Re: One Night Stand System
[Re: RTG ]
#455166
10/12/15 01:18
10/12/15 01:18
Joined: Feb 2014
RTG
OP
Member
OP
MemberFeb 2014
I added the printf function to find out what the BuyStop and SellStops are for the oil asset.SellStop );
Last edited by RTG; 10/12/15 01:49 .
Re: One Night Stand System
[Re: RTG ]
#455223
10/13/15 17:51
10/13/15 17:51
Joined: Dec 2013
Fuerth, DE
Sphin
User
UserDec 2013 Fuerth, DE
I played a little with optimizing the script.
function tradeOneNightStand() {
vars Price = series(price());
vars SMAShort = series(SMA(Price, optimize(10,5,20)));
vars SMALong = series(SMA(Price, optimize(40,30,80,5)));
Stop = optimize(100,100,500,10) * PIP;
var BuyStop,SellStop;
BuyStop = HH(10) + 1*PIP;
SellStop = LL(10) - 1*PIP;
if (dow() == 5 && NumOpenLong == 0 && NumPendingLong == 0 && SMAShort[0] > SMALong[0] && rising(SMAShort) && rising(SMALong)) {
Margin = 0.1 * OptimalFLong * Capital;
enterLong(0,BuyStop);
}
else if (dow() == 5 && NumOpenShort == 0 && NumPendingShort == 0 && SMAShort[0] < SMALong[0] && falling(SMAShort) && falling(SMALong)) {
Margin = 0.1 * OptimalFShort * Capital;
enterShort(0,SellStop);
}
if (dow() != 5 && dow() != 6 && dow() != 7) {
exitLong();
exitShort();
}
}
function run() {
set(PARAMETERS+FACTORS);
BarPeriod = 1440;
StartDate = 2005;
NumWFOCycles = 5;
Capital = 50000;
LookBack = 120;
while(asset(loop("USD/CHF","USD/JPY","GBP/USD","EUR/USD","EUR/JPY","USD/CAD")))
tradeOneNightStand();
}
Don't forget to train first. Less trades but interesting results and a touch of security with a bit of stop.
What settings for USOil do you use in your AssetsFix? I must admit I do not really understand the information on FXCM web site.
Last edited by Sphin; 10/13/15 22:35 .
Re: One Night Stand System
[Re: Sphin ]
#455847
11/01/15 00:20
11/01/15 00:20
Joined: Feb 2014
RTG
OP
Member
OP
MemberFeb 2014
Hello.
Attached Files
Last edited by RTG; 11/01/15 00:26 .
