OMX30 My first automatic system

• 02/06/2017 at 9:19 AM #24042
  Barney

  My first post here.

  This works i Sweden omx30 in PRT 10.3 in tick by tick mode.

  Have i missed something?

   

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 091800 // Conditions to enter long positions indicator1 = BollingerDown[20](close) c1 = (close CROSSES UNDER indicator1) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator2 = BollingerUp[20](close) c2 = (close CROSSES OVER indicator2) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator3 = BollingerUp[20](close) c3 = (close CROSSES OVER indicator3) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator4 = BollingerDown[20](close) c4 = (close CROSSES UNDER indicator4) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 3 SET TARGET pPROFIT 6

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 091800   // Conditions to enter long positions indicator1 = BollingerDown[20](close) c1 = (close CROSSES UNDER indicator1)   IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator2 = BollingerUp[20](close) c2 = (close CROSSES OVER indicator2)   IF c2 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions indicator3 = BollingerUp[20](close) c3 = (close CROSSES OVER indicator3)   IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator4 = BollingerDown[20](close) c4 = (close CROSSES UNDER indicator4)   IF c4 THEN EXITSHORT AT MARKET ENDIF   // Stops and targets SET STOP pLOSS 3 SET TARGET pPROFIT 6

   

  

  Barney

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  02/06/2017 at 9:37 AM #24045
  JC_Bywan

  Hi, message above was edited to add PRT code style

  >> For clarity of messages on ProRealCode’s forums, please use the “insert PRT code” button to separate the text of the code part! Thank you! <<

  

  JC_Bywan

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  02/06/2017 at 9:55 AM #24050
  Joachim Nilsson

  I tried your code on all timeframes and I get the same result every time. -100%. Have you added spread? I use 2p spread when I work with OMX.

  Also, small stops and profits are rarely profitable even if we would like it to be that way…

  

  Joachim Nilsson

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  02/06/2017 at 10:05 AM #24052
  Barney

  Strange!?

  It works for me..

  But 2p spread don’t work at all…

   

  Shit!

  

  Barney

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  02/06/2017 at 10:16 AM #24054
  Joachim Nilsson

  What timeframe are you running? If it´s a complete intradaysystem on the lower timeframes  you can probably test it with 0,5p spread but when you have susch a small stop i would be afraid for slippage and would not go under 1p spread. But that´s just me!

  

  Joachim Nilsson

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  02/06/2017 at 10:25 AM #24055
  Barney

  Its running i 5 min and it works for me.

  Perhaps i am doing something wrong when i post the code?

  

  Barney

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  02/06/2017 at 10:32 AM #24056
  Barney

  The system works likt this!

  By 1 contract if price crosses under Bollinger down.

  Sell if price crosses over Bollinger up.

  The other way around for short pos.

  

  Barney

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  02/06/2017 at 10:37 AM #24058
  Joachim Nilsson

  This is my result with 0.5p spread – which I think is too little since it´s not an intraday system.

  

  Joachim Nilsson

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  02/06/2017 at 10:45 AM #24061
  Barney

  Yes it don’t work with spread at all.

  

  Barney

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  02/06/2017 at 10:51 AM #24063
  Joachim Nilsson

  Then you have too keep on working with it! 🙂

  For OMX and  a intraday system (090000-173000) I would go with 1p spread and 2p spread if it shops in all hours.

  

  Joachim Nilsson

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  02/06/2017 at 12:04 PM #24077
  Barney

  Yes, nothing else to do……

  

  Barney

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  02/06/2017 at 12:17 PM #24082
  Eric

  1 point spread on omx is the same as 7 point spread on dax

   

  

  Eric

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  02/06/2017 at 1:01 PM #24093
  Barney

  Ok, what do you think about this system.
  I go with the”insert PRT code” button this time!

  1 Hour OMX30
  Spread 1 p

   

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = BollingerDown[20](close) c1 = (close CROSSES UNDER indicator1) IF c1 THEN BUY 5 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator2 = Average[20](close) indicator3 = Average[50](close) c2 = (indicator2 CROSSES OVER indicator3) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator4 = BollingerUp[20](close) c3 = (close CROSSES OVER indicator4) IF c3 THEN SELLSHORT 5 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator5 = Average[50](close) indicator6 = Average[20](close) c4 = (indicator5 CROSSES UNDER indicator6) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 3 SET TARGET pPROFIT 4

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions indicator1 = BollingerDown[20](close) c1 = (close CROSSES UNDER indicator1)   IF c1 THEN BUY 5 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator2 = Average[20](close) indicator3 = Average[50](close) c2 = (indicator2 CROSSES OVER indicator3)   IF c2 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions indicator4 = BollingerUp[20](close) c3 = (close CROSSES OVER indicator4)   IF c3 THEN SELLSHORT 5 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator5 = Average[50](close) indicator6 = Average[20](close) c4 = (indicator5 CROSSES UNDER indicator6)   IF c4 THEN EXITSHORT AT MARKET ENDIF   // Stops and targets SET STOP pLOSS 3 SET TARGET pPROFIT 4

   

  

  Barney

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  02/06/2017 at 1:50 PM #24099
  Joachim Nilsson

  Looks the same too me. And I still think your stops is too small on a 1hour timeframe.

  

  Joachim Nilsson

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  02/06/2017 at 3:47 PM #24119
  Barney

  Ahhh, the system does not work in 1 hour.

  Wrong by me.

  One day it´ll be, and the stop is small but i think i get the best results with 3 p.

   

  

  Barney

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