strategy BarHunter DAX v1p

Viewing 15 posts - 91 through 105 (of 256 total)
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  • #118080 quote
    MAKSIDE
    Participant
    Veteran

    @ Grahal

    I checked this strategy and i think it’s too early to put it on live account.. but you are already on this way .. right ? .. 😉

    Max drawdown too huge, small profit factor and a quarter of the time on the market

    #118090 quote
    GraHal
    Participant
    Master

    Max drawdown too huge, small profit factor and a quarter of the time on the market

    No I’m not Live with the 5 min System … only Demo Fwd Test.
    Wish I had been Live today though … see attached for 1 trade today! 🙂

    Max Drawdown can be misleading.

    Small Profit Factor … can you improve? Post on here when you do please?

    Quarter of the time on the market … is good or bad?  Least time the better … quick in and out … more fun!? 🙂

    Paul-19.jpg Paul-19.jpg
    #118096 quote
    MAKSIDE
    Participant
    Veteran

    @Grahal

    For the moment, .. I cannot improve the drawdown of this strategy but i’m trying

    Sure, today was a great day for BarHunter Dax 😉

    Quick in and out..  more secure and to calm my anxieties 😀

    GraHal thanked this post
    #118137 quote
    Paul
    Participant
    Master

    when optimising, I wonder you should add a high spread first (which is a hassle on different instruments) or optimise without spread. Search the hour/bar you want and take it from there?

    #118147 quote
    GraHal
    Participant
    Master

    which is a hassle on different instruments

    Hassle … because you have to look them up you mean?
    If Yes, this will help … save the link on your browser bar / wherever.

    https://www.ig.com/uk/help-and-support/spread-betting-and-cfds/fees-and-charges/what-are-igs-indices-spread-bet-product-details

    #118155 quote
    Paul
    Participant
    Master

    Yeah I’am lazy in that aspect! Anyway programmed to extend the stop order for a few bars longer.Could be good on shorter timeframes.Perhaps oil is interesting. It’s getting addictive more and more!

    GraHal thanked this post
    #118166 quote
    fifi743
    Participant
    Master

    I move slowly

    Francesco, Wacko, nonetheless, Paul and winnie37 thanked this post
    Capture-d’écran-501.png Capture-d’écran-501.png
    #118325 quote
    fifi743
    Participant
    Master

    Hi Paul and Grahal,
    I created this indicator to give a trend signal, but it would take a filter.
    In 1 hour time frame

    GraHal and Paul thanked this post
    cross_point_pivot_V1.itf
    #118364 quote
    fifi743
    Participant
    Master

    Backtest 1000 € and it passes

    GraHal and Paul thanked this post
    Capture-d’écran-505_LI.jpg Capture-d’écran-505_LI.jpg BarHunter-v3p-MOD-FIFI-5.itf
    #118373 quote
    Paul
    Participant
    Master

    Thanks Fifi. looks very nice! Especially the reduced the average loss. Need some time to look exactly what you’ve done!

    Here’s an update for the stop version, which include your previous mods. I haven’t optimised or used all yet because I changed the code a little. This is the last stop version.

    fifi743 thanked this post
    BarHunter-v4p-MOD-FIFI.itf
    #118382 quote
    Paul
    Participant
    Master

    TimeHunter v1p MOD FIFI

    Search for a specific hour and/or minute which meets criteria and enters on the next bar at market.

     

    @fifi743 same concept with a different approach

    @GraHal one worry less about minimum stop distance!

     

    In general a cleaner code, maybe more reliable and easier to use on other markets.

    fifi743, GraHal and winnie37 thanked this post
    TimeHunter-v1p-MOD-FIFI.itf
    #118521 quote
    Gubben
    Participant
    Senior

    BarHunter-v4p-MOD-FIFI.itf – All orders are rejected due to being too close to current price (min 10 points). Could someone help in pointing out where I can adjust this?

    #118526 quote
    GraHal
    Participant
    Master

    Could someone help in pointing out where I can adjust this?

    Change mindist in the code to 15.

    But you may still get Rejected as IG ‘Flash widen’  (for several seconds) the spread often.

    Gubben thanked this post
    #118533 quote
    Gubben
    Participant
    Senior

    Thanks. I guess I can accept some rejections, but the strategy closed now.  Does it do that after a number of rejections? Is it possible to configure it to not close until after X amount or so?

    I set it to 15 now so hopefully it will work OK…

    #118535 quote
    GraHal
    Participant
    Master

    Does it do that after a number of rejections?

    Yes after 12 Rejections the System is closed and you can’t set it or adjust the time between successive Rejections.

    Seems an obvious improvement to me … user adjustable Rejection interval  … but PRT have their own agenda and I have long ago ceased to make suggestions for improvement … unless something really bugs me!!

    Now I have said it … it does bug me, 🙂 so I will suggest it, but although it seems  straightforward to us, it maybe is really difficult to have as a feature on the Platform, but not harm done by suggesting!?

    Gubben thanked this post
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strategy BarHunter DAX v1p


ProOrder: Automated Strategies & Backtesting

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Paul @micky75d Participant
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This topic contains 255 replies,
has 11 voices, and was last updated by sfl
2 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/15/2020
Status: Active
Attachments: 136 files
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