RSI-EMA EurUsd M15
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- This topic has 79 replies, 14 voices, and was last updated 1 year ago by fifi743.
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06/28/2021 at 9:31 PM #17268206/28/2021 at 10:55 PM #172684
Ich habe bereits mit diesen Tools experimentiert. Bei mir läuft das System live in den Einstellungen des Originals. Gibt es vielleicht einen besseren Filter? Gibt es Vorschläge?I’ve already experimented with these tools. For me, the system runs live in the settings of the original. Could there be a better filter? Are there any suggestions?
06/28/2021 at 10:55 PM #172685Hallo
Ich habe es den Zuschauern meiner Website empfohlen, im Moment habe ich ein paar Dinge ausprobiert, werde den Code anhängen, damit Sie ihn überprüfen können
Es scheint schwierig zu sein, das steigende P/L mit Drawdowns auszugleichen, es fühlt sich an, als wäre ein weiterer Filter erforderlich
Ich habe versucht, es zu einem Daytrading-System zu machen, aber das hat nicht funktioniert, also vielleicht als Overnight-Scalping-System?
https://robofuturestrader.com/kiss-eur-usd-system-on-prorealcode-to-pick-up/
I have already experimented with these tools. For me, the system runs live in the settings of the original. Maybe there is a better filter? Are there any suggestions?
06/28/2021 at 11:02 PM #172687Only post in the language of the forumthat you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.
Thank you 🙂
06/30/2021 at 10:08 AM #172779Sorry should have said my time zone is UK
06/30/2021 at 10:39 AM #172786Interesting strategy.
I have tried to improve only the exit signal with a new exit: the output parameter of the RSI has been changed from 5 to 7 and “close” has been replaced with “typicalPrice”.
I also added a different trailingstop in percentage.
(below are shown the results for both System with: 200 – 100K).
1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071727374757677787980818283848586878889// Hauptcode : #KISS RSI5 EurUsd M15<strong> newExitRsi</strong>//Spread = 1//-------------------------------------------------------------------------DEFPARAM CumulateOrders = falsedefparam preloadbars = 2000Nlong = 1Nshort = 1MAXSHARES = abs(COUNTOFPOSITION) <= 1//---------------------------------------------------------------------------// ATR for Stop & TargetmyATR = AverageTrueRange[12](close)//EMA-TrendEMA = ExponentialAverage[45](close)EMAlong = close > EMAEMAshort = close < EMA// EMA-SteigungsteigungEmaLong = EMA > EMA[1]steigungEmaShort = EMA < EMA[1]//RSI5-EingangmyRSI = RSI[5](close)rsiLong = (myRSI[1] > 30) and (myRSI < 30)rsiShort = (myRSI[1] < 70) and (myRSI > 70)//RSI5-AusgangmyRsiExit = RSI[7](typicalPrice) // NEW RSI EXITrsiLongRaus = myRsiExit > 75rsiShortRaus = myRsiExit < 30//-------------------------------------------------------------------------------cLongEntry = emaLong and steigungEmaLong and rsiLongcShortEntry = emaShort and steigungEmaShort and rsiShort//-------------------------------------------------------------------------------cLongExit = rsiLongRauscShortExit = rsiShortRaus//-------------------------------------------------------------------------------IF Time >= 010000 AND Time <= 230000 THENIF cLongEntry and MAXSHARES THENBUY Nlong shares at marketSET STOP LOSS myATR*6Set target profit myATR*7ENDIFIF cShortEntry and MAXSHARES THENsellshort Nshort shares at marketSET STOP LOSS myATR*10Set target profit myATR*9.25ENDIFendif//-------------------------------------------------------------------------------if longonmarket and cLongExit thensell at marketendifif shortonmarket and cShortExit thenexitshort at marketendif//*******************************************************************************percentageLong = 0.2 // NEW TRAILING %percentageShort = 0.3percentagestep = 0.05trailingStartL = (close/100)*percentageLongtrailingStartS = (close/100)*percentageShorttrailingStep = (close/100)*percentageStepif not onmarket thenMAXPRICE = 0MINPRICE = closePREZZOUSCITA = 0ENDIFif longonmarket thenMAXPRICE = MAX(MAXPRICE,close)if MAXPRICE-tradeprice(1)>=trailingStartL thenPREZZOUSCITA = MAXPRICE-trailingStepENDIFENDIFif shortonmarket thenMINPRICE = MIN(MINPRICE,close)if tradeprice(1)-MINPRICE>=trailingStartS thenPREZZOUSCITA = MINPRICE+trailingStepENDIFENDIFif onmarket and PREZZOUSCITA>0 thenEXITSHORT AT PREZZOUSCITA STOPSELL AT PREZZOUSCITA STOPENDIF//-----------------------------------------------------------------------------5 users thanked author for this post.
06/30/2021 at 10:50 AM #17279106/30/2021 at 11:47 AM #17280107/03/2021 at 8:42 PM #173068Just curious, how do you handle this?
Pro?
https://www.elitetrader.com/et/threads/the-new-german-derivatives-trading-tax-law.359800/
07/03/2021 at 10:44 PM #173072At the moment I am not able to make a loss of 20k €. My stakes are not so high that I can make a living from it. It’s a sideline. If I ever get into that order of magnitude … the goal would not be to exceed a loss of € 20k.
07/04/2021 at 8:32 AM #173075From the links above, seems below is an example of the tax rules our German members trading under?
if you make 100k euros in gross profit by EOY by having 500k in wins and 400k in losses, then you’d have to pay (131,500 – 2630) = 128,870 euros in taxes?
so basically you’d end up owing money even after having a gross profit of 100k euros EOY? who the hell even comes up with stuff like this?
PS
If we discuss much more on this then we need to raise a new / separate Topic.07/04/2021 at 8:37 AM #173076Ok, better with 20K (think it was talk about 10K in the beginning?)
It would have been even better if we could trade Turbos (turbo24) with proorder, attach a system on a CFD like DOW, EURUSD and then link the trades to a turbo
Small size to test things, and for us in Sweden no tax on profits and no paperwork, but i will not hold my breath waiting for it
a well back to topic, i started up three systems, one on EU 15 min and two on GU 5 and 10 min, lets see what happens?
1 user thanked author for this post.
07/04/2021 at 2:18 PM #173091That was decided by very clever politicians who have no idea. It’s exactly like Grahal calculated. That means, if I have reached a loss of € 20k per year with my strategies, I would have to pause for the asset class until the new year. That’s why I actually need strategies with a 90% hit rate and high yield. Does anyone have a good suggestion? 😉
07/04/2021 at 2:19 PM #17309207/04/2021 at 4:16 PM #173094Here’s a quick treatment, a few minor changes, EurUsd Mini 15min, 1m bar backtest
Looking good, thanks for sharing!
4 users thanked author for this post.
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