Juanj.
I’m in the process of setting up servers to run PRT strategies.
I will let you know as soon as the setup is done and tested.
Despair.
I also thought that even if one have a super computer you are still limited because a lot of the processing etc is done on PRT side.
I still want to test if running back test on a server platform will really make a difference in comparison to my laptop.
Which then made me think of something else now.
Have one computer to run back-test strategies on and the other computer for trading and normal etc.
The machine that runs strategies will run 24/7. One can setup remote access to this machine so you can access it from anywhere in the world.
Problem is still PRT that resets their servers.
I have to find out at what time PRT resets so one does not run back-test over that time.
@Andre the key here would be multiple IG accounts as you can only run one backtest or WF analysis at a time. Also, access to high-speed fibre to make the most of their server resources.
There is no need to have a computer running 24/7 for the strategies since they are executed on the server side. You can logout and turn off you PC. I was there. I was also using PRT on my laptop with 8GB RAM and it got painfully slow when backtesting several strategies at once. Then I switched to my iMAC with 24GB RAM. This increased workability a lot especially when running several tests at once but that is also the only advantage. I can do more things at the same time. The backtests itself run not much faster.
@Juanj: Then you have the basic version of PRT. I have the premium version and can run I think 6 WFA simultaneously.
Sorry.
I meant backtesting to run 24/7 not strategies. Wrong choice of words.
@JuanJ => This is what I got when I changed the trading window from the previous settings to the one as follows:
DEFPARAM FLATBEFORE = 085500 // 85500
DEFPARAM FLATAFTER = 170000
noEntryBeforeTime = 085500
timeEnterBefore = time >= noEntryBeforeTime
noEntryAfterTime = 110000
timeEnterAfter = time < noEntryAfterTime
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
@Inertia
What time zone is your results based on? UTC +2?
Yes Andre. Summer TIME = UTC + 2
@Inertia
What strategy do you use in real life?
@Bertholomeo.
I use all of the strategies in this thread written originally by Juanj.
Some work on USD/EUR and some not. Some works better on USD/CHF and other on USD/AUD.
On some I use trailing stop as was written by Nicolas The Great.
I use them on opposite currency pairs. When some currency pairs goes down others goes up again. So that way you most likely to have green digits on your open positions most of the time.
The code by Junaj is mainly for long positions. Does not trigger on short trades (sorry not my code).
I do run his code on USD/EUR and USD/CHF and USD/AUD in live account and have been successful. You win some you lose some…
Still working on the other currency pairs trying to find the sweet correlation between all of them.
Some tips here on adding trailing stops: (not saying you don’t know please – just saying as FYI)
https://www.prorealcode.com/blog/learning/kinds-trailing-stop-proorder/
and here
https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/
Each person trades in a different manner.
Some can endure bigger Stop Losses and others not. Some wants smaller profits more regular and some wants bigger profits but less often. It depends….
Me personally, I prefer smaller profits more regular. Works for me.
You have to do your back testing and Walk Forward analysis to see what suits you. Takes a lot of time but considering the time you put in by back testing and WFA it’s worth it within a week.
The code in this thread does work that I can say but you have to test and find which trading profile suits you.
Please dont read this as if I’m the Wolf of Wall street. No, not al all please. I’m not.! 🙂
I’m saying this more from a point of a novice that has also paid his school fess dearly…
@Andre Vorster
Thank you for the information. I’ll study all that.Can you share your codes for each currency pair you use? This will serve everyone.Thank you.
@bertholomeo.
All the startegy code is in this thread with contributions from various people.
If I publish it here I will just copy&paste the same code as what’s in here.
All you need to do is set the StopLoss and TakeProfit and TrailingStop according to your choice.
@Andre Vorster,
Well, I tweaked it in playing with the time frame and posted both set up and screen shot…Do not get me wrong but this is the purpose of this forum to share set up, code, time frames etc for the community 😉 …
Thx.
@Inertia.
I did nto mean to be rude towards @bertholomeo
There seem to be some misunderstanding.
May be my words came across in a wrong way. Sorry if it was taken up like that so created some friction. Was not meant to be.
What I meant to say was – all the codes needed for this “1 Min Trading Strategy” is in this thread. If I had to publish the strategies I use I would simply copy&paste the code from this thread again. To me it feels like Plagiarism is I do that.
The only changes that one needs to make is set your own TP, SL and TS according to one’s own preference. The rest of the code can be used as is.
I have also placed some back test results on this thread I’ve done. Yes we all pitch in to the community.
My plan is to run various backtest with WFA over the next weeks using different currency pairs and time frames and then publish the results here. I see it as my contribution because I’m not good writing code (I’ve tried) but I contribute where I can.
Thank you.
