Fractal breakout intraday Strategy EUR/USD 1H –

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  • #35235 quote
    Elsborgtrading
    Participant
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    Hi Jr.

    One must define his own risk- but need to know how. If you trade 4 position with a 48 point SL, you are risking 192/5000*100=3,84%. it will continue until until your equity allow you to risk 3% with min 4 position, or you get a margin call.

    Br. Kasper

    ALE and JR1976 thanked this post
    #35270 quote
    ALE
    Moderator
    Master

    Hello

    I’ve updated first page with V3 and V4, already post in the topic,  and GBPUSD_15m_long.

    Regards

    GraHal thanked this post
    #35277 quote
    victormork
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    Thank you Ale!

    Is the difference between V3 and V4 only the trailing stop settings?

    #35323 quote
    victormork
    Participant
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    Hey guys! Here are two new versions: one is for AUDUSD 30M and the other one is for Bund 30M.

    I have gone down in periods for the fractal which generates a lot more trades than in previous systems. The AUDUSD doesn’t pass the WFR in current stage and needs some more love. I anyone of you find a solutions please let me know! The Bund version is more solid but there are still things left to try!

    Nicolas and TheAccountant thanked this post
    #35331 quote
    ALE
    Moderator
    Master

    Thanks Viktor!

    I’ll try them very soon.. and I ‘ll response you soon about v3 and v4!

    ale

    #35443 quote
    ALE
    Moderator
    Master

    @Victor

    in V3 version I tried to use 3 different fractal level, CP 113 of the original version not filtered, while the others CP 108 and 100 filtered by a body>30 pip of the signal candles. I also added  second take profit after 050000 PM. I’ve also enalrged trailing stop to 10

    In v4 version I’ve added the possibility to open 2 contract instead 1 of the original version. Second contract open if the body>30 signal candles.

    to this strategy on EURUSD,  everything can be added.. 20 versions could be made..

    My version Are only examples, nothing of perfect..

    victormork thanked this post
    #35564 quote
    victormork
    Participant
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    Thanks for your explanation Ale. Have you tried to change the variables depending on if the system is taking a long or short trade?

    I have worked a bit more on the FBS on Bund and decided to split the system in long and short which gave a better combined return. New ideas on how to improve my versions are most appreciated.

    Francesco78 thanked this post
    #35580 quote
    ALE
    Moderator
    Master

    Hello Victor

    TGS can’t little then minimum stop distance, TGS=2 it’s not possible, for IG must be above 5 for audusd and bund..
    .. I look better them asap

    #35581 quote
    victormork
    Participant
    Veteran

    haha right, and we talked about this issue before! thanks for the reminder 🙂

    #35608 quote
    Maz
    Participant
    Veteran

    @victormor – good to see you separating long and short components. Nice work.


    @Ale
    – I will take a look at this when I get the chance.

    #35673 quote
    victormork
    Participant
    Veteran

    @ Maz –  I’ve taken your advise. Now when I’ve started to split long and short I understand why system developers do this. The possibilities to see (understand) your systems weaknesses and improve them are insane..

    #35701 quote
    Maz
    Participant
    Veteran

    Yep, not only do you get better optimization ability you can also manage risk better too. You also get separate equity curves – a quick and easy snapshot of which side is performing better and what market conditions are better to what side.

    Francesco78 and Inertia thanked this post
    #36785 quote
    victormork
    Participant
    Veteran

    FYI I have tried to use a short moving average as training stop for this type of strategy and it works better for some markets.

    #36836 quote
    ALE
    Moderator
    Master

    Hello

    victor, have you find other market wi th good peobacktest?

    Thanks

    ale

    #36843 quote
    victormork
    Participant
    Veteran

    Hi Ale,

    On 100 000 bars I have a promising result on bund 30 min and 1 h. The long side is however much better than the short due to resent market behaviour. I think I’ve also found a  way to improve the audusd. Will check tomorrow when I get back to work. I have put my focus on shorter periods for the fractal which gives a lower hit rate but a more frequent trading. I don’t know what’s best. Hard to tell without 200k bars.

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Fractal breakout intraday Strategy EUR/USD 1H –


ProOrder: Automated Strategies & Backtesting

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ALE @aleale Moderator
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This topic contains 359 replies,
has 1 voice, and was last updated by RandyG
2 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/16/2017
Status: Active
Attachments: 174 files
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