AutoSystem – ZIG-ZAG-PRIX-VOL-FIB-PUB

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Viewing 15 posts - 1 through 15 (of 24 total)
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  • 11/14/2019 at 7:17 PM #112827
    GraHal

    Following discussion on the Thread below, I offer the Auto-System attached for improvement by anybody as they see fit.

    https://www.prorealcode.com/topic/a-screener-for-an-indicator-by-kris75/

    Thanks go to @robertogozzi for converting the Indicator to a Screener.

     

    1 user thanked author for this post.
    avatar assafn
    11/14/2019 at 7:35 PM #112835
    robertogozzi

    Actually when MyCode = 0 it’s because there’s no signal, that guy asked only when the triangle was upwards.

    I have updated the strategy so that:

    • it goes short when MyCond = 2
    • it enters a trade if not already OnMarket

    You should add a trailing stop and maybe a filter, such as go long only when the current price is above sma100 or sma200 (the reverse for short trades), or upon RSI being above ovesold or above the mean line, and so on… if you have time.

    1 user thanked author for this post.
    avatar GraHal
    11/14/2019 at 7:42 PM #112837
    assafn

    Thank you both very much!

    11/14/2019 at 10:23 PM #112841
    GraHal

    V2 attached (spread = 4) with Roberto amendments and filters etc.

    I’m sure loads more could be done with it?

    1 user thanked author for this post.
    avatar robertogozzi
    11/15/2019 at 1:25 AM #112850
    robertogozzi

    This is V3, turned into MTF (to be launched from a 15-minute chart), with a breakeven/trailing stop code snippet.

    Edit: I changed the name of the file, after posting it

    2 users thanked author for this post.
    avatar Nicolas, avatar GraHal
    11/15/2019 at 8:29 AM #112857
    GraHal

    Wow … looks great Roberto! Thanks!

    Can’t wait to get it on Fwd Test on Demo.

    11/15/2019 at 10:02 AM #112868
    Mauro T. “Algorithm System”

    I did Roberto’s test with 200.000 …. the results before the optimization date …. Unfortunately it only works after having optimized it ….

     

     

     

     

     

    1 user thanked author for this post.
    avatar robertogozzi
    11/15/2019 at 11:41 AM #112876
    GraHal
    Mauro wrote:

    Unfortunately it only works after having optimized it ….

    Suits me as long as going forward it wins more than it loses with no stressful drawdowns?

    I don’t mind re-optimising on a regular basis.

    All Auto-Systems are optimsed / curve fitted to a greater or lesser extent.

    I’ve even trialed optimising some strategies  on a daily basis … and it works … they take logical entry and exit points, make profit and then after a few days / 1 week ish the performance drops off so they need re-optimising again! 🙂

    11/15/2019 at 12:01 PM #112878
    Mauro T. “Algorithm System”

    You do well, everyone has their own way of automating … personally I never re-optimize the trading systems …. once done I don’t touch them anymore.

    11/15/2019 at 12:45 PM #112881
    robertogozzi

    I usually optimize my strategies on a regular basis, depending on TF used.

    I usually optimize a 4h or 1h strategy once or twice a year, a 5-minute strategy once a month or every other month, a 1-minute strategy once every other week, a 10-second strategy every week and  so on…

    A trading idea can be successful no matter when run, but markets change continuously, so having settings chosen when a market was bullish are probably more profitable than when a market is bearish, so you can average down your profits using the same settings throughout its lifespan or try to squeeze out some more profits with a regular optimization to keep it current with the market.

    My way of optimizing is surely tiring and boring, but I want my strategies to be updated.

    I usually write a strategy and launch it on my demo account. If, after 6-12 months, it is profitable I’ll keep it or I’ll put it in the trash bin! But if I keep my work is not finished…. it’s just about to start!

    Everyone has developed his own way to make things work.

    11/15/2019 at 1:07 PM #112883
    Mauro T. “Algorithm System”

    Roberto I agree with you … I also leave in demo for at least a year, then if it is still reliable I put in real, but if later something changes and does not work as before the trash …. I can only improve the trading Systems that already work, but must be improvements are to get a better drawdown ….

    11/15/2019 at 2:44 PM #112888
    GraHal
    Mauro wrote:

    I also leave in demo for at least a year, then if it is still reliable I put in real

    After 1 year, might be just about when performance starts to drop off unless you re-optimise before you start in real live?

    11/15/2019 at 3:11 PM #112891
    Mauro T. “Algorithm System”

    Hi Grahal,

    I have strategies that are real for one and two years, as I used to do before I only improved the drawdown which is fundamental for me …. they always work without ever having them re-optimized …. (I’m still strategies that I have been using for years on the stock exchange with discretionary systems), then I repeat it is right that everyone must find their own way of doing trading systems ….

    Hello, good day

     

    11/15/2019 at 4:22 PM #112893
    GraHal
    Mauro wrote:

    I only improved the drawdown which is fundamental for me

    Yes I agree, low drawdown is crucial as it means we can sleep well! 🙂

    I believe in PRT v11 we will be able (when IG provide v11 to us) to optimise for lowest drawdown.

    Cheers

    04/15/2022 at 4:50 PM #191805
    Meta Signals Pro

    @Grahal do you want to these strats in the library ?

    if you don’t,  may I do it; of course I will quote your works gentlemen; it could be nice to triple sign it with @robertogozzi 😉

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