Download Free Code NT8 Breakout Strategy with Wonderful BT

Discussion in 'Expert advisors, trading robots, experts' started by Luci, 15 February 2024.

  1. Luci

    Luci Well-Known Member

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    After reading some threads like this,

    https://clubbingbuy.com/threads/breakout-strategy-for-gold-gld.13445/

    where I see systems that have traded few operations but with a high percentage of successes over the last few years

    I want to share this strategy (Free Code) so you can try it and know what you think.

    As you can see in the code, it is based on this article (the file can be easily found online)
    "Multi-Day Breakouts strategy as described in the November 2017 Technical Analysis Stocks and Commodities article: Swing Trading Four-Day Breakouts"

    Initially it is for Daily charts but more tests can be done with TF of H8, H4...

    My historical data is limited and I have only been able to do a BT since June 1, 2019

    Look at these results with 1 MNQ contract

    MDBO_1_MNQDaily.JPG


    and here increasing the position until reaching 24 contracts

    MDBO_Increase_MNQDaily.JPG


    What a shame that BT are so fake hahahaha otherwise in a few years we could be rich

    What do you think?

    @anomaly_detector Look at this
     

    Attached Files:

    JunkDNA, Roman22_77, Unlipips and 4 others like this.
  2. Andy Korbi

    Andy Korbi Active Member

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    Hello! Thank you for sharing. I will try later to see what it does.

    But, why you say that BT is so fake ??? Are you talking about the specific BT that may have some zig zag, repaints, or special condition that cheat ?

    Or in general, for any BT you beleive that is not telling the truth and reality will be always a loser ?

    I mostly learn to programming my own systems at the moment, trying to create a winning attitute BT.
    And i check the backtests that execute every trade exactly where it should...

    Can you please tell me what you mean, where the problem is ?
     
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  3. Luci

    Luci Well-Known Member

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    It's a way of speaking...

    In 99% of cases the results are not the same with historical data or real-time data.

    In this specific case I am doing tests and investigating how they could be improved.

    If anyone else wants to participate in the research that would be great.

    I'm trying the real time strategy... the main problem I'm having at the moment is that it uses TrailingStop and it works well only when the trade lasts more than one candle.

    If the operation takes place in a single candle, the Stop becomes fixed and does not perform its function properly.

    I'm making modifications to the code to see if it improves but since it's daily graphics it will take time to know.

    Thanks for your interest
     
  4. Andy Korbi

    Andy Korbi Active Member

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    Ok, thanks for telling me.

    I will try to check the following days to see what the logic is and if the BT executes according to logic, and if i can improve it... and I will share my opinion.
     
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  5. TraderSys

    TraderSys New Member

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    This thread could be interesting

    Thanks @Luci for sharing

    I will also try to participate and help with BT

    You say the problem could be the TS

    I've reviewed the code and I think the line is not where it should be.

    Normally the Stops are set at:

    (State == State.DataLoaded)

    I will do tests and keep you informed

    Thanks again
     
  6. Luci

    Luci Well-Known Member

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    You are right about the Stop line...

    It is one of the parts that I have already changed

    Also, you do not have to execute OnBarClose, but rather OnEachTick
     
  7. N981212

    N981212 Member

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    Yes, this is interesting. It would be best to run it on Micros with increasing the ENTRIES per Direction, to maximize the profit.
     
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  8. ryepaws

    ryepaws New Member

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    To get the most realistic results in back testing change the back testing settings of historical fill process from standard to high and then tick with value 1 , this way your results will be as close as it can get to real data performance
     
  9. JESSE CARVALHO AMORIM

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    hi how do I use the files, I never used them this way, I always used them in ninja trader 8/bin/custom/strategies
     
  10. Luci

    Luci Well-Known Member

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    Tools/Import/Ninjascripts Add On
     
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  11. marcosdepaul83

    marcosdepaul83 New Member

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    Hello, thank you very much for the collaboration. A query, the file that is already with that modification in the stop line? It is very interesting, but I would like to know if that error in the Trailing was corrected.
    Thank you so much.
     
  12. Luci

    Luci Well-Known Member

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    Thanks for your interest

    The change has not been made in that file

    The code is open and can be edited

    After many tests I have not been able to make it profitable on a real account.

    It is only in Backtest
     
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  13. opita

    opita New Member

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    Hey Luci you seem to have purchased quite a few ninjatrader strategies. Which one have you found to be profitable or most profitable?
     
  14. modeljd177

    modeljd177 New Member

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    its profitable?? (Has anyone tested it?)