ALEModerator
Master
Thanks Nicolas
I’m starting with USDJPY/AUDUSD/GBPUSD/EURGBP
no good result, and bad result with EURGBP
Hi all, two pairs: AUD/USD tp 20, and GBP/USD tp 60, working but not close to eur/usd
Thanks to ALE for lovely code 🙂
Andreas
That’s strange, you still have the set stop ploss 48?
It seems like there is a factor 10 missing- it should read 0.3 and not 3
Try and calculate some trades manual. (48*positionsize/Equity)*100 Here I have a risk 2, and 3 lots. that’s (3*48/7880)*100=1.82% risk. the Graph reads 1.96%
That should more or less be the same as Risk
Please optimise with wider spread (add at least +0.3 pips) with WF (10 iterations 70/30% for 200.000 bars or only 5 iterations for 100 kbars).
I think that the most important parameter is the “cp” one (Fractals period), this variable should be adapted for each pair volatility. Something interesting would be to compare average daily range of each pair to get a first approach.
GBP/USD with cp 90 and tp 30 spread 1,4 and reinvest
ALEModerator
Master
@Andy it’s a pleasure for me
@Andy, thanks for your work, but we must use OOS periods while optimizing, otherwise the strategy could be over fitted. Please use the settings I talked about in my previous post.
Hi Nicolas, my walk forward screen looks like this when running this and other codes, only worked with GraHal:s “3 day bull bear” so far.
Is there anything I missed, a button or something?
ALEModerator
Master
@KASPER
This is the results of your first code with 200.000
Hi Andy!
You have to choose which labels you want to perform WF with. Its the same as a normal backtest plus the WF parameters.
Regards
Henrik
Ale there must be something different from the PRT version to the IG version on calculation. just pict a trade in the list and tell me the amount of positions and equity at that time 🙂
ALEModerator
Master
@KASPER
I can try to test with the same period of your, could you write your date?
Hi Ale
I don’t think this is the issue, It’s rather some currency conversion. The money management is working as it should. it’s the Graph line that is the problem. Try this instead.
graph (positionsize*stoploss/equity)*100 COLOURED(0,0,0) AS "MAXRISK"
Also I took the liberty of putting together an indicator for your system, this might help people understand your excellent system 🙂
ALEModerator
Master
Hi Kasper
ok thanks, After Easter We can work on it.
yesterday evening I’ve started walk farward test on usdjpy, and after 12 hour of elaboration the prt close platform, too temporary files for my memory. We restart test 7/70/30 instead of 10/70/30
@Ale could you post a screenshot of how the WF window should look to make it understandable for everyone would like to help. (with variables and their min/max/step), it should serve as a reference for others. I’m AFK till tomorrow, can’t do it myself.
