RicardoSantos

[STRATEGY][RS]Roulette Martingale V0

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a solid strategy all across the majors.
double the profits :p

WARNING: use at your own discretion.
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//@version=2
strategy(title='[STRATEGY][RS]Roulette Martingale V0', shorttitle='RM', overlay=false, pyramiding=0, initial_capital=100000, currency=currency.USD)
initial_trading_risk_vs_equity = input(0.1)
maximum_risk_ratio_of_equity = input(0.5)
take_profit_in_points = input(1000000)
stop_loss_in_points = input(1000000)

trade_session = input(title='Trade Session:', type=string, defval='0400-1500', confirm=false)
istradingsession = not na(time('1', trade_session))
bgcolor(istradingsession ? black : na, transp=50)

base_trade_size = strategy.equity * initial_trading_risk_vs_equity
direction = na(direction[1]) ? 1 : direction[1] == +1 and change(strategy.netprofit) < 0 ? -1 : direction[1] == -1 and change(strategy.netprofit) < 0 ? +1 : direction[1]

condition_buy_entry = change(istradingsession) > 0 and direction > 0 //and track_buy_trades[1] > 0
condition_sel_entry = change(istradingsession) > 0 and direction < 0 //and track_sel_trades[1] > 0

track_buy_trades = na(track_buy_trades[1]) ? 1 : change(condition_buy_entry) > 0 ? track_buy_trades[1] + 1 : track_sel_trades[1] > 0 ? 0 : track_buy_trades[1]
track_sel_trades = na(track_sel_trades[1]) ? 1 : change(condition_sel_entry) > 0 ? track_sel_trades[1] + 1 : track_buy_trades[1] > 0 ? 0 : track_sel_trades[1]
plot(track_buy_trades)
plot(0-track_sel_trades)

adjusted_trade_size = min(strategy.equity*maximum_risk_ratio_of_equity, base_trade_size * (track_buy_trades+track_sel_trades))
strategy.entry('buy', long=true, qty=adjusted_trade_size, when=condition_buy_entry)
strategy.entry('sel', long=false, qty=adjusted_trade_size, when=condition_sel_entry)
strategy.exit('exit buy', from_entry='buy', profit=take_profit_in_points, loss=stop_loss_in_points)
strategy.close_all(when = not istradingsession)
Hey @RicardoSantos I couldn't figure out how to make this strategy profitable when including realistic spread and commissions, 5 points and $7/Standard respectively. I played around with the setting for a while, but it always broke even (plus or minus a percent). Any ideas?
Svara
Thank you Ricardo. A general question: Is there any way how to display the "The Total Bars" information? I do not see it in Performance report or anywhere else. For me it is an important information to assess profit/loss of particular strategy over time...
Svara
open the trade list and see when the 1st trade was done you can get the time window from there.
Svara
What are the entry points to trade based on?
Svara
it enters when the session starts and it follows a direction untill a trade returns negative, setting direction to the opposite side after. this only opens 1 trade per day
Svara
Oh, the old Martigale, the memories when I used Martigale in sports betting lol
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cristian.d cristian.d
Hm, looks interesting, thank you. I am amazed everytime of your work.
Svara
thx, np. :p
Svara
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