@ Despair – here is the short side for Bund 1H as promised.
Hi There
Could somebody share the latest version of the AUD/USD version I am struggling to find it.
IS it a long only version
Hi StantonR, I’ve attached the long version I upload some time ago. Don’t know if there is an updated version.
@Despair – I tried your version and compared it to the one I did. I have to say that I’m not convinced about the additional filters which takes away a lot of trades without adding to much to the overall return or the profit/loss ratio. However the backtested drawdown is less with additional filters. So I’m not sure if it’s better or not. Maybe you have a different opinion?
@ Nicolas – I have tried to change values and use different markets when I started the bund but unfortunately I have none of those results saved.
@victormork
I was talking about WF analysis to test robustness of optimized variables for the Bund version, but nevermind 🙂
@Victor: You are perfectly right. Filters are always a compromise. You always lose some winners along with the losers that you want to filter out. In practice I at least have the impression that one needs some sort of filter otherwise you get simply too many bad trades. But i am unsure what finally is better to be honest.
CKWParticipant
Veteran
hi Guys,
Based on FBS EURUSD 1Hv4,
– Added filters to improve Long trades performance
– Added Max SL to 50 points
Generally to improve GL Ratio, improve Gain% and similar Winning%
(Thanks Original code from ALE 🙂 )
Thanks
CKW
Hi CKW, thanks for your contribution! Can you please explain the idea behind he additional filters? I can see that the position size has been increased for some trades in your version.
CKWParticipant
Veteran
Hi Victor,
I just simply test it out with several conditions with close price in yesterday, weekly and monthly. As some strategies are sensitive to accumulation and distribution segment. As result from my test, there conditions improve the long trades performance but No effect on short trades.
50 points x 2 is the max losses I can take so I increase to 2.
WFA x 3 periods > 50%.
br,
CKW
CNParticipant
Senior
Is it just me or is there alot of 0 bar wins in the 1h strat of EUR/USD? @CKW and @ALE
How reliable is the Backtest?
ALEModerator
Master
Please explain what do you mean
Thanks
Ale
CNParticipant
Senior
Please explain what do you mean Thanks Ale
If you check the 1 hr v4 for EUR/USD you get ALOT of zero-bar profits.
These are infact not wins in real-trading.
Thats why im asking how relaible the backtest is.
See pic
Even if you have many “0 bars orders” listed in the backtest result, that should not be a problem if you made the backtest in tick mode.
CNParticipant
Senior
Even if you have many “0 bars orders” listed in the backtest result, that should not be a problem if you made the backtest in tick mode.
It has been before, with the tick mode enabled. Or am I drunk right now? ;P
CKWParticipant
Veteran
Hi CN,
I am not sure your case but I am sure I don’t have many 0 bars. Please see my screenshot
Thanks
CNParticipant
Senior
Hi CN, I am not sure your case but I am sure I don’t have many 0 bars. Please see my screenshot Thanks
CKW: Sort the list with least bars at the top. (Press the Nbr bars field)
