ncandle and reversal filtered strategy

• 07/07/2017 at 12:53 PM #40024
  edocasa

  Ciao Francesco,

   

  scusa se ti disturbo,ho fatto realizzare un trading sistem su prorealtime,ci sono problemi riguardo i pattern di ingresso,mi puoi aiutare ?

  grazie

  

  edocasa

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  09/09/2017 at 8:26 AM #45825
  rejo007

  i have the same problem, the backtest is not similar to yours.

  do you have find a solution?

  thanks

  

  rejo007

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  09/09/2017 at 9:15 AM #45827
  Francesco78

  hi rejo.

  no not really. But  there must be a solution. check carefully the code line by line and see if the problem is related the fact that fx pair are quoted with different number of decimals in uk and in eu.

  best of luck.

  Franceasco

  

  Francesco78

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  10/03/2017 at 10:16 AM #48099
  CN

  @Francesco78

  Thanks for great strategies.
  They dont seem to work thou, could you please re-upload them?

  

  CN

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  11/08/2017 at 10:28 AM #51908
  wanjpt

  Hi Francesco78, Thanks a lot for this strategy, am new to coding and wonderwhich the bit of the code do i need to change to have fixed position instead of the current  position sizing based on volatility..

  please let me know.

  Thanks

   

  

  wanjpt

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  11/09/2017 at 1:10 PM #52113
  jebus89

  I’m having some trouble myself, and i do belive it has to do with the numbers…

  I Changed the ATRMIN from 5, to 20 and got over 4000 trades with 3330 winning and 708 losing 😛

  It is now BEYOND profitable, obviously my EQ curve looks nothing like yours francesco.

  Ill keep trying but there has to be some issue with my price.
  In my USD/JPY 1h the price is 113,290 (as in “113 point 290”, not “113-thousand 290”)

   

  I’ve included photo of my EQ curve.

  

  jebus89

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  11/09/2017 at 1:45 PM #52118
  jebus89

  Woopsie, okay so now i noticed that my backtest result ^ Came from running the “USDCAD_ncandlereversion” strategy on USDJPY  AND no tick-by-tick test ^^

  

  jebus89

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  11/09/2017 at 1:49 PM #52122
  Francesco78

  I think you didnt select the probackest in tick to tick mode on the backtesting option

  

  Francesco78

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  11/09/2017 at 1:50 PM #52123
  BC

  Hi Jebus

  Wow~it look really amazing, can you share the code? Thx.

  

  BC

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  11/09/2017 at 1:53 PM #52125
  jebus89

  God damnet, this looks very sexy, but i cannot get it to work 😀 The only variable that might get fucked from the different price-setting (depending on broker u use) is the ATR, or am i mistaken here?

   

  Forget about my last picture as francesco said, i forgot the tick by tick 😛 Here’s a picture of 200K backtest with tick by tick. No changes made to the code.

   

  How many trades should i see on 100K backtest 15min USDJPY francesco? 🙂  atm i got 4144 trades, 273 win / 3871 loss — 4,33 pr day 😛  Obviously the filter is not working for me and im guessing it has to do with my USDJPY right now is 113.340 (One hundred and thirteen point three hundred and fourty)

   

   

  

  jebus89

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  11/09/2017 at 2:54 PM #52141
  jebus89

  Okay so it seems that every trade is hitting stop loss within seconds after trade is done. Something is definitely wrong there..

  I have done 2 things to the code:

  First I removed the code for exit and just placed 60 stop loss and 50 target (just from 1 walk forward 1 period..) and got this (see photo for 100K backtest.)

  Second i had to remove the positioning code, because i was running up MILLIONS of dollars 😛 The positioning was crazy, so i changed it to just “1 contract”

  (usdcad  mini 1h)

  Now it at least looks like a more normal strategy but i think theres something wrong with my numbers compared to Francesco 🙂

  Price on my USD/CAD: 1.27223 and Im guessing Francesco has something more similar to: 127.223? Not sure how to “fix” the code..

   

  PS: as u can see on my picture, my ATR goes from 0.001 – 0.003 as the 10% highest tops…

   

  

  jebus89

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  03/31/2018 at 5:02 PM #66875
  Gianluca

  Francesco78 wrote:

  100

  still doesn’t

   

  

  Gianluca

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