NEW ALGO DONKEY Based on CLOSE/OPEN

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    zilliq
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    Well, end of trial after 2 weeks. Remember Simulation on OOS was done on 2 weeks. 5 to 8 contrats (Van Tahrp / Vince Auto-adaptive position). In my experience constant Position give poorer results

    Results are quite good + 69.5 % Ratio win/loss= 3.29 Sharpe ratio 1.26 One big day loss with the big drop

    Equity curve, Positions for @Grahal

    So it seems we can we with this stupid Donkey

    Remember the signal was

    c1 = (Dclose(0) > Dopen(0))
    
    c3 = (Dclose(0) < Dopen(0))
    

    Have a nice day

    I continue my trials on correlations …

    GraHal thanked this post
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NEW ALGO DONKEY Based on CLOSE/OPEN


ProOrder: Automated Strategies & Backtesting

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zilliq @zilliq Participant
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This topic contains 45 replies,
has 11 voices, and was last updated by zilliq
5 years, 2 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/22/2020
Status: Active
Attachments: 19 files
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