1 Min Trading Strategy

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  • This topic has 219 replies, 29 voices, and was last updated 6 years ago by avatarLeo.
Viewing 15 posts - 16 through 30 (of 220 total)
  • #40695

    Hi Juanj,

    I have attached the 200.000 bars test. As it is pretty erratic, I add a MA + a stop trailing…Hope you do not mind.

    Attached are the results.

     

     

     

    1 user thanked author for this post.
    #40704

    Very odd indeed. Maybe @Nicolas could provide us with a possibe explanation. What is odd to me is the fact that your wins is bigger than your losses with a low win rate. Whereas with the logic provided it would make sense to have results closer to those posted by me with a high win rate.

    Can I suggest everyone try playing around with the Stop and Target values using WF optimisation and then posting your results?

    #40705

    @inertia I like the idea of using a the longer trend MA such as  2000 (the longer the better) but because of the limited bars available I refrained from  using it myself. Also technically speaking a trailing stop should not be necessary with a strategy with such low target. Either you take profit asap or get stopped out.

    Remember I only posted an idea for a 1 min scalping strategy, you guys are welcome to build onto that with your own ideas. Hopefully together we stumble upon something that works for everyone!

    1 user thanked author for this post.
    #40706

    You both with IG? I am with IG and my PRT Platform is direct from IG. Attached is latest version etc.

    im with IG and PRT CFD and yes exacly the same version.

     

    #40707

    We need a version recording method already! :).

    I propose using the Post Link or can you think of a better way?

    Code authors, modifiers and optimisers are contributing enough. So each time a new version / sub version is posted, please could somebody / anybody copy and paste the Table below and add the new version and Post Link at the bottom.

    Then – by scrolling up to find latest post showing the Table – we will all know where we are up to re Versions, as follows …

    Juanj     V1        click         #40559
    Juanj     V2        click        #40653   modified by   #40675
    Inertia   V2.2    click        #40695

    Inertia is your 1st image (left) Juanj V2 and your 2nd image (right) is Inertia V2.2?

    GraHal

    PS idea ‘falls at the 1st hurdle’ ? … the links aren’t clickable? Or are they for you, is it that I am still in the post screen or something weird?

    1 user thanked author for this post.
    #40709

    Aha my fault I think (I wont bore you how / why! 😉 ) … if you click on this Link you should get back to Page 1  #40559  ?

    I will correct on the next itteration of the Table.

    Mmm still not working, we may have to use the full link address as below?? Nicolas any ideas why this is not working … the link is copied from Page 1 of this Thread but clicking on the link (or even right click new Tab) does not take me back to Page 1??

    We may have use the full Link Address??

    https://www.prorealcode.com/topic/1-min-trading-strategy/#post-40559

     

    #40734

    Hi Grahal,

    Thank you for organising my mess ;)) … I will follow whatever the ordering method will be.

    I am not the king of the WF but attached are couple of tests made today from the post #40695.

    Hope it does make sense.

    #40740

    post #40695.

    The optimised set up are in progress…Takes hours…I’ll get back to you ASAP.

    Thx.

    #40742

    Hi Juanj,

    Thank you for your kind message. You did a great job !

    Well noted for the scalping vs surfing the trend…

    Once the WF done, I will play around with your original idea.

    I may reduce the risk/reward…to 40/10 (0.25).

    Keep in touch.

    Thanks

    #40757

    I just realised that running this strategy on a 1min time frame vs. Something like a 5min time frame is actually less effective due to the fact that trends and candle stick patterns are actually more pronounced in the higher time frames. Also the profit target level is time frame independent and thus you still get the benefit of immediate position closing if the target profit level is hit.

    #40759

    I thought of how to sort it, should work now.

    If / when we get to many pages and versions the idea below may be useful … let’s see?

    V1.0      (1 min)       #40559
    V2.0      (1 min)       #40653   V2.1 snippet amend  #40675
    V2.2      (1 min)       #40695

     

    #40761

    Ok guys. Here is a version for the Dax. I set time filter  for it works only during time with low spread ( 1 pts).

    I optimized only SL and TP with WF on 200k units. It’s just version 1 (But it starts to become sexy ; )  )  . I’ll still work on it but I optimize only with WF so it takes time.

     

     

    #40768

    (I went to the toilet after posting, so here it is again (Mods please delete above post) …

    Hey looks good TheAccountant! I felt (like you) that we need to optimise V1 over 200,000 bars so we have a baseline ( I can only do 100,000).

    You say … I optimize only with WF  … so do you use 1 IN Sample and 1 OUT OF Sample period or how many periods do you use?

    Also, if you WF Optimise over many IN / OUT periods … how do you choose which variable value to go forward / Live / Demo trading with?

    When I do it, I find myself thinking … is the most recent WF period Typical or Not Typical of the Instrument tested. If Not Typical then I am reluctant to go forward with optimised values from the most recent WF period to use in Live trading?

    Do you have similar quandries?

    Thanks
    GraHal

     

    #40769

    Hi Theaccountant,

    Attached are the result from my side with your strategy…What did I do wrong ? Strange…

    #40773

     

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