Posted By: Georgez
TICKS flag - 08/17/15 07:18
In my script enters and exits are within the same bar in most cases, as Stop and TakeProfit are smaller ATR.
So I use the TICKS flag, but still get 100% profitable trades and unreal annual profit.
Why TICKS does not work?
http://SSMaker.ru/c78a9da2/
So I use the TICKS flag, but still get 100% profitable trades and unreal annual profit.
Why TICKS does not work?
Code:
function run(){ BarPeriod = 1440; LookBack = 500; set(LOGFILE+TICKS); StartDate = 2010; EndDate = 2015; //while(asset(loop("EUR/USD", "USD/CHF", "USD/JPY", "XAU/USD", "GBP/USD", // "USD/CAD", "NZD/USD", "AUD/USD", "GBP/JPY", "UKOil", "USD/JPY", "SPX500", // "XAG/USD", "XAU/USD", "SPX500", "Bund"))){ // var atr = ATR(80); Stop = 3.3*atr; TakeProfit = 0.25*Stop; vars Price1 = series( price(0) ); vars Trend = series(LowPass(Price1, 500)); var sellPrice, buyPrice, stopPrice, profitPrice; if(falling(Trend)){ exitLong(); if(NumOpenShort<1){ sellPrice = priceClose(0)+0.9*atr; stopPrice = sellPrice + Stop; profitPrice = sellPrice - TakeProfit; print(TO_LOG, "\n%s: Sell Limit at price %.4f, Stop %.4f, Target %.4f. ", Asset, sellPrice, stopPrice, profitPrice); print(TO_HTML, "<br>%s: Sell Limit at price %.4f, Stop %.4f, Target %.4f. ", Asset, sellPrice, stopPrice, profitPrice); enterShort(0, -sellPrice); // Sell Limit } } else if(rising(Trend)){ exitShort(); if(NumOpenLong<1){ var buyPrice = priceClose(0)-0.9*atr; stopPrice = buyPrice - Stop; profitPrice = buyPrice + TakeProfit; print(TO_LOG, "\n%s: Buy Limit at price %.4f, Stop %.4f, Target %.4f. ", Asset, buyPrice, stopPrice, profitPrice); print(TO_HTML, "<br>%s: Buy Limit at price %.4f, Stop %.4f, Target %.4f. ", Asset, buyPrice, stopPrice, profitPrice); enterLong(0, -buyPrice); // Buy Limit } } plot("Trend", Trend, 0, GREY); plot("atr", atr, NEW, BLUE); //} }
http://SSMaker.ru/c78a9da2/