NAS 2m HULL-SAR trading system
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But i keep “std” without parameters, i find good results !!!!
It’s possible that when std is used in the code, then PRT is reading it as std[0](close).
Or maybe std[3]close as you had std set in the optimiser at 3.
Let us know you’re findings please?
EDIT
Weird though, as when I made the changes I mentioned re std / stl … I still got the good results, same as yours good results!
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Optimiser giving weird results now?
Attached is a good result .itf … with std back in (at line 65) but also accepted (no errors) by ProOrder.
CTime is optimised between Hour > 10 and Hour < 23 on attached … hence version – GHv1 – se we don’t get mixed up.
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Let us know you’re findings please?
My findings are:
Using std in the code at Line 65 gives good / best results.
std (alone) is read by PRT the same as the default settings for std, as shown below …
165 smoothD = STD[20](close)2 users thanked author for this post.
The MM code is fine, but you have to change the settings according to what leverage you get. To the best of my knowledge, the IG margin rate for the DJ is 5% (everywhere except Switzerland). You can check this by clicking on Info>Margin Requirements on the deal ticket. This means the MM code should look like this:
123456789101112131415161718192021222324252627282930//Money Management DJMM = 0 // = 0 for optimizationif MM = 0 thenpositionsize= 0.4ENDIFif MM = 1 thenONCE startpositionsize = 0.2ONCE factor = f // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etcONCE margin = (close*.05) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverageONCE margin2 = (close*.05)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverageONCE tier1 = 55 // IG first tier margin limitONCE maxpositionsize = 550 // IG tier 2 margin limitONCE minpositionsize = 0.2 // enter minimum position allowedIF StrategyProfit <> StrategyProfit[1] THENpositionsize = startpositionsize + Strategyprofit/(factor*margin)ENDIFIF StrategyProfit <> StrategyProfit[1] THENIF startpositionsize + Strategyprofit/(factor*margin) > tier1 thenpositionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor*margin2)) + tier1 //incorporating tier 2 marginENDIFIF StrategyProfit <> StrategyProfit[1] THENif startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THENpositionsize = minpositionsize //keeps positionsize from going below allowed minimumENDIFIF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor*margin2)) + tier1 > maxpositionsize thenpositionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limitENDIFENDIFENDIFENDIFOnce you know the margin requirement, set that decimal and leave it – it’s not a variable. The only way to adjust how fast you want the positionsize to increase/decrease is the f value (factor). This is usually somewhere between 8 and 25. Because this algo cumulates orders, the total margin is going to be 3 or 4 times higher than usual so i would keep it to at least 20.
If MM=0 then, positionsize can be anything you want. If MM=1 then startpositionsize can also be anything you want. But MM can only = 0 or 1 (not 0.5, or anything else)
Apart from all that, I have no idea why it finds a problem with line 18 ???
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