Is the SWAT worth being sold on prorealcode Market place ?

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Viewing 15 posts - 16 through 30 (of 50 total)
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  • 01/29/2023 at 11:24 AM #208612
    PeterSt

    Not related to my question in my previous post :

    LucasBest wrote:

    I decided to retest the bot without using call (i copied the indicator in my strategy code instead of the instruction call and now it is working perfectly… Is there a known bug with call and MTF ?

    I think it is so that in Indicator code not more than 1 TF can be used (and it looks like this this solved for V12).

    01/29/2023 at 11:26 AM #208613
    LucasBest

    Thank you for your explaning bro… I just found ALL the advanced graphics of the Statistics form. 🙂

    Here it is

    From 2.000 to 424.000 in less than 3 years, using 10% risk maximum for each wolfe wave.

    The huge drawdowns does occurs only during winning trades. You can’t loose more than the maximum risk per trade you choose in the settings.
    But as the percentage of winning trades is big (70% and even more because of filtering the bad wolfe waves), you can take 10% risk for each wolfe wave.
    The bot does not enter a trade in one shot. He can buy up to 4 times, but always manage to keep a stop loss that prevent from loosing more than the maximum risk you choose…

    01/29/2023 at 11:36 AM #208623
    LucasBest

    More statistics for 2000 to 424000 with 10% risks.

    As you can see Risk reward ratio is more than 42, and the ratio of money gain vs money lost is more than 200. Only 11% drawdown (which occurs mainly during big wins) vs 21000% runup max

    01/29/2023 at 11:44 AM #208625
    LucasBest
    PeterSt wrote:

    Not related to my question in my previous post :

    LucasBest wrote:

    I decided to retest the bot without using call (i copied the indicator in my strategy code instead of the instruction call and now it is working perfectly… Is there a known bug with call and MTF ?

    I think it is so that in Indicator code not more than 1 TF can be used (and it looks like this this solved for V12).

    In my indicator, i have only 1 time frame used, so i m not using the instruction timeframe inside the indicator.
    I tried to use MTF it in the code of the strategy proorder/probacktest, to call the indicator in 1 hour time frame, but use a smaller timeframe to exit partially the trades as the target profit levels are reached, b0ut it seems calling the indictor is not working perfectly…

    01/29/2023 at 11:48 AM #208626
    GraHal
    GraHal wrote:

    Show the equity curve with positions under the equity curve and price curve under the positions.

    I might have missed it, but what position size are you using?

    Why don’t you show positions under the equity curve and also price curve under positions?

    01/29/2023 at 12:02 PM #208627
    LucasBest

    The positions size is calculated with the maximum risk per trade you want to use.
    But the hole position is taken with 4 entries (the first entry is a buy at market but the 3 others are buy at price limit so you are never sure to have the full position size for each wolfe wave).

    Here is other statistics with 3.333% maximum risk for each wolfe waves.

    01/29/2023 at 12:08 PM #208631
    LucasBest

    As you can see, for some trades the bot is not close from max gains. I could use MFE for trying to catch the maximum but sometimes there is big drawdowns without breaking the stoploss and then the trend resume and the last target profit is reached… So i prefer to let the winners go on instead of trying to exit the trade while going down from MFE.

    01/29/2023 at 1:05 PM #208639
    PeterSt
    LucasBest wrote:

    I could use MFE for trying to catch the maximum but sometimes there is big drawdowns without breaking the stoploss and then the trend resume and the last target profit is reached… So i prefer to let the winners go on instead of trying to exit the trade while going down from MFE.

    Just a hint and nothing more than that :

    Yes, all fine. However, psychologically you won’t give yourself the opportunity to quit. Why ? because you must actively cut a trade while it is (still) winning. For me this would look too much like manual trading. Now, would the trades be ended regularly and restarted, you can quit when no position is active.
    I will repeat my first picture, but now with money in the right hand border (see below). You can also see where the DrawDown starts. The difference with what yo are doing ?

    These are trades. For that see the 2nd picture. You could say that at the end of January 5 I could be fed up with losing, and while in a state of no-position I just quit the System (with a profit of 38800 at that moment (not shown).
    We can see that in the end this would not have been a good decision, but if we would know the future …

    So … psychologically it is very different to enter new trades with new chances (your System does start a new trade for a reason, right ?) – vs a running one trade which is going down more and more and more.

     

    Regardless this all … nice !

    01/29/2023 at 1:56 PM #208653
    LucasBest

    The ain of the optimisation of the bot is to found the good level where most of the winning trades can turn into loosing ones and thus trying to found how to exit the trade : making the stoploss going higher and higher like a trailing stop or exiting the trade while at x percent of MFE.

    So, i did not say that the bot let the trades run until it reach highest target or the stoploss… Not at all. First if take profit at each levels (8 levels for now) depending if the trade have been entered fully or only partially. Also the stop loss move up while certain circunstances are met. And finally previous Targets that have been reached can act also as stop loss. The managment of the position is quit complex. It is half of the overall code for now.

    I’m still trying to optimise the bot by looking at each wolfe wave and seeing how to improve the result. The goal is to improve the overall gain and not the gain of only one or 2 wolfe waves. I am also considering exiting a trade and reentering if the condition of the wolfe wave still intact.

    01/29/2023 at 2:50 PM #208665
    PeterSt

    Completely understood.

    LucasBest wrote:

    First if take profit at each levels (8 levels for now) depending if […] The managment of the position is quit complex

    Funny. I wanted to tell something like that, including “but it will be quite complex”. But how to talk about that if you would not have done that and probably it was too hard to bring across.
    I now recall you talking about the levels earlier on. 🙂

    Kind advice : 1. You are on the good track. 2. Stop explaining too much. It is you who wanted to bring this to the Market Place. You don’t want others to do it. 😉

    01/29/2023 at 2:59 PM #208668
    LucasBest

    Thanks for the 2 advices 😉

    Anyway the managment of the positions will be visible if i understood well how it works on the Marketplace. Maybe it can still be hidden in the indicator by the position size calculation, etc…

    However, i still have a big problem yet, as my indicator still does not work normally for some reasons i can’t found out…

    So i will try it without calling the indicator but with the whole code in proorder before i can found what is occuring with the call function.

    01/29/2023 at 3:16 PM #208676
    PeterSt
    LucasBest wrote:

    Anyway the managment of the positions will be visible if i understood well how it works on the Marketplace. Maybe it can still be hidden in the indicator by the position size calculation, etc…

    By all means you MUST hide that. I will try t see from your posts whether I can make something out f it after all.

    01/29/2023 at 3:33 PM #208680
    PeterSt
    LucasBest wrote:

    While trying to improve the bot i noticed a big bugs with MTF and Call.

     

    LucasBest wrote:

    Some signal that exist in 1 hour time frame are not sent into smaller time frame (5 minutes) while others that does not exist (no signal in hour) are created in the smaller time frame…

    Thinking outloud :

    Think of the rule that a variable is not allowed to receive a value in two different TFs;
    If you would call your Indicator(s) from within different TF’s *and* that Indicator returns a value for your calling code, then it could easily be a bug that this is allowed by the interpreter, while in practice it brings a mess. So first thing for you to check is whether you do such a thing.

    This is NOT allowed because RetVar1, RetVar2 and RetVar3 will be assigned a value under different TFs.
    No error message while you do such a thing ? then that is your problem.

    01/29/2023 at 5:00 PM #208684
    LucasBest
    PeterSt wrote:
    LucasBest wrote:

    Anyway the managment of the positions will be visible if i understood well how it works on the Marketplace. Maybe it can still be hidden in the indicator by the position size calculation, etc…

    By all means you MUST hide that. I will try t see from your posts whether I can make something out f it after all.

    Lol… You’re welcome if you can profit from my posts. We all always learn from each other, and there is no problem for me.

    Are you already selling something on the Market place ?
    What i need to hide ? My sentences or the trades managment, position size calculation, etc ?

    For hidding that part of the code, i think it is possible to send informations needed (countofposition, positionprice, etc) to the indicator and receve then the decisions for opening and closing… Is that the way ?

    01/29/2023 at 5:08 PM #208685
    LucasBest
    PeterSt wrote:
    LucasBest wrote:

    While trying to improve the bot i noticed a big bugs with MTF and Call.

    LucasBest wrote:

    Some signal that exist in 1 hour time frame are not sent into smaller time frame (5 minutes) while others that does not exist (no signal in hour) are created in the smaller time frame…

    This is NOT allowed because RetVar1, RetVar2 and RetVar3 will be assigned a value under different TFs.

    No error message while you do such a thing ? then that is your problem.

    Thanks for your help, but it is not my error or the bug that causes my problem. I know it is not possible to change the variables in a different timefame.

    My thinking at first sight is that it was dealing with the number of bars loaded…

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