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Kodiak

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Everything posted by Kodiak

  1. DAX Seems the sellers are tired, or maybe lunch? Lets see if we can get a higher swing low? or if its takes off without looking back?
  2. Did you close it with profit or waiting for more profit? Exit is imoprtant trading options they move very fast
  3. Step 1 buy Step 2 add a limit to sell at profit😉 Step 3 the "guy" on the other side make a loss😉
  4. They had something going on back in 2015, but then came mr Wall street 30K alias Trump and ditch it https://www.etf.com/sections/features-and-news/sec-rule-death-knell-geared-etfs
  5. Bought one of each On demo😁 Where is the limit order😉
  6. Should be 0.98 for buy a call and 152 to sell short a call? "Margin required: 152.12/0.98" Strange If size is 1 GBP per point
  7. a weak, weak buy maybe😉 Needs to take out 13 060
  8. Did a backtest on EURUSD Friday was a winner but had some drawdown lately so its probably time for some tweaking of the settings?
  9. And they are sensitive to change in volatility
  10. //------------------------------------------------------------------------- // Main code : BO DOW3 3 min //------------------------------------------------------------------------- DEFPARAM CumulateOrders = false DEFPARAM FLATBefore = 090000 //09:00 DEFPARAM FLATAfter = 210000 //21:00 DEFPARAM PreLoadBars = 2000 ONCE nLots = 1 ONCE MaxPrice = 999999 ONCE MinPrice = 0 ONCE FirstHour = 090000 IF time = FirstHour THEN MaxPrice = highest[12](high) MinPrice = lowest[12](low) ENDIF //************************************************************************ // trailing stop function trailingstart = 9 //5 trailing will start @trailinstart points profit trailingstep = 11 //5 trailing step to move the "stoploss" // //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************ // LONG a1 = close > MaxPrice IF a1 THEN Buy nLots CONTRACT AT MARKET MaxPrice = 999999 MinPrice = 0 ENDIF // SHORT b1 = close < MinPrice IF b1 THEN Sellshort nLots CONTRACT AT MARKET MaxPrice = 999999 MinPrice = 0 ENDIF SET STOP PLOSS 40 SET TARGET PPROFIT 93
  11. This is a DOW version i have had running on demo on 3 min But i dont like it, probably another loser in play? To be honest this breakout systems looks good in theory buy fails when trading them Markets change all the time and risk of curvefitting
  12. //------------------------------------------------------------------------- // Main code : AAAAA EU BO 5 min 24 nov skp //------------------------------------------------------------------------- DEFPARAM CumulateOrders = false DEFPARAM FLATBefore = 150000 DEFPARAM FLATAfter = 210000 DEFPARAM PreLoadBars = 2000 ONCE nLots = 1 ONCE MaxPrice = 999999 ONCE MinPrice = 0 ONCE FirstHour = 150000 // Start IF time = FirstHour THEN MaxPrice = highest[12](high) // Highest 12 bars 5 min = 60 min MinPrice = lowest[12](low) // LoWest ENDIF //************************************************************************ // trailing stop function trailingstart = 13 //5 trailing will start @trailinstart points profit trailingstep = 2 //5 trailing step to move the "stoploss" // //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************ // LONG a1 = close > MaxPrice IF a1 THEN Buy nLots CONTRACT AT MARKET MaxPrice = 999999 MinPrice = 0 ENDIF // SHORT b1 = close < MinPrice IF b1 THEN Sellshort nLots CONTRACT AT MARKET MaxPrice = 999999 MinPrice = 0 ENDIF SET STOP PLOSS 20
  13. Try something like this Its the guys at prorealcode.com that did the job This is a optimized version for EURUSD 5 min that i did in November only one trade a day and a trailing stop I dont use it anymore but could be a starting point?
  14. Maybe if i have the time i will do that? I am not trying to sell something.. Only trying to help and show how TA can be used
  15. Well the signals are in realtime, but it needs a "brainfilter" to be profitable😉 And my brainfilter needs to be optimized😄 The most important are the exits, thats where the money is made ..or lost😉 Only one signal today, long at 13 732
  16. If you think they are wrong Buy SP 500 and sell Dow same amount in money and close both at the same time when you have som profit or Buy SP 500 and short some weak stocks in SP 500
  17. For "buy and hold" Barrier options maybe better? (For those that have access to them)
  18. Yes all the dip buyers make it hard shorting Did not trade today because i suck at trading😉 But maybe something like this for those that can? 2 short scalp 20-30 points or so? If i had placed a trade i had probably **** it up😄
  19. Any reason why we cant use limit orders (take profit) on options? IG Europe options platform (i know the difference with Nadex) https://www.nadex.com/learning-center/educational-resources/videos/market-limit-orders-what’s-difference
  20. I use only 2 MAs as a filter (used the same settings long time) Had some time over and did a backtest buy sell on cross I used a trailing stop and optimized the trailing stop only and for the whole year 2019 and did a backtest (out of sample) with best setting this year from year end until now I know it will probably fail in the future but everything works sometimes the hard thing is to know when And its DAX tick chart When will we have tick charts in proorder?
  21. One thing i miss and would be a big improvement Limit orders on options (take profit) Say if you buy at 30 and would like to sell half or all at 60 But i think i know why😉
  22. You pay 120 for the right to buy at 3400 at expiry, but you can sell it before Take a look at this😉 https://www.barchart.com/options/strategy-indexes https://www.barchart.com/stocks/quotes/$CLL/performance?mode=monthly
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