strategy BarHunter DAX v1p

Viewing 15 posts - 121 through 135 (of 256 total)
  • Author
    Posts
  • #118631 quote
    Francesco
    Participant
    Veteran

    You are the best Paul!

    Paul thanked this post
    #118637 quote
    jmf125
    Participant
    Senior

    see attached on DJI @ H2 TF.

    Even better on DJI H1 with EntryHour = 15 at Line 42.

    Hour 15 being 15:00 to 16:00 UK time is logical as the DJI opens at 14:30 so after half an hour to settle down?

    Hi Grahal

    Running the same version Timehunter v1p mod fifi on DJ, 1 hour, position=1, 100k,  changed line 42 to 15 but getting different results.

    Any idea ? Have you optimised other variables ?

    timehunter1.png timehunter1.png timehunter2.png timehunter2.png
    #118642 quote
    GraHal
    Participant
    Master

    Any idea ? Have you optimised other variables ?

    I only changed the hourbar.
    Unusually for me, I did that on my CFD Platform and so my results are for a 1 x $2 DJI contract whereas your results (on UK DFB) are for a 1 x £1 contract … so if you convert we should be the same?

    jmf125 thanked this post
    #118660 quote
    Florian
    Participant
    Senior
    #118666 quote
    GraHal
    Participant
    Master

    Yes it’s perfect with to 15

    I understand now  … you were posting your fork of Paul’s BarHunter.

    I thought you wanted help 🙂

    In your fork you call an Indicator / Filter at Line 477 (see below) … can you post the Indicator / Filter or provide a link to the source please?

     

    477    filtre=call"Forme_bougie"

    EDIT / PS

    Aha I see it now … starting at Line 498.

    I’ll see if I can get it linked into the code as I am getting the attached message.

    Florian-2.jpg Florian-2.jpg
    #118668 quote
    fifi743
    Participant
    Master

    Hi grahal
    It is in the indicators folder.
    Can’t you open?

    #118670 quote
    GraHal
    Participant
    Master

    It is in the indicators folder. Can’t you open?

    In the Library?

    No I can’t as yet see it never mind open it 🙂

    #118672 quote
    fifi743
    Participant
    Master

    and There you go

    Florian and GraHal thanked this post
    Forme_bougie.itf
    #118674 quote
    Florian
    Participant
    Senior

    @Grahal

    It is the version of @FIFI adapted in mindist 15 to avoid rejection. “Candle shape” is an indicator in the library. 🙂

    #118676 quote
    GraHal
    Participant
    Master

    I always thought we had / viewed the same library … it seems not?

    Even Indicator  ‘candle shape’ is not in the English Library.

    Is your library in French Fifi and Florian?

    I cannot see the French Library. I guess that is the purpose of the flags on our Profiles?? 🙂

    #118677 quote
    fifi743
    Participant
    Master

    the platform is in french
    the indicator is in the indicators folder

    #118678 quote
    GraHal
    Participant
    Master

    I’ve got it working now … thank you Fifi for your excellent work re the candle shape filter … so clever!

    fifi743 thanked this post
    #118799 quote
    Florian
    Participant
    Senior

    This morning rejection of the system for an order with stopmindist “15” while the day before it was ok.
    New test at 30 !
    The trade this morning was still very good!

    Capture-d’écran-2020-02-06-à-09.24.23.png Capture-d’écran-2020-02-06-à-09.24.23.png
    #118803 quote
    Gubben
    Participant
    Senior

    How much does mindist affect strategy performance?

    Also since this seems to happen early morning or asia trade times, could it perhaps be coded to have different mindist for day and night?

    #118805 quote
    Florian
    Participant
    Senior

    @GUBBEN, Because the level of order required is too close to the current level of the market. Normally the minimum distance is 10 points for the dax. I do not necessarily understand the rejection today when yesterday my trade is past. But in the backtest I have similar results. We will see !

    And concerning TIMEHUNTER it works well at the point of entry, but it would be necessary to have a partial closure … Because in a day like yesterday the trade was good at the entry, it was in added value and the market is returned and it is dead.

Viewing 15 posts - 121 through 135 (of 256 total)
  • You must be logged in to reply to this topic.

strategy BarHunter DAX v1p


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Paul @micky75d Participant
Summary

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
Logo Logo
Loading...