Discussion re Pure Renko strategy

• 04/17/2020 at 9:58 AM #126492
  MAKSIDE

  yes .. same result on my side.. i removed these strategies of my demo account

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  bertrandpinoy

  

  MAKSIDE

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  04/17/2020 at 10:21 AM #126497
  GraHal

  Francesco wrote:

  I’m having very bad results on every version of the strategy

  Have you been regularly optimising … at least once per day?

  

  GraHal

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  04/17/2020 at 11:18 AM #126503
  Paul

  GraHal wrote:

  We need to Forward Test 2 Systems side by side … one with hourly box opti and one without … I’ve done just that! 🙂

  how did that work out?

  

  Paul

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  04/17/2020 at 11:40 AM #126505
  GraHal

  Yhe Hrly box Opti has done LAWDs better … but only cos it has not traded!!!! 🙂 🙂  See the 1st image!!!

  Also attached are all my Renko performance on Demo Forward Test.

  

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  04/17/2020 at 11:41 AM #126510
  GraHal

  Last one as I could only attach 4 images to previous post.

  

  GraHal

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  04/17/2020 at 11:46 AM #126513
  MAKSIDE

  GraHal wrote:

  Francesco wrote:

  I’m having very bad results on every version of the strategy

  Have you been regularly optimising … at least once per day?

  if you have to optimize a strategy everyday it’s not an automatic strategy… 😉

  

  MAKSIDE

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  04/17/2020 at 11:58 AM #126518
  Paul

  Thanks GraHal, your are very persistent in trying! There are a few with nice results though! The idea you had is good with the hourly box. Maybe you could post itf file?

  

  Paul

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  04/17/2020 at 12:03 PM #126521
  GraHal

  If you had an hourly strategy and you optimised after 14 years (8,600 1 hour bars) you would not think that was unusual?

  There is 8,400 1 second bars in 24 hours … 1 second strategies are high maintenance, but still loads less time at the screen than manual trading?

  I’ve not a got a problem with optimising every day … if  the Strategy makes me money.

  

  GraHal

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  04/17/2020 at 1:39 PM #126544
  Paul

  no need to optimise if using the heuristics engine. Downside is that what you see in the backtest is not the same as the results live because different parameters @ different times, which is an aspect I don’t like. Parameters in a very small range would be preferred I guess. I’ve made a switch so it’s possible to select none, one or two engines. 3 is too much for me. Haven’t run them properly live yet.

  

  Paul

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  04/17/2020 at 1:46 PM #126546
  GraHal

  Paul wrote:

  Maybe you could post itf file?

  I think my 2 Renko’s that made profit were with Heuristics … I’ll post the .itf’s later.

  The killer is the spread … that is why I stopped them … when spread was huge!

  Back to 4 now I see on DJI, maybe at 14:30 the DJI spread will go to 3 … old spread was 1.6 at 14:30 UK time.

  A few points makes all the difference on scalpers!

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  Francesco, Paul, bertrandpinoy, MAKSIDE

  

  GraHal

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  04/17/2020 at 2:48 PM #126561
  Francesco

  I think machine learning could be the game changer in these kind of strategies. But we have to be focused on not taking too much loss while the heuristic starts his work after the first few trades.

  

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  04/17/2020 at 3:06 PM #126564
  eckaw

  Hourly didn’t work too good for me either. My demo forward testing has gone ok and I have only optimised once. When I optimise daily I get worse results atm. Have now launched this version in live.

  I would be very interested in trying a heuretics version, will look into that.

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  MAKSIDE

  

  eckaw

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  04/17/2020 at 3:28 PM #126570
  eckaw

  btw I run it in 10s, not 1s

  

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  04/17/2020 at 3:28 PM #126571
  GraHal

  eckaw wrote:

  Have now launched this version in live.

  Do you mean Real Live or Demo Live?

  What is your Lot size and Contract size please?

  I am running that same System on Lot size = 1 and $2 contract and my Average Gain is about 1/10 of yours ($2.60 vs your $26).

  PS

  for anybody wanting the .itf … it is No 60 on the Attachment List.

  Did you make any changes to the file on the Attachment List @eckaw?

  eckaw wrote:

  btw I run it in 10s, not 1s

  Ahaha now you tell us!! 🙂 Nice one … I’ll switch mine to 10 sec! 🙂

  

  GraHal

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  04/17/2020 at 3:41 PM #126575
  GraHal

  Maybe I won’t put it on S10 TF … attached is 100k bars on 10 second TF  … how come mine is losing big style in backtest and yours is winning in ProOrder??

  How is yours doing since very early yesterday?

  

  GraHal

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