ProOrder on low TF

Viewing 1 post (of 1 total)

Author

Posts
11/01/2016 at 1:40 PM #15816 quote

Elsborgtrading
Participant

Veteran

Hi there. In continuance of Grid orders with one combined stop loss and limit, can it be done? I was playing around with an automated version on time frames of 2 and 10 sec.

Of cause due to the amount of data available, the backtest could only be done in 14 or 10 days(Premium ver of PRT) so one might needed more time to demotrade forward. So I decided to make several version but in 3 category. High ver, Low ver. and a moderate ver. of each TF. High ver beeing one that enters an order every time the conditions indicators are met+the gridsteps. resluts many positions in a low time frame- however only loosing 1%. The Low ver. beeing one that enters an order One time the conditions indicators are met+the gridsteps. also only loosing 1%. Moderate beeing both one high and one low ver- but not the highest gain, but the highest winrate in the optimization process.

I set it to demotrade but 5 out of 6 was stopped within 3 hours due to “orders could not be confirmed” and so on.

So my question is this. has anyone experienced anything similar on automated time frames like 2 and 10 sec?

Cheers Kasper
Author

Posts

Viewing 1 post (of 1 total)

You must be logged in to reply to this topic.

Login your account

ProOrder on low TF

ProOrder: Automated Strategies & Backtesting

New Reply

Author

Elsborgtrading @elsborgtrading Participant

Summary

This topic contains 1 voice and has 0 replies.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	11/01/2016
Status:	Active
Attachments:	No files

Loading...