Optimization tools

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  • #74836 quote
    JohnScher
    Participant
    Veteran

    cause, this is a nogo

    attached 1, attached 2, attached 3

    Open and close at the same time and winnings 57 ..

    maybe i did a mistake in coding.. so tell me

    pls attention to the optomizing tool

     

    //-------------------------------------------------------------------------
    // Hauptcode : M11 = 1H breaktout 100000 (M)
    // found on prt
    //-------------------------------------------------------------------------
    Defparam cumulateorders = false
    defparam flatafter = 210000
    
    
    if Time = 100000 then
    
    haut = highest[8](high)
    bas = lowest[6](low)
    amplitude = haut - bas
    achat = 0
    vente = 0
    endif
    
    
    If Time > 100000 AND Time <= 180000 THEN
    IF achat = 0 THEN
    buy at haut stop
    ENDIF
    ENDIF
    
    IF vente = 0 THEN
    sellshort  at bas stop
    ENDIF
    
    
    If longonmarket THEN
    achat = 1
    ENDIF
    
    IF shortonmarket THEN
    vente = 1
    ENDIF
    
    IF longonmarket and time =toutL then //toutL optimizingtool
    sell at market
    Endif
    
    IF shortonmarket and time =toutS then // toutS optimizingtool
    exitshort at market
    Endif
    
    //set stop %loss 2
    set target pprofit amplitude*1.5
    
    Screenshot_1-15.png Screenshot_1-15.png Screenshot_2-11.png Screenshot_2-11.png Screenshot_3-13.png Screenshot_3-13.png
    #74855 quote
    Vonasi
    Moderator
    Master

    Your ToutL and ToutS need to be in the format of 010000, 020000, 030000 etc and not 1, 2, 3 in the optimizing variables. You will need to do steps of 010000.

    #74860 quote
    JohnScher
    Participant
    Veteran

    Maybe I did, but the problem that the backtest doesn’t match the demo mode and live mode is obvious.

    #74862 quote
    Vonasi
    Moderator
    Master

    I’m sorry JohnScher but I do not understand what you are trying to say about your strategy. The optimization window image shows that your ToutL and ToutS variables are in the wrong format to be used in a strategy for time. That is all I can tell you from what you have posted.

    #75430 quote
    JohnScher
    Participant
    Veteran

    Well, hi. No problem at all. Thanks at all.
    I’ve fixed the bug, had a closer look at the optimization tool and am quite comfortable with it.
    Nicolas also confirmed that the OHLC data is correct.
    This gives me a basis to revise my strategies and at least improve the results in the backtest.

    Again, thank you.

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Optimization tools


ProOrder: Automated Strategies & Backtesting

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JohnScher @johnscher Participant
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This topic contains 4 replies,
has 2 voices, and was last updated by JohnScher
7 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/29/2018
Status: Active
Attachments: 3 files
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