In search of win-loss-win-loss-win -strategies

• 03/29/2020 at 9:01 PM #123842
  JohnScher

  In search of win-loss-win-loss-win -strategies

  Here is an example

  Code

  D1 Lo 08/10 M1

  //------------------------------------------------------------------------- // OnlyLong-Strategy on the Dax // Timebased // // Maincode : D1 Lo 08/21 M1 // // Dax 1 Euro Mini // Timezone europe berlin // Timeframe 1H // Created by JohnScher //------------------------------------------------------------------------- //run only one order defparam cumulateorders = false // positionsize Once ordersize = 1 // define starttime TradingDayShort = Opendayofweek = 1 //or Opendayofweek = 3 //or Opendayofweek = 3 or Opendayofweek = 4 or Opendayofweek = 5 TradingTimeShort = time >= 080000 and time <= 100000 // conditions c1 = (close) < Exponentialaverage [200] (close) c2 = close > close [1] //maincode tradebuy = TradingDayShort and TradingTimeShort and c1 and c2 If Tradebuy then buy ordersize contracts at market Endif // conditions exit set stop %loss 1 set target %profit 1

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  //------------------------------------------------------------------------- // OnlyLong-Strategy on the Dax // Timebased // // Maincode : D1 Lo 08/21 M1 // // Dax 1 Euro Mini // Timezone europe berlin // Timeframe 1H // Created by JohnScher //-------------------------------------------------------------------------     //run only one order defparam cumulateorders = false   // positionsize Once ordersize = 1   // define starttime TradingDayShort =  Opendayofweek = 1 //or Opendayofweek = 3 //or Opendayofweek = 3 or Opendayofweek = 4 or Opendayofweek = 5 TradingTimeShort =  time >= 080000 and time <= 100000     // conditions c1 = (close) < Exponentialaverage [200] (close) c2 = close > close [1]   //maincode tradebuy =  TradingDayShort and TradingTimeShort and c1 and c2   If Tradebuy then buy ordersize contracts at market Endif     // conditions exit set stop %loss 1 set target %profit 1

   

  You can see in the backtest a slight gain over many years. In itself nothing unusual. See attached no1 – the upper curve .

  You can also see that winning and losing positions alternate quite regularly. Maximum sequence of lost trades = 3, maximum sequence of won trades = 4. See attached no2.

  This gives me the chance to use the martingale (very dangerous i know):

  Code

  //------------------------------------------------------------------------- // OnlyLong-Strategy on Dax // Timebased // // Maincode : D1 Lo 08/21 M1 with martingale // // Dax 1 Euro Mini // Timezone europe berlin // Timeframe 1H // created by JohnScher //------------------------------------------------------------------------- //run only one order defparam cumulateorders = false // positionsize Once ordersize = 1 // define starttime TradingDayShort = Opendayofweek = 1 //or Opendayofweek = 3 //or Opendayofweek = 3 or Opendayofweek = 4 or Opendayofweek = 5 TradingTimeShort = time >= 080000 and time <= 100000 // conditions c1 = (close) < Exponentialaverage [200] (close) c2 = close > close [1] //maincode tradebuy = TradingDayShort and TradingTimeShort and c1 and c2 If Tradebuy then buy ordersize CONTRACTS AT MARKET Endif // set martingale Once exitindex = -1 If Longonmarket then exitindex = barindex Endif If barindex = exitindex +1 then Exitindex = 0 If PositionPerf (1) < 0 then Ordersize = ordersize + 1 Elsif PositionPerf (1) >= 0 then Ordersize = max (Ordersize - 1,1) Endif Endif // conditions exit set stop %loss 1 set target %profit 1

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  //------------------------------------------------------------------------- // OnlyLong-Strategy on Dax // Timebased // // Maincode : D1 Lo 08/21 M1 with martingale // // Dax 1 Euro Mini // Timezone europe berlin // Timeframe 1H // created by JohnScher //-------------------------------------------------------------------------     //run only one order defparam cumulateorders = false   // positionsize Once ordersize = 1   // define starttime TradingDayShort =  Opendayofweek = 1 //or Opendayofweek = 3 //or Opendayofweek = 3 or Opendayofweek = 4 or Opendayofweek = 5 TradingTimeShort =  time >= 080000 and time <= 100000     // conditions c1 = (close) < Exponentialaverage [200] (close) c2 = close > close [1]   //maincode tradebuy =  TradingDayShort and TradingTimeShort and c1 and c2   If Tradebuy then buy ordersize CONTRACTS AT MARKET Endif     // set martingale Once exitindex = -1   If Longonmarket then exitindex = barindex Endif   If barindex = exitindex +1 then Exitindex = 0 If PositionPerf (1) < 0 then Ordersize = ordersize + 1 Elsif PositionPerf (1) >= 0 then Ordersize = max (Ordersize - 1,1) Endif Endif     // conditions exit set stop %loss 1 set target %profit 1

   

  The results are quite better then without martingale. See attached no1 – the lower curve.

  And now my question.

  Which of you have come across strategies that show these win-loss-win-loss-win-loss results? At best, the win-loss sequence has a clear sine wave, so really or in the very close to: win-loss-win-loss-win-loss-win-loss. And if so, can you put them in here? And if not, where can I find them?

   

  kind regards

  JohnScher

  Translated with http://www.DeepL.com/Translator (free version)

  

  JohnScher

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  03/30/2020 at 7:06 AM #123866
  Vonasi

  JohnScher – You posted your topic in the Platform Support forum. The correct place for it is the ProOrder forum as it is a strategy related topic. I have moved your topic to the correct forum. Please try to be more careful with your future topics to ensure that they are posted in the correct forum.

  

  Vonasi

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  04/04/2020 at 3:51 PM #124621
  JohnScher

  ty

  

  JohnScher

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