need some insights on my newb system

Forums ProRealTime English forum ProOrder support need some insights on my newb system

Viewing 15 posts - 1 through 15 (of 24 total)
  • #163196

    Hello everyone!

    iv recently started to learn how to use simpel code and trying to creat some algos based on what i use when im daytrading.

    this is one of my scripts (very very simpel) that iv tried on dax 2 min backtesting 200k bars

     

    can i backtest it longer somehow? tryed not to curvefit it but it seems that it cant be helped to curvefit it abit.

     

    rn the stoploss and take profit are the same 1:1 but copied the rolling stopploss from this forum, can i make it better somehow? i wanna minimize the drawdowns even if it draw down the gains (not to much i hope hehe)

    here is the code:

     

    #163204

    Looks good on DJI 1 min at spread = 5 … see attached.

    Try and get the Short side working?

    #163207

    thx allot grahal! ye  i cant have it the same atleast and im to afraid to curvefit it cus its all i read about hehe, any ideas how i would go about it without fixing it for the curv?

    #163208

    Below doesn’t look right?

    Substitute DJI Price in and check it out.

     

     

    #163235

    Below doesn’t look right?

    I checked … it does look right after all! 🙂

    #163247

    im to afraid to curvefit it cus its all i read about hehe,

    I agree! 🙂

    I try and keep the curve fitting in step with the current curve / market action!

    I’m going to see how attached works out on Demo Forward Test next week.

     

    #163323

    thx allot m8! also woundering how to go about to test stuff on 1m bars? i have some 1min systems that cant realy be backtested correctly

    #163330

    i wanna minimize the drawdowns even if it draw down the gains (not to much i hope hehe)

     

    Well, one way to get lower the draw-down would be to check if the momentum is coming from below and not just going down and below your 270-level and up again. For example 5 periods

     

    Of course, this is not a guarantee to avoid the mentioned idea above, and it will make fewer trades and less gain. And also – another variable could mean bigger chance for curve fit. But in the backtest I did (did not optimize the variable, just tested with the 5-period), it cut the drawdown in half.

    #163354

    Mattias – Please be more careful when using the ‘Quote’ facility. You included all your own text within the quote which made your post very difficult to understand. I have edited your post to tidy it up. You have five minutes after pressing submit to delete or edit your posts if they do not look correct. Please double check your future posts and correct any errors before leaving the page.

    1 user thanked author for this post.
    #163577

    thx for all your insights! trying them all out. rn i run 10 versions of the system.

    i have some questen for one of my other system, rn im building a HF algo (over 300 trades per day) i wanna limit it to the swedish open of omx 09-1730 gmt+1

    is this code right for it? cus it doesent seem to work right for me

     

    #163582

    Sounds like all you need is FlatBefore and FlatAfter and not the rest of the code you show above?

    https://www.prorealcode.com/documentation/flatbefore/

    #163585

    Personally I prefer to use something like

    (with CTime as an entry condition, obviously)

    This way new trades can only be opened during market hours, but can stay open after the close.

    This also allows you to optimize the Time variables, which you can’t do when using DEFPARAM FLATBEFORE / FLATAFTER

    1 user thanked author for this post.
    #163594

    thx grahal and nonetheless!

    nonetheless code was what i was after and it worked great. the only problem i have left now is that the code is very sensetive so sometimes the broker dont allow some of the orders so it turns of the bot, i dont wanna change the code so is there any adds that prevent that from happening

    #163598

    What kind of rejection are you getting?

    (go Trading > Order List > Cancelled/Rejected then click in the Status column)

    #163607

    Your trading system was stopped because it tried to place a stop order below the minium distance required by your broker.

Viewing 15 posts - 1 through 15 (of 24 total)

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