RicardoSantos

[STRATEGY][RS]HA Swing V0

EXPERIMENTAL:
Heiken Ashi swing strategy.
Comment: Note: results are curve fitted, the higher timeframe heikken ashi obfuscates the losses.
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//@version=2
strategy(title='[STRATEGY][RS]HA Swing V0', shorttitle='RS', overlay=true, pyramiding=0, initial_capital=100000, currency=currency.USD)
tf = input('15')
trade_size = input(10000)
r = heikenashi(tickerid)
ro = security(r, tf, open)
rc = security(r, tf, close)
plot(ro, color=gray)
plot(rc, color=black)
sel_entry = rc < ro
//sel_close = high > ro
buy_entry = rc > ro
//buy_close = low < ro
strategy.entry('sell', long=strategy.short, qty=trade_size, comment='sell', when=sel_entry)
//strategy.close('sell', when=sel_close)
strategy.entry('buy', long=strategy.long, qty=trade_size, comment='buy', when=buy_entry)
//strategy.close('buy', when=buy_close)
cristian.d
a year ago
A profit factor of above 2 is great, this beyond exceptional. Even the stocks have a PF of 3-5 with this one on 5 minute chart. What would you use as exit position?
Reply
it tests well, but let it run over time and the numbers go down rapidly...
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cristian.d John_Winkelman
a year ago
it repaints though... ahh
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John_Winkelman PRO cristian.d
a year ago
So you confirm my point.
Reply
RicardoSantos PRO John_Winkelman
a year ago
this strategy is meant as a visual guide the reason it fails is due to the uncertainty when shifting direction were the HA(heiken ashi) candle of the higher time frame is not closed and it generates multiple buy/sell signal with the oscilation, altho there is no way around it as entering after close most of the time will be too late and also generate losses, the srategy is meant as a case study and visual helper.
+1 Reply
cristian.d RicardoSantos
a year ago
Thanks for explanation and for all your work!
Reply
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