wp01Participant
Master
@Eric,
The results you show look nice but the period is too short. If you change the period to 2009 it doesn’t look so flashy.
In the beginning somewhere a year ago Reiner posted already a PF DAX 1H. Attached that version.
I tried to get it better, but no luck yet.
Maybe someone else can.
Thanks.
Best regards,
CN-H v2 with acc and DAX v3:
DOW v2 and DOW v3 with accumulation:
LB v2 and LC (short) v2, both with accumulation:
wp01Participant
Master
Nifty Okt2 (with acc.) and Nikkei Okt2.
Hi Guys,
seems the V2 creates better backtests which is why I prefer to stick with those for now and would run V3 only in Demo.
But if I notice correctly you want to start directly with V3 and maybe just run V2 in Demo?
Anyway, here my results for Bund, Cac, Dow, Dax
wp01Participant
Master
Don’t know what causes the difference in results between V2 and V3.
I indeed wanted to move on with V3. I understood that David runs them both or the one that is available.
@wp01 and O-jay8
If you remove validMaxCandles then you get very similar results to v2. I think the last difference between the codes is in which order the lines are calculated, but that is only a theory and I haven’t verified it yet.
I will start to optimise each instrument with v3, but if it isn’t favourable I will try with v2.
wp01Participant
Master
@dajvop,
Just a thought but you say when you remove validMaxCandles in V3 you get similar results as with V2.
But i think V3 needs that line because the V3 release notes of 24-09-2017 says:
// save maximum candle settings in the case of period change
But if you only optimize one period and you move to the next period with an open position it doesn’t know how to handle it
because the next period in V3 is or at zero or the lines are removed. So when it has an open position and doesn’t know how to handle.
And this looks like prevented with:
// save maximum candle settings in the case of period change
If ONMARKET AND (currentDayOfTheMonth = 1 OR currentDayOfTheMonth = midOfMonth + 1) THEN
validMaxCandlesWithProfit = maxCandlesWithProfit
validMaxCandlesWithoutProfit = maxCandlesWithoutProfit
ENDIF
With V2 you do not have this problem at all because you only optimize one period. There are no other periods in the code.
Maybe i speak nonsence. It is just a thought.
Kind regards,