Stochastic + SMA-filters + supertrend

• 01/30/2018 at 6:10 AM #60919
  Leo

  Hi all,

  I found great all your opinions, then before jump in another idea and spend hours like many other times.

  I would like first to read you opinion ps about the following strategy (only long described opossite for short positions)

  – time frame 5 min

  – Stochastic oversold (14,3,3) or another values

  – price above single moving average like 200 periods

  – Entry and exit at supertrend simplified done by @verdi55

  Thanks for your replies

  

  Leo

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  01/30/2018 at 9:58 AM #60939
  Nicolas

  Any entry based on oscillator with a trend indicator such as MA or SuperTrend could be a good one IMHO, it is kind of “universal technique”. As long as the trend last enough to cover your losses from market whipsaws, associated with a sweet money management, you are good. Of course, 5 minutes timeframe is not often the best choice to ride long trend, but you already know that.

  

  Nicolas

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  01/30/2018 at 1:09 PM #60964
  Leo

  Thanks Nicolas for your Humble Opinion 😉

  I feel like nowadays with so much adgorithm in market nothing of the classic school is working.

  I feel the necessity of asking all of you.

  Cheers

  

  Leo

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  01/30/2018 at 1:35 PM #60976
  Nicolas

  Leo wrote:

  I feel like nowadays with so much adgorithm in market nothing of the classic school is working.

  Depends mainly of what instrument you are talking about. Index are much more workable than forex pairs, in an intraday format, for instance.

  

  Nicolas

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  01/31/2018 at 6:12 AM #61038
  Leo

  Hi all,

  This morning I create this strategy., I just check if the program do what I want it to do. I only write it for long.

  I didn’t back-/fwd- tested

  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert DEFPARAM FlatBefore = 070000 // Antes de esta hora no se hace trading DEFPARAM FlatAfter = 213000 // Después de esta hora no se hace trading DEFPARAM PreLoadBars = 1000 indicator4=average[Pl](close) indicator5 = CALL "Simplified supertrend"[Ks] // Bedingungen zum Einstieg in Long-Positionen indicator1 = Stochastic[Ps,Pk](close) indicator2 = Average[Pd](indicator1) c1= indicator2[1] < 20 c2 = (indicator1 CROSSES OVER indicator2) c3 = close > indicator4 IF c1 and c2 and c3 THEN BUY 1 CONTRACT AT indicator5 STOP ENDIF // Bedingungen zum Ausstieg von Long-Positionen a1 = (indicator1 CROSSES UNDER indicator2) a2 = (close CROSSES UNDER indicator5) IF a1 OR a2 THEN SELL AT MARKET ENDIF

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  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert DEFPARAM FlatBefore = 070000 // Antes de esta hora no se hace trading DEFPARAM FlatAfter = 213000 // Después de esta hora no se hace trading DEFPARAM PreLoadBars = 1000   indicator4=average[Pl](close) indicator5 = CALL "Simplified supertrend"[Ks]   // Bedingungen zum Einstieg in Long-Positionen indicator1 = Stochastic[Ps,Pk](close) indicator2 = Average[Pd](indicator1) c1= indicator2[1] < 20 c2 = (indicator1 CROSSES OVER indicator2) c3 = close > indicator4     IF c1 and c2 and c3 THEN BUY 1 CONTRACT AT indicator5 STOP ENDIF   // Bedingungen zum Ausstieg von Long-Positionen a1 = (indicator1 CROSSES UNDER indicator2) a2 = (close CROSSES UNDER indicator5)   IF a1 OR a2 THEN SELL AT MARKET ENDIF

   

  

  Leo

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