Hull average cross over strategy – where I am going wrong?

8ficusst · Wed, 21 Apr 2021 15:49:51 +0000

Could someone please advise me here? I am developing a crossover type of trading system using aligning (< < or >>) HullAverage indicators for long and short triggers. The system performs well in BT, but I need to convert it for testing on the AUTO demo system. (It either triggers on every candle, or not at all) This system is designed to trade intraday swings on the EUR/USD 1-Min bars. At each new bar, I press BT and only follow the direction of the two HullAverage indicators when they both align with each other – either up (long trigger) or down (short trigger). I have attached a very shortened version of this system here, because it contains a few hundred lines of code due to its multiple variables. I inserted both the BT version and the corresponding AUTO format on the same page to make it easier for you to compare the two systems. I would greatly appreciate someone having a look at this code in case you can see something wrong with it. Thanking you!

This topic has 52 replies, 4 voices, and was last updated 4 years ago by 8ficusst.

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04/28/2021 at 8:26 AM #168245

8ficusst

I’ll report back to you.

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04/28/2021 at 9:32 AM #168254

GraHal

8ficusst wrote:

AUTO program selects the optimum variables to use?

I slept on it! 🙂

Is what you mean … AUTO code is read and executes whichever set of conditions is satisfied / true (out of those shown below)?

if TS and NOT TL then sellshort at market endif if TL and NOT TS then buy at market endif

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if TS and NOT TL then
sellshort at market
endif

if TL and NOT TS then
buy at market
endif

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8ficusst

GraHal
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04/28/2021 at 12:03 PM #168278

8ficusst

Yes, that is correct.

Maybe I was being too detailed with these codes (there are a number of them I have been working on) and should have just tried the simple condition statements as you point out. I have been testing the above code on AUTO since 0843 this morning and it looks good!! – can the solution be so simple, I wonder!! 🙂

BTW, another great thing about using < > instead of “crosses over” is that these systems put you in a trade immediately and always stays in a trade to catch developing swings when they come along. The only really difficult unknowns to determine with these systems are trading hours and what magnitude of variables to use. But that probably applies to most systems……

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GraHal

8ficusst
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04/28/2021 at 5:22 PM #168305

8ficusst

The Demo AUTO code did 4 trades today in tough and varying conditions and has done very well, so far winning about 44 points, even surfing the EUR/USD long spike at 1500 this afternoon! – I checked it with my manual code and it more or less agrees on those 4 trades. Maybe the small discrepancies are only down to how the AUTO program reads it — IE; I assume the AUTO reader calculates the next variable by going back the same number of bars as the variable it chooses, whereas I do it manually, going back to a Start Time which is chosen by myself on an arbitrary basis. This particular code is a fairly simple one compared to those of mine where the Momentum’s AND Hull’s both vary – you can see that the Hull’s are fixed here. But I will continue testing them all on Demo AUTO for a while to come before actually using them live. I’ll let you have the feedback.

Thanks.

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GraHal

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04/30/2021 at 12:40 PM #168462

8ficusst

Hi Graha

Just a little feedback and a question please!

I must offer my compliments to the PRT/IT-Finance people for developing such a great trading platform. The more I use the PRT platform, the more impressed I am with its potential. Now that I am using the BT forward-testing method plus the live AUTO trading simultaneously, I am learning much more that I would have thought possible!

Could you let me know the maximum number of Automatic systems that a user can run simultaneously on the platform?

Thanks for your help.

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04/30/2021 at 12:45 PM #168463

GraHal

8ficusst wrote:

I must offer my compliments to the PRT/IT-Finance people for developing such a great trading platform.

Best to tell them direct using the webform below … they would love to hear from you.
https://www.prorealtime.com/en/contact?suggestion=1

8ficusst wrote:

maximum number of Automatic systems

25 on Demo and 100 on Live.

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GraHal
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04/30/2021 at 12:52 PM #168464

8ficusst

Thanks! – I will do.

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04/30/2021 at 1:38 PM #168468

8ficusst

So, 100 AUTO systems can run live at the same time! — Wow, I hope to reach that stage one day! 🙂

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Hull average cross over strategy – where I am going wrong?

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