NAS 2m HULL-SAR trading system

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05/15/2021 at 1:45 PM #169751 quote

OboeOpt
Participant

Veteran

robertogozzi wrote:

Try commenting out lines 150-151, then adding these lines at line 154:

-Does this mean that I should make this change also in a v5.3 that I am running?

-Also change on the short side if running that?

-Does it affect results in backtest or is it only in live trading it makes a difference?

05/15/2021 at 2:08 PM #169752 quote

robertogozzi
Moderator

Master

I don’t know that code!

I just read it because of the question.

The short side is not affected by those changes.

It simply adds the stop loss when it was missing, be it live or backtest.

05/15/2021 at 2:19 PM #169753 quote
nonetheless
Participant

Master
I’ve had this problem too, sometimes the stops and targets don’t register. Sometimes the trail doesn’t kick in when it should. I honestly don’t know why this is because it’s code that’s tried and tested on many other algos.

For the stops, you could also try:
```
If LongOnMarket then
   SET STOP   %LOSS   sl
   SET TARGET %PROFIT tp
Endif

If ShortOnMarket then
   SET STOP   %LOSS   sls
   SET TARGET %PROFIT tps
Endif
```
and delete all other stop and target code.

OboeOpt and abraxas thanked this post
05/15/2021 at 3:01 PM #169754 quote

robertogozzi
Moderator

Master

This will set the SL when already on market, while abraxas‘s question was why the SL was missing on entry, the very first candle.

05/15/2021 at 3:10 PM #169755 quote

OboeOpt
Participant

Veteran

robertogozzi wrote:

The short side is not affected by those changes.

I meant if I should make the same changes for row 166 & 167 if using tradetype = 3 (short)?

..or use what nonetheless just posted?

05/15/2021 at 3:10 PM #169756 quote

nonetheless
Participant

Master

Yes, I realise, but at least it should be there from the second candle, no? which is only 2 minutes

And if he wants different SL values for long and short then I can’t see how else to do it.

05/15/2021 at 4:28 PM #169759 quote

robertogozzi
Moderator

Master

The modifications I suggested don’t affect short trades.

05/20/2021 at 12:12 PM #170035 quote

murre87
Participant

Senior

My results of 200k units

Not impressive

05/20/2021 at 12:43 PM #170039 quote

VinzentVega
Participant

Veteran

It looks strange. Which settings?

05/20/2021 at 12:43 PM #170040 quote

Sebbemax
Participant

Junior

strange just did a backtest on 200k

05/20/2021 at 12:47 PM #170042 quote

murre87
Participant

Senior

Pls post ur ITF

05/20/2021 at 12:48 PM #170043 quote

murre87
Participant

Senior

Same problem here

05/20/2021 at 12:50 PM #170044 quote

murre87
Participant

Senior

LaurentBZH35 wrote:

God, new problem. I have an error after 1 hour running who say error calculation in the last candle. And the 2 modes stop : with and without optimisation

Same problem here

05/20/2021 at 12:51 PM #170045 quote

Sebbemax
Participant

Junior

NAS-2m-HULL-SAR-v5.5-L.itf

Its the one in the attachment list i did not change anything

05/20/2021 at 2:28 PM #170053 quote

murre87
Participant

Senior

LaurentBZH35 wrote:

Dow-2m-HULL-SAR-v5.3-Sh.itf

Did anyone got this one working: Dow-2m-HULL-SAR-V5…?
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