oil-10min-hammernegated-pattern-strategy

Viewing 15 posts - 76 through 90 (of 94 total)
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  • #50301 quote
    StantonR
    Participant
    Senior

    I am in South Africa so its GMT + 2

    #50375 quote
    Leo
    Participant
    Veteran

    Has someone else tested in other markets?

    #51476 quote
    Kenneth Kvistad
    Participant
    Senior

    This strategy seems til not reform well at all in crudeoil. Anton Else experience the same?

    #92906 quote
    Marlon
    Participant
    Junior

    Hey there

    I’ve tested the strategy on Oil and it looks like it’s not really performing well.

    Do I have to pay attention to certain settings?

    #92910 quote
    Nicolas
    Keymaster
    Master

    The strategy has been developed almost 2 years ago, it certainly needs some readjustment over the last behavior of crude oil price.

    #101136 quote
    solar
    Participant
    Senior

    It was written that hammerupmegated: the max of Open/Close of current bar should be smaller than the min of previous bar’s Open/Close.

    I wonder how would it be possible for the hammerupnegated part. If the market is trading 24hrs, I guess the open price should always equal the close price of the previous bar? (except gaps may appear after session break)

    25sonalgo thanked this post
    #101422 quote
    solar
    Participant
    Senior

    Recent observation shows this strategy is still working well on 15 TF. However, would anymore test it on 200k bar please?

    Another observation is that the signal often occurs during non-volatile period and price did not often trend in the right direction immediately. Does it mean hammernegated is not a strong signal to open a position, while the tight stop profit saves its live?

    RICHI71 thanked this post
    #110788 quote
    RICHI71
    Participant
    Junior

    Yes still working well on 15 min TF and on the last 200k bars with the original Francesco’s code

    Edmond, reb and Francesco78 thanked this post
    oil-15min-200-000bars-montly.jpg oil-15min-200-000bars-montly.jpg oil-15min-200-000bars-weekly.jpg oil-15min-200-000bars-weekly.jpg CL-15-Minuti.png CL-15-Minuti.png
    #113833 quote
    rejo007
    Participant
    Senior

    hi francesco,

    i have work on your strategy and found an interessant think.

    are you already on this forum to speak about this?

    thanks

    #113834 quote
    Francesco78
    Participant
    Master

    @rejo007 Sure, what did you find?

    #113838 quote
    rejo007
    Participant
    Senior

    I have try dax, cac40, dow, nasdaq, spain, …

    with x = between 0.85 and 0.95 (depend volatility of index)

    and 5 or 6 at place of 3 on this line (the same for down)

    hammerup = min(open[1],close[1])>high[1](high[1]low[1])/5 //and timeok

    timeframe: 15min

     

    and without optimisation, it’s run very good (not a lot of trade but …)

    with bitcoin and other too.

     

    wath do you think?

    just a problem with index italia (great loss, so i think that a stoploss more close could be better )

    #113839 quote
    Francesco78
    Participant
    Master

    Thank you for your work! Would you be able to post here some of your results and codes?

    Many thanks

    Francesco

    #113845 quote
    rejo007
    Participant
    Senior

    could you send the line to add to the strategy to have a SL fix?

    So i could test with this and send good result

    thanks

    #113863 quote
    rejo007
    Participant
    Senior

    x 0.85 or 0.95

    and

    hammerup = min(open[1],close[1])>high[1](high[1]low[1])/5 or 6//and timeok

    dax-scaled.png dax-scaled.png argent-scaled.png argent-scaled.png eurusd-scaled.png eurusd-scaled.png cac40-scaled.png cac40-scaled.png
    #113868 quote
    rejo007
    Participant
    Senior

    with italy, DD is high

    un SL could solve this?

    italy-scaled.png italy-scaled.png
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oil-10min-hammernegated-pattern-strategy


ProOrder: Automated Strategies & Backtesting

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This topic contains 93 replies,
has 25 voices, and was last updated by nonetheless
6 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/11/2017
Status: Active
Attachments: 16 files
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