Optimization moving average crossing strategy

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05/09/2020 at 12:34 PM #130731 quote

fifi743
Participant

Master

nonetheless

Thank you, my friend.

05/09/2020 at 3:37 PM #130766 quote

Scooby
Participant

Senior

nonetheless wrote:

@scooby did you change the time settings for France? + 1 hour

It was that ! thanks ! 🙂

05/10/2020 at 2:58 PM #130926 quote

Alfred
Participant

Average

Thanks, nonetheless

DJ-5m-Corona-v2-OTD-a

I have used this version and modified, but rejected me to run it in live.

No variable optimization is added. I am not sure is it line 52 to 60?

Help, thanks.

Rejected.png

05/10/2020 at 3:07 PM #130932 quote

nonetheless
Participant

Master

@alfred – usually if you close it, then open it again that message will go away.

However, i notice that you have optimised the MA and also the Stochastic/RSI. Not advisable. I don’t doubt that this will make it show a higher profit, but only because you have curve-fit it to the data. In the long term it will probably perform less well.

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05/10/2020 at 3:40 PM #130947 quote

Alfred
Participant

Average

Thanks. Yes, I have modified the MA & RSI little. The result, I am acceptable.

Result.png

05/10/2020 at 5:35 PM #130974 quote

Sebastian Arsjo
Participant

Junior

Alfred be careful it is not hard to get 100% profit over 30 trades optimizing MA or RSI
But that does not necessarily make it a good system

MAV-A.jpg

05/10/2020 at 8:50 PM #131026 quote

swedshare
Participant

Senior

nonetheless, did you get an even better result on the “coronas” with a new trail?

05/11/2020 at 12:14 AM #131045 quote

nonetheless
Participant

Master

Yes but it only really improved the first one (a), the others were about the same so I decided to keep the % TS I already had.

swedshare thanked this post

05/13/2020 at 6:49 AM #131424 quote

bertrandpinoy
Participant

Veteran

One of you has a current version on a real account?

05/13/2020 at 8:27 AM #131438 quote

nonetheless
Participant

Master

Yes, I’m running them all live.

05/13/2020 at 11:15 AM #131469 quote

bertrandpinoy
Participant

Veteran

will you share a code that is profitable?
Do you have an interesting version on CAC 40? thank you

05/13/2020 at 11:36 AM #131478 quote

zilliq
Participant

Master

Sebastian Arsjo wrote:

Alfred be careful it is not hard to get 100% profit over 30 trades optimizing MA or RSI

But that does not necessarily make it a good system

Completely Agree !

The Backtest is the beginning, but do a Walk Forward and it’s generally completely different and lost of illusions

For example as you see on a Wf Test: The Backtest period was fantastic, and the next 3 weeks were bad : Conclusion : Directly in the Trash !

2020-05-13_12h31_36.jpg

05/13/2020 at 12:20 PM #131487 quote

nonetheless
Participant

Master

bertrandpinoy wrote:

will you share a code that is profitable?

The ones I posted here are all profitable so far – #130635

I haven’t done any Coronas for the CAC40

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05/18/2020 at 1:40 PM #132140 quote
Glums
Participant

Average
Hi everyone,

I have spent hours to understand the code and how this is working and I have decided today to give it a try in real on DAX 15min, and so far my first auto trade is working perfectly fine. Regardless of the result thank you for sharing all this hard work, this is amazing!

I have one question, I see that the trailing stop loss is not moving on the graph while I assume that it should be progressively following the market when you are beneficiary. I would like to know
1. Is the trailing stop monitored via the code in the ‘backend’? If yes, how can I know its current value?
2. Shall I normally see the trailing stop loss updated on my graph? If yes, why is it not the case?
I have attached a picture for better clarity,

Thanks!

Dax15min.jpg
05/18/2020 at 2:36 PM #132153 quote

Vonasi
Moderator

Master

GRAPH and GRAPHONPRICE functions are only available for back testing as an aid to debugging and strategy development. It is not possible to plot any graphics from a strategy once it has been placed on the server to run live.

You should be able to see your stop level change anytime a new order is sent to the broker at a new level by your strategy. If your account is a limited one then movement of stop levels may be limited and the orders are maybe being rejected by your broker.

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