Fractal breakout intraday Strategy EUR/USD 1H –

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Viewing 15 posts - 61 through 75 (of 360 total)
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  • 04/20/2017 at 5:52 AM #32679
    Elsborgtrading

    I will start on London Gas OIL- LGO may 17

    1 user thanked author for this post.
    avatar ALE
    04/20/2017 at 9:29 AM #32688
    Elsborgtrading

    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

     

    04/20/2017 at 9:40 AM #32691
    victormork

    Hi! I’ve attached a version for Gold.

    04/20/2017 at 10:11 AM #32701
    GraHal

    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.

    GraHal

    04/20/2017 at 10:37 AM #32705
    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

     

    04/20/2017 at 10:39 AM #32706
    ALE

    @ Grahal,  yes .. sorry.
    @ Kasper, yes … I think that we can try with daily time frame on this market without history.

     

    04/20/2017 at 10:56 AM #32710
    ALE

    @ Victor, have you test GOLD on 200.000 bars? I’ve not found spread in you version, is it possible?

    Thanks

     

    04/20/2017 at 10:57 AM #32711
    GraHal

    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)

     

    04/20/2017 at 11:50 AM #32721
    GraHal

    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

    04/20/2017 at 11:51 AM #32727
    GraHal

    4 more attached as I could only attach 4 above.

    04/20/2017 at 11:56 AM #32731
    Elsborgtrading

    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!

    04/20/2017 at 12:06 PM #32736
    GraHal

    HAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHAHA … good one Kasper!!!!

    Coffee and toast now laughing my ass off!!!

     

    1 user thanked author for this post.
    avatar Elsborgtrading
    04/20/2017 at 12:17 PM #32737
    victormork

    @ALE I used 0.3 spread and unfortunately I can only test on 100000 bars.

    1 user thanked author for this post.
    avatar ALE
    04/20/2017 at 1:12 PM #32746
    ALE

    🙂 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.

    5 users thanked author for this post.
    avatar criscolci, avatar Francesco78, avatar Henrik, avatar GraHal, avatar victormork
    04/20/2017 at 1:38 PM #32762
    Nicolas

    @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

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