Creating Strategy

Algos, strategies, code
1

@Streak
@streak
I believe someone expert in streak can help only.
I need to create the strategy which seems complicated and nearly impossible(for me atleast)
The details are as follows:

  1. 1st 15 min candle and 2nd 15 min candle.
  2. Buy above(on one minute chart) high of the candle(whichever candle is higher between two).
  3. Sell if low of the lowest of two candles is broken.
  4. Should take a position for countertrade as well.
  5. Each candle should be equal to or between 0.4% - 1.5%
  6. Each candle should have smaller wicks than the body.
  7. Stoploss 1%, target open(10%)

Please share the streak screenshot with this strategy. Most awaiting for your reply for any clarification or information. Your help is of utmost appreciation. Eagerly waiting for your help.

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dfgdfdgdfgdfgdfg1801×917 278 KB

2

You can use the following condition to implement 1,2,6 and 7.

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33e94521-b637-4df8-90ac-59814de30a891065×807 29.5 KB

Note: Separate strategy for Long and Short needs to be created. You can use the same approach to create the short condition.

Elaborate on these 2 points. How do you measure candle size%? High-Low or Open-Close?

3

Please do keep in mind that the breakout is for the first two candles of the day(9.15 to 9.30 and 9.30 to 9.45). Thank you.

I believe creating SELL strategy will take care of the counter trade thing(no. 4). Thank you

For 5th point: The size measurement is for Open-close.

4

You need to run the backtest and check the result.

You can add another condition for this.
AND
Max (Nth Candle (Open, 15min, 1) , Nth Candle (Close, 15min, 1))/ Min (Nth Candle (Open, 15min, 1) , Nth Candle (Close, 15min, 1)) higher than 1.004 or Max (Nth Candle (Open, 15min, 1) , Nth Candle (Close, 15min, 1))/ Min (Nth Candle (Open, 15min, 1) , Nth Candle (Close, 15min, 1)) lower than 1.015

AND
Max (Nth Candle (Open, 15min, 2) , Nth Candle (Close, 15min, 2))/ Min (Nth Candle (Open, 15min, 2) , Nth Candle (Close, 15min, 2)) higher than 1.004 or Max (Nth Candle (Open, 15min, 2) , Nth Candle (Close, 15min, 2))/ Min (Nth Candle (Open, 15min, 2 , Nth Candle (Close, 15min, 2)) lower than 1.015

5

Sorry, not working at all, taking orders on random places instead of high of first two candles. I can understand the strategy is quite complicated. I still really appreciate your help and time. Thank you again for looking into this for me. Stay safe.

6

streak1
streak11911×1000 92.7 KB

This is the strategy you suggested above if there are any typos?

7

More information is required for this. Please write to [email protected] and mentioning the details and the off trades.