1MDAX/RSI/MACD

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Viewing 15 posts - 16 through 30 (of 33 total)
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  • 07/22/2018 at 1:21 PM #76455
    Nobody
    Jaykay wrote:
    Brisvegas wrote:
    Little confused as to how your best trade is >1000 when TP is 50p which at 10 times is 500 . What am i missing ?
    Thanx @Brisvagas for your good suggestions. I wil definitely try to implicate them

    about the big winner, i’ve notices the same

    but it doesn’t show at my latest backtest.

    since the strategy can go overnight could it be positive slippage???

    OK thats a possibility and potentially an issue that needs addressing for as we know that slippage works both ways and whilst im guessing here id suggest the tail to the downside is larger than the upside    .   Actually thats something worth quantifying  for future reference .

    07/22/2018 at 1:36 PM #76456
    Nobody
    Brisvegas wrote:
    Jaykay wrote:
    Brisvegas wrote:
    Little confused as to how your best trade is >1000 when TP is 50p which at 10 times is 500 . What am i missing ?
    Thanx @Brisvagas for your good suggestions. I wil definitely try to implicate them

    about the big winner, i’ve notices the same

    but it doesn’t show at my latest backtest.

    since the strategy can go overnight could it be positive slippage???

    OK thats a possibility and potentially an issue that needs addressing for as we know that slippage works both ways and whilst im guessing here id suggest the tail to the downside is larger than the upside . Actually thats something worth quantifying for future reference .

    And here is a couple account killing tails in last 2 years fwiw   .   The tails are the worst case scenarios , dont get caught by them

    07/22/2018 at 2:23 PM #76466
    GraHal
    Brisvegas wrote:

    And here is a couple account killing tails in last 2 years fwiw   .   The tails are the worst case scenarios , dont get caught by them

    You mean like with a lot size of 10!?  🙂

    I always use lot size = 1 … easier to make comparisons. Also I’d rather have 10 Systems running in Live with lot size = 1 than 1 System in Live with Lot size = 10.

    With lot size = 1 the tails would not be as stressful or account killing and often soon recover back to where they were?

    Also a low TF of 1 Min (as we are using here) may have you out and then maybe take advantage of the tail even?? 🙂

    07/22/2018 at 4:13 PM #76479
    Jaykay

    Hit ratio looks promising!

    07/22/2018 at 4:27 PM #76482
    Jaykay

    @Brisvegas Thanks for ur contribution to the discussion and warning of potential big losses.

    As far as i know the only solution against slippage is to go flat before close and with a lot size of 10 on an account of 10.000 that is the safest way to go!

    1 user thanked author for this post.
    avatar Nobody
    07/22/2018 at 8:04 PM #76486
    matsodont

    No even trades for me when I test your V3.0 version @grahal

    07/22/2018 at 8:10 PM #76488
    GraHal
    GraHal wrote:

    Ah so no even trades then … well weird!

    So what version Demo are you guys showing under Help, About??

    Maybe the even trades are just a UK thing??

    07/22/2018 at 8:13 PM #76489
    matsodont

    You can see my version in the attached pic…

    07/22/2018 at 8:36 PM #76492
    GraHal
    matsodont wrote:

    You can see my version in the attached pic…

    Oh yeah sorry! 🙂

    Same version as mine, it gets even weirder!!?? 🙂

    07/23/2018 at 8:00 AM #76497
    Andyswede

    Didn´t get any even trades either when tested in 100k,

    Andy

    07/23/2018 at 4:00 PM #76527
    redbaron1981
    Brisvegas wrote:

    The problem with some systems such as this are no entries in strong uptrends where retraces are shallow . On the other side you get a lot of entries on downtrends due to opposite , maybe a trend and momentum filter will help . Will have a shot at this over the next day or so . Finding areas where an algo doesnt perform is the key to improving . The equity curve to trend relationship reveals a lot . There is probably room to run 2 algos at once to solve some of the problems preseneted by this system .

    Maybe take the standard entry in shallow trends and possibly relax the entry standards in a high momentum uptrend . Turn of system in steep downtrends . Im guessing you will get less trades at a higher WR making for a way smoother curve and potential for slightly larger trade size . A smoother curve makes way for a dynamic position sizing to get that more J curve thing going . Just a couple ideas fwiw

    Hi Bris,

    Are we not leaving ourselves open to overfitting by filtering the signal efficacy vs equity curve?

    Thanks.

    07/24/2018 at 9:46 AM #76579
    Jaykay

    @GraHaI

    The code you wrote doesn’t take any positions in Demo mode but did in the latest backtest. can it has smomething to do with the MTF

     

    07/24/2018 at 10:20 AM #76585
    GraHal

    Mmm yes I can see what you mean, 2 trades in Demo Backtest (since 22 Jul 18)  but none in Demo Fwd Test.

    I thought Multi-TF is available for Fwd Test also surely?? If it wasn’t then I would expect the System to be rejected due to code that could not be read etc??

    Anybody any thoughts / knowledge??

    I’ll ask on the Platform Forum.

    07/27/2018 at 2:09 PM #76890
    immo_vienna

    why every comment of brisvegas got reported? 😀

    07/27/2018 at 2:49 PM #76894
    JC_Bywan

    Sorry, but no information about why and/or who reported a post or several posts is to be provided, especially in Nicolas’ absence, as only him might decide to say something about it, should there ever be a reason to…

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