Mean Reverting Strategy on AUDCAD on h1 timeframe

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05/13/2018 at 12:13 PM #70286 quote

Jan
Participant

Veteran

If interested, I made an existing Monte Carlo Excel model much faster, see my post: https://www.prorealcode.com/topic/monte-carlo-analysis/page/2/#post-70252

Regards, Jan

07/17/2018 at 9:36 AM #76114 quote
Yngve
Participant

Senior
Hi

What is the purpose of this line?
```
cs= summation[n](close>open) = n
```
It does not make sense to me

Regards

Yngve
07/17/2018 at 9:57 AM #76116 quote

Vonasi
Moderator

Master

It simply counts the number of bars with the close greater than the open in the last n bars. If they all have the close greater than the open then the outcome will equal n and the variable cs will become true.

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07/27/2018 at 11:15 AM #76873 quote

Yngve
Participant

Senior

Is anyone trading this system?

I cant get it to take the same trades in Demo as in Live

07/27/2018 at 11:29 AM #76876 quote

Matriciel
Participant

Master

I have not tested this strategy but many of my robots do not have the same results in the demo and in real life.

07/27/2018 at 2:45 PM #76892 quote

matsodont
Participant

Senior

Yngve wrote:

Is anyone trading this system?

I cant get it to take the same trades in Demo as in Live

I have had it running live for two months and it didn’t take a single trade… But lots of trades in back test…

07/27/2018 at 3:20 PM #76896 quote

Ronny
Participant

Veteran

I’ve had this running live since May 6th. You can compare results.

[attachment file=76897]

Yngve thanked this post

audcad.jpg

07/31/2018 at 7:54 AM #77131 quote

Yngve
Participant

Senior

Ronny, I assume your running the code that does not have the max bar condition included? I am having problems getting that code to work, which is a shame cause I do see that your two largest losses are on trades that ran for a long time.

The Code took its first trade yesterday, so I’ll see how the results develop. I compared your stats to a back test and they are comparable.

07/31/2018 at 8:53 AM #77136 quote

Yngve
Participant

Senior

How about this instead ?

AUDCAD-MR-1h-Kellytest.itf

07/31/2018 at 3:40 PM #77202 quote

Ronny
Participant

Veteran

This is the simplest strategy from the 1st post, yes. It’s too risky, I agree! I started it as it had some months of positive OOS in addition the backtest in the first post. And love KISS! Now, with the new margins, I have to stop it all and reconsider everything.

07/31/2018 at 6:49 PM #77210 quote

Vonasi
Moderator

Master

Ronny wrote:

Now, with the new margins, I have to stop it all and reconsider everything.

The ESMA will be pleased to know that you can no longer afford your previous level of risk. They seem to have missed the point that newbies will have an expensive lesson working the same thing out.

08/01/2018 at 7:13 AM #77233 quote

Yngve
Participant

Senior

Open an account in Switzerland, with IG. Its done within a few hours.

08/01/2018 at 7:44 AM #77235 quote

Vonasi
Moderator

Master

Yngve wrote:

Open an account in Switzerland, with IG. Its done within a few hours.

Did they open a limited risk account or a standard account for you?

08/01/2018 at 12:56 PM #77300 quote

jebus89
Participant

Master

@Yngve im also very intrigued.. being that we’re from the same country; how did u do it? 🙂

08/01/2018 at 1:48 PM #77315 quote

Yngve
Participant

Senior

@jebus89 use this link https://www.ig.com/en-ch/welcome
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