OMX30 trading algo OK

• 02/08/2017 at 7:21 PM #24409
  Barney

  Here is an algo that performs well on one day OMX30. A problem only, the strong uptrend it will be great loss. Is there any good filter that can help me?

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = BollingerDown[20](close) c1 = (close CROSSES OVER indicator1) IF c1 THEN BUY 2 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator2 = Average[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 2 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator4 = Average[20](close) c4 = (close CROSSES UNDER indicator4) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops and targets // /

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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 OVER indicator1)   IF c1 THEN BUY 2 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator2 = Average[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 2 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator4 = Average[20](close) c4 = (close CROSSES UNDER indicator4)   IF c4 THEN EXITSHORT AT MARKET ENDIF   // Stops and targets // /

  1

  

  Barney

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  02/08/2017 at 7:25 PM #24411
  Joachim Nilsson

  Which time frame?

  

  Joachim Nilsson

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  02/08/2017 at 7:30 PM #24413
  Barney

  Daily 🙂

  

  Barney

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  02/08/2017 at 7:32 PM #24414
  Barney

  November 2014 to date, I tested. OMX rising sharply in börjag and then get Algon problems, but then make it over 100 percent remaining time to date!

  

  Barney

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  02/08/2017 at 7:34 PM #24415
  Joachim Nilsson

  I get -100% after a few trades with your code.

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = BollingerDown[30](close) c1 = (close < indicator1) IF c1 THEN BUY 2 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator2 = Average[40](close) c2 = (close > indicator2) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator3 = BollingerUp[10](close) c3 = (close > indicator3) IF c3 THEN SELLSHORT 2 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator4 = Average[10](close) c4 = (close < indicator4) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops and targets //

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions indicator1 = BollingerDown[30](close) c1 = (close < indicator1)   IF c1 THEN BUY 2 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator2 = Average[40](close) c2 = (close > indicator2)   IF c2 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions indicator3 = BollingerUp[10](close) c3 = (close > indicator3)   IF c3 THEN SELLSHORT 2 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator4 = Average[10](close) c4 = (close < indicator4)   IF c4 THEN EXITSHORT AT MARKET ENDIF   // Stops and targets //

  But if I change the code to something like this i get better results.

  

  Joachim Nilsson

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  02/08/2017 at 7:38 PM #24416
  JC_Bywan

  Hi Barney,

  Usually, we ask forum members who forget or don’t know about it to use the “insert prt code” button, but here I would kindly ask you the opposite: please do not press the “insert prt code” button when only writing normal text. For info, the “insert PRT code” is not something applied to 0% or 100% of the message, you can write text without pressing the button, then in the middle of your message press the button if you need to insert some code, and then write your code.

  Thanks

  

  JC_Bywan

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  02/08/2017 at 7:41 PM #24418
  Joachim Nilsson

  Barney I tested your code again and sometimes prt makes strange things when you copy paste code. Here´s a screenshot whit your code compared with my tweaked one.

  

  Joachim Nilsson

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  02/08/2017 at 7:42 PM #24421
  Barney

  Just as it will be for me, too. Do you see the problem in the beginning if you are running in November 2014.

  

  Barney

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  02/08/2017 at 7:51 PM #24425
  Barney

  Shit that’s so bad at spelling in English. Run with Google översättning..Hehe

  

  Barney

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  02/08/2017 at 7:53 PM #24426
  JC_Bywan

  My apologies, apparently your text style is due to an automatic translator html style, making it look like you pressed “insert PRT code”, but it is possible you didn’t. Then I’d kindly ask you to make lines not too long so that there’s no need for horizontal scroll bar, thanks.

  

  JC_Bywan

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  02/08/2017 at 7:55 PM #24428
  Barney

  Ok; shorter lines 🙂

  

  Barney

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  02/08/2017 at 8:07 PM #24429
  Barney

  Chart

  

  Barney

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  02/08/2017 at 8:10 PM #24432
  Barney

  Strange Joachim.

  Your screenshot did not work by the way!

  

  Barney

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