RSI-EMA EurUsd M15
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08/19/2021 at 12:48 AM #175660Tomorrow, and tomorrow, and tomorrow,Creeps in this petty pace from day to day,To the last syllable of recorded time;And all our yesterdays have lighted foolsThe way to dusty death. Out, out, brief candle!Life’s but a walking shadow, a poor player,That struts and frets his hour upon the stage,And then is heard no more. It is a taleTold by an idiot, full of sound and fury,Signifying nothing.William Shakespeare08/19/2021 at 12:54 AM #17566108/19/2021 at 1:00 AM #17566208/19/2021 at 1:26 AM #17566308/20/2021 at 8:11 AM #175748
Here is a little strategy from me. Profitable over a full 200,000 bars in a small time unit. Unfortunately, the yield is not huge. But the interesting thing is that you can trade well with just a single filter for such a long time. Also works with a Bollinger entry and EMA60 as a filter.
Maybe someone has an idea how to get more yield out.
Unfortunately, I have not yet found any other currency pair that works consistently well in a similar manner.
Ideas and improvements are very welcome.
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101//————————————————————————-// Hauptcode : #KISS RSI5 EurUsd M15//Spread = 1//————————————————————————-DEFPARAM CumulateOrders = falsedefparam preloadbars = 2000Nlong = 1Nshort = 1MAXSHARES = abs(COUNTOFPOSITION) <= 1//EMA-TrendEMA1 = ExponentialAverage[45](close) //50//EMA2 = ExponentialAverage[ma*1](close)//H1EMA3 = ExponentialAverage[45](close) //60EMAlong = close > EMA3EMAshort = close < EMA3steigunglong = EMA1 > EMA1[1]steigungshort = EMA1 < EMA1[1]myATR = AverageTrueRange[12](close)//RSI5-EingangmyRSI = RSI[5](close)rsilong = (myRSI[1] > 30) and (myRSI < 30)rsishort = (myRSI[1] < 70) and (myRSI > 70)rsilongraus = myRSI > 75rsishortraus = myRSI < 30IF Time >= 010000 AND Time <= 230000 THENIF rsilong and EMAlong and steigunglong and MAXSHARES THEN //and emalongkurzBUY Nlong shares at market//SET STOP %LOSS 0.35 //120//Set target %profit 0.975 //40SET STOP LOSS myATR*6 //120Set target profit myATR*7ENDIFIF rsishort and EMAshort and steigungshort and MAXSHARES THEN //and emashortkurzsellshort Nshort shares at market //BollUp[1]limit//SET STOP %LOSS 0.975 //130//Set target %profit 0.9 //40SET STOP LOSS myATR*10 //120Set target profit myATR*9.25ENDIFendifif longonmarket and rsilongraus then //c2sell at marketendifif shortonmarket and rsishortraus then //c1exitshort at marketendif//if time = 230000 then //and dayofweek = 5 then//sell at market//EXITSHORT at market//endif//************************************************************************//trailing stop functiontrailingstartL = 23 //30 15 trailing will start @trailinstart points profittrailingstartS = 18 //30 15 trailing will start @trailinstart points profittrailingstepL = 9 //2 1 trailing step to move the “stoploss”trailingstepS = 2 //2 1 trailing step to move the “stoploss”//reset the stoploss valueIF NOT ONMARKET THENnewSL=0ENDIF//manage long positionsIF LONGONMARKET THEN//first move (breakeven)IF newSL=0 AND close–tradeprice(1)>=trailingstartL*pipsize THENnewSL = tradeprice(1)+trailingstepL*pipsizeENDIF//next movesIF newSL>0 AND close–newSL>=trailingstepL*pipsize THENnewSL = newSL+trailingstepL*pipsizeENDIFENDIF//manage short positionsIF SHORTONMARKET THEN//first move (breakeven)IF newSL=0 AND tradeprice(1)–close>=trailingstartS*pipsize THENnewSL = tradeprice(1)–trailingstepS*pipsizeENDIF//next movesIF newSL>0 AND newSL–close>=trailingstepS*pipsize THENnewSL = newSL–trailingstepS*pipsizeENDIFENDIF//stop order to exit the positionsIF newSL>0 THENSELL AT newSL STOPEXITSHORT AT newSL STOPENDIFThanks for ur code. This one like many other. Not profitable last 3 month.
08/20/2021 at 9:39 AM #17575908/20/2021 at 1:51 PM #17579608/22/2021 at 1:02 AM #175886Help me. I do not know what you mean. What are you getting at?
Read Shakespeare. And more.
08/22/2021 at 1:06 AM #175887Hilf mir. Ich weiß nicht was du meinst. Worauf willst du hinaus?
Lesen Sie Shakespeare. Und mehr.
I know Shakespeare and I know what you mean. But have the feeling you want to make fun of me.
08/22/2021 at 7:15 AM #17589008/23/2021 at 3:57 PM #175997After a few tests, including with MTF in higher time units, I came to the following result. MTF works very well H4, H1, M15, but the basic performance drops extremely. Which brings me to my initial conclusion. The more you filter, the more you miss out on good trades. Ultimately, the original version is profitable over 1,000,000 bars … so we take the original and, as a booster, an optimized version over 50,000 bars. Complete. 😉
08/23/2021 at 4:10 PM #17599908/23/2021 at 5:10 PM #17600708/24/2021 at 6:00 AM #17603208/24/2021 at 10:37 AM #176057I’ve run it in demo since 18th and it has a small gain so far. Two losses, one was short.
It will need a lot more time in demo and many trades before we can judge if it’s any good.
FYI – the times in the code are London time so you may need to adjust these.
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