The question is how do we get a trailing stop working in 1 daily candle, where then entry & exit are in that same bar?
Do we want to try and “fix” the issue with trailing stops and tbt tests though? I’m seeing better results with the pLoss=50 and TP=500. Just inadvertently tried a ML3 v4 on a 4 hour timeframe when I was testing something else but the old equity backtest was up from last nights work using incomplete functioning ML3 code:
“ML3 kind of works but it’s not optimising with ML1 and ML2.”
and look at the performance before the PRT engine finds issue with a candle and throws a “warning spanner into the works,” fortunately late into the test. I hit “close” instead of relaunch because it preserves the test up to the point of failure. The blue GraphZ (because ValueZ has replaced N in the Buy line) is working on its own. Independent of profit from the ML1 and ML2 performance comparisons. 17% Ddown.
I wonder what would happen with your great idea to have value 1 to 5 classifiers of the best box sizes? Maybe post you results? There is definitely and edge here with position sizing ML algos.
have you seen a difference trying live with and without 2 ML engines?
No Paul because I can’t launch the ML systems on my Demo. Did you get this “can’t go live” warning with your v4 ts? (pls see image 2). How can I launch it on the Demo? It doesn’t like ValueX/Y?
Does that mean focussing a strategy on long specifically and another on short is better?
That would make sense! Run the two systems together… The number of permutations for this ML code is mind boggling! 😃
