AlphaStrategy1_trail

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Viewing 9 posts - 1 through 9 (of 9 total)
  • 04/28/2020 at 8:19 AM #128274
    superkolleech

    Hello, after testing a lot of systems on a daily timeframe, I finally came up with this one. Looks pretty good to me. Seems to work best with futures. Any comments are welcome.

    04/28/2020 at 8:27 AM #128541
    Vonasi

    My only comment would be….. where’s the strategy?

    04/28/2020 at 9:33 AM #128560
    Nicolas

    Sorry, my fault, I modified the topic.

    04/28/2020 at 9:59 AM #128572
    Vonasi

    I haven’t looked at the code (because my platform is not open) but my first thoughts when I saw that equity curve were that tick by tick was not on or the stop level is very close and you would not be allowed to trade in real life with a stop level that close.

    Plus how is the equity curve increasing when it shows on the positions chart that you have no positions open?

    04/28/2020 at 10:01 AM #128573
    Nicolas

    Thanks for sharing, but I also think that you have used an instruction like SET STOP PTRAILING?

    04/28/2020 at 10:34 AM #128582
    superkolleech

    Thank you for your comments.

    Yes I have used “SET STOP PTRAILING” in the code. I thought it is using a trailing stop. Isn’t it?

    04/28/2020 at 10:49 AM #128585
    Vonasi

    Unfortunately SET STOP PTRAILING does not use tick by tick data and so gives false results.

    You should use a hard coded trailing stop that works as expected such as can be found here:

    https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/

    04/28/2020 at 10:57 AM #128587
    superkolleech

    Thanks. I will look into this.

    I had the feeling that it is too good to be true anyway 🙂

    04/28/2020 at 11:44 AM #128594
    Nicolas

    Thanks for sharing your code anyway, it is always greatly appreciated!

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