Mother of Dragons trading strategy…
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Attached you can see the modified version on the right, a small improvement in return and quality metrics. I will keep on with long and short for now to see how it goes. I understand why you would go for long only though, I ended up doing that on another of my DJI strategies. I think the Fed is seen by US investors as a backstop to any downside so the sell offs tend to be short lived making short trades somewhat problematic.
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With 1 contract and 4pt spread I recieve the result as below. I don’t manage to fit the exact same days as Your backtest so the comparison is not completely accurate.It has indeed been a beautiful sight when the dow runns several hundred points while having some long contracts. I’m not convinced of the FED strategy but it’s a discussion for another forum 😉
Hi,
A big thank you to for this incredible strategy. I’m currently running the DAX 5m Dragon v2.2a on a real account, a sand box where I test strategies in the real world with real money before migrating to my main account if they perform as expected. I am trying to understand the break-even aspect of the stop loss for this strategy.
The strategy went short this morning, 28th July, with an initial stop loss of -£1,035 and a target profit of +£1,035. Once the trade moved into profit the SL snapped to below entry price – all good. Looking at the code it’s not clear to me exactly where this is managed (apologies, I am not a coding expert). I ask because I’d like to test different settings as I believe that it may be possible to improve the win ratio slightly by having a slightly tighter trailing stop loss.
I’ve read the following link, as well as a few others, and found it helpful. Thank you to everyone who contributed to it.
https://www.prorealcode.com/topic/trailing-stop-and-breakeven-codes/#post-93285
Any guidance is greatly appreciated. Strategy traded 6 times over the last 2 weeks, all of which were winning trades.
Thanks,
S
Hi,
Quick update on this. I found the %Loss on rows 115 and 123 as well as the corresponding trailingPercent on row 145 and trailingstart on row 148. I’m currently tweaking these to try and improve the Gain/Loss ratio.
Had another great trade this morning on the DAX, thank you once again to for sharing this strategy. I manually moved the Sop Loss down as it was still quite near the entry price. It went on to hit it’s target price. More testing needed on my side to refine the trailing stop loss step.
After further back testing over 100k 5min tick data I was also able to increase the profitability from 471% to 561% simply by changing DEFPARAM CumulateOrders to = True.
Does anyone know of any reason why one shouldn’t trade with this enabled?
Many thanks,
S
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 01/21/2020 |
| Status: | Active |
| Attachments: | 195 files |
