AlphaStrategy1_trail

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  • 04/28/2020 at 8:19 AM #128274 quote
    superkolleechsuperkolleech
    Participant
    New

    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.

    mesxxxx-daily-1587931245cp8l4.png mesxxxx-daily-1587931245cp8l4.png AlphaSystem1_Trail.itf mesxxxx-daily-1587931245cp8l41.png mesxxxx-daily-1587931245cp8l41.png AlphaSystem1_Trail-1.itf
    04/28/2020 at 8:27 AM #128541 quote
    VonasiVonasi
    Moderator
    Master

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

    04/28/2020 at 9:33 AM #128560 quote
    NicolasNicolas
    Keymaster
    Legend

    Sorry, my fault, I modified the topic.

    04/28/2020 at 9:59 AM #128572 quote
    VonasiVonasi
    Moderator
    Master

    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 quote
    NicolasNicolas
    Keymaster
    Legend

    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 quote
    superkolleechsuperkolleech
    Participant
    New

    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 quote
    VonasiVonasi
    Moderator
    Master

    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 quote
    superkolleechsuperkolleech
    Participant
    New

    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 quote
    NicolasNicolas
    Keymaster
    Legend

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

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AlphaStrategy1_trail


ProOrder: Automated Strategies & Backtesting

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superkolleech @superkolleech Participant
Summary

This topic contains 8 replies,
has 3 voices, and was last updated by NicolasNicolas
6 years, 5 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/28/2020
Status: Active
Attachments: 2 files
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