Discussion re Pure Renko strategy
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Optimized performance with fairly conservative MM added … dream on!
your backtest is without tick by tick?
Damn, I knew there’d be something wrong with it! Tick by tick is supposedly available from Aug 2010 but the most it will give me is from 2016.
Still semi-ok, but not nearly as good (MM is off) … so frustrating!
don’t seem much interest in this, but in demo it’s awesome!
Grahal you’re still working on this?
Grahal you’re still working on this?
Not working on it, but I’ve had 2 versions on Forward Test since 25 Feb … attached are the results.
Lot size is 1 x $2 Contract, so halve the profit for near-direct comparison with 1 x £1 Contract SB.
Still good though even through all this turmoil in the markets?
Paul thanked this postI did a bit of work on the 1m version but couldn’t find much that improved it. The win% can be higher just by raising the stop loss, but then the draw down is so much worse. Seems to work best with lots of small losses. These are the only changes i made (position size is 1 x $2)
ctime=hour>=1 and hour<=20 if ctime then buy positionsize CONTRACT at renkoMax + boxSize stop sellshort positionsize CONTRACT at renkoMin - boxSize stop endif // Stops and targets SET STOP %LOSS .2 SET TARGET %PROFIT 1.5A small stoploss would be better, no weekend or no overnight.
Here’s a pic from results so far. But I have to say, backtest-demo-live all difference. I come back to this later.
(left pic backtest, right pic demo)
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 02/25/2020 |
| Status: | Active |
| Attachments: | 149 files |
