Navigator handelt op de kalender, niet op indicatoren. Hij kan een short openen op de eerste handelsdag van de maand en een long op de 8e, waarbij de size van elk wordt bepaald door een tabel per maand. Aan verliezende longs wordt dagelijks bijgekocht, tot 10 contracten.
Beste run van 59. Dow Jones, 10 min, spread 3, uit run pf:2026-09-15-DOW30-10m.tsv:1.
| Periode | Tot 2026-09-15 |
| Instrument | Dow Jones, 10 minuten |
| Spread | 3 punten |
| Contracten | 1 |
| Startkapitaal | 1,000,000 |
| Kosten | Alleen spread. Commissies en overnight financiering zijn niet meegerekend. |
| Bars | Tot 200,000 bars, minder waar het instrument minder historie heeft |
| Laatst getest | 2026-09-16 |
| positionSize Contracten per size-eenheid | 1 |
| shortEntryDay Handelsdag van de maand waarop de short wordt geopend | 1 |
| longEntryDay Handelsdag van de maand waarop de long wordt geopend | 8 |
| maxLongContracts Limiet op totaal aantal long contracten | 10 |
| maxShortContracts Limiet op totaal aantal short contracten | 10 |
| minLongSize Kleine long size-eenheid | 1 |
| midLongSize Middelgrote long size-eenheid | 5 |
| maxLongSize Volledige long size-eenheid | 10 |
| maxShortSize Volledige short size-eenheid (negatief) | -10 |
| longStopLossPct Stop op longs, procent | 8.5 |
| longTakeProfitPct Doel op longs, procent | 3 |
| shortStopLossPct Stop op shorts, procent | 3.75 |
| shortTakeProfitPct Doel op shorts, procent | 1 |
Elke run
| Markt | Tijdframe | PF | Trades | Winst % | Netto | Max DD |
|---|---|---|---|---|---|---|
| Dow JonesBeste run | 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 uur | 1.98 | 216 | 75.93 | 228,424 EUR | -54,172 |
| Dow Jones | 1 uur | 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 uur | 1.61 | 549 | 73.41 | 35,072 EUR | -6,838 |
| S&P 500 | 1 uur | 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 uur | 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 uur | 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 | Dagelijks | 1.44 | 1,612 | 65.76 | 35,586 EUR | -6,400 |
| Dow Jones | Dagelijks | 1.43 | 1,621 | 66.63 | 285,529 EUR | -111,703 |
| Goud | 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 uur | 1.32 | 444 | 74.32 | 168,981 USD | -78,327 |
| FTSE 100 | 4 uur | 1.31 | 570 | 67.54 | 42,803 EUR | -19,607 |
| Goud | 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 | Dagelijks | 1.26 | 1,549 | 65.14 | 106,850 EUR | -60,462 |
| Nikkei 225 | 4 uur | 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 | Dagelijks | 1.23 | 1,234 | 64.34 | 153,072 USD | -47,504 |
| FTSE 100 | 1 uur | 1.21 | 525 | 67.05 | 29,393 EUR | -19,841 |
| FTSE 100 | Dagelijks | 1.18 | 1,136 | 67.08 | 44,950 EUR | -24,051 |
| Amerikaanse ruwe olie | Dagelijks | 1.12 | 1,339 | 68.26 | 49,631 EUR | -46,392 |
| GBP/USD | 4 uur | 1.10 | 646 | 64.40 | 34,800 USD | -30,178 |
| GBP/USD | 1 uur | 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 | Dagelijks | n/a | 1,130 | 71.06 | 37,947 EUR | -22,520 |
| CAC 40 | 1 uur | 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 uur | n/a | 758 | 69.00 | 26,844 EUR | -22,823 |
| Brent-olie | 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 |
| Amerikaanse ruwe olie | 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 |
| Goud | 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 |
Grafieken
Top 10 van 59 runs. De volledige lijst staat in de tabel hierboven.
Boven 1.0 werd geld verdiend, onder 1.0 werd geld verloren.
De code
// ============================================================ // 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 regels meer: de instap- en uitstapregels.
Opzet
Met 733,000 beschikbare bars op Gold 10 minuten draaide de nettowinst van EUR 7,553.8 in de standaardrun om naar EUR -190.77, omdat de oudere data alleen EUR 7,744.57 verloor.
| Beschikbare bars | 733,000 |
| Netto, standaard run van 200,000 bars | 7,553.80 EUR |
| Netto, lange run | -190.77 EUR |
| Netto op alleen de oudere data | -7,744.57 EUR |
Vragen
Ja. De kalenderlogica, size-tabel, stops en doelen zijn allemaal gecodeerd. Controleer de contractgroottes (1, 5 of 10) tegen je account voordat je live gaat.
Elke geteste rij was winstgevend. Dow Jones was het sterkst op alle tijdframes (profit factor 1.95 tot 2.93), met FTSE 100 10 minuten op 1.99 en S&P 500 10 minuten op 1.87.
Op Dow Jones 10 minuten liep de drawdown op tot 48,889.5 EUR met posities tot 10 contracten. Stem je account daarop af, niet op de basis-size van 1.
Instappen gebeurt op de eerste bar van de dag, dus een kleiner tijdframe wordt dichter bij de opening gevuld. De resultaten op 15 minuten tot 4 uur waren vergelijkbaar op de Dow Jones.
Gerelateerd
Copy trading op Amerikaanse indices is beschikbaar voor ProRealAlgos-leden zodra er plekken vrijkomen.