5 Min EUR/USD Strategy

Viewing 15 posts - 196 through 210 (of 251 total)

← 1 2 3 … 13 14 15 16 17 →

Author

Posts
02/23/2018 at 4:46 PM #63720 quote

manel
Participant

Veteran

GraHal wrote:

trade exited followed immediately by a Long which then immediately exited also.

I have come across this phenomenon many times in lots of other strategies. It’s either a small bug in PRT or an issue with some of the code (or both) in that whatever variable is driving the entry/exit conditions becomes true within a second or two. Given that the profit/loss is usually negligible, I’ve not spent too much time deciphering the cause. But it is mildly annoying !

GraHal thanked this post

02/23/2018 at 5:55 PM #63725 quote

GraHal
Participant

Master

Yeah thanks Gertrade … you use CFD (Cash) and I use Spreadbet (DFB). I just wouldn’t expect there to be a big difference – CFD to SB – in the DAX mid price, rises, falls or price profile etc??

Anybody reading this know any different or done any studies? Can’t recall any Threads on here on the (small?? ) difference between CFD and SB affecting Algo results??

Thank You
GraHal

PS If an equity curve is good on CFD but not good on SB (same TF etc) then is it not an indication of curve fitting / over-optimisation for the CFD ??

Gertrade thanked this post

02/23/2018 at 9:55 PM #63747 quote

Jusmih1
Participant

Junior

Evening All,

been sitting quiet in the back ground still working away on my 5 min Strategy, i have been trading it live for the last 2 weeks and been happy with the results, been tweeking slightly most days so dont have a full

live history to show you but this is it, the most of the big losses has been due to news coming out (TRUMP and FMOC) and if it hadnt been for that it would have been far more profitiable.

I have 2 versions 1.27 that has done really well in 2018 however 1.28 stands the test of time better.

I still think there is life in the 5min Strat but feel i am in the minority on this one?

Cyril 21 and Gertrade thanked this post

BOLLWR-5Min-EURUSD-v1.27.itf v1.27-results.png results-v1.28.png BOLLWR-5min-EURUSD-v1.28.itf

02/23/2018 at 10:19 PM #63752 quote

GraHal
Participant

Master

Not at all Jusmih1 , the 5 Min bar is one of my favourite TFs.

Good looking results there, I’ll check them out over the weekend, well done, good work!

Thank You
GraHal

02/23/2018 at 10:26 PM #63753 quote

Jusmih1
Participant

Junior

Cheers GraHal, have a great weekend!

GraHal thanked this post

02/24/2018 at 11:12 PM #63841 quote

Gertrade
Participant

Veteran

Hi everybody,

Here is a very interesting version V6.8 for the EURUSD declined in V6.81 for the DAX, it always has the double strategy with equity control but in addition a visual tool that you will enjoy in Backtest.
The green line tells you the number of trades executed when equity> average equities (strategy1)
The red line shows the number of trades executed when equity <average equities (strategy2)
Very useful in the optimization phase of variables, when we see the green line dominate the red line, this means that most trades are executed with the strategy1, which must be your goal to be profitable.

below a comparison chart for the EURUSD between V6.7 and V6.8 (better managed drawdowns on V6.8)
below a comparison chart for the DAX between V6.71 and V6.81 (better managed drawdowns on V6.81)

below versions V6.8 for the EURUSD and V6.81 for the DAX

GraHal thanked this post

Boll-WR-Fr-28-sec-EURUSD-compare-v6.7-v6.8-17.000-units-Graph-Backtest.jpg Boll-WR-Fr-28-sec-DAX-compare-v6.71-v6.81-17.000-units-Graph-Backtest.jpg BollWR-Fr-28-sec-EURUSD.v6.8.itf BollWR-Fr-28-sec-DAX.v6.81.itf

02/25/2018 at 6:22 AM #63850 quote

Gertrade
Participant

Veteran

and here are the visual indicators to install in the price zone for the EURUSD V6.8 and for the DAX V6.81

GraHal thanked this post

BollWR-Fr-28-sec-EURUSD.v6.8-1.itf BollWR-Fr-28-sec-DAX.v6.81-1.itf

02/25/2018 at 9:32 PM #63908 quote

Jan
Participant

Veteran

Hi Jusmih,

nice code. This is a real scalping strategy, which reduces risk ( short in the market to reach the profit target)

I like the simple strategy with just only two opening variables. For most of other markets, like the FTSE, it gives regrettable fuzzy results.

Thanks for sharing.

02/25/2018 at 10:09 PM #63910 quote

Gertrade
Participant

Veteran

I realized that the TF 5min interested many of you. That’s why I studied a version V7.0 TF 5min dual strategy piloted by fairness control with integrated visual tool for Backtest (green: system1, red: system2)

Have a good week of trading!

GraHal thanked this post

BollWR-5-min-EURUSD.v7.0.itf

02/25/2018 at 10:23 PM #63913 quote

Shane1991
Participant

New

Do you use bollWR-5-min-EUR/USD v7.0 live ?

02/25/2018 at 10:29 PM #63914 quote

Gertrade
Participant

Veteran

I just put the V7.0 on ProOrder demo account.

02/25/2018 at 11:10 PM #63918 quote

Shane1991
Participant

New

Yes i understand, but maybe u used it already. And then put it online. But do you use a live strategy what you can recommand ?

02/26/2018 at 5:27 AM #63921 quote

Gertrade
Participant

Veteran

Shane1991 wrote:

do you use a live strategy what you can recommand ?

it is very difficult for me to recommend you to live strategy. What are you looking for ?

02/26/2018 at 5:38 AM #63922 quote

Gertrade
Participant

Veteran

I just finished the V7.01 for the DAX in TF5mn which is equivalent to the V7.0 for the EURUSD. It therefore includes the dual strategy system with the visual tool for backtests.

GraHal thanked this post

BollWR-5-min-DAX.v7.01.itf

02/26/2018 at 11:07 AM #63943 quote

GraHal
Participant

Master

There’s got to be something wrong here Gertrade? Or I’m doing something wrong??

Attached DAX v7.01 on CFD £1 Cash and also on DAX SB DFB.

I am pleased to say the equity profiles are the same, but they are not good.

I’m assuming you had already optimised for DAX?

Any thoughts please?

Cheers
GraHal

Gert-36.jpg Gert-37.jpg
Author

Posts