Scalping DAX UT 50s

• 10/17/2023 at 6:53 PM #222574
  teshmi9z

  Hello, I’ve created a code for scalping the DAX based on the 50-period Simple Moving Average (SMA) on the 50-second timeframe. The signal triggers when the 7-period SMA crosses above the 20-period SMA, but we’re above the 50-period SMA, and vice versa.

  Here’s the code. Do you have any ideas for improving it? I’ve experienced significant losses at times.

  mm7=average[7] mm20=average[20] mm50=average[50] mm80=average[80] mm200=average[200] mm7up= mm7>mm7[1] mm7Down=mm7<mm7[1] once sens=0 //flèche pour debut tendance MM7 if mm7 CROSSES OVER mm20 and close > mm50 then buy 1 contract at market set target profit 30 set stop loss 20 if LONGONMARKET and TRADEPRICE + 10 then set stop loss TRADEPRICE endif endif if mm7 CROSSES UNDER mm20 and close<mm50 then sellshort 1 contract at market set target profit 30 set stop loss 20 if SHORTONMARKET and tradeprice + 10 then set stop loss TRADEPRICE endif endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30

  mm7=average[7] mm20=average[20] mm50=average[50] mm80=average[80] mm200=average[200]     mm7up= mm7>mm7[1]   mm7Down=mm7<mm7[1] once sens=0   //flèche pour debut tendance MM7 if mm7 CROSSES OVER mm20 and close > mm50 then buy 1 contract at market set target profit 30 set stop loss  20 if LONGONMARKET  and TRADEPRICE   + 10 then set  stop loss TRADEPRICE endif endif   if mm7 CROSSES UNDER mm20 and close<mm50 then sellshort 1 contract at market set target profit 30 set stop loss 20 if SHORTONMARKET and tradeprice + 10 then set  stop loss TRADEPRICE endif endif

   

  

  teshmi9z

  Participant

  Topics: 12

  Replies: 23

  Been thanked: 1 time
  10/17/2023 at 11:50 PM #222582
  robertogozzi

  Post your topic in the correct forum:  ProOrder: only strategy topics.

  I moved it from ProBuilder support.

  Thank you 🙂

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17130

  Been thanked: 4026 times
  10/18/2023 at 9:11 AM #222588
  GraHal

  Strategies based on moving averages are known to look great on backtest, but the real live performance then turns out to be very different.

  It is so easy to get the optimiser to find MA crosses etc over a long backtest period, but these same MA crosses etc do not appear again in quite the same combination during Live running.

  I suggest you re-optimise over 10K bars only and also re-optimise every day!

  Let us know if losses reduce?

  

  GraHal

  Participant

  Topics: 211

  Replies: 8766

  Been thanked: 2179 times
  10/19/2023 at 9:42 AM #222641
  Wim

  Hello. I think your code needs a little revision. On the screen capture I indicated 2 IF-THEN-ENDIF blocks that need to be extracted from the IF where you test for the presence of a signal. I guess you expect from these 2 indicated IF-THEN-ENDIF blocks that they put your position to BreakEven. But currently these blocks will only be executed when a valid entry signal is present, and not during the position itself.
  Next, the condition for BE needs a correction too. Currently you state “longonmarket and tradeprice + 10”. I think I understand what you mean, but PRT will not. Try this: “longonmarket and close > tradeprice+10”. You could also use high instead of close, whatever you prefer. The other one will be “shortonmarket and close < tradeprice -10”.  Good luck. And if 50S doesn’t work, try M5, you could be surprised.

  1 user thanked author for this post.

  GraHal

  

  Wim

  Participant

  Topics: 9

  Replies: 95

  Been thanked: 48 times
  10/19/2023 at 9:36 PM #222675
  teshmi9z

  Hello, I’ve made some modifications to my code, and now we need to use it on the DAX with a 5-minute timeframe. Could you try it in simulation from September 30th to October 19th and let me know if you have any ideas for improvement? I’ve resolved my break-even issue.

  I would like to add conditions for a second buying condition for a shorter take profit, especially at the end of bullish movements with a MACD reversal or by taking advantage of price elasticity relative to its moving average (close > 100 pips).

  The problem is that I don’t know how to manage differentiating positions. How can I limit the first buying condition to 1 lot and the second buying condition to 2 lots, for example?

   

  defparam CUMULATEORDERS = true mm7=average[7] mm20=average[20] mm50=average[50] mm80=average[80] mm200=average[200] MM600=average[600] mm7up= mm7>mm7[1] mm7Down=mm7<mm7[1] signalUp =mm7 CROSSES OVER mm20 signalDown= mm7 CROSSES UNDER mm20 signalUp1 =mm20 CROSSES OVER mm50 signalDown1= mm20 CROSSES UNDER mm50 once sens=0 trailingstart = 20 //reglage BE achat Long startBreakeven = 50 PointsToKeep = 30 if not longonmarket and mm50 CROSSES OVER mm600 and close > mm600 then buy 1 contract at market SET TARGET pPROFIT 100 set stop loss 35 endif IF NOT ONMARKET THEN breakevenLevel=0 ELsIF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF if shortonmarket and ( tradeprice-close)>=(startBreakeven1 *pointsize) then breakevenLevel = tradeprice(1)-Pointstokeep1*pipsize endif if breakevenLevel then EXITSHORT aT breakevenLevel stop endif //// startBreakeven1 = 50 PointsToKeep1 = 10 if not shortonmarket and signalDown and close <mm200 then sellshort 1 contract at market set target profit 70 set stop loss 30 endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55

  defparam CUMULATEORDERS = true   mm7=average[7] mm20=average[20] mm50=average[50] mm80=average[80] mm200=average[200] MM600=average[600]     mm7up= mm7>mm7[1] mm7Down=mm7<mm7[1]   signalUp =mm7 CROSSES OVER mm20 signalDown= mm7 CROSSES UNDER  mm20 signalUp1 =mm20 CROSSES OVER mm50 signalDown1= mm20 CROSSES UNDER  mm50 once sens=0   trailingstart = 20   //reglage BE achat Long startBreakeven = 50 PointsToKeep = 30   if not longonmarket and mm50 CROSSES OVER mm600 and close > mm600 then buy 1 contract at market SET TARGET pPROFIT 100 set stop loss  35 endif   IF NOT ONMARKET THEN breakevenLevel=0 ELsIF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF if   shortonmarket and ( tradeprice-close)>=(startBreakeven1 *pointsize) then breakevenLevel  = tradeprice(1)-Pointstokeep1*pipsize endif if breakevenLevel then EXITSHORT  aT breakevenLevel   stop endif   //// startBreakeven1 = 50 PointsToKeep1 = 10   if not shortonmarket and signalDown  and close <mm200 then sellshort 1 contract at market set target profit 70 set stop loss 30 endif

   

  

  teshmi9z

  Participant

  Topics: 12

  Replies: 23

  Been thanked: 1 time
• Author
  Posts