First results SAR Strategy …

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09/09/2020 at 1:40 PM #143744 quote

zilliq
Participant

Master

zilliq wrote:

Stupid strategy like this one based on Stochastic (3 variables, one for signal, one for market structure, one for Money management)

// / Signal ///////<br /> indicator1 = Stochastic[4*a,a](close)</p> <p>c1 = (indicator1 CROSSES over average[5](indicator1))<br /> c2 = (indicator1 CROSSES over average[5](indicator1))

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// / Signal ///////

indicator1 = Stochastic[4*a,a](close)

c1 = (indicator1 CROSSES over average[5](indicator1))

c2 = (indicator1 CROSSES over average[5](indicator1))

With this kind of backtest

End of day for this stupid Stochastic strategy too . Goal reach on OOS

+ 21 % but 80 % in Market = bad strategy saved by stats

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09/09/2020 at 5:12 PM #143778 quote

bertrandpinoy
Participant

Veteran

aller met sur sur vinted! on te fera une belle offre LOL

09/09/2020 at 5:24 PM #143780 quote

zilliq
Participant

Master

Only in english Bertrand, some will be angry 😉

Not sure for Vinted 🙂

Vonasi thanked this post

09/09/2020 at 5:48 PM #143783 quote

Scooby
Participant

Senior

Market will be open soon 😉

09/10/2020 at 10:00 AM #143836 quote

zilliq
Participant

Master

OOS Today : Algo stop for the Stupid algo on Stochastics +32 % in 3 days, Stupid Algo on SAR can continue to take trade today + 42 % in 5 days

Not bad for 3 Bad Donkeys 🙂

2020-09-10_10h57_29.png 2020-09-10_10h56_48.png

09/10/2020 at 6:02 PM #143890 quote

zilliq
Participant

Master

End of day for Bad Donkey SAR +52 % in 5 days, not too bad Sharpe Ratio 2.61 not bad

Very intersting it takes only short, and now only call

We will see tomorrow (The system stop this afternoon because of Goal reach)

See U

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09/11/2020 at 12:26 PM #143945 quote

zilliq
Participant

Master

Complicated today because of long range period on EUR/USD (Friday…)…Less opportunities for Donkeys

We will see at the end of the day what they did

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09/12/2020 at 12:51 AM #143988 quote

danistuta
Participant

Senior

For curiosity which indicators do you use in your strategy for EUR/USD? Thank you.

09/12/2020 at 10:15 AM #144008 quote

zilliq
Participant

Master

@danistuta

SAR as indicated in the title

As I thought, the algo don’t take a lot of trades yesterday and doesn’t reach our goal (1000 USD/day)

+62 % in 6 days, not very bad for a bad Donkey SAR

And the bad Donkey based on STOCH as not taken any trade yesterday and finish at +36 % at the end of the week (3 days)

We will see next week

I let the Algos run (I don’t do another backtest to recalibrate the variables) to see what happen and when they will lose a lot

Bye

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09/12/2020 at 10:17 AM #144011 quote

danistuta
Participant

Senior

Only Sar indicator? And which timeframe do you use?

09/12/2020 at 10:23 AM #144012 quote

zilliq
Participant

Master

The purpose is to determine when we need to recalibrate the variables (One week, 2 weeks and so on ..) too. I have my idea but noone knows

But sometimes it can be long to know as on this algo with OOS since mid august. We know one day it will fail (And should recalibrate) and we just need to wait

Have a nice week-end

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09/12/2020 at 10:40 AM #144015 quote

snucke
Participant

Veteran

is this how you build your algos that you use on real accounts?

09/12/2020 at 3:09 PM #144031 quote

zilliq
Participant

Master

@snuckle

These algos are not on real account, not yet, this is demo OOS (For confirming/correlating with backtest on IS), because I’m waiting for the PRT v11 on IG (For 2D/3D optimization , other options …) and do a lot a lot of test, hypothesis, simplyfying codes, trials (I code may be 10 years on PRT, or more, I don’t remember)

I create like these all algos, put them on “incubator”, wait if they work or not (a lot of trials go directly in trash) and if so will put them on IG V11 when available (I’m waiting desperately like others options on PRT (Backtest on indicators …))

Bye

09/13/2020 at 9:12 AM #144050 quote

zilliq
Participant

Master

@danistuta

1 mn as indicated on first page

09/14/2020 at 6:50 PM #144247 quote

zilliq
Participant

Master

Bad SAR Donkey works well today

+/- 10 % today, +71.85 % since 7 days, 14.35 % in the market = very good

Bad Stochastic Donkey works bad. After a flat friday, -1 % today, +35 % since 5 days, 44.54 % in the market=bad for me

We will see tomorrow

sard.jpg 2020-09-14_19h42_19.jpg
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