SP500 M1 curve follower

• 01/11/2022 at 11:09 AM #185089
  phoentzs

  I came across this little system from Juanj here and am falling a little bit off the beaten track. I optimized it to M1 200000bars for the SP500 and added an emergency stop. And then something comes out. Has anyone tried that? Sure, it’s almost always on the market. Do the over-night fees eat up the profit or can you trade something like that live? What do the old hands say?
  
  @juanj: What do you think about it yourself?

  SP500 M1

  ///Spread set to 0.9 points defparam preloadbars = 10000 possize = 1 pointsp = 15 //points where profit is to be locked in //20 SP500 pointsb = 43 //points where stop is to be taken //36 SP500 fast = average[11,4](close) //11 medium = average[14,4](close) //13 If countofposition = 0 then If fast > medium then BUY possize CONTRACT AT open + averagetruerange[3](close)*2 stop EndIf EndIf If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then SELLSHORT possize*2 CONTRACT AT MARKET EndIf If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then BUY possize*2 CONTRACT AT MARKET EndIf SET TARGET pPROFIT 16 //50 SET STOP %LOSS 1.1

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  ///Spread set to 0.9 points defparam preloadbars = 10000   possize = 1 pointsp = 15 //points where profit is to be locked in //20 SP500 pointsb = 43 //points where stop is to be taken       //36 SP500 fast = average[11,4](close) //11 medium = average[14,4](close) //13 If countofposition = 0 then If fast > medium then BUY possize CONTRACT AT open + averagetruerange[3](close)*2 stop EndIf EndIf If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then SELLSHORT possize*2 CONTRACT AT MARKET EndIf If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then BUY possize*2 CONTRACT AT MARKET EndIf SET TARGET pPROFIT 16 //50 SET STOP %LOSS 1.1

  

  phoentzs

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  01/11/2022 at 1:58 PM #185112
  phoentzs

  Ok, the system will stop. Of course, a stop order in the M1 does not work. So the input must also be a market order. At least in the M1.

  

  phoentzs

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  01/11/2022 at 2:35 PM #185120
  Mauro T. “Algorithm System”

  Most likely the system will stop and every time you have to reactivate it as mentioned in the previous post, but it works well only in the optimized period
  Hello

  Mauro T.

  

  Mauro T. “Algorithm System”

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  01/11/2022 at 2:52 PM #185125
  phoentzs

  It’s optimized for M1 SP500, a try. Does this kind of mechanics even make sense? Since I’m not a great programmer, I’ll ask the experts.

  

  phoentzs

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  01/11/2022 at 3:04 PM #185127
  phoentzs

  Quickly rewritten to a fixed 5 * pip size … that should actually be enough. The picture is similar, only less time on the market.

  SP500 M1

  ///Spread set to 0.9 points defparam preloadbars = 10000 possize = 5 pointsp = 25 //points where profit is to be locked in //20 SP500 pointsb = 45 //points where stop is to be taken //36 SP500 fast = average[11,4](close) //11 medium = average[14,4](close) //13 //If countofposition = 0 then //If fast > medium then //BUY possize CONTRACT AT open + averagetruerange[3](close)*2 stop //EndIf //EndIf If countofposition = 0 then If fast > medium then BUY possize CONTRACT AT open + 5*pipsize stop EndIf EndIf If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then SELLSHORT possize*2 CONTRACT AT MARKET EndIf If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then BUY possize*2 CONTRACT AT MARKET EndIf SET TARGET pPROFIT 25 //50 SET STOP %LOSS 1.2

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  ///Spread set to 0.9 points defparam preloadbars = 10000   possize = 5 pointsp = 25 //points where profit is to be locked in //20 SP500 pointsb = 45 //points where stop is to be taken       //36 SP500 fast = average[11,4](close) //11 medium = average[14,4](close) //13 //If countofposition = 0 then //If fast > medium then //BUY possize CONTRACT AT open + averagetruerange[3](close)*2 stop //EndIf //EndIf   If countofposition = 0 then If fast > medium then BUY possize CONTRACT AT open + 5*pipsize stop EndIf EndIf If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then SELLSHORT possize*2 CONTRACT AT MARKET EndIf If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then BUY possize*2 CONTRACT AT MARKET EndIf SET TARGET pPROFIT 25 //50 SET STOP %LOSS 1.2

  

  phoentzs

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  01/11/2022 at 6:46 PM #185166
  SnorreDK

  Thanks for sharing phoentzs

  Here is 1M Backtest. Big drawdowns at long.

  

  SnorreDK

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  01/11/2022 at 7:08 PM #185175
  phoentzs

  The strategy didn’t come from me. The strategy is certainly not robust, rather something that you optimize every month. It cannot manage 1000000bars for the reason that it is calculated in pips. But a nice gimmick that maybe only needs a frame.

  

  phoentzs

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  01/11/2022 at 11:08 PM #185203
  snucke

  SnorreDK  could you do a 1M Backtest on this one?

   

  ///Spread set to 0.9 points defparam preloadbars = 10000 possize = 5 pointsp = 25 //points where profit is to be locked in //20 SP500 pointsb = 45 //points where stop is to be taken //36 SP500 fast = average[11,4](close) //11 medium = average[14,4](close) //13 TIMEFRAME (10 MINUTES, updateonclose) A = 26 B = 8 S = 1.3 A1 = Average[A,B](low) A2 = Average[A*s,B](low) c3 = a1 > a2 TIMEFRAME (default, UPDATEONCLOSE) //If countofposition = 0 then //If fast > medium then //BUY possize CONTRACT AT open + averagetruerange[3](close)*2 stop //EndIf //EndIf If countofposition = 0 then If fast > medium and c3 then BUY possize CONTRACT AT open + 5*pipsize stop EndIf EndIf If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then SELLSHORT possize*2 CONTRACT AT MARKET EndIf If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then BUY possize*2 CONTRACT AT MARKET EndIf SET TARGET pPROFIT 25 //50 SET STOP %LOSS 1.2

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  ///Spread set to 0.9 points defparam preloadbars = 10000 possize = 5 pointsp = 25 //points where profit is to be locked in //20 SP500 pointsb = 45 //points where stop is to be taken       //36 SP500 fast = average[11,4](close) //11 medium = average[14,4](close) //13 TIMEFRAME (10 MINUTES, updateonclose) A = 26 B = 8 S = 1.3 A1 = Average[A,B](low) A2 = Average[A*s,B](low) c3 = a1 > a2 TIMEFRAME (default, UPDATEONCLOSE) //If countofposition = 0 then //If fast > medium then //BUY possize CONTRACT AT open + averagetruerange[3](close)*2 stop //EndIf //EndIf If countofposition = 0 then If fast > medium and c3 then BUY possize CONTRACT AT open + 5*pipsize stop EndIf EndIf If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then SELLSHORT possize*2 CONTRACT AT MARKET EndIf If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then BUY possize*2 CONTRACT AT MARKET EndIf SET TARGET pPROFIT 25 //50 SET STOP %LOSS 1.2

   

  

  snucke

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  01/11/2022 at 11:36 PM #185207
  SnorreDK

  Yes.

  Not that good outside the optimized period.

  

  SnorreDK

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  01/12/2022 at 2:50 AM #185223
  phoentzs

  You then have to insert the conditions of the time frame M10 into the order instructions below…. But like I said, it’s pips … may not have worked that long ago. Then you would have to convert it to% profit.

  

  phoentzs

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  01/12/2022 at 8:58 AM #185231
  snucke

  what do you mean phoentzs ? its an else if command? so i do not need to insert it else where?

  converted TP into % if SnorreDK could test to see if there is any diff in the performance this way

   

  ///Spread set to 0.9 points defparam preloadbars = 10000 possize = 5 pointsp = 25 //points where profit is to be locked in //20 SP500 pointsb = 45 //points where stop is to be taken //36 SP500 fast = average[11,4](close) //11 medium = average[14,4](close) //13 TIMEFRAME (10 MINUTES, updateonclose) A = 26 B = 8 S = 1.3 A1 = Average[A,B](low) A2 = Average[A*s,B](low) c3 = a1 > a2 TIMEFRAME (default, UPDATEONCLOSE) //If countofposition = 0 then //If fast > medium then //BUY possize CONTRACT AT open + averagetruerange[3](close)*2 stop //EndIf //EndIf If countofposition = 0 then If fast > medium and c3 then BUY possize CONTRACT AT open + 5*pipsize stop EndIf EndIf If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then SELLSHORT possize*2 CONTRACT AT MARKET EndIf If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then BUY possize*2 CONTRACT AT MARKET EndIf SET TARGET %PROFIT 0.54 SET STOP %LOSS 1.2

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  ///Spread set to 0.9 points defparam preloadbars = 10000 possize = 5 pointsp = 25 //points where profit is to be locked in //20 SP500 pointsb = 45 //points where stop is to be taken       //36 SP500 fast = average[11,4](close) //11 medium = average[14,4](close) //13 TIMEFRAME (10 MINUTES, updateonclose) A = 26 B = 8 S = 1.3 A1 = Average[A,B](low) A2 = Average[A*s,B](low) c3 = a1 > a2 TIMEFRAME (default, UPDATEONCLOSE) //If countofposition = 0 then //If fast > medium then //BUY possize CONTRACT AT open + averagetruerange[3](close)*2 stop //EndIf //EndIf If countofposition = 0 then If fast > medium and c3 then BUY possize CONTRACT AT open + 5*pipsize stop EndIf EndIf If longonmarket and close >= positionprice + pointsp then If close < close[1] then SELL AT MARKET EndIf ElsIf longonmarket and close <= positionprice - pointsb then SELLSHORT possize*2 CONTRACT AT MARKET EndIf If shortonmarket and close <= positionprice - pointsp then If close > close[1] then EXITSHORT AT MARKET EndIf ElsIf shortonmarket and close >= positionprice + pointsb then BUY possize*2 CONTRACT AT MARKET EndIf SET TARGET %PROFIT 0.54 SET STOP %LOSS 1.2

   

   

   

  

  snucke

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  01/12/2022 at 9:57 AM #185234
  phoentzs

  I’m still testing myself. In any case, lines 4-6 and the corresponding instructions in the code must be given as a percentage in order to be able to test further back in a practicable manner. In my opinion, C3 must also be included in lines 33-44. So that people only buy and sell in the respective direction. I believe.

  

  phoentzs

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  01/12/2022 at 10:11 AM #185236
  SnorreDK

  Here u go Snucke

  

  SnorreDK

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  01/12/2022 at 11:22 AM #185242
  phoentzs

  @Robertogozzi: Could you please surround the values in%? Also those in the “IF” loop?

  

  phoentzs

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  01/12/2022 at 11:34 AM #185243
  robertogozzi

  Which code are you referring to?

  What do you mean by SURROUND?

  Which IF block?

   

  

  robertogozzi

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