dynamic live parameter adjustment

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07/20/2020 at 6:14 PM #139700 quote

Paul
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Master

So basically you want a do a simulated backtest for the first trade, take the best parameter and apply that for the rest of the day. But there’s a problem, because the best parameter could be at 10am or maybe the best parameter is the one who prevented entry early and takes a late entry & win at 16u.

To cover above problem, you could take the best parameters for long & short before trading hours and apply that on the active trading hours.

But I think it can’t be done automatically and needs to be done manually with a quick backtest for 1 day between certain hours.

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07/20/2020 at 6:34 PM #139701 quote

Francesco
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Veteran

The simulation of the first trade is not important, i can easily choose a parameter to run it (or maybe use as parameter for the first trade the one that was “choosen” for the previous day by the ML); i just need the best value of the first trade fixed for the rest of the day.

I understood what is the problem that you presented, but i know well the strategy and there will always be at least a trade in the first 2 hours of the day with any of the values between the interval; and that value that made the strategy being profitable for the first trade should be perfect for the rest of the day (i can easily do that manually waking up early in the morning, but it could be amazing automatize it).
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dynamic live parameter adjustment

ProOrder: Automated Strategies & Backtesting

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Paul @micky75d Participant

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This topic contains 31 replies,
has 8 voices, and was last updated by Francesco
5 years, 7 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/02/2020
Status:	Active
Attachments:	4 files

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