Mother of Dragons, long and short

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Viewing 15 posts - 1 through 15 (of 30 total)
  • #118200

    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/

    #118748

    Hi nonetheless,

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

    Thanks!

    #118761

    Sure, no problem

    2 users thanked author for this post.
    #118869

    So good, friend!.

     

    #119132

    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.
    #119158

    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.
    #119220

    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!

    #119335

    Hi, im referred to this Mother of Dragons.

    No to others Mother of Dragons.

    This Dragons so good

    Separated estrategies, please.

    Sleep???

    #119342

    @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.

    #119407

    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?…

    #119411

    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.

    #120729

    Incredible!!!

    #120730

    The people not see.

    #120770

    @Fran55 The people don’t understand! 🙄 😆

    #120772

    The people don’t understand

    … that Daenerys is actually alive and well! 😂

Viewing 15 posts - 1 through 15 (of 30 total)

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