Mother of Dragons trading strategy…

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  • #123007 quote
    nonetheless
    Participant
    Master

    @EricN78 thanks for that. These are only tested at 100k so even with WF the possibility of a curve fit is high on a 5m TF. I would advise lots of forward testing and re-optimize as necessary.

    #123061 quote
    GraHal
    Participant
    Master

    the possibility of a curve fit is high

    Im gain 7600 pips in Dow Jones in one month.

    Seems the curve fit worked!

    I know we’ve had big falls, but Fran must have been riding the wave in both directions!? 🙂

    I need to get my surf board out!! 🙂

    nonetheless thanked this post
    #123088 quote
    StingRe
    Participant
    Junior

    This is amazing, super impressive results. I wonder if you’d be open to talking through it with me. I’m newish to this stuff and don’t want to be forward testing something I don’t fully understand. Im not sure what the etiquette is but I don’t see a DM option.

    Thanks so much!

    #123102 quote
    nonetheless
    Participant
    Master

    @StingRe the strategy uses multiple time frames to establish the primary trend at the 2hr level, further confirmed at the 15m level. Then the 5m TF is used to catch a turnaround in the price movement (where a dip starts going back up, or a bounce resumes falling).

    That’s the basic idea. Although they all show a high %win there are also inherent problems. Confirming the trend uses a lot of indicators, a lot of indicators means a lot of variables, lots of variables increases the likelihood of a curve-fit and these are only tested @ 100k, ie about 18 months of historical data. Not very much.

    Attached is the latest version of the most successful one for the DOW. It’s been checked @ 200k and still makes money out of sample but with a much flatter curve. The version for the DAX turned out to be a bust @ 200k so approach that one with caution. BTW, when we say forward testing we mean in demo mode with virtual money, so no real risk.

    Hope this helps, best of luck!

    DOW-5m-Mother.of_.Dragons-v3.6.itf
    #123122 quote
    Fran55
    Participant
    Veteran

    The dax versión is bad.

    The bearish and bullish versions to Dow os really good.

    I programmed a money management system for this versions.

     

    And, yes, this versions gain 8000 pips +- un this selloff.

    #123124 quote
    Fran55
    Participant
    Veteran

    Thanks for your job, friend.

     

    Its really good.

    #123125 quote
    nonetheless
    Participant
    Master

    @Fran55 let’s see your changes then — upload the itf

    GraHal thanked this post
    #123126 quote
    ArnoldB
    Participant
    Average

    Hello everyone,

    I’m doing tests with 200k periods and when MM is activated, no trade is made.
    I don’t understand where the problem is coming from.
    Any ideas ?

    Thanks

    #123127 quote
    nonetheless
    Participant
    Master

    No problem at 100k. Do you mean there are no trades at all, or it goes bust and stops?

    DOW-5m-Mother.of_.Dragons-v3.6.jpg DOW-5m-Mother.of_.Dragons-v3.6.jpg
    #123129 quote
    ArnoldB
    Participant
    Average

    No trades at all with “Wall Street cash 2$”.

    But it works with “Wall Street cash 1€”. Here a test with 200k periods.

    Capture-3.png Capture-3.png
    #123135 quote
    nonetheless
    Participant
    Master

    Thanks Arnold, that’s consistent with previous versions at 200k — very flat curve out of sample up until the optimization period. Not a good sign, but total profit goes from €1m to €1.8m so more or less correct for double the time. Small drop in %win.

    If you’re going to use MM be sure to check what leverage you get and adjust the decimal at line 13 and 14

    Probably no trades on Dow $2 because of different minimum position size.

    #123213 quote
    StingRe
    Participant
    Junior

    Thanks so much for the explanation @nonetheless super helpful.

    What’s interesting is that when I try to forward test in the demo account I can get it to load but it won’t take any trades.

    I wonder what I am doing wrong?

    #123214 quote
    nonetheless
    Participant
    Master

    You have to be patient. There are 7 entry conditions so it’s like waiting for the planets to align. You can’t get 97% wins by taking loads of trades.

    #123346 quote
    StingRe
    Participant
    Junior

    Hey @nonetheless

    I hear you but in back testing it takes ~4 a day.

    I’ve now not seen a single trade on any of the 3 strategies in 48 hours.

    Does that correlate with what you are seeing?

    I’m concerned I have a setup issue but I cant figure out what it would be.

    Thanks so much.

    #123347 quote
    StingRe
    Participant
    Junior

    Could it have something to do with the currency setup?

    “No trades at all with “Wall Street cash 2$”.

    But it works with “Wall Street cash 1€”. Here a test with 200k periods.

    I’m testing it on a AUD $1 mini.
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Mother of Dragons trading strategy…


ProOrder: Automated Strategies & Backtesting

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This topic contains 522 replies,
has 50 voices, and was last updated by LaurentBZH35
4 years, 10 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/21/2020
Status: Active
Attachments: 195 files
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