Discussing Matriciel EURUSD Dhigh Dlow

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Viewing 15 posts - 91 through 105 (of 119 total)
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  • 04/16/2020 at 12:55 PM #126398
    MAKSIDE

    Hi @swedshare

    pls find the 200k/spread 6.. -> krach

    1 user thanked author for this post.
    avatar swedshare
    04/16/2020 at 1:51 PM #126405
    swedshare

    Thanks for that disaster 🙂

    I see that you used 10.000 initial capital. Did you use re-invest or a static number of contracts?

    04/16/2020 at 3:55 PM #126416
    MAKSIDE

    new test without reinvest, static positionsize = 1

    only 2013 is loser

    maybe something may can be done around the sl..

    04/19/2020 at 4:56 PM #126909
    fastsky

    Hi guys, I’m understanding and testing out the two great systems. Just, I did not get the point of the stop loss.  For example, I did the backtest on EurUsd 15′ getting a 100% winning rate over 10 trades. So I watched the entry and exit point on the chart and got a risk/reward ratio of 0.18.   I mean: from the entry point, the price went down of 178 pips to gain 32 pips. It’s because you set it to 200 right?

    On the other strategy EurCad 15′ (the V2), I got a crazy +250% with a 92% winning rate. But I saw that, unlike EurUsd and EurCad_v3 where just 1 contract is bought, the volume is much higher buying/selling 4 to 12 contracts each time. Is there no problem with the margin?

    I hope I’m not talking s@it.. 🙂

    Thanks all

    04/19/2020 at 5:15 PM #126913
    Francesco

    It depends, on what time range did you take your assumptions? From the backtest i see that you’re only analizing since November 2019. If it’s like that, the results does not bring to nothing, it’s a too short time range in order to take decisions for the future.

    04/20/2020 at 11:14 AM #127031
    fastsky

    I did it over 10000 candles/15′, can’t do more. If I try to go back more in time, or it passes to the weekly chart or it cut the backtest at 5 months ago.

    Actually I started the autotrading on  my demo account on EurUSd and EurCad: started 3 days ago, still no ops. Let’s see.

    Grazie della risposta

    04/20/2020 at 12:53 PM #127065
    GraHal
    fastsky wrote:

    4 to 12 contracts each time. Is there no problem with the margin?

    Don’t go Real Live with this unless you have very deep pockets … you could even blow your account just on margin calls!?

    04/22/2020 at 9:13 AM #127401
    fastsky

    Yes you right.. but actually I’m using the demo account and , for my pocket, the best thing is to not to reinvest and use 1 contract per time (or what you can afford).

    1 user thanked author for this post.
    avatar GraHal
    04/29/2020 at 1:52 PM #128822
    kj1988

    Hi guys, nice work so far.
    I have modified the  “EURUSD-DhighDlow-v1p” version and backtested it on 15min TF with static positionsize 1 (EURUSD mini-contract).

    The results from 2014feb-today are really good,  but when tested from 2012 there are a couple of crashes that I can’t explain. Goes from normal trading to a crash with crazy amounts when price has almost not moved on the chart. I’ve attached examples.

    Can anybody explain why this is happening?

    2 users thanked author for this post.
    avatar CKW, avatar swedshare
    04/29/2020 at 3:11 PM #128842
    Francesco

    I’m also having problems backtesting EURUSD 200k, probably a temporary problem on PRT servers

    04/30/2020 at 4:43 PM #129082
    kj1988

    I don’t know if it’s temporary because been like this for more than two weeks.

    Happens both on the EURUSD and EURCAD  and only to the Dhigh/Dlow-strategies from this forum.

    Also noticed that these crashes from 2012 to 2014jan happens on all charts built with the 15min TF, namely 15/30/45/75/90/105.

    72 million dollar loss on single mini position, with price barely moving…

    Other strategies don’t trigger these crashes. And the charts look normal. Should one be worried about the algos stability?

    04/30/2020 at 5:56 PM #129101
    swedshare

    Great improvement @kj1988

    I also did some tweaking with your file to boost the result (100k period), see attached. It was missing a profit target which I find necesary even with a trail. Also added some MoneyM and RiskM. The problem is still the big drawdown on almost every trade. The MFE/MAE ratio is a dreadful 0.99. If we can find better entry signals we might have something.

    3 users thanked author for this post.
    avatar LaurentBZH35, avatar Alfred, avatar CKW
    05/03/2020 at 5:30 PM #129618
    OboeOpt

    What Changes in the code does it take to test this on indices instead of Forex? I have experimented with eur/cad v3 with a lot of different values and timeframes on numerous indices, but it doesn´t work. Is there something with pipsize/pointsize that has to be changed? Can someone Point me in the right direction? I like the strategy on Forex and can´t see why it couldn´t work good on indices, sure would like to try…

    05/04/2020 at 4:47 PM #129892
    kj1988

    Yes swedshare, I experimented with adding higher TF and different moving averages to better detect the bigger trend and it eliminated almost all the big losers but unfortunately it traded less often.

    I have activated the system on a live account now with a small position. But will not trust it with more until I/we figure out the drawdowns. The reason to it’s big drawdowns is often too early entry.

    05/04/2020 at 4:58 PM #129895
    kj1988

    Where do you find the MFE/MAE ratio?

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