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 - 91 through 105 (of 220 total)
  • #45841

    @Andre Vorster, maybe you can just share the SL and TP levels you used for the different fx pairs  (as identified by you using WF analysis).

    #45842

    I recently stopped Auto trading on these strategies. Mainly because I want to run more Backtesting with WFA.
    I was away for a while and could not watch the market so I did not give trading much attention.

    These SL, TP values I did by manually changing each value, run back test and exported the results to Excel to make comparisons. None of these has TS, which can or can’t give better results. Still need to backtest these with TS. Just out of curiosity, I also want to test my manual way of analysing against WFA. Then put the manual values I think good in WFA to see the “future”.

    1 contract each.
    AUD/USD – 1min – TP-6 SL-25. 09 trades – Gain 419.50 – Loss 0 – Avg gain: £46,61
    EUR/USD – 1min – TP-6 SL-29. 11 trades – Gain 474,68 – Loss 224,33 – Avg gain: £22,76
    EUR/CHF – 1min – TP-8 SL-70. 06 trades – Gain 393,43 – Loss 0 – Avg gain: £65,57

    As you will see the trades done is quite low so one can’t take any statistics from these results.

     

     

    #45843

    FYI, new data engine is coming soon. 7 times faster, currently testing it myself in Beta. Should help a lot for WF analysis!

    9 users thanked author for this post.
    #45845
    BC

    Wow~great

    1 user thanked author for this post.
    #45870

    Concerning the division by zero issue see: https://www.prorealcode.com/topic/division-by-zero-error-solved/

    #45923

    Ref. post n.  #45737

    HI Inertia ,

    the specific window  seems like  so good , DO you think to use  this strategy it in real  account ?

    thanks

    REgards.

    #46227

    Hello.

    Some WFA and backtesting results from the code below.
    The WFA analysis seems a bit confusing 😐 The results with the lowest score 16,08% seems to yield the best results. Or may be I’m missing something…
    Any suggestions on these WFA results? Which would you chose..?
    Firstly I ran the backtest a few times to get the best ST/TP figures. Then ran WFA with the same figures with some points higher and some lower just to confirm WFA gets the same values.

    #46243

    Run now a single run (no WFA) beginning 6 weeks back from today. Then receive the parameters you should use for the next 2 weeks. Then you have to re optimize. This is how you should do it if you want to trade it.

    But well, the result crashes in the last period. So this doesn’t look very encouraging.

    1 user thanked author for this post.
    #46250

    Still monitoring…

    #46265

    I publish the results I get for others here. Just as an FYI.
    I’m running these on Live account.

    What just puzzeled me from the WFA analysis is the results with the lowest % score showed the highest return. Interesting ….

    #46266

    The score is always relative to the profit during respective insample period. So there is nothing strange about it.

    1 user thanked author for this post.
    #46267

    @Despair.

    Makes sense. Thank you.

    #46278

    is there a possibility to program something like weekperformance or dayperformance?

    example: if performance of week is bigger than x euro than no trade in the week anymore

    I hope you guys know what I mean. Thanks!

    #46284

    Yes, this is possible but I don’t think it will improve the results significantly. I think such daily or weekly goals or max DD are more used in manual trading to avoid overtrading.

    Applying such a tactic on an automated strategy will introduce a random element in the results. To get a static of a system to see if it is good or bad it is important that the system takes all trade signals generated by the system. If you select from the generated results arbitrarily you will get a distorted test result.

    #46334

    ok, thanks for the answer. I understand you. could you give me the code anyway? I would just like to know how to program it…

     

Viewing 15 posts - 91 through 105 (of 220 total)

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