Optimization moving average crossing strategy

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  • #132443 quote
    nonetheless
    Participant
    Master

    It’s because you’re only back testing for 8 days! there weren’t any trades for anyone in that period, conditions weren’t met.

    Set the chart to the max units you have, 100k or 200k – then you’ll see a result.

    #132445 quote
    Vonasi
    Moderator
    Master

    The PRT real and PRT demo use different engines. IG give greater importance to real trading than they do demo trading and so sometimes you will find differences such as minimum position size being incorrect in demo live trading. It is usually best to stick with a position size of 1 (or more if the minimum is bigger) in all back and forward demo testing and just increase your starting capital so that your strategy can cope with the increased position size. If the real minimum position size is 0.25 and not 1 then just divided all the results by 4 to see if your smaller real life starting capital could have coped.

    nonetheless and Gubben thanked this post
    #132455 quote
    Glums
    Participant
    Average

    That works, many thanks for your responsiveness nonetheless!!


    @Vonasi
    , yes I have indeed noticed that. My minimum is at 1 so I’ll keep it that way.

    #135156 quote
    deleted23092025
    Participant
    New

    Ive been running latest versions of 5min and 2min for 1 month now. 2min is up by  estimated 150euro and 5min is down 500euro.

    Best regards,,

    #135500 quote
    deleted23092025
    Participant
    New

    Great work on this algo. Has anyone worked on any optimization last month?

    #139635 quote
    Jan
    Participant
    Veteran

    As on request of Roi Aglipa, at webpage https://www.prorealcode.com/prorealtime-trading-strategies/optimization-ma-cross-machine-learning/

    Please find attached the ITF file of the indicator for 2 MA types to be projected in the graph.

    Have a look at the code after you have imported it, you may want to change/ reduce the 30 period average attached to smooth the noise for the crossing (stated at the last lines of code)

    MAKSIDE and Zigo thanked this post
    2-Moving-Averages-0-69.itf
    #145651 quote
    eckaw
    Participant
    Veteran

    Hi all,

    Thanks Jan for putting together this amazing strategy. Is anyone using this live at the moment and what are the results? I’m working on some versions and will share here once I think it’s worth sharing.

    GraHal thanked this post
    #147957 quote
    LaurentBZH35
    Participant
    Average

    Hello,

    I test the a to d version but i don’t find same results. It’s curious. Do you have any idea where the problem come from.

    Problem is similar for all version

    Thanks

    DJ-5min-Corona-V2-OTD-a-tri.png DJ-5min-Corona-V2-OTD-a-tri.png
    #147983 quote
    GraHal
    Participant
    Master

    Time has moved on … results will have changed due to change in market dynamics etc.

    #152218 quote
    Eric
    Participant
    Master

    As on request of Roi Aglipa, at webpage https://www.prorealcode.com/prorealtime-trading-strategies/optimization-ma-cross-machine-learning/

    Please find attached the ITF file of the indicator for 2 MA types to be projected in the graph.

    Have a look at the code after you have imported it, you may want to change/ reduce the 30 period average attached to smooth the noise for the crossing (stated at the last lines of code)

    Does this one work on V11.1?

    #152237 quote
    Eric
    Participant
    Master

    Does this one work on V11.1?

    Confirmed, yes

    #152388 quote
    Vonasi
    Moderator
    Master

    Eric – Please only quote text that is needed in your reply (by highlighting it before clicking quote) and try to avoid quoting whole posts otherwise the topics become massive and difficult to read…. and everyone knows how we like to keep a tidy forum! 🙂

    I have edited your post to remove the unnecessary quoting.

    #165411 quote
    nunzio78
    Participant
    Average

    @Jan

    scusa l’intrusione….ma vorrei capire.

    (non sono pratico di programmazione)

    ho scelto la combiazione (0-43) del 200308 average crossing per il dj30 10min.

    successivamente ho inserito sul grafico l’indicatore 2movingaverage settato (0-43) per verificare le entrate/uscite ma trovo errate delle entrate.

    potresti spiegarmi?

    ci sono problemi o sono io che non ho capito come usare questo strumento?

     

    grazie in anticipo

     

    sorry for the intrusion …. but I would like to understand.

    (I’m not familiar with programming)

    I chose the combination (0-43) of the 200308 average crossing for the dj30 10min.

    subsequently I inserted on the graph the 2movingaverage indicator set (0-43) to check the income / expenses but I find incorrect income.

    could you explain to me?

    are there any problems or am I not understanding how to use this tool?

     

    Thanks in advance

    MYMXXXX-10-minuti.png MYMXXXX-10-minuti.png
    #165461 quote
    Vonasi
    Moderator
    Master

    nunzio78 – Please follow the forum rules and only post in the language of the forum that you are posting in. That is English only in this English language forum.

    #165604 quote
    nunzio78
    Participant
    Average

    sorry …… I have automated translator and I haven’t noticed  ….

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Optimization moving average crossing strategy


ProOrder: Automated Strategies & Backtesting

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This topic contains 185 replies,
has 11 voices, and was last updated by slevinkelevra
3 years, 12 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/20/2020
Status: Active
Attachments: 66 files
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