Breakout Brent crudeoil "copy paste/adjusted"

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  • #18368 quote
    Kenneth Kvistad
    Participant
    Senior

    Nicolas: is you attached pic. with tick mode?

    #18376 quote
    Joachim Nilsson
    Participant
    Average

    This is strange. I get this result when I test the code!

     

    I have also noticed that when I test some codes on 5 min or 15 min like the “lift up and down code”

    Lift up and down DAX 5M

    I get no trades at all! I clearly remember that I got the same result as in the thread a couple of months ago…

    Nicolas, this is strange!

    Skärmavbild-2016-12-12-kl.-18.48.26.png Skärmavbild-2016-12-12-kl.-18.48.26.png
    #18382 quote
    Alco
    Participant
    Senior

    @Joachim,

    You probably have the same issue as reb.

    Try the code from post #18357

    #18386 quote
    Nicolas
    Keymaster
    Master

    This kind of strategy that make use of time schedule need to be adapted to your timezone, they often need to be set to the market open.


    @Kenneth
    , nope it’s CFD! = IG = STILL NO 10.3 ! I hope it is clear now for you 🙂

    #18390 quote
    Kenneth Kvistad
    Participant
    Senior

    Haha:) Nicolas..  I get it!!!

    #41322 quote
    Kenneth Kvistad
    Participant
    Senior

    Here is a update.
    Strategy is still the same but with diffrent settings.
    I have run same as I share here the last 3 weeks or so with around 15 trades.
    All trades have been checked and rechecked with backtest,and all trades were exacly same.

    Nicolas, Yannick, reb, Andyswede and Despair thanked this post
    brent-crude-updated.itf capital-curve.jpg capital-curve.jpg overview.jpg overview.jpg walk-forward-1-step-70_30.jpg walk-forward-1-step-70_30.jpg
    #41327 quote
    Kenneth Kvistad
    Participant
    Senior
    #41362 quote
    Yannick
    Participant
    Veteran

    Thanks Kenneth , the backtest looks interesting, would you run it live in real account?

    #41366 quote
    Kenneth Kvistad
    Participant
    Senior

    I have posted this in the wrong place. Supposed to be all under my brent crude strategy in the strategy liberary.

    Anyway, Yes I have run diffrent versions(updated with diffrent optimisations), every time I run it live it does exacly the same as backtest in forward testing.

    Capture.jpg Capture.jpg
    #41447 quote
    reb
    Participant
    Master

    nice job Kenneth,

    I will look at your strat soon

    #41472 quote
    Francesco78
    Participant
    Master

    what is the version for 2017?

    #41473 quote
    Francesco78
    Participant
    Master

    ok, got it thanks!

    great job

    #41474 quote
    Francesco78
    Participant
    Master

    Kenneth how does it compare with the strategy you posted on brent oil on a 5m timeframe some while ago?

    It has the same principles as far as market dynamic right?

    Any diversification among the 2?

    Best regards

    Francesco

    #41509 quote
    Kenneth Kvistad
    Participant
    Senior

    I started the strategy in 2016 and this one i ran for some months and worked okay, but suddenly it started to do strange thing and not as same as backtest showed so i stoped it, and waited for version 10.3 to test it/modify it again.

    For 3~4 weeks ago i started the same startegy again just with parameters 34trailstop, and 110stop and 94target.

    Thats what the live pic. I just posted.

     

    The startegy i posted at the same time is also same startegy but with lover trailstop and optimised stoch and moving avrage.

    I am not currently running that optimised version. But simular(only diffrent optimised.)

    I have found out that the startegy seems to wotk good, and whatever optimisation you do it will work, it only changes due to market conditions.

    The old strategy i posted in 2016 would have given me 1800euro profit and thats not.to good. But athleast not a loss.

    I belive the startegy works good, but it has to.be modyfied some times 3~4months maybe.

     

    What would be nice it to make it take position after 30~40pips after every signal. But I dont know how I would make it.

    Also avrage down staregy would be good to incorparate. I usualy take a manual trade every time the automated strategy is in 50~70pip minus. And have stop and target at same place

    Francesco78, reb, Inertia and jebus89 thanked this post
    #41922 quote
    reb
    Participant
    Master

    I have tested the last strat by Kenneth

    For the moment, it is very interesting

    100% win and the trailing stop very interesting to keep some profits even if it could be only a few points

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Breakout Brent crudeoil "copy paste/adjusted"


ProOrder: Automated Strategies & Backtesting

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This topic contains 89 replies,
has 20 voices, and was last updated by GraHal
7 years, 2 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/10/2016
Status: Active
Attachments: 33 files
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