Discussion re Pure Renko strategy

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03/18/2020 at 9:16 PM #122504 quote

Paul
Participant

Master

tested new version, backtest results compared to same code demo live. Big difference.

Screenshot-2020-03-18-at-21.12.27.jpg Screenshot-2020-03-18-at-21.12.08.jpg

03/19/2020 at 1:15 PM #122572 quote

Paul
Participant

Master

fifi743 wrote:

Good evening,

There are two trailing stops so there must be different variables.

example :

trailingstoptype=1

newsl1

trailingstoptype=2

newsl2

Normally yes, but the idea is that only one trailing stop type is activated and used.

In that case both variables can be the same I think.

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03/19/2020 at 7:18 PM #122615 quote

GraHal
Participant

Master

I see the eurusd is 0.9 spread … anybody tried any 1 sec version on eurusd??

I’m going to review my versions to see if they work on eurusd?

03/19/2020 at 7:27 PM #122617 quote

GraHal
Participant

Master

Hahaha … yeah see attached @ spread = 1, Box size = 10

Better still if you comment out the Flat before / after … images 3 and 4.

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Paul-8.jpg Paul-9.jpg Paul-10.jpg Paul-11.jpg

03/19/2020 at 8:11 PM #122624 quote

GraHal
Participant

Master

Ohhh Yesss … and we’re back in the Game!!!??? 🙂 🙂

Paul-12.jpg

03/19/2020 at 8:26 PM #122626 quote
Paul
Participant

Master
It’s game on!

better or worse?
```
atrtrail=averagetruerange[atrtrailingperiod]((close/1)*pipsize)
```
maybe no trailingstop, just a profittarget ?
03/19/2020 at 8:46 PM #122628 quote

GraHal
Participant

Master

Yeah … whatever brings the most consistent profits at least drawdown?

As far as a scalper goes (which this is) it is more normal to get in and get out asap?

Also I note a little peak on the equity curve for nearly all the trades … which if some of these MFE’s could be captured as profit so much the better?

03/19/2020 at 9:10 PM #122629 quote

fifi743
Participant

Master

From Line 26
Setting on multiple indices

renko-v2p-dji-1sec_mod-fifi-1.itf

03/19/2020 at 9:14 PM #122631 quote

Francesco
Participant

Veteran

@Grahal changed the boxsize to 10 but no position opened in the backtest. On which itf are you working on?

03/19/2020 at 9:20 PM #122632 quote

GraHal
Participant

Master

If you are asking me @Francesco …
Boxsize = 10*pipsize for EURUSD

03/19/2020 at 9:29 PM #122635 quote

Francesco
Participant

Veteran

Yes but it does not work for me don’t know why.. Would you like to share the code?

03/19/2020 at 9:54 PM #122637 quote
GraHal
Participant

Master
Try below on Line 16 … If below doesn’t work I will post the code.
```
once trailingstoptype =2 //3
```
03/19/2020 at 10:00 PM #122638 quote

Francesco
Participant

Veteran

Nothing to do, probably because i’m working on a different itf? Sorry i don’t want to bore you. I can test in on 200k also.

03/19/2020 at 10:22 PM #122639 quote

GraHal
Participant

Master

Yeah 200K bars test would benefit us all anyway.
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renko-v2p-dji-1sec_mod-fifi-2.itf

03/19/2020 at 10:45 PM #122645 quote

Francesco
Participant

Veteran

200k BTW: noticed that also fx pair went crazy high on spreads……
prova.jpg
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