Discussion re Pure Renko strategy

Viewing 15 posts - 226 through 240 (of 346 total)
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  • #126492 quote
    MAKSIDE
    Participant
    Veteran

    yes .. same result on my side.. i removed these strategies of my demo account

    bertrandpinoy thanked this post
    #126497 quote
    GraHal
    Participant
    Master

    I’m having very bad results on every version of the strategy

    Have you been regularly optimising … at least once per day?

    #126503 quote
    Paul
    Participant
    Master

    We need to Forward Test 2 Systems side by side … one with hourly box opti and one without … I’ve done just that! 🙂

    how did that work out?

    #126505 quote
    GraHal
    Participant
    Master

    Yhe Hrly box Opti has done LAWDs better … but only cos it has not traded!!!! 🙂 🙂  See the 1st image!!!

    Also attached are all my Renko performance on Demo Forward Test.

    Paul-AA.jpg Paul-AA.jpg Paul.jpg Paul.jpg Paul-2.jpg Paul-2.jpg Paul-3.jpg Paul-3.jpg
    #126510 quote
    GraHal
    Participant
    Master

    Last one as I could only attach 4 images to previous post.

    Paul-4-1.jpg Paul-4-1.jpg
    #126513 quote
    MAKSIDE
    Participant
    Veteran

    I’m having very bad results on every version of the strategy

    Have you been regularly optimising … at least once per day?

    if you have to optimize a strategy everyday it’s not an automatic strategy… 😉

    #126518 quote
    Paul
    Participant
    Master

    Thanks GraHal, your are very persistent in trying! There are a few with nice results though! The idea you had is good with the hourly box. Maybe you could post itf file?

    #126521 quote
    GraHal
    Participant
    Master

    If you had an hourly strategy and you optimised after 14 years (8,600 1 hour bars) you would not think that was unusual?

    There is 8,400 1 second bars in 24 hours … 1 second strategies are high maintenance, but still loads less time at the screen than manual trading?

    I’ve not a got a problem with optimising every day … if  the Strategy makes me money.

    #126544 quote
    Paul
    Participant
    Master

    no need to optimise if using the heuristics engine. Downside is that what you see in the backtest is not the same as the results live because different parameters @ different times, which is an aspect I don’t like. Parameters in a very small range would be preferred I guess. I’ve made a switch so it’s possible to select none, one or two engines. 3 is too much for me. Haven’t run them properly live yet.

    #126546 quote
    GraHal
    Participant
    Master

    Maybe you could post itf file?

    I think my 2 Renko’s that made profit were with Heuristics … I’ll post the .itf’s later.

    The killer is the spread … that is why I stopped them … when spread was huge!

    Back to 4 now I see on DJI, maybe at 14:30 the DJI spread will go to 3 … old spread was 1.6 at 14:30 UK time.

    A few points makes all the difference on scalpers!

    MAKSIDE, bertrandpinoy, Paul and Francesco thanked this post
    #126561 quote
    Francesco
    Participant
    Veteran

    I think machine learning could be the game changer in these kind of strategies. But we have to be focused on not taking too much loss while the heuristic starts his work after the first few trades.

    #126564 quote
    eckaw
    Participant
    Veteran

    Hourly didn’t work too good for me either. My demo forward testing has gone ok and I have only optimised once. When I optimise daily I get worse results atm. Have now launched this version in live.

    I would be very interested in trying a heuretics version, will look into that.

    MAKSIDE thanked this post
    Screenshot-2020-04-17-at-14.49.27.png Screenshot-2020-04-17-at-14.49.27.png
    #126570 quote
    eckaw
    Participant
    Veteran

    btw I run it in 10s, not 1s

    #126571 quote
    GraHal
    Participant
    Master

    Have now launched this version in live.

    Do you mean Real Live or Demo Live?

    What is your Lot size and Contract size please?

    I am running that same System on Lot size = 1 and $2 contract and my Average Gain is about 1/10 of yours ($2.60 vs your $26).

    PS

    for anybody wanting the .itf … it is No 60 on the Attachment List.

    Did you make any changes to the file on the Attachment List @eckaw?

    btw I run it in 10s, not 1s

    Ahaha now you tell us!! 🙂 Nice one … I’ll switch mine to 10 sec! 🙂

    #126575 quote
    GraHal
    Participant
    Master

    Maybe I won’t put it on S10 TF … attached is 100k bars on 10 second TF  … how come mine is losing big style in backtest and yours is winning in ProOrder??

    How is yours doing since very early yesterday?

    eckaw.jpg eckaw.jpg
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Discussion re Pure Renko strategy


ProOrder: Automated Strategies & Backtesting

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This topic contains 345 replies,
has 24 voices, and was last updated by bertrandpinoy
5 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/25/2020
Status: Active
Attachments: 149 files
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