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NEW ALGO DONKEY Based on CLOSE/OPEN

zilliq · 2020-11-22T14:25:09+00:00

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

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NEW ALGO DONKEY Based on CLOSE/OPEN

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12/04/2020 at 10:22 AM #152570 quote
zilliq
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Master
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, 10 months ago.

Topic Details

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

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NEW ALGO DONKEY Based on CLOSE/OPEN

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NEW ALGO DONKEY Based on CLOSE/OPEN ProOrder: Automated Strategies & Backtesting

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NEW ALGO DONKEY Based on CLOSE/OPEN

ProOrder: Automated Strategies & Backtesting