Mother of Dragons trading strategy…

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Viewing 15 posts - 496 through 510 (of 523 total)
  • #156081

    I’ve never used spreadbetting but I dont think there’s any difference for autotrading. Others may be able to confirm this.

    It runs on the DJI for which there are different position size and currency options: $10 $2 or €1. The results I have posted are for 1 contract = €1

    If you’re trading in $ then the min / max positionsize will be different

    If you have a UK IG account, the MM should look like this:

    The tiers are actually redundant in this case as the tier 1 and tier 2 margin requirements are the same (in some countries they differ).

    I have used .4 as a default starting position as it is roughly equivalent to €1 on the DAX or NAS, but you can put anything you like for startpositionsize =

    Factor is what controls how quickly/slowly the positionsize increases/decreases with strategyprofit.

    f = 10 means that if you have a €100 win/loss, the margin of the next trade will increase/decrease by €10

    f = 20 means the margin of the next trade would increase/decrease by €5

    I would not recommend going below f = 8

    Hope this helps!

    1 user thanked author for this post.
    #156083

    I have used .4 as a default starting position as it is roughly equivalent to €1 on the DAX or NAS

    It helps, thank you.

    Last thing I cannot grasp though is how .4 correlates to £1?  Lets say I want to run this at a starting level of £2 per contract

    I assume I put in .8? But i have no idea why 😬

    #156084

    .4 is 40 euro cents. £2 per point would be around €2.2

    1 user thanked author for this post.
    #156087

    Ah ha! I think the penny has dropped…. you just mean that because of the size of the DOW (30k) you are just using a smaller starting size for margin requirements? Thats the correlation – your “normal” size on the DAX is just twice as big because its half the size, more or less.

    I get it now, thanks!

    #156091

    because of the size of the DOW (30k) you are just using a smaller starting size for margin requirements?

    yes, exactly.

    #156998

    DJ 5m MoD 5.1 has not taken a trade for me since January 4th. Since then we have seen a huge run-up after democrats Georgia win and Biden confirmation. Is it the same for everyone?

    #157045

    Since then we have seen a huge run-up after democrats Georgia win and Biden confirmation. Is it the same for everyone?

    Yes Biden won and the democrats took Georgia in my world too. 🙂

    (sorry couldn’t resist!)

    #157069

    DJ 5m MoD 5.1 has not taken a trade for me since January 4th. Since then we have seen a huge run-up after democrats Georgia win and Biden confirmation. Is it the same for everyone?

    You´re right. But the winnigrate in the last quarter 2020 annyway was negativ. To many full SL and many little winning trades. And no winnig series bigger than 7 winning trades in a row. Maybe the time of the dragon is over.

    #157074

    Maybe the time of the dragon is over

    Probably just needs re-optimising?

    Price action has changed in the last 2 months or so?

    #157078

    Probably just needs re-optimising?

     

    Thats what happens with curve fitting

    Sometimes ( probably always ) its just pays to see where its going wrong price action wise , but even figuring out the logic of this is more than im going to try and do .  Data mining is great in hindsite but the OOS /walk forward is always going to be a struggle .  You learn more from where it doesnt work but just reoptomizing you learn nothing  . Just my opinion  .

     

    2 users thanked author for this post.
    #157084

    I agree. It took me a long time to realise that blindly optimising, even with walk forward was always failing. Manually looking at where trades are going wrong and how to best overcome without overfitting was the best way.

    Now with v11 , 2d and 3d charts really help in giving the best Ranges and makes optimisation more useful.

    #157116

    Brisvegas – Please be more careful when quoting as you keep typing your own comments within the quote which makes it very confusing to read and requires moderators to spend time tidying it all up.

    #158862

    @nonetheless: DJ 5m MoD 5.1 has not taken a trade for three weeks. Before that it was quite active. 

    I have been trying to figure out why this is the case by going through the code, to try to learn more about how algos in general works. But I don’t understand. Could you explain why you think it has not taken any trades even though the market has had quite big swings during this time?

    #158863

    has not taken a trade for three weeks

    Has it not taken any trades on backtest also?

    Post the .itf on here and I’ll backtest it see if I can offer anything?

    There hasn’t been much movement on the DJI over the last 3 weeks that is probably why no trades?

    #158865

    Nope, no trades in backtest either. Many thanks for any help, very appreciated! My version attached.

Viewing 15 posts - 496 through 510 (of 523 total)

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