Strategy based on PRC Supertrend Extended

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Viewing 15 posts - 1 through 15 (of 15 total)
  • #237671

    Hi,

    Has anyone coded a strategy based on the PRC Supertrend Extended and if so can you post it

    Cheers

    #237682

    Hi!
    Here you have an example from Nicolas indicator (https://www.prorealcode.com/prorealtime-indicators/supertrend-extended/)

    1 user thanked author for this post.
    #237700

    I was hoping for something a little more robust

     

    I have tried a strategy using Supertrend Extended on 2 timeframes to determine the trend and Nicolas’s U BOT Alerts to deternmine the entry

    and this seems to be promising.

    I would post the code but I cannot see the link

     

    #237710

    You can add the code as an .itf file using ‘select file’ same as adding a screenshot.

    #238825

    How have your strategies been performing out-of-sample (OOS) lately?

    Would you mind sharing the code or the ITF file?

    #238840

    The last few weeks have not been as good . I have modified the code for which I  posted the the detailed report butIneed to find a way to improve the results when the price is trading sideways on the 30 sec timeframe .

    Any suggestions would be appreciated

    #238842

    Noone can help u if u not share the code

    #238843

    I have exported the itf file and selected it but for some reason it is not appearing

    #238848

    After getting to the stage shown in your screenshot, i.e. .itf already attached … all you should need to do is to click on ‘Submit’ at bottom of page.

    Weird that the .itf is not posting … try again.

    #238849

    That is what I have done a number of times . I have selected both the itf file and screenshot but only the screenshot is uploading

    #238850

    why not just paste the code?

    #238856

    Did you export the .itf using Option 1 – ‘None, Code will be fully editable’ ?

    Above is just a thought as to why the .itf may not be attaching??

    #238857

    Yes I exported with “none’

    I am going to try rebooting my computer

    #238858

    Because then the code is not as easily read

    // Definition of code parameters
    DEFPARAM CumulateOrders = false // Cumulating positions deactivated
    // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the “FLATBEFORE” time.
    DEFPARAM FLATBEFORE = 100000
    // Cancel all pending orders and close all positions at the “FLATAFTER” time
    DEFPARAM FLATAFTER = 155800

    // Prevents the system from creating new orders to enter the market or increase position size before the specified time
    noEntryBeforeTime = 100000
    timeEnterBefore = time >= noEntryBeforeTime

    // Prevents the system from placing new orders to enter the market or increase position size after the specified time
    noEntryAfterTime = 150000
    timeEnterAfter = time < noEntryAfterTime

    p=1
    Start=100000
    If Time=start then
    LTC=0
    STC=0
    SRev=0
    LRev=0
    endif
    Timeframe (10minutes,updateonclose)
    ignored, indicator1 = CALL “PRC_SuperTrend Extended”[2.236, 66, 1, 10]
    indicator2, ignored = CALL “PRC_SuperTrend Extended”[2.236, 66, 1, 10]
    iprice10=totalprice
    TRND=ROC[2](iprice10)
    UP10 = ((indicator1>indicator2)and TRND>0)
    DWN10 =((indicator1<indicator2)and TRND<0)

    Timeframe(default)
    ignored, indicator3 = CALL “PRC_SuperTrend Extended”[2.236, 66, 1, 10]
    indicator4, ignored = CALL “PRC_SuperTrend Extended”[2.236, 66, 1, 10]
    UP = (indicator3 >= indicator4)
    DWN =(indicator3 <= indicator4)
    iprice=totalprice
    Ind5=Supertrend[a,b]
    UE=iprice crosses over Ind5
    DE =iprice crosses under Ind5
    If UP and UP10 and UE and LTC<1 and SRev<1and Timeenterbefore and Timeenterafter AND not onmarket then
    Buy p contract at market
    LTC=LTC+1
    SL=Lstp
    TP=Ltgt
    Endif
    //if long stopped and short term trend down enter short
    IF longonmarket[1] and not onmarket and strategyprofit<strategyprofit[1] and DWN and LRev<1 then
    sellshort p contracts at market
    LRev=LRev+1
    Srev=Srev+1
    SL=sstpR
    TP=stgtR
    Endif
    If DWN and DWN10 and DE and STC<1 and LRev<1and Timeenterbefore and Timeenterafter and NOT onmarket then
    Sellshort p contract at market
    STC=STC+1
    SL=sstp
    TP=stgt
    Endif
    //if short stopped and short term tren up then
    If shortonmarket[1] and not onmarket and strategyprofit<strategyprofit[1] and UP and SRev<1 then
    buy p contracts at market
    SRev=SRev+1
    Lrev=Lrev+1
    SL=lstpR
    TP=ltgtR
    Endif
    set Stop PLoss SL
    Set target pprofit TP

    #238859

    Code

     

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