NAS 2m HULL-SAR trading system

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02/16/2021 at 11:52 AM #161629 quote

nonetheless
Participant

Master

Thanks for that Vinzent, it does look good for those 8 months. Which itf are you using?

02/16/2021 at 11:57 AM #161632 quote

VinzentVega
Participant

Veteran

I changend some variables in that algo. Pls see itf attached.

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02/16/2021 at 12:59 PM #161647 quote

nonetheless
Participant

Master

not too bad on 1m bars (positionsize 0.4, maxpositionsallowed =3, to make it more comparable to the NAS version)

Thanks for that, I’ll have a closer look at it later.

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02/16/2021 at 1:16 PM #161652 quote

VinzentVega
Participant

Veteran

Looks good for the first view. Maybe this have potenzial. The second version is TP optimized (points instead of %)

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02/16/2021 at 10:12 PM #161720 quote

bege
Participant

Average

Both DOW versions look great, but I see that they are long only? Have you tried to optimize a bidirectional version? Are they optimised on 1M?

02/16/2021 at 10:13 PM #161721 quote

josef1604
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Senior

hello, this can be put to operate in real or demo? How could it be if the answer to the previous question is no? Thank you

02/17/2021 at 9:31 AM #161762 quote

nonetheless
Participant

Master

begetrader wrote:

Have you tried to optimize a bidirectional version?

Might work for the DOW, going long/short on the NAS didn’t seem to be worth it.

josef1604 wrote:

this can be put to operate in real or demo?

I think that’s a question only you can answer!

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02/17/2021 at 5:45 PM #161835 quote

LaurentBZH35
Participant

Average

It looks quite good in 200k and 1M bars. It’s with one contract.

Congratulations

02/18/2021 at 8:44 AM #161883 quote

Pinou39400
Participant

New

Unable to launch in real time, prorealtime asks to put fixed values.

02/18/2021 at 9:13 AM #161891 quote

nonetheless
Participant

Master

Pinou39400 wrote:

prorealtime asks to put fixed values.

that means you have to take the values from the optimization window and insert them in the code, in place of the variable.

eg. in DOW-SAR-2m-Test replace ‘hull12’ with 85 etc, then delete everything in the opt window.

In v11 this is not necessary, so I presume you are running v10.3?

02/18/2021 at 9:33 AM #161894 quote

LaurentBZH35
Participant

Average

Here are the variables in 1 M bars

02/18/2021 at 12:59 PM #161914 quote

OboeOpt
Participant

Veteran

nonetheless wrote:

In v11 this is not necessary

What? Can I just start algos variables in the code with v11?

02/18/2021 at 1:56 PM #161918 quote

nonetheless
Participant

Master

yes, it automatically writes them into the code.

02/18/2021 at 4:36 PM #161932 quote

bege
Participant

Average

While scanning through older itf-files I saw that NAS 1m HULL-SAR v4.5 is performing quite good the last couple of weeks. I guess that the strategy was developed with 200K it would be interesting to see how it performs on 1M. Since I only have 100k on my swedish IG account, my sight is quite narrow. Tell me if I am wrong but I have experienced that december was tough for trend following algos so that can explain the lesser good result during this period.

02/18/2021 at 6:31 PM #161946 quote

Pinou39400
Participant

New

Thank you very much for your work. it works with v11
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