Dynamic Zone Elasticity, division by zero

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07/03/2021 at 10:48 AM #173039 quote

robertogozzi
Moderator

Master

None’s changing Null’s 🙂

nonetheless thanked this post

07/03/2021 at 11:48 AM #173041 quote

murre87
Participant

Senior

Pls share itf when its working. Do you find backtest of this intressting?

07/03/2021 at 12:17 PM #173042 quote

GraHal
Participant

Master

robertogozzi wrote:

None’s changing Null’s

Haha

Yeah, I hadn’t taken account of use of x later in the code.

07/05/2021 at 9:29 PM #173203 quote

OboeOpt
Participant

Veteran

Sorry but I got confused with all the Changes that should be made to make it work. Can nonetheless or someone else post the changed working Itf file?

Thanks in advance!

07/12/2021 at 11:36 AM #173501 quote

deletedaccount051022
Participant

New

Hi – Thank you very much for sharing this strategy, some great potential. If anyone that has run the backtest over 1m bars is able to provide an export of the trades I would love to run further analysis on the strategy (MFE Gap analysis, Drawdown) to try to improve some of the key metrics. Many thanks

07/13/2021 at 10:03 AM #173565 quote

VinzentVega
Participant

Veteran

In principle, an interesting algo, because the SL is also relatively small. But the profit per trade is very small and the profit is generated only by the number of trades.

07/13/2021 at 10:23 AM #173570 quote

VinzentVega
Participant

Veteran

Backtest with MM, started in April with positionsize “1”.

Unbenannt-4.png

07/13/2021 at 12:21 PM #173592 quote

nonetheless
Participant

Master

Interesting, I get very different results for that period. Have you made other changes?

Bigger problem: still getting div/0 errors – less than before but it’s still not running properly.

I am using

x = std[Period](close)
if x=0 then
x=1
endif

BTW, you know that if you start with positionsize 1 you also need to double the value for DD as the MM works on that ratio

07/13/2021 at 3:08 PM #173597 quote

VinzentVega
Participant

Veteran

I changed some settings to check some possibilities.

Algo is also working (except December) in 2m.

Unbenannt-5.png

07/13/2021 at 4:10 PM #173600 quote

VinzentVega
Participant

Veteran

Last version in tf 1m.

GraHal thanked this post

Unbenannt-6.png NAS-DZE-1m-0.9-V3.itf

07/13/2021 at 7:38 PM #173607 quote

nonetheless
Participant

Master

1m bar backtest (position = 0.5)

GraHal and VinzentVega thanked this post

NAS-DZE-1m-0.9-v3.jpg

07/14/2021 at 6:53 AM #173609 quote

deletedaccount051022
Participant

New

Hi

In testing the DJI 3min version I noticed Monday’s outperformed so I couldn’t resist seeing what a Monday only version looked like (over 200k bars) just for fun.

Not bad, it outperformed the original version and in the market only 7.5%. What to do with the rest of the week? 🙂

Thank you once again for sharing the original idea!

Dj-3min-Dynsuper-v1.2-Monday-Detail-Perf.png Dj-3min-Dynsuper-v1.2-Monday.itf

07/14/2021 at 7:16 AM #173612 quote

VinzentVega
Participant

Veteran

Monday is often outperformer day. I think the reason for that is, holding the trade over weekend and close it on monday.

07/14/2021 at 7:26 AM #173613 quote

deletedaccount051022
Participant

New

And the NASDAQ version looks like it fairs better when it doesn’t open positions on Wednesdays.

07/14/2021 at 7:27 AM #173614 quote

deletedaccount051022
Participant

New

Good thought – I had a look but the bar counts are too low.
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