Do you recommend optimizing the RENKO SIZE and RENKO TYPE variables every day?
My observations are that one day can be quite different (ATR, reaction to rises / falls etc etc) than the next so, with 1 sec, 5 sec, 10 sec TF’s, a daily optimise can do no harm (unless proven to degrade performance)?
Remember there are 86,400 bars of 1 second in a 24 hour period … you would surely re-optimise a 1 hour system after 14 years (86,400 trading hours)??
Good morning, sir,
And if you use this filter by adjusting
T
LimitBas et LimitHaut
@fifi743 – how do you apply that filter to the strategy? I tried but I’m not sure I understand it fully.
I wonder if it would be possible to define the box size in a separate indicator that gets called in the strategy. This way one could optimise daily and amend the box size without having to stop and start the strategy. Would that be possible in PRT at all? I’ve searched the forum but can’t find a suitable solution.
@Paul why did you put 9-22 as timeframe for the strategies? We’re from the same timezone it should be 8-21
This way one could optimise daily and amend the box size without having to stop and start the strategy. Would that be possible in PRT at all?
Gold Star for inititative / a good idea … but I’m 99.9% sure it’s not possible! 🙂
Sounds like it would be by the Call Function, but I think the Auto-System copies a Called Indicator within itself (not the best way of describing it).
@grahal, today I tried to optimize the variables at the opening of Wall Street in 10 seconds and 1 second the version: Renko-v2.3pR-dji-S1-mod-fifi. I had good results in 10 seconds.
and You ?
I had good results in 10 seconds.
Hey great! I’ll have to try it tomorrow now you’ve said that!.
I seem to always be too busy / overwhelmed with too many tasks … I’m in preliminary stages of building a house, but it’s like pushing a snowball uphill due to coronavirus and folks not being in work etc etc.
I had good results in 10 seconds.
Attached are my results from the System not optimised since 31 March at 15:00 so how do they compare with your results on your System optimised just before DJI Open yesterday 1 April??
My results are on 1 Sec TF.
Hi Grahal,
is it the result on live account ? few months ago i still had unexpected stops with IG platform using renko strategies.. maybe it’s resolved with renko /proorder..
So, i try to get the same result with 200kbars but i don’t have the same.. based on Renko-v2.3pR-dji-S1-mod-fifi
maybe the spread ? currently, it’s set to 2.4
thx
is it the result on live account
Yes Demo Live Forward Test.
i don’t have the same
You would only get the same if you start and finish at same time as my results (2 posts above) and (as you mention) use spread the same as in Live.
Sure Grahal.. 😉 thx
i will check with 1s UT.. i always have doubts about such small units of time with IG platform.
Can’t spot a single trade at similar times even?
Unusual that you got 2 x $500 ish gains and I got 2 x $500 ish losses??
But it goes to show there are plenty of profitable entry points on 1 second TF??
If you post your version (that gave the results you posted) then I will post the differences (compared to my version) on here … it be a useful exercise for all to see.
PaulParticipant
Master
@Francesco no special reason. It just had my preference at that time.
Can’t spot a single trade at similar times even?
Maybe we should create a criteria when renko’s are being calculated, so it’s the same for everyone and not depended on the first bar on the chart?
Ha I was just about to say something similar, although my proposal is more clunky! 🙂
If we have backtested a Renko System then we need to wait until a trade has JUST closed or opened and immediately start the System going on Forward Test.
If we just set it going kinda randomly compared to the Backtest then the 2 Systems (BT and FT) would never get back in sync!
Your idea is better Paul (as usual!) … I have a hunch that starting at a HH or LL may produce good results??
But I guess starting at a certain time would be easier?
Or even from a pre-set Price??
