Hawk raptor Mini-Dax Composite Momentum and a fast RSI

• 09/18/2018 at 3:54 PM #80778
  Alex975

  This strategy is working on Mini-Dax, is a simple combination of two indicators: 1) The Composite Momentum by Francesco Caruso and a fast RSI on daily chart.

  The system buys when both CMO and RSI are oversold in according to code parameters. Idem for the exit use the two indicator but is necessary just one condition with the code settings.

  The settings can to change in according to your profile and time frame

  Enjoy ur trading.

  

  Alex975

  Participant

  Topics: 4

  Replies: 6

  Been thanked: 0 times
  09/18/2018 at 4:00 PM #80790
  Nicolas

  Thank you Alex for sharing the strategy. Could you please post the code in order to test it? and with the indicators too. The best way would be to export the strategy and attach the .itf file in your next post, thank you.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
  09/19/2018 at 7:44 AM #80828
  Alex975

  Yes..sorry for the mistake.

  I was convinced that I had also attached the code.

   

  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate // Condizioni per entrare su posizioni long indicator1 = RSI[2](close) c1 = (indicator1 < 10) ignored, ignored, ignored, ignored, ignored, indicator2 = CALL "Composite Momentum" c2 = (indicator2 < -81) IF c1 AND c2 THEN BUY 1 contract AT close limit ENDIF // Condizioni per uscire da posizioni long ignored, ignored, ignored, ignored, ignored, indicator3 = CALL "Composite Momentum" c3 = (indicator3 >= 65) indicator4 = RSI[2](close) c4 = (indicator4 >= 70) //ATRsp = CALL "ATR TRLG stop Future"[1.5, 10] //c15= CLOSE < ATRsP IF c3 or c4 THEN SELL AT MARKET ENDIF //SET STOP $LOSS 1500 // SU DAILY SET STOP $LOSS 1100

  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

  // Definizione dei parametri del codice   DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate   // Condizioni per entrare su posizioni long indicator1 = RSI[2](close) c1 = (indicator1 < 10) ignored, ignored, ignored, ignored, ignored, indicator2 = CALL "Composite Momentum" c2 = (indicator2 < -81)   IF c1 AND c2 THEN BUY 1 contract AT close limit ENDIF   // Condizioni per uscire da posizioni long ignored, ignored, ignored, ignored, ignored, indicator3 = CALL "Composite Momentum" c3 = (indicator3 >= 65) indicator4 = RSI[2](close) c4 = (indicator4 >= 70)   //ATRsp = CALL "ATR TRLG stop Future"[1.5, 10]   //c15= CLOSE < ATRsP IF c3 or c4 THEN SELL AT MARKET   ENDIF //SET STOP $LOSS 1500 // SU DAILY SET STOP $LOSS 1100

   

  

  Alex975

  Participant

  Topics: 4

  Replies: 6

  Been thanked: 0 times
  09/19/2018 at 9:08 AM #80846
  Vonasi

  Please use the ‘Insert PRT Code’ button when putting code in your future posts. I have tidied up your post for you. 🙂

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1811 times
  09/19/2018 at 9:25 AM #80847
  Nicolas

  Sorry Alex, I think that it is me who deleted the original code from your post 😳

  What is the code of the indicator you made a CALL from, “composite momentum”? Without it, it is impossible to test the strategy 😐

   

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
  09/19/2018 at 6:07 PM #80921
  AlgoAlex

  The Composite Momentum formula is here:

  http://www.compositemomentum.com/wp-content/uploads/2016/05/CM_Prt.pdf

  

  AlgoAlex

  Participant

  Topics: 33

  Replies: 64

  Been thanked: 25 times
  10/06/2018 at 11:32 PM #82167
  Gianluca

  @NICOLAS the composite momentum is in the PRC forum

  

  Gianluca

  Participant

  Topics: 64

  Replies: 417

  Been thanked: 55 times
  10/08/2018 at 8:00 AM #82232
  Nicolas

  @Gianluca

  Thank you, did you find as good result as the one from the first post? Isn’t it a bit over optimized?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
  10/11/2018 at 6:53 PM #82578
  Gianluca

  The Overoptimizazion is on the Composite Yes. With the RSI no is a classic level. With a Walk forward test result could be a little bit different but more solid.

  DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate // Condizioni per entrare su posizioni long RS = RSI[2](close) c1 = (RS < 30) ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9] c2 = (COMPOM < -75) IF c1 AND c2 THEN BUY 1 contract AT close limit ENDIF // Condizioni per uscire da posizioni long c3 = (COMPOM > 50) c4 = (RS > 70) //ATRsp = CALL "ATR TRLG stop Future"[1.5, 10] //c15= CLOSE < ATRsP IF C3 AND c4 THEN SELL AT MARKET ENDIF //SET STOP $LOSS 1500 // SU DAILY SET STOP $LOSS 1100

  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

  DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate   // Condizioni per entrare su posizioni long RS = RSI[2](close) c1 = (RS < 30) ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9] c2 = (COMPOM < -75)   IF c1 AND c2 THEN BUY 1 contract AT close limit ENDIF   // Condizioni per uscire da posizioni long c3 = (COMPOM > 50) c4 = (RS > 70)   //ATRsp = CALL "ATR TRLG stop Future"[1.5, 10]   //c15= CLOSE < ATRsP IF C3 AND c4 THEN SELL AT MARKET ENDIF //SET STOP $LOSS 1500 // SU DAILY SET STOP $LOSS 1100

  

  Gianluca

  Participant

  Topics: 64

  Replies: 417

  Been thanked: 55 times
• Author
  Posts