[Andrew's Pitchfork Trading Strategy]

Anyone that can recommend any tips for me optimize the code?

[Andrew's Pitchfork Trading Strategy]

Wow. That looks crazy good. I've been looking at the coding to understand it better and I can't seem to find out where the problem lies. 

[Andrew's Pitchfork Trading Strategy]

Can someone help me understand why just changing the units makes a huge difference? Thank you

[Andrew's Pitchfork Trading Strategy]

[Andrew's Pitchfork Trading Strategy]

When I, updated the units (x)units it automatically set the units to 15000 and the results are amazing, however when I put 100,000 it's showing me terrible results. I find this crazy fascinating. 

[Andrew's Pitchfork Trading Strategy]

Eventhough I've set the backtest time frame for a year, only one trade occurs on the 17th of Oct 2019

[Andrew's Pitchfork Trading Strategy]

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
DEFPARAM FLATAFTER = 210000

// Prevents the system from creating new orders to enter the market or increase position size before the specified time
noEntryBeforeTime = 080000
timeEnterBefore = time >= noEntryBeforeTime

// Prevents the system from placing new orders to enter the market or increase position size after the specified time
noEntryAfterTime = 160000
timeEnterAfter = time < noEntryAfterTime

// Prevents the system from placing new orders on specified days of the week
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

size = (2000/400) + ROUND(STRATEGYPROFIT / 800)

// Levels 0% and 100%
if OpendayofWeek <> 1 then
L0 = DLow(1)
L100 = DHigh(1)
elsif OpendayofWeek = 1 then
L0 = DLow(2)
L100 = DHigh(2)
Endif
GRAPHONPRICE L0
GRAPHONPRICE L0 + -23 COLOURED (200,0,0)
GRAPHONPRICE L100
GRAPHONPRICE L100 - 7 COLOURED (200,0,0)

// Conditions to enter long positions
c1 = high crosses over L0 + -23
//c12 = close > L25-5

IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
BUY size PERPOINT AT MARKET
SET TARGET PPROFIT 84
//SET STOP PLOSS SL
ENDIF

// Conditions to enter shortpositions
c3 = low crosses under L100 - 7
//c32 = close < L75+5

IF c3 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
SELLSHORT size PERPOINT AT MARKET
SET TARGET PPROFIT 70
//SET STOP PLOSS SL
ENDIF
 

[Andrew's Pitchfork Trading Strategy]

@DSchenk

 

[Andrew's Pitchfork Trading Strategy]

Thank you @DSchenk!

I've entered the code on to the platform and seems to work, however on the ftse100 it seems to only work on the 5minute intervals and only 1 trade occured. Have I somehow messed up the code? if so could you please assist me. Thank you so much for sharing great information by the way, it means a lot!

E.

[Andrew's Pitchfork Trading Strategy]

Hello @DSchenk,

Thanks for the reply. I have never coded previously and I cant seem to input your parameters on prorealtime through the easy method. 

Thank you,

E.

[Andrew's Pitchfork Trading Strategy]

Hello,

I am new to pro real time and I am very interested in your strategy, I've tried but so far have failed to implement your strategy on my own pro real time platform. Can you help me with how I could add this and would this trading strategy for all stocks and indices?

Thank you,

E.