Dynamic Zone Elasticity, division by zero

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Viewing 15 posts - 31 through 45 (of 58 total)
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  • 07/03/2021 at 10:48 AM #173039
    robertogozzi

    None’s changing Null’s 🙂

     

    1 user thanked author for this post.
    avatar nonetheless
    07/03/2021 at 11:48 AM #173041
    murre87

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

    07/03/2021 at 12:17 PM #173042
    GraHal
    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
    OboeOpt

    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
    deletedaccount051022

    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
    VinzentVega

    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
    VinzentVega

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

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

    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
    VinzentVega

    I changed some settings to check some possibilities.

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

     

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

    Last version in tf 1m.

     

    1 user thanked author for this post.
    avatar GraHal
    07/13/2021 at 7:38 PM #173607
    nonetheless

    1m bar backtest (position = 0.5)

    2 users thanked author for this post.
    avatar VinzentVega, avatar GraHal
    07/14/2021 at 6:53 AM #173609
    deletedaccount051022

    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!

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

    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
    deletedaccount051022

    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
    deletedaccount051022

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

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