Hang seng 200K bars

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04/07/2018 at 1:58 PM #67497 quote

Francesco78
Participant

Master

Vonasi wrote:

I cannot think why that should always work.

I think this question in algorithmic trading is not extremely relevant. If it worked only what it should logically work there would be no edges. What algorithmic trading does is to caputre inefficiencies that always contain an element of irrationality

04/07/2018 at 2:02 PM #67498 quote

Francesco78
Participant

Master

Vonasi wrote:

It just occurred to me that I may be on a different time zone to you so my tests may not be the same as yours. I am trading on UTC+1 British Summertime.

Would you be so kind to double check also the strategy on the Hang seng with the correct time zone?

Thank you!!

04/07/2018 at 3:41 PM #67511 quote

Vonasi
Moderator

Master

OK. I switched to UTC+2 and ran it all again.

1st Image = EurUSD 200k bars Spread = 1 Tick by Tick = off

2nd Image = EurUSD Spread = 1 Walk Forward 70/30×5 from beginning 2005 Tick by Tick = off

3rd Image = HS50 200k bars No Spread. Tick by Tick = on

4th Image = HS50 200k bars No Spread. Walk Forward 70/30×5 Tick by Tick = on

Francesco78 thanked this post

EurUSD-GMT2.png EurUSD-GMT2-WF-from-2005.png HS50-GMT2-No-Spread.png HS50-GMT2-WF-No-Spread.png
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Hang seng 200K bars

ProOrder: Automated Strategies & Backtesting

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Francesco78 @francesco78 Participant

Summary

This topic contains 17 replies,
has 4 voices, and was last updated by Vonasi
7 years, 11 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/05/2018
Status:	Active
Attachments:	11 files

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