Navigator opera el calendario, no los indicadores. Puede abrir un short el primer día de negociación del mes y un long el 8.º, con el tamaño de cada uno fijado por una tabla mes a mes. A los longs en pérdidas se les añade cada día, hasta 10 contratos.
Mejor ejecución de 59. Dow Jones, 10 min, spread 3, de la ejecución pf:2026-09-15-DOW30-10m.tsv:1.
| Periodo | Hasta 2026-09-15 |
| Instrumento | Dow Jones, 10 minutos |
| Spread | 3 puntos |
| Contratos | 1 |
| Capital inicial | 1,000,000 |
| Costes | Solo spread. No se incluyen comisiones ni financiación overnight. |
| Barras | Hasta 200,000 barras, menos cuando el instrumento tiene menos historial |
| Última prueba | 2026-09-16 |
| positionSize Contratos por unidad de tamaño | 1 |
| shortEntryDay Día de negociación del mes que abre el short | 1 |
| longEntryDay Día de negociación del mes que abre el long | 8 |
| maxLongContracts Límite de contratos long totales | 10 |
| maxShortContracts Límite de contratos short totales | 10 |
| minLongSize Unidad de tamaño long pequeña | 1 |
| midLongSize Unidad de tamaño long media | 5 |
| maxLongSize Unidad de tamaño long completa | 10 |
| maxShortSize Unidad de tamaño short completa (negativa) | -10 |
| longStopLossPct Stop en longs, porcentaje | 8.5 |
| longTakeProfitPct Objetivo en longs, porcentaje | 3 |
| shortStopLossPct Stop en shorts, porcentaje | 3.75 |
| shortTakeProfitPct Objetivo en shorts, porcentaje | 1 |
Todas las ejecuciones
| Mercado | Marco temporal | PF | Operaciones | % de acierto | Neto | Max DD |
|---|---|---|---|---|---|---|
| Dow JonesMejor ejecución | 10 min | 2.93 | 181 | 77.35 | 259,996 EUR | -48,890 |
| FTSE 100 | 10 min | 1.99 | 154 | 72.08 | 29,789 EUR | -12,008 |
| Dow Jones | 4 horas | 1.98 | 216 | 75.93 | 228,424 EUR | -54,172 |
| Dow Jones | 1 hora | 1.98 | 216 | 76.39 | 227,293 EUR | -55,031 |
| Dow Jones | 30 min | 1.95 | 216 | 76.39 | 224,327 EUR | -58,322 |
| Dow Jones | 15 min | 1.95 | 216 | 76.39 | 224,234 EUR | -58,369 |
| S&P 500 | 10 min | 1.87 | 151 | 84.11 | 22,818 EUR | -6,512 |
| S&P 500 | 30 min | 1.72 | 447 | 78.30 | 35,418 EUR | -7,265 |
| DAX 40 | 10 min | 1.64 | 155 | 70.32 | 60,714 EUR | -49,268 |
| S&P 500 | 4 horas | 1.61 | 549 | 73.41 | 35,072 EUR | -6,838 |
| S&P 500 | 1 hora | 1.61 | 550 | 73.09 | 34,795 EUR | -7,226 |
| EUR/USD | 15 min | 1.59 | 188 | 65.96 | 224,186 USD | -161,471 |
| EUR/USD | 10 min | 1.58 | 123 | 65.04 | 170,730 USD | -152,042 |
| DAX 40 | 1 hora | 1.57 | 541 | 67.47 | 136,092 EUR | -40,991 |
| DAX 40 | 30 min | 1.51 | 478 | 69.87 | 120,660 EUR | -49,024 |
| DAX 40 | 4 horas | 1.46 | 597 | 68.51 | 124,071 EUR | -52,758 |
| S&P 500 | 15 min | 1.45 | 221 | 74.66 | 19,097 EUR | -7,354 |
| S&P 500 | Diario | 1.44 | 1,612 | 65.76 | 35,586 EUR | -6,400 |
| Dow Jones | Diario | 1.43 | 1,621 | 66.63 | 285,529 EUR | -111,703 |
| Oro | 10 min | 1.42 | 138 | 65.94 | 7,554 EUR | -6,139 |
| FTSE 100 | 15 min | 1.41 | 215 | 66.05 | 23,890 EUR | -15,000 |
| FTSE 100 | 30 min | 1.40 | 443 | 66.82 | 41,902 EUR | -17,518 |
| Nikkei 225 | 1 hora | 1.32 | 444 | 74.32 | 168,981 USD | -78,327 |
| FTSE 100 | 4 horas | 1.31 | 570 | 67.54 | 42,803 EUR | -19,607 |
| Oro | 15 min | 1.31 | 208 | 65.38 | 7,484 EUR | -6,117 |
| EUR/USD | 30 min | 1.26 | 391 | 65.73 | 299,247 USD | -233,321 |
| DAX 40 | Diario | 1.26 | 1,549 | 65.14 | 106,850 EUR | -60,462 |
| Nikkei 225 | 4 horas | 1.24 | 486 | 74.28 | 143,483 USD | -98,986 |
| Nikkei 225 | 30 min | 1.24 | 482 | 74.27 | 142,350 USD | -98,979 |
| Nikkei 225 | 15 min | 1.24 | 242 | 76.03 | 97,829 USD | -72,496 |
| GBP/USD | Diario | 1.23 | 1,234 | 64.34 | 153,072 USD | -47,504 |
| FTSE 100 | 1 hora | 1.21 | 525 | 67.05 | 29,393 EUR | -19,841 |
| FTSE 100 | Diario | 1.18 | 1,136 | 67.08 | 44,950 EUR | -24,051 |
| Petróleo crudo de EE. UU. | Diario | 1.12 | 1,339 | 68.26 | 49,631 EUR | -46,392 |
| GBP/USD | 4 horas | 1.10 | 646 | 64.40 | 34,800 USD | -30,178 |
| GBP/USD | 1 hora | 1.10 | 639 | 64.79 | 34,316 USD | -33,308 |
| USD/JPY | 3 min | n/a | 53 | 71.70 | 1,072,590 JPY | -863,650 |
| Dow Jones | 5 min | n/a | 88 | 84.09 | 148,548 EUR | -31,990 |
| Dow Jones | 3 min | n/a | 49 | 91.84 | 105,708 EUR | -32,118 |
| Dow Jones | 2 min | n/a | 22 | 86.36 | 64,205 EUR | -32,225 |
| CAC 40 | Diario | n/a | 1,130 | 71.06 | 37,947 EUR | -22,520 |
| CAC 40 | 1 hora | n/a | 706 | 68.84 | 32,916 EUR | -22,966 |
| CAC 40 | 30 min | n/a | 475 | 67.79 | 31,342 EUR | -16,767 |
| CAC 40 | 4 horas | n/a | 758 | 69.00 | 26,844 EUR | -22,823 |
| Petróleo Brent | 5 min | n/a | 82 | 73.17 | 25,805 EUR | -12,517 |
| FTSE 100 | 5 min | n/a | 79 | 72.15 | 23,395 EUR | -7,746 |
| CAC 40 | 10 min | n/a | 152 | 69.74 | 21,502 EUR | -10,642 |
| Petróleo crudo de EE. UU. | 5 min | n/a | 83 | 74.70 | 20,680 EUR | -12,008 |
| FTSE 100 | 3 min | n/a | 49 | 75.51 | 14,331 EUR | -7,766 |
| EUR/USD | 5 min | n/a | 67 | 85.07 | 13,580 USD | -7,878 |
| CAC 40 | 5 min | n/a | 87 | 73.56 | 12,546 EUR | -10,546 |
| EUR/USD | 3 min | n/a | 36 | 86.11 | 11,098 USD | -5,982 |
| S&P 500 | 5 min | n/a | 75 | 84.00 | 10,255 EUR | -6,236 |
| CAC 40 | 2 min | n/a | 24 | 83.33 | 9,708 EUR | -8,393 |
| CAC 40 | 1 min | n/a | 14 | 92.86 | 9,560 EUR | -5,624 |
| FTSE 100 | 2 min | n/a | 31 | 70.97 | 9,369 EUR | -7,766 |
| GBP/USD | 2 min | n/a | 23 | 86.96 | 8,386 USD | -5,165 |
| Oro | 5 min | n/a | 61 | 85.25 | 7,266 EUR | -6,146 |
| S&P 500 | 3 min | n/a | 47 | 85.11 | 7,218 EUR | -6,285 |
Gráficos
Las 10 mejores de 59 ejecuciones. La lista completa está en la tabla de arriba.
Por encima de 1.0 ganó dinero, por debajo de 1.0 perdió dinero.
El código
// ============================================================ // Navigator // ProRealAlgos Strategy Library | prorealalgos.com // Type: Pattern // Direction: Long & short // Timeframe tested: 10 minutes // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = true DEFPARAM PreloadBars = 10000 // --- Parameters --- positionSize = 1 // contracts per size unit shortEntryDay = 1 // trading day of the month that opens the short longEntryDay = 8 // trading day of the month that opens the long maxLongContracts = 10 // cap on total contracts held long maxShortContracts = 10 // cap on total contracts held short minLongSize = 1 // small long size unit midLongSize = 5 // medium long size unit maxLongSize = 10 // full long size unit maxShortSize = -10 // full short size unit (negative means short) longStopLossPct = 8.5 // stop on longs, percent longTakeProfitPct = 3 // target on longs, percent shortStopLossPct = 3.75 // stop on shorts, percent shortTakeProfitPct = 1 // target on shorts, percent // Size units per calendar month. 0 means no trade on that side that month. longSizeJanuary = 0 shortSizeJanuary = maxShortSize longSizeFebruary = 0 shortSizeFebruary = maxShortSize longSizeMarch = maxLongSize shortSizeMarch = 0 longSizeApril = minLongSize shortSizeApril = 0 longSizeMay = minLongSize shortSizeMay = maxShortSize longSizeJune = minLongSize shortSizeJune = 0 longSizeJuly = midLongSize shortSizeJuly = maxShortSize longSizeAugust = 0 shortSizeAugust = maxShortSize longSizeSeptember = 0 shortSizeSeptember = maxShortSize longSizeOctober = midLongSize shortSizeOctober = maxShortSize longSizeNovember = midLongSize shortSizeNovember = maxShortSize longSizeDecember = midLongSize shortSizeDecember = maxShortSize // Stop and target carry over between bars, seeded with the long values. ONCE stopLossPct = longStopLossPct ONCE takeProfitPct = longTakeProfitPct ONCE tradingDayOfMonth = 0 // --- Indicators --- // First bar of a new calendar day, works on any intraday timeframe. newDay = 0 IF Date <> Date[1] THEN newDay = 1 ENDIF // Count trading days (Monday to Friday) since the month began. IF Month <> Month[1] THEN tradingDayOfMonth = 0 ENDIF IF newDay THEN IF CurrentDayOfWeek > 0 AND CurrentDayOfWeek < 6 THEN tradingDayOfMonth = tradingDayOfMonth + 1 ENDIF ENDIF // Pick this month's size units. IF CurrentMonth = 1 THEN longSizeMultiplier = longSizeJanuary shortSizeMultiplier = shortSizeJanuary ELSIF CurrentMonth = 2 THEN longSizeMultiplier = longSizeFebruary shortSizeMultiplier = shortSizeFebruary ELSIF CurrentMonth = 3 THEN longSizeMultiplier = longSizeMarch shortSizeMultiplier = shortSizeMarch ELSIF CurrentMonth = 4 THEN longSizeMultiplier = longSizeApril shortSizeMultiplier = shortSizeApril ELSIF CurrentMonth = 5 THEN longSizeMultiplier = longSizeMay shortSizeMultiplier = shortSizeMay ELSIF CurrentMonth = 6 THEN longSizeMultiplier = longSizeJune shortSizeMultiplier = shortSizeJune ELSIF CurrentMonth = 7 THEN longSizeMultiplier = longSizeJuly shortSizeMultiplier = shortSizeJuly ELSIF CurrentMonth = 8 THEN longSizeMultiplier = longSizeAugust shortSizeMultiplier = shortSizeAugust ELSIF CurrentMonth = 9 THEN longSizeMultiplier = longSizeSeptember shortSizeMultiplier = shortSizeSeptember ELSIF CurrentMonth = 10 THEN longSizeMultiplier = longSizeOctober shortSizeMultiplier = shortSizeOctober ELSIF CurrentMonth = 11 THEN longSizeMultiplier = longSizeNovember shortSizeMultiplier = shortSizeNovember ELSIF CurrentMonth = 12 THEN longSizeMultiplier = longSizeDecember shortSizeMultiplier = shortSizeDecember ENDIF // Go full size when the long entry day falls on a Monday or Tuesday. IF tradingDayOfMonth = longEntryDay AND (CurrentDayOfWeek = 1 OR CurrentDayOfWeek = 2) THEN longSizeMultiplier = maxLongSize ENDIF openProfitPips = (((close - PositionPrice) * PointValue) * CountOfPosition) / PipSize
45 líneas más: las reglas de entrada y de salida.
Configuración
Con 733,000 barras disponibles en Gold 10 minutos, el beneficio neto pasó a EUR -190.77 desde EUR 7,553.8 de la ejecución estándar, porque los datos más antiguos por sí solos perdieron EUR 7,744.57.
| Barras disponibles | 733,000 |
| Neto, ejecución estándar de 200,000 barras | 7,553.80 EUR |
| Neto, ejecución larga | -190.77 EUR |
| Neto solo en los datos más antiguos | -7,744.57 EUR |
Preguntas
Sí. La lógica de calendario, la tabla de tamaños, los stops y los objetivos están todos programados. Comprueba los tamaños de contrato (1, 5 o 10) frente a tu cuenta antes de pasar a real.
Todas las filas probadas ganaron dinero. Dow Jones fue el más fuerte en todos los marcos temporales (profit factor de 1.95 a 2.93), con FTSE 100 10 minutos en 1.99 y S&P 500 10 minutos en 1.87.
En Dow Jones 10 minutos el drawdown alcanzó 48,889.5 EUR con posiciones de hasta 10 contratos. Dimensiona tu cuenta en función de eso, no del tamaño base de 1.
Las entradas se producen en la primera barra del día, así que un marco temporal menor se ejecuta más cerca de la apertura. Los resultados de 15 minutos a 4 horas fueron similares en el Dow Jones.
Relacionado
El copy trading en índices de EE. UU. está disponible para los miembros de ProRealAlgos a medida que se abren plazas.