Mother of Dragons trading strategy…

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Viewing 15 posts - 331 through 345 (of 523 total)
  • #138030
    s83

    My DAX v2 have not taken any trade for several weeks, is it same for all?

    #138273

    Yes it traded quite a few times in June on 8th, 15th, 17th, 21st, 26th and 29th for example

    You should be thankful you didn’t trade because it’s been performing pretty bad. The Dow version has performed very poorly in June also.

    1 user thanked author for this post.
    #138275
    s83

    But after losses wins comes 🙏

    But i must figure out whats wrong with with mind setup..

    #138278

    The Dow version has performed very poorly in June also

    Emm. If you start from 1 June, it is a winning month, no? Mine is v4.7.2a. But July not having a good start, perhaps need to relook to find new improvement.

    1 user thanked author for this post.
    #138506

    The Dow version has performed very poorly in June also

    Emm. If you start from 1 June, it is a winning month, no? Mine is v4.7.2a. But July not having a good start, perhaps need to relook to find new improvement.

    Apologies yes I stand corrected there. For v4.7.2a it is a winning month in June. I’ve been running v.4.7

    #140081

    Since the results from my backtest showed most of the losses was generated from the short side I blocked the shorting so here is a version “V4.6 LO” with long only positions.

    I see good potential in this algo so I hope the development will contiue.

    1 user thanked author for this post.
    #140125

    @Artemois

    I managed to improve the quality of the short trades a little by applying a volatility filter:

     

    #140132

    @AutoStrategist
    Interesting, was the improvement good enough to keep on using the short trades in You opinion?
    Since the index mostly move upwards I prefer to get stuck in a long pos rather than a short.

    #140136

    @Artemois

    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.

    #140143

    @ AutoStrategist
    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 😉

     

     

    #140169

    Why no stoploss Artemois?

    #140176

    @snucke

    There is a stopploss so I’m not sure what You are missing?
    There are many ways of thinking regarding SL and one of them is that in volatile market they not only protect but also destroy when triggering a sale when the price is at a low wich tends to destroy a successfull strategy.
    Money protection so we can trade another day is another thing

    #140290

    Hi,

    A big thank you to nonetheless 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

    #140364

    @Artemois

     

    weird, i didnt see it before when i searched in the code but now i found it.

    #140438

    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 nonetheless 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

Viewing 15 posts - 331 through 345 (of 523 total)

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