Here is Nonetheless version
nonetheless, i also had two winning trades, 3rd trade is the one i mentioned, it is still open, i let it run to check whether it will use the full stop lose or close it early, so far used more than 1% stop loss. i attached the screen shot of this.
i thank you and others for this wonderful work.
hope this feed back helps to make this bot more better.
regards
betson
Sorry to all, my live version is without Fifi’s changes which explains why i didn’t get that third trade on Friday. Hope it comes good for you if the NFP bounce holds into next week.
@Lifen, that is indeed a very cautious MM – and I’m sure it’s very sensible. Personally my view is that if a position of .5 feels an acceptable risk with starting capital of around €2k, then after €1k of strategy profit why shouldn’t a position of .75 also feel acceptable? Same % risk, and by then you have the added confidence that the algo is actually capable of turning that kind of profit. As they say, ‘nothing succeeds like success’ … but to each his own.
@Nonetheless Yes this is a very cautions MM, I post it to work on the part of MM and add input on the strategy but for sure you can change some parameters and you will see the performance is much higher. I was conservative.
when all indicators, super trend ,rsi, macd all showing sell it took a buy, which shouldn’t be happen in normal conditions
Happy now? you got another winning trade. The MoD sees things we mortals cannot see (well, sometimes she does…)😉
ya, i start to believes so. Full credit goes to the creators.
Hi @nonetheless,
Great strategy.! Thanks for putting tonn of effort into this.
I have put this on live with MM on and positionsize=1.
I haven’t caught any trades yet, but will update more once I do.
Question: If you were to optimise this for any other instrument what would be your approach to this as it has about 30 parameters in this algo.
I think now its time this great strategy evolves to support lower TFs and other instruments. I will start with some forex.
Here’s the DAX version with fifi’s fix. A lot of improvements BUT VERY BAD ROBUSTNESS TEST, so be careful.
@Boonet, if you click on View All Attachments above you’ll find existing versions for the DAX, CAC and SP. Only way to rework it for other instruments is to go through all parameters one by one.
Thanks Francesco.
I wondered if you might be able to clarify what would define a poor level of robustness. I searched for “robustness test” and found Vonasi’s code, or are their other standard options in PRT you can point to to see this myself.
Assume it’s not the reliability of code itself but more the ability of the strategy itself to remain with certain results parameters over the majority of market conditions?
Thanks Francesco.
I wondered if you might be able to clarify what would define a poor level of robustness. I searched for “robustness test” and found Vonasi’s code, or are their other standard options in PRT you can point to to see this myself.
Assume it’s not the reliability of code itself but more the ability of the strategy itself to remain with certain results parameters over the majority of market conditions?
Robustness test it’s able to give us an idea on how much it’s overoptimized the strategy through the randomization of the system’s positions; poor robustness test levels means that it’s very possible that the backtest results will not remain the same in the future. Personally i never use on my live account systems without a very good and personal preferred level.
Here’s the CAC version with fifi’s fix. As before, lot of improvements BUT ALSO WORSTER ROBUSTNESS TEST.
Last but not least, SP version. Same warnings as before
hi, is there any FTSE 100 version any chance pls
Hi @nonetheless,
Great strategy.! Thanks for putting the effort into this.
I have been running this program for more than a week, even though all the LONG positions are very profitable, this bot never opened a single SHORT position yet.
none of my back tests shows any SHORT positions. am i doing something wrong or everyone the same ???
It is very odd.
