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

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  • #168245 quote
    8ficusst
    Participant
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    I’ll report back to you.

    #168254 quote
    GraHal
    Participant
    Master

    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
    8ficusst thanked this post
    #168278 quote
    8ficusst
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    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……

    GraHal thanked this post
    #168305 quote
    8ficusst
    Participant
    Average

    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.

    GraHal thanked this post
    #168462 quote
    8ficusst
    Participant
    Average

    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.

    #168463 quote
    GraHal
    Participant
    Master

    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

    maximum number of Automatic systems

    25 on Demo and 100 on Live.

    8ficusst thanked this post
    #168464 quote
    8ficusst
    Participant
    Average

    Thanks! – I will do.

    #168468 quote
    8ficusst
    Participant
    Average

    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?


ProOrder: Automated Strategies & Backtesting

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8ficusst @8ficusst Participant
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This topic contains 52 replies,
has 4 voices, and was last updated by 8ficusst
4 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/21/2021
Status: Active
Attachments: 10 files
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