How Do You Optimise Bands Based on Price?:

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    Bard
    Participant
    Master

    Hi

    How you would optimise bands based on price like the Kase Dev Stops when using it in a system?
    (Dev Stop = Std Deviation Stop based on ATR that’s overlaid on the Price Chart).

    It’s not like I am able to optimise values eg: of between -1 and +1 by increments of 0.1 on an indicator like the Ehlers Supersmoother Oscillator — because the Dev Stops ATR bands (or ATR or Error Bands or that matter) are on the price chart and are not bound, they are  “fluid” in their  values?
    I know it can be done as a user on this forum did mention they’d optimised values and found that Dev Stop values of >4 and <5 worked best.

    Any ideas greatly appreciated.

    When I get more time I will post the results of this system that uses the Dev Stop because to date this combination of entry Oscillator and exit Dev Stops has worked better on more assets than anything else I’ve worked on in the last 2 years – including the sometimes spectacular and then other times not so reliable John Ehlers Oscillators. I did send you an email @nicolas about the results – but think I sent it to PRT support instead. I will resend.

    https://www.prorealcode.com/prorealtime-indicators/kase-dev-stop-v3/

    Cheers in advance for any help or suggestions,
    Bard

    #78390 quote
    Nicolas
    Keymaster
    Master

    Just optimize any or all the settings from the indicator, which are:

    inpDesPeriod  = 20          // Dev-stop period
    inpSlowPeriod = 21          // Dev-stop slow period
    inpFastPeriod = 10          // Dev-stop fast period
    inpStdDev1    = 0.0         // Deviation 1
    inpStdDev2    = 1.0         // Deviation 2
    inpStdDev3    = 2.2         // Deviation 3
    inpStdDev4    = 3.6         // Deviation 4
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How Do You Optimise Bands Based on Price?:


ProOrder: Automated Strategies & Backtesting

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Bard @brad Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
7 years, 5 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/02/2018
Status: Active
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