5 Min EUR/USD Strategy

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Viewing 15 posts - 121 through 135 (of 251 total)
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  • 02/15/2018 at 7:30 AM #62794
    unkown0403

    We may have to try to stop the ts during that times…like when usa market opens like Grahal said…

    02/15/2018 at 11:21 AM #62804
    GraHal

    We need to use a spread in the Optimiser that is a worst case scenario?

    I always use spread = 2 for DAX and EURUSD.

    If spread = 0.6 is used for EURUSD then optimised results will be fantasy / not realistic?

    02/15/2018 at 12:23 PM #62818
    Gertrade

    @ Grahal,

    I observed this morning the EURUSD, the spread oscillates permanently between the value 0.6 and the value 1.5.
    I developed a new version, for the optimization of the variables I fixed the spread to 1.2 in the execution of Backtests.
    I consider this scenario 1 order passed to 0.6 for 2 orders passed to 1.5, the average gives us 1.2.
    I launched this version on ProOrder, this development satisfies me for the moment.

    A spread above 1.2 is destructive for Backtests.

    02/15/2018 at 6:02 PM #62844
    Gertrade

    Bravo Grahal!

    I just compared the ProOrder performance of my latest strategy with its Backtest. I did this comparison on 1000 units, and to get the same gain on the Backtest,

    I entered a spread by successive approaches, finally 2.1.

    By specifying above me an average spread of 2 on the EURUSD is to be used in the Backtests to be realistic, I did not believe it and finally the average spread is 2.1.

    Below is the comparison chart between ProOrder and the Backtest, and the latest version on TF 28s, the V5.5.

    1 user thanked author for this post.
    avatar GraHal
    02/15/2018 at 6:13 PM #62847
    Gertrade

    Below the ProOrder statistics for the day of 15/05 10h – 18h

    02/15/2018 at 6:57 PM #62850
    unkown0403

    Great work!

    1 user thanked author for this post.
    avatar Gertrade
    02/16/2018 at 6:43 AM #62875
    Gertrade

    Hi everybody,

    After doing many Backtests with different spreads, I’m forced if I want to impose on my Backtests a spread of 2.0, amputate my latest version that runs perfectly well with a spread of 0.6 (not realistic).

    So I leave the V5.6 which imposes trading hours only in the morning from 01h to 10h max (at 8h we do not launch more new trades).

    If someone finds better to maintain a profitability in the V5.5, I’m interested.

    Good trades to all.

    2 users thanked author for this post.
    avatar GraHal, avatar Nicolas
    02/16/2018 at 4:49 PM #62933
    Gertrade

    @ all,

    Of all the versions I published on this forum, only V2, V2.2.2, V2.4.2, V5.0, V4.10, V5.6 are still profitable (the gain greater than $ 0) on ProOrder.
    For now, the V2 is leading with $ 1,368 gain since 05/02.
    I rely on the latest versions to beat the V2.
    We will certainly have surprises.
    In any case, we need at least one profitable and sustainable version.

    I’ll let you know about this winning race.

    1 user thanked author for this post.
    avatar Maurizio A.
    02/16/2018 at 8:42 PM #62944
    Gertrade

    below the image of ProOrder with all versions remaining in competition (from 05/02 to 16/02).

    2 users thanked author for this post.
    avatar Cyril 21, avatar GraHal
    02/17/2018 at 2:42 PM #62979
    Maurizio A.

    Can you repost your V2 version with last setting ? Timeframe 5M

    thank you and congratulations for your great job

    1 user thanked author for this post.
    avatar Gertrade
    02/17/2018 at 8:39 PM #63002
    Maurizio A.
    Mau973 wrote:

    Puoi pubblicare la versione V2 con ultima impostazione? temporale 5M Grazie e complimenti per il vostro grande lavoro

    Sorry… V2 if for 28second

    02/17/2018 at 9:51 PM #63006
    Gertrade

    Hi Mau973,

    actually the V2 is running on TF28s.

    1 user thanked author for this post.
    avatar Maurizio A.
    02/17/2018 at 10:10 PM #63007
    Maurizio A.

    Thanks Gertrade 🙏

    02/18/2018 at 11:05 AM #63021
    Cyril 21

    @Gertrade

    Below my ProOrder results for several versions. It’s very surprising to see that the same versions that get gains on your screenshot, get losses on mine.

    Days are not exactly the same as yours, but I think it’s not the only reason. Is it because of these 2 differences :

    • I use EUD/USD Mini
    • I set the maximum size for each position (Taille de position max) to between 20 to 75 (I was afraid that the strategies could not open all the positions they need). I saw that you set that maximum size to between 1 to 4 contracts.

    Cheers

    02/18/2018 at 11:43 AM #63025
    GraHal

    @Cyril 21  maximum size for each position is the max number of Lots per position, surely you would not want to trade 20 to 75 Lots … unless you are a billionnaire and nothing better to do with your money … far too risky??

    I never trade more than 1 Lot on Algos unless a proven winner over a long long period!

    GraHal
    PS  Or am I misunderstanding your reference to 20 to 75?
    PPS Aha … I just re-read and see you use Mini Contract, is that = £2 to £7.50 per point??

    2 users thanked author for this post.
    avatar Cyril 21, avatar Gertrade
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