Oil 15 minutes meanreverting strategy

• 10/06/2017 at 9:13 AM #48394
  Yngve

  I have had alot of issues when running this code. The system have stoped several times, and because of that I missed winning trades.  When I have restarted the system again the system have taken a different direction than the system is actually in. Have anyone other than me experiancede the same?

  

  Yngve

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  10/09/2017 at 8:25 PM #48811
  ozz87

  Tried to optimize this one for AU. Would say average results. Will not use it myself, since it requires abit to much to run for me (min 10 contracts on Swedish IG).

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  Andyswede

  

  ozz87

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  10/09/2017 at 9:47 PM #48819
  Andyswede

  @ozz87 It´s possible to buy 1 contract Avista Gold mini 10 oz with Swedish IG

  

  Andyswede

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  10/09/2017 at 9:56 PM #48821
  ozz87

  Andyswede: Hm. When I check contract information it says minimum 10.

  

  ozz87

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  10/09/2017 at 9:57 PM #48824
  ozz87

  @andyswede: Ah, I saw now there is another contract. Cool 🙂

  

  ozz87

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  10/09/2017 at 10:36 PM #48828
  Despair

  A little bit longer backtest.

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  ozz87

  

  Despair

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  10/09/2017 at 10:42 PM #48832
  Abz

  Despair,  is crude oil also available for 200000 candles in premium? 

  

  Abz

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  10/09/2017 at 11:07 PM #48833
  Despair

  No it isn’t. There is infuriating little history on oil. That’s all we get for 15min.

  

  Despair

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  10/10/2017 at 6:19 AM #48847
  Yngve

  I have been running the alog for a about a month now and the results are not good. The algo stops alot and I miss winning trades because of it.

  Las time it stoped I got the following message

  “This trading system was stopped due to a division by zero during the evaluation of the last candlestick. Please add protection to your code to prevent division by zero”

  I have not been able to resolve the issue yet, but I will keep looking. Let me know if any of you gus have any suggestions to how to fix it.

  

  Yngve

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  10/10/2017 at 7:29 AM #48854
  jebus89

  @Yngve, I’m getting the same error, and yes, the past month has not showed great results. It might ofc be from overfitting or it might just be a random slope in the algos profits. Guess we gotta keep this bad boy on demo until errors go down and profits go up 🙂

  

  jebus89

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  10/10/2017 at 8:39 AM #48869
  stockdemon

  There’s a division by zero error which I’ve solved by using the following code:

   

  if abs(Dhigh(0)-Dlow(0)) = 0 then
  fullness = (Dclose(0)-Dopen(0))/0.000001
  else
  fullness = (Dclose(0)-Dopen(0))/abs(Dhigh(0)-Dlow(0))
  endif

   

  You could also probably just skip the evaluation when you’ve got zero division. I think the above works as well.

  

  stockdemon

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  10/10/2017 at 10:07 AM #48883
  Francesco78

  As I posted many times, this is the solution

  fullness = abs((Dclose(0)-Dopen(0))/(Dhigh(0)-Dlow(0)+0.00001)

  

  Francesco78

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  10/11/2017 at 9:12 AM #49006
  Yngve

  @Francesco78 Thank you for the reply. I tried to change the line of code your referring to but got even worse results. So I changed it to

  fullness = (Dclose(0)-Dopen(0))/abs(Dhigh(0)-Dlow(0)+0.00001)

  What do you think about that?

  
  @jebus89 Yes I’ll be running it Demo from now on for awhile

   

   

  

  Yngve

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  10/11/2017 at 7:23 PM #49060
  stockdemon

  Francesco78 wrote:

  As I posted many times, this is the solution fullness = abs((Dclose(0)-Dopen(0))/(Dhigh(0)-Dlow(0)+0.00001)

  It’s a solution, I prefer something which can’t yield division by zero. I don’t think it’s likely to create any weird results either.

  I bet your solution works too with the underlying primitives, altough without the exact knowledge of how they work it still looks like possibly erroneous code.

  

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  10/11/2017 at 7:47 PM #49061
  Francesco78

  stockdemon wrote:

  Francesco78 wrote:

  As I posted many times, this is the solution fullness = abs((Dclose(0)-Dopen(0))/(Dhigh(0)-Dlow(0)+0.00001)

  It’s a solution, I prefer something which can’t yield division by zero. I don’t think it’s likely to create any weird results either. I bet your solution works too with the underlying primitives, altough without the exact knowledge of how they work it still looks like possibly erroneous code.

  abs((Dclose(0)-Dopen(0))/(Dhigh(0)-Dlow(0)+0.00001) cant yield to a division by zero as High -Low is bounded to zero, so high +low + 0,0000001 is strictly positive

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  Francesco78

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