Discussion re Pure Renko strategy

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03/30/2020 at 5:12 PM #123991 quote

GraHal
Participant

Master

Margins have dropped also!!

Ohhh Yesss!! 🙂

03/31/2020 at 1:45 PM #124075 quote

Paul
Participant

Master

Most of the time the strategy doesn’t work. Are there any new idea’s on this?

03/31/2020 at 2:31 PM #124079 quote

Francesco
Participant

Veteran

Paul wrote:

Most of the time the strategy doesn’t work. Are there any new idea’s on this?

Your v3 is not working properly on backtests? I made some modifications on your v2 and it worked in the last days backtesst.. but don’t know what to expect for the future.

03/31/2020 at 2:55 PM #124084 quote

Paul
Participant

Master

letting the demo run in sync & profitable with the backtest is very difficult.

and if the range in small at that moment, you buy at the high & sellshort at the low.

(it’s like buying at the top of the higher bollingerband and then it retraces back to lower band where the stoploss is about.)

03/31/2020 at 2:56 PM #124085 quote

GraHal
Participant

Master

I think at TF = 1 sec we need to optimise every day.

Also on attached … Trailing Stop Type 2 killed it stone dead (big losses) but with TS Type 2 rem’d out … it lives again! 🙂

Spread = 6 on attached.

Paul-13.jpg Paul-14.jpg Renko-v2.3pR-dji-S1-mod-fifi.itf

03/31/2020 at 3:27 PM #124094 quote

GraHal
Participant

Master

Wow … wish I’d put it Real Live … over £200 in less than 20 mins! 🙂

Paul-15.jpg

03/31/2020 at 4:04 PM #124104 quote

eckaw
Participant

Veteran

@GraHal

I have also been testing these 1sec and 10sec renko strategies with daily optimisation, but I haven’t figured out at what time it would be best to optimise the boxsize and renkotype. At what time do you think it’s best to optmize: at the end of day for next day, middle of the trading day, or morning?

03/31/2020 at 4:23 PM #124107 quote

Paul
Participant

Master

here’s something to play with. 3 versions for the dow 10 sec.

First was to remove the nnbarlimit. The default is now the same as nnbarlimit=1.

From there it was a bit easier to setup.

default, V (angle) and V2 (pente) (from vectorial dax)

if results are there in the backtest, in live demo it is still dubious.

spread has to be set in the backtest engine, regardless if using the option in the code.

Francesco, keewee, GraHal and EricN78 thanked this post

renko-v3.2-dji-10-secV2.itf renko-v3.2-dji-10-secV.itf renko-v3.2-dji-10-sec.itf

03/31/2020 at 4:42 PM #124113 quote

GraHal
Participant

Master

eckaw wrote:

At what time do you think it’s best to optmize

I hadn’t come to any conclusion based on results.

But on a hunch I reckon 14:15 ish … ready for the 14:30 open on Wall Street?

We could even test that theory … using backtesting, but setting specific times and then do a Forward Test on OOS data?

03/31/2020 at 5:01 PM #124115 quote

Paul
Participant

Master

Here are results. 200k on 10 sec dow in the backtest.

You can see the losses on this day in the backtest and compare it to the demo.

keewee, bertrandpinoy, EricN78 and GraHal thanked this post

Screenshot-2020-03-31-at-17.59.16.jpg Screenshot-2020-03-31-at-17.51.21.jpg

03/31/2020 at 5:32 PM #124123 quote

GraHal
Participant

Master

HAHA … well good to see the Trailing Stop working and they both got out just where I would have pulled the Trigger on a manual trade! Either you’ve had an unlucky session Paul … or my 1st 2 trades are beginners luck!!?? 🙂
“Massive Thank You Paul”
for sharing your hard work with us all!
Paul, keewee, ArnoldB and Dr Manhattan thanked this post

paul-16.jpg

03/31/2020 at 5:44 PM #124125 quote

Paul
Participant

Master

haha! I saw it happening after posting here. Thought how could that be? Try to warn you all and then results come? 🙂 We will see! I like the fast ts too. Can’t beat that manually consistently I guess!

03/31/2020 at 9:40 PM #124174 quote

GraHal
Participant

Master

GraHal wrote:
TF = 1 sec we need to optimise every day.
I might have been lucky again today … 4 out of 4 trades all good!?
paul-17.jpg

03/31/2020 at 10:35 PM #124182 quote

Florian
Participant

Senior

Bravo @Grahal! You have a lucky star! 🙂 GOOD NIGHT

03/31/2020 at 10:42 PM #124185 quote

Florian
Participant

Senior

@GRAHAL, Do you recommend optimizing the RENKO SIZE and RENKO TYPE variables every day? Strongly PRT V11, with the table option we can have an optimization of the variables in real time ! 🙂
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