTF strategy

• 01/15/2021 at 10:09 AM #157657
  XRPboss

  Import K1 and O1 into your indicators, and then run OKMoon. I hope you like it. Half a position (0.5) on DAX 10 minutes

  DEFPARAM CumulateOrders = False DEFPARAM PreLoadBars = 2000 DEFPARAM FLATBEFORE = 000000 one = 1 if intradaybarindex=0 then two = 0 endif if onmarket and three<>tradeindex then two=two+1 three=tradeindex endif TIMEFRAME (default) four = CALL "O1" TIMEFRAME (1 hour, updateonclose) IF Not OnMarket THEN five = 0 ELSE five = five + 1 ENDIF six = CALL "K1" TIMEFRAME (default) ONCE seven = 1 IF IntraDayBarIndex = 0 THEN seven = 1 ENDIF eight = five IF Not OnMarket AND eight <> eight[1] THEN seven = 1 ENDIF IF six AND seven ANd two<one and four THEN BUY 0.5 CONTRACT AT MARKET seven = 0 ENDIF SET TARGET pPROFIT 400 SET STOP pLOSS 170 nine = 300 ten = 240 IF NOT ONMARKET THEN eleven=0 ENDIF IF LONGONMARKET AND close-tradeprice(1)>=nine*pipsize THEN eleven = tradeprice(1)+ten*pipsize ENDIF IF eleven>0 THEN SELL AT eleven STOP ENDIF twelve = 12 fourteen = 2 IF NOT ONMARKET THEN fifteen=0 ENDIF IF LONGONMARKET AND close-tradeprice(1)>=twelve*pipsize THEN fifteen = tradeprice(1)+fourteen*pipsize ENDIF IF fifteen>0 THEN SELL AT fifteen STOP ENDIF

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  DEFPARAM CumulateOrders = False DEFPARAM PreLoadBars    = 2000 DEFPARAM FLATBEFORE = 000000 one = 1 if intradaybarindex=0 then two = 0 endif if onmarket and three<>tradeindex then two=two+1 three=tradeindex endif TIMEFRAME (default) four = CALL "O1" TIMEFRAME (1 hour, updateonclose) IF Not OnMarket THEN five = 0 ELSE five = five + 1 ENDIF six = CALL "K1" TIMEFRAME (default) ONCE seven = 1 IF IntraDayBarIndex = 0 THEN seven = 1 ENDIF eight = five IF Not OnMarket AND eight <> eight[1] THEN seven = 1 ENDIF IF six AND seven ANd two<one and four THEN BUY 0.5 CONTRACT AT MARKET seven = 0 ENDIF SET TARGET pPROFIT 400 SET STOP   pLOSS   170 nine = 300 ten = 240 IF NOT ONMARKET THEN eleven=0 ENDIF IF LONGONMARKET AND close-tradeprice(1)>=nine*pipsize THEN eleven = tradeprice(1)+ten*pipsize ENDIF IF eleven>0 THEN SELL AT eleven STOP ENDIF twelve = 12 fourteen = 2 IF NOT ONMARKET THEN fifteen=0 ENDIF IF LONGONMARKET AND close-tradeprice(1)>=twelve*pipsize THEN fifteen = tradeprice(1)+fourteen*pipsize ENDIF IF fifteen>0 THEN SELL AT fifteen STOP ENDIF

   

  

  XRPboss

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  01/15/2021 at 10:28 AM #157927
  robertogozzi

  You have attached protected files that can only be imported once and cannot be imported again.

  Will you please attach unprotected files or post their code.

   

  

  robertogozzi

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  01/15/2021 at 10:37 AM #157931
  robertogozzi

  If, instead, you are posting it because you think it’s too good not to be sold, then please send a request to be registered on the upcoming Market Place at market@prorealcode.com.

  This forum is made to learn, improve code and use it, if of some interest.

   

  

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  01/15/2021 at 10:53 AM #157934
  VinzentVega

  It´s not possible to include that indicators.

  

  VinzentVega

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  01/15/2021 at 11:23 AM #157939
  Nicolas

  XRPboss posted this into the library, but due to limitation of the itf file, I preferred to move it here. It might be an error during exportation? 🙂

  

  Nicolas

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  01/15/2021 at 1:43 PM #157947
  Monochrome

  I can tell just from a glance it’s 200% curve fitted.

  Ahh if only we could make these kinda results work, I’d quit my job and move to Bali  😂

  

  Monochrome

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  01/15/2021 at 2:31 PM #157948
  GraHal

  Maybe he has not got tick by tick enabled?

   

  

  GraHal

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  01/15/2021 at 2:33 PM #157949
  Monobrow

  Monochrome wrote:

  I can tell just from a glance it’s 200% curve fitted.

  Im trying to learn more about curve fitting and how to avoid it…… any tips/clues you can give to the less educated on this?

   

  cheers

  

  Monobrow

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  01/15/2021 at 5:58 PM #157961
  Monochrome

  Monobrow wrote:

  any tips/clues you can give to the less educated on this?

  Im still a beginner. Avoiding curvefitting is an art I have yet to master.  Generally more trades, less variables and more out of sample testing.

  I try to understand the concept of what im trying to do and avoid optimisation as much as possible. Only using it to find ranges. I seem to be doing much better this way.

  

  Monochrome

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  01/15/2021 at 6:08 PM #157964
  Monobrow

  Monochrome wrote:

  Avoiding curvefitting is an art I have yet to master

  ok thanks.

   

  was your “200%” comment just a figure of speech or something specific you had in mind?

  I agree on less indicators/variables (I myself use 4 very standard ones) and also look for a good unanchored 70/30 walkthru and a …. “solid” VRT test. My “working” algos all do well in them. but its very early days.

  

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  01/15/2021 at 6:18 PM #157966
  Monochrome

  Monobrow wrote:

  was your “200%” comment just a figure of speech or something specific you had in mind?

  i just looked at

  1. Number of trades – 120 is very low
  2. Average gain per trade – also very low. Along with low trades on a 10min TF history its very easy to find winning trades- on a backtest.
  3. variables – nine,ten,twelve,fourteen and worst of all pprofit and stoploss optimisation. Not including whatever variables he had in the two called indicators
  4. Extreme results – usually just picking the top optimised result

  Im not saying its not possible to get these kinda of results in live (anything is possible). Its just very highly improbable.

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  Monochrome

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  01/15/2021 at 6:19 PM #157967
  VinzentVega

  I´m not able to include the indicators into my system. I get the error massage, that this file is already exist. But thats not true, i can´t find it in my list. Ann when i try to start the above setup i get the syntax error “function “O” does not exist“.

  I´m a little bit confused now….. Can anybody help?

  

  VinzentVega

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  01/15/2021 at 10:27 PM #157995
  GraHal

  XRPboss wrote:

  I hope you like it.

  We’d all love to find out and give it a go, but we can’t! 🙂

  

  GraHal

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  01/16/2021 at 4:51 PM #158082
  bertrandpinoy

  why publish an incomplete file? strange and frustrating.

  Since there are no indicators I have changed lines 13 and 20.
  … can anyone help?

  DEFPARAM CumulateOrders = False DEFPARAM PreLoadBars = 2000 DEFPARAM FLATBEFORE = 000000 one = 1 if intradaybarindex=0 then two = 0 endif if onmarket and three<>tradeindex then two=two+1 three=tradeindex endif TIMEFRAME (default) four = 1 // CALL “O” TIMEFRAME (1 hour, updateonclose) IF Not OnMarket THEN five = 0 ELSE five = five + 1 ENDIF six = 1 //CALL “K” TIMEFRAME (default) ONCE seven = 1 IF IntraDayBarIndex = 0 THEN seven = 1 ENDIF eight = five IF Not OnMarket AND eight <> eight[1] THEN seven = 1 ENDIF IF six AND seven ANd two<one and four THEN BUY 0.5 CONTRACT AT MARKET seven = 0 ENDIF SET TARGET pPROFIT 400 SET STOP pLOSS 170 nine = 300 ten = 240 IF NOT ONMARKET THEN eleven=0 ENDIF IF LONGONMARKET AND close-tradeprice(1)>=nine*pipsize THEN eleven = tradeprice(1)+ten*pipsize ENDIF IF eleven>0 THEN SELL AT eleven STOP ENDIF twelve = 12 fourteen = 2 IF NOT ONMARKET THEN fifteen=0 ENDIF IF LONGONMARKET AND close-tradeprice(1)>=twelve*pipsize THEN fifteen = tradeprice(1)+fourteen*pipsize ENDIF IF fifteen>0 THEN SELL AT fifteen STOP 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

  DEFPARAM CumulateOrders = False DEFPARAM PreLoadBars = 2000 DEFPARAM FLATBEFORE = 000000 one = 1 if intradaybarindex=0 then two = 0 endif if onmarket and three<>tradeindex then two=two+1 three=tradeindex endif TIMEFRAME (default) four = 1 // CALL “O” TIMEFRAME (1 hour, updateonclose) IF Not OnMarket THEN five = 0 ELSE five = five + 1 ENDIF six = 1 //CALL “K” TIMEFRAME (default) ONCE seven = 1 IF IntraDayBarIndex = 0 THEN seven = 1 ENDIF eight = five IF Not OnMarket AND eight <> eight[1] THEN seven = 1 ENDIF IF six AND seven ANd two<one and four THEN BUY 0.5 CONTRACT AT MARKET seven = 0 ENDIF SET TARGET pPROFIT 400 SET STOP pLOSS 170 nine = 300 ten = 240 IF NOT ONMARKET THEN eleven=0 ENDIF IF LONGONMARKET AND close-tradeprice(1)>=nine*pipsize THEN eleven = tradeprice(1)+ten*pipsize ENDIF IF eleven>0 THEN SELL AT eleven STOP ENDIF twelve = 12 fourteen = 2 IF NOT ONMARKET THEN fifteen=0 ENDIF IF LONGONMARKET AND close-tradeprice(1)>=twelve*pipsize THEN fifteen = tradeprice(1)+fourteen*pipsize ENDIF IF fifteen>0 THEN SELL AT fifteen STOP ENDIF

   

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  bertrandpinoy

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  01/16/2021 at 4:59 PM #158084
  robertogozzi

  @bertrandpinoy

  Always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read.

  The only one who could help is @XRPboss. But he seems not to be interested in this topic.

   

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