Profitable strategy that work on any market

• 09/30/2017 at 11:19 AM #47863
  juanj

  @Despair remember that the purpose was to create a strategy that can be adapted to any market by only optimizing the timeframe within which it is allowed to open trades.

  As per my original description “Note that this strategy was not meant to be a jaw dropper in terms of performance but rather a proof of concept that a single strategy can be applied to different markets with positive results”

  By doing so I could make it work on all the indexes and FX pairs I tested. Obviously, the results weren’t very good on a lot of them but almost always it managed to end in the positive given a decent enough time period.

  No other strategy I have ever tested in its raw form was able to achieve this.

  Remember I placed a challenge for all members of this community to contribute to this concept, albeit none participated.

  https://www.prorealcode.com/topic/profitable-strategy-that-work-on-any-market/

  

  juanj

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  09/30/2017 at 1:33 PM #47871
  Despair

  Yes, I understood all this and you did a great job. I was just curious if you managed to get little outstanding results for any asset. I also tested it on quite some assets and most were positive but not really that you could make it work in the long run. The EURUSD version stands out in this aspect. There the results are pretty nice and consistent.

  I only found results that were also promising for AUDJPY.

  

  Despair

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  10/06/2017 at 5:56 PM #48469
  Glen Marquis

  It is of no surprise to me the lack of mechanical thus back testable strategies.

  

  Glen Marquis

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  10/06/2017 at 10:53 PM #48489
  Glen Marquis

  Glen Marquis wrote:

  It is of no surprise to me the lack of successful mechanical systems with positive backtest results.

  

  Glen Marquis

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  10/07/2017 at 12:05 PM #48530
  Yannick

  Hello

  a strategy that is supposed to be applicable on any market and without any optimisation is triangle breakout.

  https://www.prorealcode.com/topic/pseudo-triangle-trading-system-5-min-using-volume-and-volatity/

  

  Yannick

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  10/08/2017 at 12:12 PM #48617
  Eric

  Glen Marquis wrote:

  Glen Marquis wrote:

  It is of no surprise to me the lack of successful mechanical systems with positive backtest results.

  would you share for free a system that makes a lot of $?

  

  Eric

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  10/26/2017 at 5:46 PM #50637
  Leo

  Eric wrote:

  Glen Marquis wrote:

  Glen Marquis wrote:

  It is of no surprise to me the lack of successful mechanical systems with positive backtest results.

  would you share for free a system that makes a lot of $?

  Hi Eric, can you tell me why would you not share your code and why yes?

  1 user thanked author for this post.

  Mansoor

  

  Leo

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  10/27/2017 at 12:30 AM #50658
  Mansoor

  I am developing a modular code which means you can add/delete any paragraph and it still works so it can easily be developed further over time.

  In the code, there are multiple conditions and each condition can be either zero or will be given a value based on how important that condition is. If the total value of all conditions is higher than Criteria (Can be determined  by PRT) then Buy. The code is only to buy and will only sell if trailing stop is triggered. I put the code a new post as this post is getting too long. https://www.prorealcode.com/topic/modular-code/

  

  Mansoor

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  11/08/2017 at 11:16 AM #51918
  Marcel van Vliet

  Hi,  found this message on the internet after searching for this number serie

  “Goichi Hosada spent 4.5years studying both eastern and western number theories and the core numbers he got out of his studies were 9, 17, and 26. When one really understands the entire ichimoku number system, the rest really come out of these numbers, but perhaps I’ll talk about this further in the future.

  I’ll be writing an article on my website soon, but the main ichimoku numbers have a certain vibration that hosada had discovered, and that is why I always recommend keeping the original ichimoku numbers regardless of time frame.

  Hope this helps

  Kind Regards,
  Chris Capre
  Founder
  2ndSkiesForex”

  

  Marcel van Vliet

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  11/12/2017 at 9:07 PM #52472
  JR1976

  Hi Juanji,

  DId you work  in live trading with the strategy in post numb. #42371 , IT’s seems good also on 200k ?

  REgards

  

  JR1976

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  11/13/2017 at 12:14 AM #52495
  Paul

  What about a strategy that trades big lines only?

  The idea is that there is more support or resistance, which is applicable in any market I guess. So the right position has then a higher chance of success.

  Here a quick strategy for the dax 5min timeframe with stop loss and trailing stop at 1% and spread set to 1

  Would be nice though if biglines were automatically defined based on close.

  //------------------------------------------------------------------------- // Main code : template_test //------------------------------------------------------------------------- // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000 //DEFPARAM FLATBEFORE = 100000 //DEFPARAM FLATAFTER = 200000 // time rules ONCE entertime = 090000 ONCE lasttime = 183000 ONCE closetime = 240000 ONCE closetimefriday=210000 tt1 = time >= entertime tt2 = time <= lasttime tradetime = tt1 and tt2 // positionsize and stops positionsize=1 sl=1 ts=1 // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 endif // trade criteria lc = tradetime and countoflongshares < 1 and longtradecounter < 2 sc = tradetime and countofshortshares < 1 and shorttradecounter < 0 // indicator // --- settings l1= close crosses over 13100 or close crosses over 12100 or close crosses over 11100 or close crosses over 10100 or close crosses over 9100 l2= close crosses over 13200 or close crosses over 12200 or close crosses over 11200 or close crosses over 10200 or close crosses over 9200 l3= close crosses over 13300 or close crosses over 12300 or close crosses over 11300 or close crosses over 10300 or close crosses over 9300 l4= close crosses over 13400 or close crosses over 12400 or close crosses over 11400 or close crosses over 10400 or close crosses over 9400 l5= close crosses over 13500 or close crosses over 12500 or close crosses over 11500 or close crosses over 10500 or close crosses over 9500 l6= close crosses over 13600 or close crosses over 12600 or close crosses over 11600 or close crosses over 10600 or close crosses over 9600 l7= close crosses over 13700 or close crosses over 12700 or close crosses over 11700 or close crosses over 10700 or close crosses over 9700 l8= close crosses over 13800 or close crosses over 12800 or close crosses over 11800 or close crosses over 10800 or close crosses over 9800 l9= close crosses over 13900 or close crosses over 12900 or close crosses over 11900 or close crosses over 10900 or close crosses over 9900 l10=close crosses over 14000 or close crosses over 13000 or close crosses over 12000 or close crosses over 11100 or close crosses over 10000 s1= close crosses under 13100 or close crosses under 12100 or close crosses under 11100 or close crosses under 10100 or close crosses under 9100 s2= close crosses under 13200 or close crosses under 12200 or close crosses under 11200 or close crosses under 10200 or close crosses under 9200 s3= close crosses under 13300 or close crosses under 12300 or close crosses under 11300 or close crosses under 10300 or close crosses under 9300 s4= close crosses under 13400 or close crosses under 12400 or close crosses under 11400 or close crosses under 10400 or close crosses under 9400 s5= close crosses under 13500 or close crosses under 12500 or close crosses under 11500 or close crosses under 10500 or close crosses under 9500 s6= close crosses under 13600 or close crosses under 12600 or close crosses under 11600 or close crosses under 10600 or close crosses under 9600 s7= close crosses under 13700 or close crosses under 12700 or close crosses under 11700 or close crosses under 10700 or close crosses under 9700 s8= close crosses under 13800 or close crosses under 12800 or close crosses under 11800 or close crosses under 10800 or close crosses under 9800 s9= close crosses under 13900 or close crosses under 12900 or close crosses under 11900 or close crosses under 10900 or close crosses under 9900 s10= close crosses under 14000 or close crosses under 13000 or close crosses under 12000 or close crosses under 11000 or close crosses under 10000 If lc and (l1 or l2 or l3 or l4 or l5 or l6 or l7 or l8 or l9 or l10) and high < dhigh(1) then buy positionsize contract at market longtradecounter=longtradecounter + 1 endif if sc and (s1 or s2 or s3 or s4 or s5 or s6 or s7 or s8 or s9 or s10) and low > dlow(1) then sellshort positionsize contract at market shorttradecounter=shorttradecounter + 1 endif // exit all If onmarket then if time >= closetime then sell at market exitshort at market elsif (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif SET STOP %LOSS sl %TRAILING ts //GRAPH 0 coloured(300,0,0) AS "zeroline" //GRAPH (positionperf*100)coloured(0,0,0,255) AS "PositionPerformance"

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  //------------------------------------------------------------------------- // Main code : template_test //-------------------------------------------------------------------------   // common rules DEFPARAM CUMULATEORDERS = false DEFPARAM PRELOADBARS = 10000 //DEFPARAM FLATBEFORE = 100000 //DEFPARAM FLATAFTER = 200000   // time rules ONCE entertime = 090000 ONCE lasttime  = 183000 ONCE closetime = 240000 ONCE closetimefriday=210000   tt1 = time >= entertime tt2 = time <= lasttime tradetime = tt1 and tt2   // positionsize and stops positionsize=1 sl=1 ts=1   // setup number of trades intraday if IntradayBarIndex = 0 then longtradecounter = 0 Shorttradecounter = 0 endif   // trade criteria lc = tradetime and countoflongshares < 1 and longtradecounter < 2 sc = tradetime and countofshortshares < 1 and shorttradecounter < 0   // indicator // --- settings   l1= close crosses over 13100 or close crosses over 12100 or close crosses over 11100 or close crosses over 10100 or close crosses over 9100 l2= close crosses over 13200 or close crosses over 12200 or close crosses over 11200 or close crosses over 10200 or close crosses over 9200 l3= close crosses over 13300 or close crosses over 12300 or close crosses over 11300 or close crosses over 10300 or close crosses over 9300 l4= close crosses over 13400 or close crosses over 12400 or close crosses over 11400 or close crosses over 10400 or close crosses over 9400 l5= close crosses over 13500 or close crosses over 12500 or close crosses over 11500 or close crosses over 10500 or close crosses over 9500 l6= close crosses over 13600 or close crosses over 12600 or close crosses over 11600 or close crosses over 10600 or close crosses over 9600 l7= close crosses over 13700 or close crosses over 12700 or close crosses over 11700 or close crosses over 10700 or close crosses over 9700 l8= close crosses over 13800 or close crosses over 12800 or close crosses over 11800 or close crosses over 10800 or close crosses over 9800 l9= close crosses over 13900 or close crosses over 12900 or close crosses over 11900 or close crosses over 10900 or close crosses over 9900 l10=close crosses over 14000 or  close crosses over 13000 or close crosses over 12000 or close crosses over 11100 or close crosses over 10000   s1= close crosses under 13100 or close crosses under 12100 or close crosses under 11100 or close crosses under 10100 or close crosses under 9100 s2= close crosses under 13200 or close crosses under 12200 or close crosses under 11200 or close crosses under 10200 or close crosses under 9200 s3= close crosses under 13300 or close crosses under 12300 or close crosses under 11300 or close crosses under 10300 or close crosses under 9300 s4= close crosses under 13400 or close crosses under 12400 or close crosses under 11400 or close crosses under 10400 or close crosses under 9400 s5= close crosses under 13500 or close crosses under 12500 or close crosses under 11500 or close crosses under 10500 or close crosses under 9500 s6= close crosses under 13600 or close crosses under 12600 or close crosses under 11600 or close crosses under 10600 or close crosses under 9600 s7= close crosses under 13700 or close crosses under 12700 or close crosses under 11700 or close crosses under 10700 or close crosses under 9700 s8= close crosses under 13800 or close crosses under 12800 or close crosses under 11800 or close crosses under 10800 or close crosses under 9800 s9= close crosses under 13900 or close crosses under 12900 or close crosses under 11900 or close crosses under 10900 or close crosses under 9900 s10= close crosses under 14000 or close crosses under 13000 or close crosses under 12000 or close crosses under 11000 or close crosses under 10000   If lc and (l1 or l2 or l3 or l4 or l5 or l6 or l7 or l8 or l9 or l10) and high < dhigh(1) then buy positionsize contract at market longtradecounter=longtradecounter + 1 endif if sc and (s1 or s2 or s3 or s4 or s5 or s6 or s7 or s8 or s9 or s10) and low > dlow(1) then sellshort positionsize contract at market shorttradecounter=shorttradecounter + 1 endif   // exit all If onmarket then if time >= closetime then sell at market exitshort at market elsif (CurrentDayOfWeek=5 and time>=closetimefriday) then sell at market exitshort at market endif endif   SET STOP %LOSS sl %TRAILING ts   //GRAPH 0 coloured(300,0,0) AS "zeroline" //GRAPH (positionperf*100)coloured(0,0,0,255) AS "PositionPerformance"

  

  Paul

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  11/21/2017 at 7:33 PM #53503
  AutoStrategist

  Hi Paul, interesting idea.  I tested it over 200k bars and it doesn’t do so well before 2017.  I think the idea or a variation of it could be made to work, maybe restrict the crosses to the 50 and 100 levels.  The Dow seems particularly sensitive to those big number levels.

  

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  10/27/2023 at 10:47 AM #222979
  Meta Signals Pro

  Hi,

  Here is an optimised version of this strategy for the DAX H1;
  Has anyone run this strat live?
  Can anyone optimise maybe other markets?
  Let’s synergize ;-))

   

  //Stategy: Universal Bollinger Breakout/Reversal //Author: Juan Jacobs //Market: Neutral //Timeframe: 1Hr but not timeframe dependant //https://www.prorealcode.com/topic/profitable-strategy-that-work-on-any-market/ //https://www.prorealcode.com/prorealtime-trading-strategies/universal-strategy/ DEFPARAM CumulateOrders = False // Cumulating positions deactivated //OpenH, ClosingH and VarPeriod have to be placed as variables to be optimised // DAX: 1, 23, 41 are the optimised variable for this index If hour > OpenH and hour < ClosingH then //(CAC: 0-18, ZA: 0-18, ,OMX: 8-11, US: 8-16, FTSE: 15-22, DOW: 8-22, EUR/USD: 9-23, AUD/USD: 3-17, GBP/USD: 10-23, EUR/GBP: 0-13, USCrude: 17-21, BrentCrude: 16-22, Gold: <2 or >22) possize = 1 Else possize = 0 EndIf If dayofweek >= 5 and hour > 22 Then If longonmarket Then Sell at market ElsIf shortonmarket Then Exitshort at market EndIf EndIf // Conditions to enter long positions Periods = VarPeriod //42 Deviations = 1.618 PriceStrat = LOG(customclose) alpha = 2/(PERIODS+1) if barindex < PERIODS then EWMA = AVERAGE[3](PriceStrat) else EWMA = alpha * PriceStrat + (1-alpha)*EWMA endif error = PriceStrat - EWMA dev = SQUARE(error) if barindex < PERIODS+1 then var = dev else var = alpha * dev + (1-alpha) * var endif ESD = SQRT(var) BollU = EXP(EWMA + (DEVIATIONS*ESD)) BollL = EXP(EWMA - (DEVIATIONS*ESD)) LongMA = Average[100](close) RS2 = RSI[2](close) ATR = AverageTrueRange[2](close) If close > LongMA and RS2 > 70 and close[1] > BollU and close > BollU and open > open[2] Then Buy possize contract at market ElsIf close > LongMA and RS2 < 50 and close[1] > BollU and close < BollU Then Sellshort possize contract at market EndIf If close < LongMA and RS2 < 40 and close[1] < BollL and close < BollL and open < open[2] Then Sellshort possize contract at market ElsIf close < LongMA and RS2 > 50 and close[1] < BollL and close > BollL Then Buy possize contract at market EndIf If longonmarket and ((close < close[1] - ATR and RS2 < 5)) Then Sell at market ElsIf shortonmarket and ((close > close[1] + ATR and RS2 > 95)) Then Exitshort at market EndIf

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  //Stategy: Universal Bollinger Breakout/Reversal //Author: Juan Jacobs //Market: Neutral //Timeframe: 1Hr but not timeframe dependant //https://www.prorealcode.com/topic/profitable-strategy-that-work-on-any-market/ //https://www.prorealcode.com/prorealtime-trading-strategies/universal-strategy/   DEFPARAM CumulateOrders = False // Cumulating positions deactivated   //OpenH, ClosingH and VarPeriod have to be placed as variables to be optimised // DAX: 1, 23, 41 are the optimised variable for this index   If hour > OpenH and hour < ClosingH then //(CAC: 0-18, ZA: 0-18, ,OMX: 8-11, US: 8-16, FTSE: 15-22, DOW: 8-22, EUR/USD: 9-23, AUD/USD: 3-17, GBP/USD: 10-23, EUR/GBP: 0-13, USCrude: 17-21, BrentCrude: 16-22, Gold: <2 or >22) possize = 1 Else possize = 0 EndIf   If dayofweek >= 5 and hour > 22 Then If longonmarket Then Sell at market ElsIf shortonmarket Then Exitshort at market EndIf EndIf   // Conditions to enter long positions   Periods = VarPeriod //42 Deviations = 1.618   PriceStrat  = LOG(customclose) alpha  = 2/(PERIODS+1)   if barindex < PERIODS then EWMA = AVERAGE[3](PriceStrat) else EWMA = alpha * PriceStrat + (1-alpha)*EWMA endif   error = PriceStrat - EWMA dev   = SQUARE(error) if barindex < PERIODS+1 then var  = dev else var   = alpha * dev + (1-alpha) * var endif ESD   = SQRT(var)   BollU = EXP(EWMA + (DEVIATIONS*ESD)) BollL = EXP(EWMA - (DEVIATIONS*ESD))   LongMA = Average[100](close) RS2 = RSI[2](close) ATR = AverageTrueRange[2](close)   If close > LongMA and RS2 > 70 and close[1] > BollU and close > BollU and open > open[2] Then Buy possize contract at market ElsIf close > LongMA and RS2 < 50 and close[1] > BollU and close < BollU Then Sellshort possize contract at market EndIf   If close < LongMA and RS2 < 40 and close[1] < BollL and close < BollL and open < open[2] Then Sellshort possize contract at market ElsIf close < LongMA and RS2 > 50 and close[1] < BollL and close > BollL Then Buy possize contract at market EndIf   If longonmarket and ((close < close[1] - ATR and RS2 < 5)) Then Sell at market ElsIf shortonmarket and ((close > close[1] + ATR and RS2 > 95)) Then Exitshort at market EndIf

   

  

  Meta Signals Pro

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  10/28/2023 at 1:33 PM #223000
  LucasBest

  Well, the only thing that i see is that all those strats does not really do better than buy and hold…
  If you had invest in DAX in 2010/2011, you would have done x3, whil the stratgy do only little more thn x2.
  So for me they do not worth being used.

  

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