Discussion re Pure Renko strategy

Viewing 15 posts - 46 through 60 (of 346 total)

← 1 2 3 4 5 … 22 23 24 →

Author

Posts
03/10/2020 at 6:00 PM #121747 quote

GraHal
Participant

Master

nonetheless wrote:

all worse

My suggestion re 2 seconds etc was not related to better performance.

I was a suggestion that BT might more closely align with FT re trade entry and exit times etc … on a 2 second TF?

03/10/2020 at 6:12 PM #121748 quote

nonetheless
Participant

Master

@Grahal — be sure to change flatbefore to 080000 for the UK

GraHal thanked this post

03/10/2020 at 6:25 PM #121749 quote

GraHal
Participant

Master

Using V2p …

Trade entry at 17:10:25 on SB on FT was Long.

Trade entry at 17:10:25 on SB on BT was Short. (see attached)

Trade entry at 17:10:25 on CFD on FT was Long.

Trade entry at 17:10:25 on CFD on BT was Long.

Paul-6.jpg

03/10/2020 at 7:00 PM #121753 quote

Paul
Participant

Master

@GraHal I don’t have a clue why that is. Even running 2 strategies side by side in live demo, exactly the same, are not always the same on entry. (one get’s activated, the other not). That’s one reason I posted the strategy.

pff sometimes it’s hard to follow because it goes so quick!

03/10/2020 at 7:02 PM #121754 quote
GraHal
Participant

Master
I checked 3 x Trades …
1. CFD FT & BT and SB FT Platforms executed at the same time.
2. SB BT Platform executed several minutes different from above!??
3. SB BT Platform executes more trades / for longer than at 1. above. (see attached for trade executed at 17:53:36).
Paul-7.jpg
03/10/2020 at 7:07 PM #121756 quote

GraHal
Participant

Master

Paul wrote:

2 strategies side by side in live demo, exactly the same, are not always the same on entry.

This is why I have put one Strategy on CFD and one on SB … because you will recall the Rejection message we get often, similar to … “Another trade is being executed at the same time, call IG if you want to discuss?”.

IG seemingly cannot handle 2 x trades on same instrument in same direction on same Platform?

03/10/2020 at 7:23 PM #121757 quote

Paul
Participant

Master

Forgot about that! Yes it makes sense now. Thanks for reminding. Removed the v1p strategy. Now maybe it’s better to compare.

in the meantime.. money comes quickly, but also goes quickly!

03/10/2020 at 7:57 PM #121758 quote

GraHal
Participant

Master

GraHal wrote:

SB BT Platform executed several minutes different from above!??

Trades executed on SB BT Platform has now moved into synchronisation with Trades executed on SB FT and CFD BT and FT Platform … for how long who knows??

Weirder and weirder??

03/10/2020 at 8:19 PM #121760 quote

nonetheless
Participant

Master

I’m having some success running Paul’s 1sec v2 with boxsize 40 — worth a try. Also running it on the NAS with box 45 and SP500 boxsize 9, I’ll let you know how that goes…

GraHal and Paul thanked this post

03/10/2020 at 8:29 PM #121762 quote

Francesco
Participant

Veteran

Guys are you also having low performances due to the market confusion in your demo portfolios or is everything as the same?

03/10/2020 at 8:41 PM #121763 quote

Paul
Participant

Master

@grahal Very strange but it’s good to compare. Let’s get it working properly because it was good fun to watch!

v1p I stopped at around 550 profit

vp2 is in the pic. Somehow it stopped performing good, next step is to create a dynamic boxsize, depended on history performance with the heuristics engine or on an indicator

@nonetheless will check it out too.

@Francesco rest of my strategies didn’t have much action.

Screenshot-2020-03-10-at-20.36.56.jpg

03/10/2020 at 9:43 PM #121768 quote

GraHal
Participant

Master

Francesco wrote:

low performances due to the market confusion

YES! 🙂 🙁

Francesco thanked this post

03/10/2020 at 10:16 PM #121771 quote

Francesco
Participant

Veteran

Ok

GraHal wrote:

Francesco wrote:

low performances due to the market confusion

YES! 🙂 🙁

Ok this is very comforting, because I started a new portfolio to test at the beginning of the month which seemed very promising but is behaving in a very strange way. Hopefully this period will pass as soon as possible.
Let’s look at the positive side, it will serve as a lesson for the future to understand when to limit the action of the algorithms in correspondence with similar events

GraHal and Paul thanked this post

03/11/2020 at 6:56 PM #121867 quote

Paul
Participant

Master

my strategy stopped today at around 1pm. Doesn’t look good from the results I got.

ps. there needs a setting adjusted to allow more trades.

Screenshot-2020-03-11-at-17.40.39.jpg Screenshot-2020-03-11-at-19.00.47.jpg

03/12/2020 at 6:23 PM #121977 quote

eckaw
Participant

Veteran

Here are my results so far. Made a small loss yesterday but today is looking more promising. I also would be interested in finding out if the Heuristic method would work in terms of defining the optimum box size for different markets.

Screenshot-2020-03-12-at-17.21.00.png
Author

Posts