Optimization of the systems in today’s time?

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  • #178874 quote
    phoentzs
    Participant
    Master

    Can you provide me with an example of an exit condition with standard deviation as a code?

    #178875 quote
    JS
    Participant
    Senior

    Can you provide me with your system…:)

    #178878 quote
    phoentzs
    Participant
    Master

    Test MACD Nasdaq M15

    That for example. It actually only works because the Nasdaq has just risen above 200000bars. I need exit conditions that work realistically.

    #178889 quote
    JS
    Participant
    Senior

    Standard deviation AEX = 8,65
    Standard deviation Nasdaq = 294,03

    (8,65 / 768) * 100 = 1,23%
    (294,03 / 14710) * 100 = 1,99%

    #178892 quote
    phoentzs
    Participant
    Master

    Very nice of you. How do I build this into the code? A code snippet, please?

    #178900 quote
    VinzentVega
    Participant
    Veteran

    @phoentzs

    pls contact xxxxxxxxxxxxxxxxxxxxx. This is an trashmail account and for 1h activ.

    #178902 quote
    phoentzs
    Participant
    Master

    I did.

    #178904 quote
    robertogozzi
    Moderator
    Master

    @VinzentVega

    do not post personal info of any kind, as highlighted in yellow below.

    Please abide by the rules!

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Optimization of the systems in today’s time?


ProOrder: Automated Strategies & Backtesting

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phoentzs @phoentzs Participant
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This topic contains 22 replies,
has 5 voices, and was last updated by robertogozzi
4 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/01/2021
Status: Active
Attachments: No files
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