Mother of Dragons, long and short

• 01/29/2020 at 12:39 PM #118200
  nonetheless

  Taking Vonasi’s suggestion to try this long-only, I broke it into 2 separate strategies, long and short. With each optimized for just one task the result seems better on every metric. It may have the added advantage that in an uncertain market they hedge each other – would require forward testing.

  Image at left is the combined performance in one code. When you map the other two onto each other, every month where the long has taken a loss the short has more than made up for it. That doesn’t happen when combined.

  Unfortunately, in this case, it doesn’t get around the fact that it is probably curve-fit to the last 100k but i think it does make a good case for separating strategies into long and short.

  Can’t believe I hadn’t tried this before. Is there ever a good reason for having one code go both ways?

  Original code is here: https://www.prorealcode.com/topic/mother-of-dragons-trading-strategy/page/2/

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  02/05/2020 at 2:56 PM #118748
  eckaw

  Hi nonetheless,

  Are you able to share the code for the long / short strategies?

  Thanks!

  

  eckaw

  Participant

  Topics: 13

  Replies: 118

  Been thanked: 61 times
  02/05/2020 at 5:16 PM #118761
  nonetheless

  Sure, no problem

  2 users thanked author for this post.

  Scooby, GraHal

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  02/06/2020 at 7:35 PM #118869
  Fran55

  So good, friend!.

   

  

  Fran55

  Participant

  Topics: 34

  Replies: 210

  Been thanked: 7 times
  02/10/2020 at 8:23 AM #119132
  Fran55

  We have a new “vectorial”.

  Publicate 10 days ago.

  No comments in 10 days.

  We see???… Or sleep???

  1 user thanked author for this post.

  nonetheless

  

  Fran55

  Participant

  Topics: 34

  Replies: 210

  Been thanked: 7 times
  02/10/2020 at 11:48 AM #119158
  deletedaccount100622

  Hi @nonetheless

  thank you for the code

  I have had a quick look at the results and have some observations that I would welcome your thoughts on:

  Based on the attached image it appears that if you are able to get the trailing stop to kick in then the strategy will make money but if it just draws down then a loss much greater than the return of an average trade tends to occur, have you experimented with a closer hard stop/alternative stop?

  Given the mix of a long term average and a short term signal  it looks like you have occasions on which the trade is stopped out but then opened again promptly as you are looking for a market condition ie x is above y rather than x cross y. Have you looked into altering the moving stop so that they would not get stopped out when the conditions still exist or perhaps having a condition that prevents a quick reopening?

  I do like that you have success on the short side on a market that has been trending up for so long

  Thanks

  Ruark

   

  2 users thanked author for this post.

  nonetheless, GraHal

  

  deletedaccount100622

  Participant

  Topics: 13

  Replies: 116

  Been thanked: 60 times
  02/10/2020 at 6:19 PM #119220
  nonetheless

  Robo Futures Trader wrote:

  looks like you have occasions on which the trade is stopped out but then opened again promptly

  Hi Ruark, thanks for your suggestions – you’re absolutely right, i had noticed that as well but didn’t know how to fix it. Take a look at Fifi’s version in the other thread (you’ve probably already seen it) – he added updateonclose to both the 2h and 15m TFs which if I understand correctly should help exactly that problem.

  I have posted another version, but I think his is the one to go for!

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  02/11/2020 at 6:47 PM #119335
  Fran55

  Hi, im referred to this Mother of Dragons.

  No to others Mother of Dragons.

  This Dragons so good

  Separated estrategies, please.

  Sleep???

  

  Fran55

  Participant

  Topics: 34

  Replies: 210

  Been thanked: 7 times
  02/11/2020 at 7:41 PM #119342
  nonetheless

  @Fran55 — glad to hear it’s working for you! Try this one, NASDAQ 5m, doing quite well in forward testing over the past few weeks.

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  02/12/2020 at 12:43 PM #119407
  Fran55

  Hi.

   

  I think Mother of Dragons in two separated strategies… Up and down.

   

  You have the down versión yo Nasdaq???

   

  Good job, friend… I like the versión to Dow.

  ?thats really in future?…

  

  Fran55

  Participant

  Topics: 34

  Replies: 210

  Been thanked: 7 times
  02/12/2020 at 12:47 PM #119411
  nonetheless

  No, I never bothered with a short version for NAS but you should be able to adapt the LONG and reset the variables quite easily.

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  02/28/2020 at 11:00 AM #120729
  Fran55

  Incredible!!!

  

  Fran55

  Participant

  Topics: 34

  Replies: 210

  Been thanked: 7 times
  02/28/2020 at 11:03 AM #120730
  Fran55

  The people not see.

  

  Fran55

  Participant

  Topics: 34

  Replies: 210

  Been thanked: 7 times
  02/28/2020 at 4:08 PM #120770
  Nicolas

  @Fran55 The people don’t understand! 🙄 😆

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20867

  Been thanked: 4783 times
  02/28/2020 at 4:24 PM #120772
  nonetheless

  Nicolas wrote:

  The people don’t understand

  … that Daenerys is actually alive and well! 😂

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
• Author
  Posts