Profitable strategy that work on any market

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Viewing 15 posts - 46 through 60 (of 74 total)
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  • 08/07/2017 at 10:50 AM #42655
    juanj

    @volpiemanuele I have developed a rather advanced Ichimoku strategy not yet posted on ProRealCode. I will create a topic for Ichimoku Development sometime today where we can discuss our Ichimoku strategy ideas.

    08/07/2017 at 11:01 AM #42658
    volpiemanuele

    @juani

    Great…as soon as you have open a specific topic I post my basic code idea.

    Thanks

     

    Emanuele

     

     

     

    08/21/2017 at 10:49 PM #44327
    Huw

    I’ve posted a market neutral strategy for indexes. It simply buys on support on the 5 min time frame with a support and resistance based on a seven day high and low. It works well most of the time when the market is moving upwards but maybe should be switched to go short in a bear market. I suppose this could be done by having two systems and switching between them based on a moving average cross in a daily time frame.

    08/22/2017 at 9:36 AM #44336
    juanj

    Hi @Huw, thank you for your contribution. It is an ineteresting idea.

    Can I suggest you try experimenting with maybe using Weekly Pivots instead of your Weekly High/Low and also maybe using a more adaptive exit methodology rather than just a straigh out 25% retrace.

    You can also maybe look at closing out your position on a weekly basis as it is not necessary to keep a long position open over the weekend (unnecessary costs).

    08/22/2017 at 10:25 PM #44398
    Huw
    • Thanks for your input Juan. It’s a pretty simple system and the reason for the 25% target is that it seems to work best in the backtest. I’ll have a play around with pivots in the next week or so to see if I can do better. It’s essentially a swing trading system played out on a 5 min time frame to get the best entry point. It works really well in sideways trending markets and ones with a relatively low atr.
    09/01/2017 at 5:51 AM #45092
    CKW

    Hi,

    Customize & Optimize a bit, looks acceptable on EURUSD 1H.
    validated on WFA x 2 period > 50%
    Capped at max loss ~ 80 pts.

    Thanks to original code from juanj!

    br,
    CKW

    09/06/2017 at 8:46 AM #45564
    juanj

    Anyone else running this strategy live? Have to say I am rather pleased with the results so far.

    09/10/2017 at 9:19 AM #45860
    Despair

    Didn’t see this one earlier (shouldn’t this thread be in the ProOrder forum?). Great work Juanj! Thanks for sharing!

    Just reading your code. Your “special version” of the bollinger bands  (taking the log of price and so on) is just to make it universal, correct?

    09/10/2017 at 11:08 AM #45865
    juanj

    Bollinger bands are already market neutral but I found the version I used worked more reliably and under more market conditions given a specific set of parameters than the standard Bollinger bands.

    1 user thanked author for this post.
    avatar Despair
    09/10/2017 at 4:15 PM #45893
    Despair

    Looked a little bit closer and I really like this one @juanj. Just little addition I would suggest (this is for EURUSD and like the times has to be adapted for every instrument). Your strategy will not exit a position before a weekend correctly during march and november when we switch summertime/wintertime.

    This will solve that:

     

    1 user thanked author for this post.
    avatar juanj
    09/11/2017 at 11:33 AM #45926
    juanj

    Thank you @Despair I have implemented your suggestion as follow:

     

    09/24/2017 at 4:51 PM #47149
    DAK

    Hello Nicolas, I would be interested by the Perceptron you mentioned, I have made some research but didn’t find any code on the web.

    As you proposed, could you please post the adapted code for ProBuilder ?

    Many thanks

    09/29/2017 at 10:04 AM #47784
    stefou102

    Thx you very much Juanj for your work! This is indeed a graal, a code working on different instruments and market conditions. Your second version on EURUSD 1h works amazingly, but apart from that I haven’t been able to prove your claims it is also profitable on other instruments. I have tested the daily/weekly pivot point instead of the generic Highest/Lowest[100] but it doesn’t really improve the code.

    09/29/2017 at 11:49 AM #47797
    stefou102

    small contribution: as we want to be flat over the we, and a position can last several days in average, best not to take any position on a Friday, because high chance it will be cut off at 10pm.

    So first line of the code becomes: If hour > 9 and hour < 22 and dayofweek<>5 then

    2 users thanked author for this post.
    avatar Marlon, avatar juanj
    09/30/2017 at 9:48 AM #47859
    Despair

    @Juanj: Stefou102 question is a good one. To which markets were you able to adapt tis strategy (since you claim it being universal). I tried it on several different securities and even if it didn’t do that bad the results wasn’t as nice as for the EURUSD. AUDJPY also looked quite good for me though.

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