Optimization moving average crossing strategy

Viewing 15 posts - 121 through 135 (of 186 total)
  • Author
    Posts
  • #130311 quote
    GraHal
    Participant
    Master

    Is that with 6m in the top TF?

    6 months?

    Yes back to 17 Oct 2019.

    if it didn’t keep crashing on me.

    Have you exported those 300 Systems from the backtest window yet??

    My platform used to crash loads, but hasn’t for as long as I can remember  … well perhaps once in 12 months! 🙂

    #130317 quote
    nonetheless
    Participant
    Master

    6 months?

    No, 6 minutes, in the other TF? or is it all set to default?

    I cleared about half, but it’s so tedious. Now I’m cursing for not being able to export them all at once. We’re just moving a bunch of files, can’t see why it has to be one at a time.

    #130326 quote
    GraHal
    Participant
    Master

    can’t see why it has to be one at a time

    I agree … it’s like stepping back in time to when computers were unfriendly!?

    Wait until you try and clear the Auto-Trading window … it’s even worse … Copy, paste into backtesting window, add the title then save THEN export!!!

    Pity PRT don’t sort it so ALL .itf’s are stored on a central repository then we can access from any Account … Real and Demo SB and CFD etc.

    These are the sort of things I was hoping would be a feature of v11 but it seems not!? Loads of bells and whistles, but not much that make our lives easier??

    No, 6 minutes, in the other TF?

    Ha!  The other Timeframe is / was already at default … I’m sure I only set the 10 seconds to default.

    #130331 quote
    nonetheless
    Participant
    Master

    I just downloaded the file I posted. Does yours look like this?

    TIMEFRAME(1 minutes)// try 2 or 3x default TF
    ST1 = SuperTrend[3,10]
    cnd1 = (close > ST1)
    cnd2 = (close < ST1)
    
    mx1 = average[25,7](close)
    cnd3 = mx1 > mx1[1]
    cnd4 = mx1 < mx1[1]
    
    TIMEFRAME(default)
    ST2 = SuperTrend[3,10]
    cnd5 = (close > ST2)
    cnd6 = (close < ST2)
    

    If you want to run it at 2min prob better results changing the 1min to 6min … or wait a couple of days and I’ll try to post something that’s actually made for 2m.

    swedshare and GraHal thanked this post
    #130630 quote
    nonetheless
    Participant
    Master

    New improved DJ 5m Corona … just when you thought it was safe to go outside. Exchanged one Supertrend for Parabolic SAR, added Hull MA.

    I have been steadily trying to avoid the temptation to optimise everything. For years I tried to optimise my wife. You can imagine how well that went. So this version has precisely zero optimisation. All the values were set in advance, either at traditional defaults, or because they seem sensible regardless of the curve. The only variation is the crossing pair of MAs, as selected by @Jan’s program. Everything else stays the same, 4 variations each doing one trade per day. No idea if this makes sense theoretically, but so far the numbers look good.

    The trailing step is set to minimum to keep a position in play as long as poss and hopefully get to the TP. If that seems too slow then .004 (approx 1pt) also works well.

    Bel, swedshare, Alfred and LaurentBZH35 thanked this post
    DJ-5m-Corona-v2-OTD-ab.jpg DJ-5m-Corona-v2-OTD-ab.jpg DJ-5m-Corona-v2-OTD-cd.jpg DJ-5m-Corona-v2-OTD-cd.jpg DJ-5m-Corona-v2-OTD-abcd.jpg DJ-5m-Corona-v2-OTD-abcd.jpg
    #130635 quote
    nonetheless
    Participant
    Master
    #130645 quote
    GraHal
    Participant
    Master

    For years I tried to optimise my wife. You can imagine how well that went

    Haha … it’s a pity there is no Appreciate the Joke / similar button on here as we need a bit of humour now and again!!

    Wow System sounds good … minimum / nil optimisation and still in profit … this could be the one!!!!

    #130649 quote
    nonetheless
    Participant
    Master

    optimising your wife actually sounds pretty creepy if you think about it too long … so let’s not.

    Still working on a 2m version, also looks promising in spite of the short back test.

    #130653 quote
    Francesco
    Participant
    Veteran

    Sorry @nonetheless what is the difference between a b c d versions?

    Also, you said they not perform good in robustness test; is the same for these new versions?

    #130656 quote
    nonetheless
    Participant
    Master

    the difference between a b c d versions?

    They each work in a different time slot, approx 90mins each. I thought this could be worth trying as a way of incorporating variations within one overarching concept. The results are far better than running any one of them without the OTD setting.

    I didn’t even look at VRT, can’t see what I would learn by randomising an algo that makes one trade per day, and is almost never still open the next day. That is the trade you’re going to get, so I’m not too interested in the ones I cannot possibly ever get. WF is very good.

    Francesco and swedshare thanked this post
    #130675 quote
    Scooby
    Participant
    Senior

    @nonetheless I missed maybe something but I did’nt get the same result on my backtests.

    Even with optimisation of the 2 variables.

    Did you do something else ?

    #130676 quote
    keewee
    Participant
    Average

    Hehehe!! “For years I tried to optimise my wife…”. Lucky you! Be glad it’s not the other way around. My wife has tried to optimize me in every possible way…the result?! A Curvy non Fit man.
    Anyway, keep up the good work! I really appreciate everything you Jedi-coders share with the community! (yeh, yeh…I’m a Star Wars fan, I know)…

    nonetheless thanked this post
    #130679 quote
    nonetheless
    Participant
    Master

    @scooby did you change the time settings for France? + 1 hour

    #130704 quote
    nonetheless
    Participant
    Master

    I really appreciate everything you Jedi-coders share with the community

    More than happy to share stuff but in the spirit of full transparency, I ain’t no Jedi coder by a long chalk and wouldn’t want anyone to think I was. I’ve been day-trading for years so I know a thing or 2 about technical analysis but only started coding a few months ago. I’m just a bumbler with a lot of time on his hands. It’s guys like @Paul, @Fifi743, @JuanJ (+ all the moderators obviously) who are the true wizards here.

    V best of luck! 🖖

    keewee, swedshare, fifi743, Paul and boonet thanked this post
    #130706 quote
    nonetheless
    Participant
    Master

    and of course @Jan who did most of the work for this algo – thanks again!

Viewing 15 posts - 121 through 135 (of 186 total)
  • You must be logged in to reply to this topic.

Optimization moving average crossing strategy


ProOrder: Automated Strategies & Backtesting

New Reply
Author
Summary

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

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/20/2020
Status: Active
Attachments: 66 files
Logo Logo
Loading...