jebus89: Final? I doubt it, but it’s the latest 🙂 I think many people are running it live.
Does anyone know what parameters to change for different account size?
DAX V7-2
e.g for a 20k account?
@Roxxuz: You can see how many contracts the system will buy every month when the conditions are right. Best way to reduce risk/drawdown is to lower the amount of contracts.
@ozz87
Thank you.
But when I change this:
ONCE positionSize = 1 // default start size
ONCE trendMultiplier = 2 // >1 with dynamic position sizing; 1 without
ONCE maxPositionSizePerTrade = 10 // maximum size per trade
ONCE maxPositionSizeLong = 10 // maximu size for a long position
ONCE maxPositionSizeShort = 10 // maximum size for a short position
to this:
ONCE positionSize = 2 // default start size
ONCE trendMultiplier = 4 // >1 with dynamic position sizing; 1 without
ONCE maxPositionSizePerTrade = 20 // maximum size per trade
ONCE maxPositionSizeLong = 20 // maximu size for a long position
ONCE maxPositionSizeShort = 20 // maximum size for a short position
… then I expect double gain and drawdown in backtest, but I don’t get that.
Is there some parameter I am missing to use double account size (20k).
Why don’t run two time the same strategy ?
rebParticipant
Master
@roxxuz
I have seen this a few weeks ago
Here is one proposal
post #45203 side 96
@reb
Thank you. I tried your code, but I get an error.
Undefined variable: MaxPositionSizePerTrade
I used the latest version (DAX 7-2) and replaced with your code.
rebParticipant
Master
ONCE positionSize = 1 // default start size
ONCE trendMultiplier = 2*positionSize // >1 with dynamic position sizing; 1 without
ONCE maxPositionSizePerTrade = 10*positionSize // maximum size per trade
ONCE maxPositionSizeLong = 10 *positionSize // maximu size for a long position
ONCE maxPositionSizeShort = 10 *positionSize // maximum size for a short position
and then
ONCE profitLastWeek = 0
IF DayOfWeek <> DayOfWeek[1] and DayOfWeek = 1 THEN
IF StrategyProfit > profitLastWeek + 1 THEN
positionSize = min(trendMultiplier, positionSize + 1) // increase risk
ELSE
positionSize = max(1*positionSize, positionSize - 1) // decrease risk
ENDIF
profitLastWeek = strategyProfit
ENDIF
Is that better now ?
@reb
Thank you.
I tried backtest with the original code and with your code on DAX V.7-2 with 10000 units.
Original code has a gain of: 594,25% and a max drawdown of: 2273€.
Your code has a gain of: 583,67% and a max drawdown of: 3668€.
rebParticipant
Master
Yes I have seen yesterday that there was a difference.
I’ll check why
Hi everybody,
first of all I have to say thanks @reiner for sharing the code!
“My real money” HS went short this morning at 5 am – anyone who can confirm this?
Short question… where (IF) can I get access to the dropbox? I found the url but I would need the password. Thanks in advance!
@guitarrocker
I confirm HS -2 positions at 5 am live. Also NIKKEI long with 3 at 9 am.
wp01Participant
Master
@guitarrocker,
I can confirm the 5 am 2 short positions this morning on the HS.
Mmm. just tried the dropbox and no password needed.
https://www.dropbox.com/sh/mkphx772gvp5a1f/AACk4hcg6GCIuSs4SWVv-hYma?dl=0#
wp01Participant
Master
Ahh, not reading very well. Sorry, you just want to know where to find the Dropbox. Posted the link, but you can find everything on page 1.
regards,
Either I was too undercoffeined or I am too stupid :-/ It works without Password.
Thanks @wp01 & dajvop
