Global Indexes

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Dear members of this amazing forum.

This is continuation of my previous post where I posted a US500 M5 strategy. I was able to work on different instruments and believe best way to share results and my studies are now on this Global Indexes post.


I was able to consolidate the following basic strategy:

  • Buy only, no indicator (can use a MA as optional)
  • H1, if you would like more emotion you can go to other timeframes
  • TP between 0.50% - 0.80% of instrument value
    • In my view the current TPs will work as the instruments value are between pre pandemic crash and not much higher than historical high
  • Martingale around same value of TP (lower values generates more aggressive strategies)
    • Generally speaking, the more aggressive is the martingale (step and multiplier) the higher is the dd but floating isn’t keep for longer periods, the opposite if the martingale is less aggressive (lower dd but floating may take longer periods until take profit)
  • Partial close (use all positive orders to close orders from top)
    • Keep open martingale to closing orders from top
  • Use of a moving average to filter martingale and partial close
  • Variations are applied to diversify the strategy (conservative, moderate or aggressive)
  • Diversification of capital is also provided by whether considering or not the dd from feb-mar 2020, related to covid-19, on the capital allocation.

Current running live with the following instruments on Exness broker, in 4 different accounts:

  • Fr40
  • Us500
  • UsTec
  • Stoxx50
  • Bra50 (ActivTrades)

Set files side-by-side comparison and BT results (xls) are attached on the excel file, together with my current capital allocation for each of the strategies.

Tarso Mastella - Global Indexes.xlsx

Following individual posts contain the set files, balance/equity graph and bt results for the different versions.


Thanks Andrey for this amazing EA, I will keep studying it and sharing results, hope and can start contributing as a patron soon.

My signals running the strategies:

https://www.mql5.com/pt/signals/1375023

https://www.mql5.com/pt/signals/1389908

https://www.mql5.com/pt/signals/1433631

https://www.mql5.com/pt/signals/1452362

https://www.mql5.com/pt/signals/1452558

MT version:
Set for MT5 only
EA version:
2.42
Symbol:
Fr40, UsTec, Us500, Stoxx50, Bra50
TimeFrame:
H1

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Satisfaction mark by Tarso Mastella 2 years ago

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jay hu

Good job Tarso! Thank you for sharing the set files. Are any updated US500 and USTech set files work with the latest CP2.53.3 version EA?

Avatar
Tarso Mastella
Quote from jay hu

Good job Tarso! Thank you for sharing the set files. Are any updated US500 and USTech set files work with the latest CP2.53.3 version EA?

I am trading UsTec (Nasdaq futures) only. I noticed this is the index that has the fastest respose to market news and trends, both sides (buy and sell) currently. As I am not holding positions (only speculating) the most volatility, the better.

I moved all sets to the same account now. Trading a combination of 3 sets:
I - Aggressive Buy (1 chart)

II - Moderate Buy (4 charts)

III - Moderate Sell (4 charts)
Combining buy and sell on the same instrument, so can get the most of price moves. I will be happy to share the updated setfiles soon here, will need to verify because I have not updated those to the last version of CP.

Avatar
jay hu
Thank you, Tarso. Looking forward to test your sets and set up. Good luck with your trade.

Avatar
aramabdo
Quote from Tarso Mastella

I am trading UsTec (Nasdaq futures) only. I noticed this is the index that has the fastest respose to market news and trends, both sides (buy and sell) currently. As I am not holding positions (only speculating) the most volatility, the better.

I moved all sets to the same account now. Trading a combination of 3 sets:
I - Aggressive Buy (1 chart)

II - Moderate Buy (4 charts)

III - Moderate Sell (4 charts)
Combining buy and sell on the same instrument, so can get the most of price moves. I will be happy to share the updated setfiles soon here, will need to verify because I have not updated those to the last version of CP.

Thank you for sharing your experiences and sets

Avatar
albrecht m.
Quote from Tarso Mastella

Happy to share that communitypower ustec h1v12 Conservative.set is at position #86 on mql5 signals. Hope this is a strategy to last some good time.

Hallo Tarso, thank you for sharing this strategy. I have a question to this set file: The standard settings using 0,01 Lots. Is this not to low? I am using 2000€ with 500lever. Since one week now the same position commutes between 2€ and minus 0,8€. despite of volatility of 400 points distance.

Avatar
jay hu
Quote from Tarso Mastella

I am trading UsTec (Nasdaq futures) only. I noticed this is the index that has the fastest respose to market news and trends, both sides (buy and sell) currently. As I am not holding positions (only speculating) the most volatility, the better.

I moved all sets to the same account now. Trading a combination of 3 sets:
I - Aggressive Buy (1 chart)

II - Moderate Buy (4 charts)

III - Moderate Sell (4 charts)
Combining buy and sell on the same instrument, so can get the most of price moves. I will be happy to share the updated setfiles soon here, will need to verify because I have not updated those to the last version of CP.

Any update on this project, Tarso?

Avatar
Tarso Mastella

I will provide an update soon, sorry for delay. I have developed variations now using anti martin and individual BE on some Forwarding contracts also combining short and long positions as well as some manual positions for hedging purposes. 

It get difficult to explain everything, but at least I will try to share setfiles for the community.

Avatar
jay hu
Quote from Tarso Mastella

I will provide an update soon, sorry for delay. I have developed variations now using anti martin and individual BE on some Forwarding contracts also combining short and long positions as well as some manual positions for hedging purposes. 

It get difficult to explain everything, but at least I will try to share setfiles for the community.

Nice work. Must be a sharpe tool to trade Nasdaq. Thank you for sharing your knowledge!

Avatar
paolo aguti

All the signals are unavaulable. Can you share myfxbook? Thank you