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Thread: Parabolic SAR EA

  1. #11
    Administrator funyoo's Avatar
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    Quote Originally Posted by automatic View Post
    what would be useful is a condition to only buy up sar signal if above an ma and only sell down sar signal below ma.
    That's exactly what the ma filter does.

  2. #12
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    hi


    maybe use a 3sma filter?

    if ALL 3 sma in order e.g for uptrend if 30sma is over 50sma which is over 100sma then buy 1 next up sar signal. opposite for downtrend ie if 30 is under 50 which is under 100 sell 1 next sell sar.

    if 3 sma not in order no sar trade. 1 trade open only so need close of any existing trade before new trade. wait for first signal. Use one sar. if stopped out or tp then wait for next sar condition. ie no automatic open of new trade.



    maybe also usual options like add positions, time filter etc

    logic is sar is a trending signal so needs a strong trend filter. 3 sma in order signal should help keep it out of trades in ranges ie when 3 sma not in order.

  3. #13
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    Quote Originally Posted by automatic View Post
    hi


    maybe use a 3sma filter?

    if ALL 3 sma in order e.g for uptrend if 30sma is over 50sma which is over 100sma then buy 1 next up sar signal. opposite for downtrend ie if 30 is under 50 which is under 100 sell 1 next sell sar.

    if 3 sma not in order no sar trade. 1 trade open only so need close of any existing trade before new trade. wait for first signal. Use one sar. if stopped out or tp then wait for next sar condition. ie no automatic open of new trade.



    maybe also usual options like add positions, time filter etc

    logic is sar is a trending signal so needs a strong trend filter. 3 sma in order signal should help keep it out of trades in ranges ie when 3 sma not in order.


    Interesting idea.

    Here is the EA. I have added these options :

    Code:
    extern bool EnterOnlyAtSarCross=false;
    extern bool EnterOnlyAtSMACross=false;
    Attached Files

  4. #14
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    Parabolic SAR and 3 SMA EA.

    EU H1. On one year.

    Default with Lots 0.01 and AddPositions = true.

    Total net profit : 81.44%
    RDD : 40.96%
    Attached Images  
    Attached Files

  5. #15
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    Parabolic SAR and 3 SMA EA.

    EU H1. On one year.

    Default with EnterOnlyAtSarCross = true and AddPositions = true.

    Total net profit : 91.31%
    RDD : 60.53%
    Attached Images  
    Attached Files

  6. #16
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    Parabolic SAR and 3 SMA EA.

    EU H1. On one year.

    Default with EnterOnlyAtSMACross = true and AddPositions = true.

    Total net profit : 27.22%
    RDD : 28.01%
    Attached Images  
    Attached Files

  7. #17
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    Parabolic SAR and 3 SMA EA.

    EU H1. On one year.

    Default with EnterOnlyAtSARCross = true, EnterOnlyAtSMACross = true, MM = true, Risk = 5, StopLoss = 220, TakeProfit = 140, and AddPositions = true.

    Total net profit : 93.38%
    RDD : 28.89%
    Attached Images  
    Attached Files

  8. #18
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    thanks.

    maybe other options

    rather than add positions every new bar maybe if add positions only if new sar signal in direction of 3 sma trend?

    maybe exit all orders at price cross of slowest sma?

  9. #19
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    Quote Originally Posted by automatic View Post
    thanks.

    maybe other options

    rather than add positions every new bar maybe if add positions only if new sar signal in direction of 3 sma trend?

    maybe exit all orders at price cross of slowest sma?
    Here it is.
    Attached Files

  10. #20
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    in the parameters

    does one of the 'enter at sarcross' or 'enter at smacross' need to be true?

    what would happen if both are false? no orders opened?

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