Period Extreme Strategy

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Period Extreme Strategy

Postby Apprentice » Thu Jul 07, 2011 12:07 pm

Period Extreme Strategy.png


Buy
Signals and/or Trade are given when the value of the current candle exceeds the high of the past two candles
Sell
Signals and/or Trade are given when the value of the current candle drops below the low of the past two candles

Period Extreme Strategy.lua
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Based on indicator.
viewtopic.php?f=17&t=8688&p=113849#p113849

The Strategy was revised and updated on December 10, 2018.
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Re: Period Extreme Strategy

Postby t1982t » Thu Jul 07, 2011 7:38 pm

wow! brilliant! like mini breakout
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Re: Period Extreme Strategy

Postby Apprentice » Wed Nov 30, 2011 4:57 am

The strategy is adaptable.
You can set any number of periods.
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Re: Period Extreme Strategy

Postby ronald3rg » Thu Dec 01, 2011 9:30 am

Apprentice,

when i set any number of periods higher than zero it gives me an error message
"index is out of range"
Please advise
Right place at the right time

3Rg
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Re: Period Extreme Strategy

Postby Apprentice » Thu Dec 01, 2011 9:46 am

Your request is added to the developmental cue.

Can you re-download strategy.
I have test it, and I can not repeat this bug.
It is possible that you have some of the older version.
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Re: Period Extreme Strategy

Postby irbica » Sun Dec 04, 2011 11:12 pm

If the number of periods is 1, does it mean that it will check only on the last period (candle) to determinate the high or the low break?
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Re: Period Extreme Strategy

Postby Apprentice » Wed Dec 07, 2011 3:43 am

1
Previous candles extremes.
2
Previous Two candles extremes.
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Re: Period Extreme Strategy

Postby ronald3rg » Wed Dec 14, 2011 12:26 pm

Very happy with this strategy giving me outstanding results both on the back-test and live

I appreciate your work.



right place at the right time

3RG
Right place at the right time

3Rg
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Posts: 39
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Re: Period Extreme Strategy

Postby ronald3rg » Tue Jan 31, 2012 10:53 am

Apprentice,

I really like this strategy but I would like to understand what makes it work. What is the entry based on. I get amazing results for this strategy on a 4H chart. Maybe adding a little more control would eliminate the number of bad trades may confirmation by ADX, DMI, MAcd Or SAR. I trade this strategy live it does really good but i would like to cut down a bit more on the bad trades. This strategy works great with a 5% risk meaning 1 micro lot for every $500 because at worst even although rare because the strategy tends to take bad trades out before they hit the stop, the stop is set at 250 so at worst case you will loose 5% of your capital but you wont loose on everything you bought into the move.

Also a small improvement right away would be that when the option to allow multiple positions is yes that the limit is above first position entered usually the second and or third entries tend to be below the first and you end up loosing because the entries are closed in order thus for adding to the loses even though it was a good trade in the right direction.

over all strategy works well for the long term kinda like a mutual fund. Overall long term always positive never dips below capital. So a little more control would probably benefit it.

Thanks



here is my 3 year back-test.
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multiples disabled
Right place at the right time

3Rg
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Re: Period Extreme Strategy

Postby Apprentice » Wed Feb 01, 2012 3:09 am

Thank you.
I'll try to do something.
I thought that the description I gave is clear and sufficient.
Which part need clarification.
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