Discussing Matriciel EURUSD Dhigh Dlow
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BonjourJ’ai des énormes pertes
Quelle est la procédure à suivre la faire fonctionner ?
je suis ssur l’EURUSD 15 min , UTC +02:00 (paris)
Beaucoup de posisitions gagnantes et puis des énormes pertes.
Aussi bien avec le code posté précédent que le code original. et CloturePartielle + 0 ou 1Hello
I have huge losses
What is the procedure to make it work?
I am on EURUSD 15 min, UTC +02: 00 (paris)
Lots of winning positions and then huge losses.
Both with the previous posted code and the original code. and Partial Closure + 0 or 1To understand as this stratégy worsk, I have create an indicator on grapf and an indicator for the inside.
Indicator on graph:
once select=1 // optimized for period1,2,3 once tds =1 // added on optimized results if select=1 then // TF 15 MIN tr1=45 tr2=25 period1=78 period2=12 period3=4 elsif select=2 then // TF 15 MIN tr1=45 tr2=20 period1=84 period2=6 period3=8 endif // trend detection if tds=0 then trendup=1 trenddown=1 else if tds=1 then trendup=Average[tr1](close)//>Average[tr1](close)[1]) trenddown=Average[tr2](close)//<Average[tr2](close)[1]) else if tds=2 then endif endif endif mm = average[period1,3](totalprice) Newhighest=max(DHigh(0), DHigh(1)) Newlowest=min(DLow(0), DLow(1)) avghl = (Newhighest+Newlowest)/2 c1 = average[period2,period3]((Newhighest+avghl)/2) c2 = average[period2,period3]((Newlowest+avghl)/2) return trendup As "Trendup", trenddown AS "Trenddown", mm AS "mm", avghl as "Avgh1", c1 as "C1", c2 AS "C2"Indicator for inside:
myTrendup, myTrenddown, mymm, myAvgh1, myC1, myC2 = CALL "Dhigh/Dlow" HA = 0 If mymm > myc1 and close crosses over myAvgh1 and mytrendup > mytrendup[1] then HA = +1 endif If mymm < myc2 and close crosses under myAvgh1 and mytrenddown < mytrenddown[1] then HA = -1 endif Return HAPRT make false signal????? Cf view
GraHal thanked this postHi all,
I had some success in DAX under backtest environment.
As below
DEFPARAM CumulateOrders = False DEFPARAM PRELOADBARS = 10000 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 Schedule = time >= 000000 and time <= 220000 Positionsize = 6.25 TREND = Average[8,8](totalprice) Newhighest=max(DHigh(0), DHigh(1)) Newlowest=min(DLow(0), DLow(1)) Middle = (Newhighest+Newlowest)/2 Overbought = average[45,5]((Newhighest+Middle)/2) Oversold = average[45,5]((Newlowest+Middle)/2) CA = (TREND > Overbought) and (close crosses over Middle) CV = (TREND < Oversold) and (close crosses under Middle) // Long Entries IF Schedule AND CA AND not daysForbiddenEntry AND NOT SHORTONMARKET THEN BUY Positionsize CONTRACTS AT MARKET ENDIF IF LONGONMARKET THEN SELL AT TRADEPRICE +50*pointsize LIMIT ENDIF // Short Entries IF Schedule AND CV AND not daysForbiddenEntry AND NOT LONGONMARKET THEN SELLSHORT Positionsize CONTRACTS AT MARKET ENDIF IF SHORTONMARKET THEN EXITSHORT AT TRADEPRICE - 50*pointsize LIMIT ENDIF //SET TARGET pPROFIT 46 SET STOP pLOSS 100Great 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.
Hello guy and thank for your share. As you, i observe that you some time have big loss in 1 trade. But i also see in details report that when you win in Long or Short, it’s in less than 150 candles and when you loose, it’s in 700 to 800 candles. Maybe you can add in your code something who close your trade after 150 or 200 candles. It certainly would limit the lost trades
Here’s another version of this with a few changes to try to curb the losses. There aren’t very many, but when it loses, it loses big time.
I’ve raised the SL to 2%, which can mean dealing with some big red numbers while waiting for it to turn around, something to be aware of.
swedshare and thanked this post
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Summary
This topic contains 118 replies,
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5 years ago.
Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 12/05/2019 |
| Status: | Active |
| Attachments: | 55 files |
