I will start on London Gas OIL- LGO may 17
London Gas Oil- may-17
I think the number of trades is to small to have a statistically baseline. It’s 14
I’ve optimized it several times, so the scrndump is just one of them. I don’t think it worth pursuing unless the 200000 version has significant more data.
Cheers Kasper
Hi! I’ve attached a version for Gold.
Small matter, but can affect results … what we doing re Timezone? Are we all sticking to UTC+1 … same as original?
Better still, if we use UTC+1 or our own timezone then I suggest Timezone is entered in Comments at top of Code. This is a good QA practice, saves asking and removes doubt.
If we enter our PRC Username as the last comment followed in brackets by timezone of times in the code (see below) then we know that the Optimiser (for a new market) has not just forgot and left timezone at UTC+1.
// EURUSD(-) - IG MARKET
// TIME FRAME 1H
// PROBACKTEST TICK by TICK - 200.000 bars
// SPREAD 0.6 PIP
// ALE (UTC+1)
GraHal
Mmm looks like we need some QA re filenames?
victormork has provided a ‘reinvestment version’ for Gold.
How about filename protocol. Do we use v1 and v2 or a unique naming protocol, example below. V1, v2 etc can then still be used if a new version of either evolves.
FBI EURUSD 1H OPTI
FBI- Reinv Gold 1H OPTI
GraHal
ALEModerator
Master
@ Grahal, yes .. sorry.
@ Kasper, yes … I think that we can try with daily time frame on this market without history.
ALEModerator
Master
@ Victor, have you test GOLD on 200.000 bars? I’ve not found spread in you version, is it possible?
Thanks
Sorry guys, I seem to have got out of bed with a QA hat on this morning! 🙂
What you reckon re leaving the variable values in the Optimiser window (see attached) for any files we add as .itf on here? I found this very useful on Ale’s original as it makes it easy to satisfy oneself re the variable value selected?
As we know it’s not always a variable value that gives the most profit that is the best one to use (might be optimised on an exception, gives big drawdown etc).
Also easy to then optimise for the future as Ale states early on in this Thread.
I’m keeping the OPTI version in the ‘Indicator & Trading Systems’ store for future. I then duplicate the OPTI version (when I’m happy with variable values) click crosses in Optimiser to delete variables, delete OPTI in the title and then release to Live.
I guess above / similar was Ale’s intention and a good idea it is, thank you Ale!
GraHal
PS I thought of saving ‘OPTI version as a test-bed’ as I was writing … alzheimer pills are working after all 🙂 (joke)
Are we using the best times or are we mixed up re timezones?
Attached are 3 sets of Ale’s Gold Bot (FRACTAL BREAKOUT GOLD 1HV1) … if I reduce times by 1 hour I get better results, reduce by 2 hours I get even better results??
Attached files are named by actual times in the file.
GraHal
4 more attached as I could only attach 4 above.
ahh yes I totally forgot that about timezones, must be because I think that Italy is the same as Denmark- +1 GMT, or wait.. +2GMT because of daylight savings, but I also thing that German stock exchange follow the daylights savings- but then again others might not.. OMG total chaos. :-D- but good point Grahal!
HAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHA … good one Kasper!!!!
Coffee and toast now laughing my ass off!!!
@ALE I used 0.3 spread and unfortunately I can only test on 100000 bars.
ALEModerator
Master
🙂 I open a parenthesis, I do not want to distract you, but there is an interesting declination of the original version FBS_EURUSD_1H. I added bjoern code to enter at market from this strategy “True Range Breakout EUR/USD” . They work well together. I can discuss later an other topic, may be that bjoern could help us to opt.
@victormork
You should adopt a higher spread, in fact the highest possible related to what ALE wrote in in Excel sheet. Slippage and latency are our worst enemies..
@ALE
I’m already distracted so far 🙂 Too much good things these recent days on the website! Please open a new thread for this fork of your strategy, it’s already a bit of a mess here! ahahah
