Discussion re Pure Renko strategy

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04/04/2020 at 5:36 PM #124625 quote

Fran55
Participant

Veteran

One ultimate Code complete, please!

bertrandpinoy thanked this post

04/04/2020 at 8:42 PM #124649 quote

Francesco
Participant

Veteran

An “ultimate code” never exists, for any strategy

04/04/2020 at 10:12 PM #124655 quote

robertogozzi
Moderator

Master

I think he wants the latest working code (last = último, in spanish), mistakingly called ULTIMATE, which actually means the best!

04/04/2020 at 10:55 PM #124660 quote

Vonasi
Moderator

Master

robertogozzi wrote:

which actually means the best!

…otherwise known as the one that loses the least.

04/04/2020 at 11:26 PM #124662 quote

Fran55
Participant

Veteran

Yes Vonasi.

The automatic traductors is bads.

Sorry… And thanks all peoples.

04/05/2020 at 9:48 AM #124688 quote

GraHal
Participant

Master

@Fran55 … to get the Latest System is easy … look on the List of Attachments at the top of every page of any Topic.

In this Topic, you you will see that the most recent coded System is Attachment 75 (check it out).

To make it even easier for you … just click on the link below …

https://www.prorealcode.com/wp-content/uploads/2020/04/renko-v4-dji-10-sec-ST.itf

Dr Manhattan thanked this post

04/06/2020 at 8:36 AM #124753 quote

MAKSIDE
Participant

Veteran

Hi

this morning, a divide by zero with the v4 dji 10 sec ST..

i saw the different divide in the code, but for the moment, don’t understand why the division not working..

zero.png

04/06/2020 at 9:28 AM #124776 quote

GraHal
Participant

Master

MAKSIDE wrote:

i saw the different divide in the code

Where? Which Line of the Code … to save us time looking.

Post the Code Line(s) please … then we can all check it out and maybe sort it so we don’t get the divide by zero error again?

04/06/2020 at 9:53 AM #124778 quote
MAKSIDE
Participant

Veteran
Hi,

it’ s the last code “renko-v4-dji-10-sec ST”

on my side, i’m seeing different divides but normally the majority aren’t .. division by a constant..

thus, maybe this one, or the second with the divide regarding the value of orderprice…

Do you see other potential divisions that can impact strategy ?
```
if range<>0 then
spreadOC=abs(open-close)
coeff=spreadOC/highest[6](spreadOC)*100
else
coeff=0
endif

//***  or maybe 

if longonmarket then
pp=((close/orderprice)-1)*100
```
04/06/2020 at 10:05 AM #124781 quote

Paul
Participant

Master

I think it’s the first one, had the same error a while ago.

If using a second timeframe and there are no bars it gave an error. That why I used range<>0, but it appears to be insufficient.

04/06/2020 at 10:19 AM #124790 quote

MAKSIDE
Participant

Veteran

Ok…

if the difference between open and close = 0, maybe if we add a function in order to return max between the result of abs and a constant, that will resolve the problem ?

spreadOC = max(abs(open – close), 0.000000001)..

?

04/06/2020 at 10:36 AM #124801 quote

Francesco
Participant

Veteran

Francesco wrote:

For the first time in a while DOW spread is now 5.6. Slowly coming back to normal levels…almost time to shine guys? 🙂

I confirm what i said, still going down, now it’s 5.9 agains the last week 6.4 for the 8.00-14.30 time range.
I guess that for the end of the month everything will came back to normal.

04/06/2020 at 12:47 PM #124841 quote

MrCool
Participant

Average

GraHal wrote:

MrCool wrote:

One is with renkotype 3 and boxsize 100

The results you show are backtested with a very low spread?? (You do not show the very top where is says ProBacktest or ProOrder)

I backtested with spread = 2 and got very similar results to yours.

I then backtested with spread = 10 (realistic as average spread over 24 hours?) and the result were a loss (similar to the same System I have running in Live Forward Test / ProOrder.

If you do not agree then please say as we all want to get rich together and have the Party of a LifeTime aboard Vonasi’s Yacht!!!! 🙂

EDIT / PS

I will say though that 3 big losses (see attached) account for total losses so seems we need to tweak the stop loss or better still have a dynamic exit, or even … if position perf < 0 after x bars etc??

Sorry this is with the Proorder on demo! I will always snip with the top one next time! But how is the spread on the proorder on demo? Same as live?

Haha a party of a lifetime dosen’t sound to bad to me 😉

You can see it took 3 big losses Friday night in a very short time.

Send the pictures in the same order as last time. Don’t know why I don’t change name before I add different versions..

GraHal thanked this post

1-1.png 2-1.png 3-1.png 4-1.png

04/06/2020 at 2:35 PM #124888 quote

Paul
Participant

Master

MAKSIDE wrote:

spreadOC = max(abs(open – close), 0.000000001)

Thanks. That looks good. I will give it a try too.

04/06/2020 at 5:19 PM #124907 quote

MAKSIDE
Participant

Veteran

@Paul

I think too.. 😉

Regarding my proposal to use the ATR in order to define the dynamic value of boxsize, do you have already make test on your side ?

On my side, when using, i get nothing.. inconsistent result

Paul thanked this post
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