MFI CROSS strategy to test and improve on Wall Street 6 minutes

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  • #65789 quote
    DEIO
    Participant
    Veteran

    HI Gertrade,

    Thx a lot for improving my strategy even on short.

    I made some test on it some days ago but I noticed, and you too I think, that the most of trades are anyway LONG and that’s why

    I didn’t use the SHORT code.

    Anyway your result is good and now I am going to see better the code you writed (these days I have some family troubles and I have not much time).

    Thx a lot for cooperatio.

    bye

    Gertrade and GraHal thanked this post
    #83011 quote
    Gianluca
    Participant
    Master

    Ciao. I’ve applied a filter in MTF and a multiplier sistem to begin with only 0.20 cfd.

    Nicolas thanked this post
    WALL-6M-LS-Filtro-MTF.itf
    #83091 quote
    Nicolas
    Keymaster
    Master

    @Gianluca

    and how does it performs with the last OOS period?

    #83111 quote
    Gianluca
    Participant
    Master

    I think very good.

    [attachment file=”83112″]

    Cattura-1.jpg Cattura-1.jpg
    #83122 quote
    Nicolas
    Keymaster
    Master

    Good to know it performs good. Thanks for the update! 😉

    #83123 quote
    DEIO
    Participant
    Veteran

    hi all,

    thx to Gialuca for his work….. I’m going to take a look as soon as possible..

     

    bye

    #83286 quote
    Gianluca
    Participant
    Master

    The Oos is from a demo test 🙂 since march

    [attachment file=”83287″]

    OOS.jpg OOS.jpg
    #83291 quote
    DEIO
    Participant
    Veteran

    Hi Gianluca,

    I did a test on demo for some weeks using the original code I wrote and results were quite good on long trades, but with more drawdown….

    Your version seems to keep the drawdown lower with less trades.

    Anyway i am very happy to  see such results.

    At the moment i can t found other instruments on which Apply this code with similar risults.

    Thx

    Bye

     

     

     

    Great work.

    #83307 quote
    DEIO
    Participant
    Veteran

    Hi again,

    I’d tryed some test varying the two parameters of Trend Checker Graph (I didn’t know it …)

    here paramters used :

    timeframe(36 mn, updateonclose)
    Trend = CALL “Trend Checker Graph”[1, 5, 15, 30, 60, 120, 240, 480, 0]
    timeframe(6 mn, updateonclose)
    Trend2 = CALL “Trend Checker Graph”[1, 5, 15, 30, 60, 120, 240, 480, 0]
    timeframe (default)

    timeframe(2 day, updateonclose)
    Trend = CALL “Trend Checker Graph”[1, 5, 15, 30, 60, 120, 240, 480, 0]
    timeframe(2 h, updateonclose)
    Trend2 = CALL “Trend Checker Graph”[1, 5, 15, 30, 60, 120, 240, 480, 0]
    timeframe (default)

    bye

    ws_test_mix_r.jpg ws_test_mix_r.jpg ws_test_mix.jpg ws_test_mix.jpg
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MFI CROSS strategy to test and improve on Wall Street 6 minutes


ProOrder: Automated Strategies & Backtesting

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DEIO @deio Participant
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This topic contains 38 replies,
has 8 voices, and was last updated by DEIO
7 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/12/2018
Status: Active
Attachments: 16 files
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