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Need help with a profitable automated trading strategy
Started: by hoang101483 Views / Replies:1,705 / 41
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Need help with a profitable automated trading strategy

  #11 (permalink)
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tradingest View Post
I use the implicit time frame into code....if I don't know it's very complicated

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I understand. It would be great if you code without implied time frame. Most signals are not time dependent anyways

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  #12 (permalink)
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all the strategy are based on time frame chart. Implicit tf allow you to see the chart a each tf without modify strategy. This is my develop

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  #13 (permalink)
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tradingest View Post
all the strategy are based on time frame chart. Implicit tf allow you to see the chart a each tf without modify strategy. This is my develop

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Okay. I'm not sure about coding. But all the default signals can be apply to any timeframe so that why I said it not time dependent

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  #14 (permalink)
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hoang101483 View Post
Okay. I'm not sure about coding. But all the default signals can be apply to any timeframe so that why I said it not time dependent

mine development no because is the code that apply the tf

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  #15 (permalink)
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Pump.

Any powerlanguage coder please reply if interested in getting my profitable strategy

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  #16 (permalink)
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hoang101483 View Post
Pump.

Any powerlanguage coder please reply if interested in getting my profitable strategy

I have made the strategy and backtesting on different time frame. The strategy is bad on the rules leave here.

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  #17 (permalink)
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Would you please post the code here?

I would have to test to see if it signalling correctly

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  #18 (permalink)
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the signal is correct following your rules write below in the previous post. I test the code with different tf but the strategy is not completed because the performance report is very bad.

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  #19 (permalink)
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Like I told you if you want copy of strategy I need your code to validate it first. Once everything good to go. I'll give copy and you will understand why your test give terrible result

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  #20 (permalink)
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hoang101483 View Post
Sure.

Long Entry: Buy Market when close of candle cross above Lower Bollinger Band
Long Exit: Sell Market when close of candle cross below Higher Bollinger Band

Short Entry : Sell Market when close of candle cross below Higher Bollinger Band
SHORT Exit: Buy Market when close of candle cross above Lower Bollinger Band

I think this is what you are looking for:


inputs:
Length( 20 ),
NumDevs( 2 ) ;
variables:
UpperBand( 0 ),
LowerBand( 0 );

UpperBand = BollingerBand( Close, Length, NumDevs );
LowerBand = BollingerBand( Close, Length, -NumDevs );

condition1 = CurrentBar > 1 and Close crosses over UpperBand;
if condition1 then

Buy ( "BB_LE" ) next bar at market;

condition2 = CurrentBar > 1 and Close crosses under LowerBand;
if condition2 then

Sell Short ( "BB_SE" ) next bar at market;

if (MarketPosition = 1) then
begin
if (Close crosses under UpperBand) then sell ("BB_LX") next bar at market;
end;

if (MarketPosition = -1) then
begin
if (Close crosses over LowerBand) then buytocover ("BB_SX") next bar at market;
end;


However, I don't think it can profitable with such simple rules, in any timeframe. It would be too easy.

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