@Francesco I haven’t looked yet. on eurusd, but for the dji it seems, although nice, a small stoploss doesn’t work.

@Grahal of course at these actual spreads is a madness work and run on dow 1 sec renko.

I just did a 200k backtest for information with 2.4 spread since I suppose many of you have not run the strategy on live demo.

I think it’s not easy to work on these 1 sec strategies, because the backtest frame to work on is very short.

For example: Paul’s last version in 200k last week made 4 consecutive profts days, while this week 4 consecutive losses.

Putting myself in the shoes of an expert coder like paul, I wouldn’t know how to optimize the strategy not having a longer frame to observe. How can i know that my version in super profitable last 3 days but maybe 6 days ago was very bad?

@nonetheless said to me that “Renko doesn’t have a time component to it, only price and direction”, but the problem is not that to better optimize the value of a strategy you must always know and work on more data as possible?

With the results of the last week, one year would be enough 😀

and again

once orderhandling    = 1    // [0] default; [1] based on open v/d market order
once orderoffset      = 1    // % average slippage & spread points if above=[1]

// spread wallstreet
if time    > 090000 and time <= 153000 then
spreaddji=2.4
elsif time > 153000 and time <= 220000 then
spreaddji=1.6
elsif time > 221500 and time <= 223000 then
spreaddji=9.8
elsif time > 230000 and time <= 235959 then
spreaddji=9.8
elsif time = 000000 then
spreaddji=9.8
else
spreaddji=3.8
endif

spreaddji=spreaddji/2

// orderhandling
if orderhandling then

once orderprice=close // prevent graph orderprice at 0 at start chart

offsetvalue=((close/10000)*orderoffset)*pointsize // adjustment spread & slippage

if longonmarket and not longonmarket[1] then
orderprice=open+offsetvalue+spreaddji
elsif shortonmarket and not shortonmarket[1] then
orderprice=open-offsetvalue-spreaddji
endif

if longonmarket then
pp=((close/orderprice)-1)*100
elsif shortonmarket then
pp=((orderprice/close)-1)*100
elsif not onmarket then
pp=0
endif
else
once orderprice=close // prevent graph orderprice at 0 at start chart
orderprice=tradeprice(1)
if longonmarket then
pp=((close/orderprice)-1)*100
elsif shortonmarket then
pp=((orderprice/close)-1)*100
elsif not onmarket then
pp=0
endif
endif
pp=pp

if onmarket then

once sl=0.5
once pt=undefined

if longonmarket then
slvalue=orderprice-(sl*(orderprice/100))
sell at slvalue stop
endif
if shortonmarket then
slvalue=orderprice+(sl*(orderprice/100))
exitshort at slvalue stop
endif

if longonmarket then
ptvalue=orderprice+(pt*(orderprice/100))
sell at ptvalue limit
endif
if shortonmarket then
ptvalue=orderprice-(pt*(orderprice/100))
exitshort at ptvalue limit
endif
endif