NEW ALGO DONKEY Based on CLOSE/OPEN

zilliq · Sun, 22 Nov 2020 14:25:09 +0000

Hi Guys, A little bit of time to test new ideas and analyze with Excel to select parameters EUR/USD on 1 mn The signal is very simple and very Donkey c1 = (Dclose(0) > Dopen(0)) c3 = (Dclose(0) < Dopen(0)) First for call, second for short With a trailing stop for Money management Very small code and only 2 variables as usual Win/loss 71.19 % Sharpe ratio 1.13 not excellent but not bad with a so donkey signal, but very bad standard deviation on gain The goal is to be positive = win money at the end of this week Let’s go for OOS results and have a nice week

This topic has 45 replies, 11 voices, and was last updated 3 years ago by zilliq.

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12/04/2020 at 10:22 AM #152570

zilliq

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))

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3

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

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

Have a nice day

I continue my trials on correlations …

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GraHal

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NEW ALGO DONKEY Based on CLOSE/OPEN

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