NAS 2m HULL-SAR trading system

Viewing 15 posts - 121 through 135 (of 344 total)
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  • #159134 quote
    tundercut
    Participant
    Senior

    Sorry , the strategy is NAS 2min Hull-Sar v3b.3

    #159146 quote
    cgassfr67
    Participant
    Senior

    Hello,

    I have collected all (i hope so) the modification about the NAS 2m HULL SAR strategy.

    I try to make in a board where i collected all the modification about these strategy.

    So we can all know what are change about the different version.

    Perhaps they are some mistake. So you are welcome to change the board.

    Sorry for my poor english.

    i hope it will help for future optimization of this strategy

    thanked this post
    #159155 quote
    Paul
    Participant
    Master

    Thanks Paul, I’ve been playing around with all different TS for this, and yes now Roberto’s is another option – still tinkering with that one. Curious about your breakeven + ATR TS, it seems to behave properly (ie positions do close as if the stop had moved) but it’s not indicated in the open positions window. Also on the IG web platform, the SL display never changes but then the position will mysteriously close, as if the stop had moved. Have you ever seen this?

    No, but mainly because I’ve spent less time on it atm. I will keep it in mind.

    #159317 quote
    tundercut
    Participant
    Senior

    Hi guys, so no one can tell me why the strategy who I mantioned does not work with Germany 30 cash? It’s a pity because the results look interesting.

    #159320 quote
    nonetheless
    Participant
    Master

    NAS 2min Hull-Sar v3b.3

    That is an old version that I would not recommend. It was designed to run on US Tech 100. it might perform ok on the DAX but I wouldn’t expect it to be consistent in the future.

    I am working on variations of this, but the only one I would recommend at the moment is NAS 2min Hull-Sar v5.3L (optimized and tested on v11)

    winnie37 thanked this post
    #160242 quote
    Tanou
    Participant
    Senior

    @Nonetheless, do you know why this version do not create any orders but in backtest it does?

    #160244 quote
    Ryugin
    Participant
    Senior

    Which version @Tanou? I have both in live testing and both opened positions yesterday and today.

    #160245 quote
    Tanou
    Participant
    Senior

    The NAS 2min Hull-Sar v5.3L on the US TECH 100 Cash in 2min

    #160247 quote
    Ryugin
    Participant
    Senior

    In my live testing NAS 2min Hull-Sar v5.3L 2min opened 3 positions yesterday (opened on Feb1st at 13273,  13274 ans 13267,8) and closed today with benefits at about 13575.

    #160248 quote
    Ryugin
    Participant
    Senior

    Sorry, not yesterday, opened on Feb 1st.

    #160249 quote
    nonetheless
    Participant
    Master

    It’s working fine for me too. A minor improvement to the code is to remove ONCE from the maxpositionsallowed.

    Should be:

    MaxPositionsAllowed = pm*positionsize

    otherwise when positionsize reaches a certain point it stops cumulating orders.

    winnie37 thanked this post
    #160255 quote
    Tanou
    Participant
    Senior

    I reloaded it we’ll see..! What’s pm @nonetheless?

    #160258 quote
    nonetheless
    Participant
    Master

    sorry, that’s copied from my working version, forgot to change it

    pm = 3

    #160320 quote
    Ryugin
    Participant
    Senior

    @nontheless have you tested NAS 2min Hull-Sar v5.3L on 1m? It seems to work properly but I have only backtested in 200k bars, could you (or someone else) backtest it in 1Million bars?

    #160322 quote
    nonetheless
    Participant
    Master

    see above:

    #154220

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NAS 2m HULL-SAR trading system


ProOrder: Automated Strategies & Backtesting

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This topic contains 343 replies,
has 42 voices, and was last updated by bege
3 years, 1 month ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/09/2020
Status: Active
Attachments: 129 files
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