Random 1min EURUSD Scalper

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02/10/2018 at 10:11 AM #62187 quote

juanj
Participant

Master

@Leo please note that the test in post #61662 was for AUDUSD with spread of 1.

Thus the strategy works on both EURUSD and AUDUSD having adjusted for trading times.

I haven’t had much time to play around with other markets but the fact that it worked for both markets I tried is indeed peculiar considering it doesn’t work on you or Nicolas’s platforms.

02/10/2018 at 11:57 AM #62190 quote

Gertrade
Participant

Veteran

I did the same optimization work on the AUDUSD.
The strategy is profitable with a TF of 22s and a spread of 1.0.

Below my version on the AUDUSD.

Random-Scalper-22s-AUDUSD-v1.0.itf

02/10/2018 at 12:29 PM #62193 quote

Leo
Participant

Veteran

Hi Gertrade,

Here is what I got with 100K bars and exactly your code you upload.

JuanJ, I also tested in AUDUSD and USDJPY

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Screen-Shot-2018-02-10-at-12.27.16.png

02/10/2018 at 1:45 PM #62197 quote

Gertrade
Participant

Veteran

@ Leo,

You tested my version on the AUD / EUR Mini, instead of the AUD / USD. That’s why the results are not there. It is not worth testing with 100,000 units, below the minute, there is no more than 20,000 units of history.
Redo the backtest on the AUD / USD on 20,000 units and there you should have results.

02/10/2018 at 9:43 PM #62224 quote

Leo
Participant

Veteran

you are right

Here the backtest. Totally different result.

Screen-Shot-2018-02-10-at-21.41.56.png

02/10/2018 at 10:41 PM #62227 quote
AVT
Participant

Senior
@juanj

I suggest changing the random choice. By limiting between 1-5 (if I recall correctly) you already eliminate random. So my suggestion is:
1. chose the price (open/high/low/close) to examine
2. look at the previous bars price value = close[i+1] or close[1]
3. split off the last digit – this is even for indices which have 2 digits practicable
4. if it is an even number – go long
5. if it is an odd number – go short
This is following the either/or of a coin flip with 5/5 possible values, so 50:50 chance.

An alternate could be:
1. if it is zero – do nothing (because we chose bars now and zero is out of reach)
2. same direction as the digits-bar before was (so max 9 bars before)
Other rules for direction strictly forbidden.
02/11/2018 at 1:32 PM #62256 quote

Gertrade
Participant

Veteran

@ Leo

I just released a new version V1.1 on the AUD / USD with a TF of 28s and a spread of 1.0

I have integrated an ADX indicator

It is profitable on 15,000 historical units.

below the results of the Backtest and version V1.1

Random-Scalper-28s-AUDUSD-v1.1.jpg Random-Scalper-28s-AUDUSD-v1.1.itf

02/12/2018 at 5:56 AM #62325 quote

Leo
Participant

Veteran

Here my result,

Definition of chaos in wikipedia

Chaos theory is a branch of mathematics and it is focused on the behavior of dynamical systems that are highly sensitive to initial conditions. ‘Chaos’ is an interdisciplinary theory stating that within the apparent randomness of chaotic complex systems, there are underlying patterns, constant feedback loops, repetition, self-similarity, fractals, self-organization, and reliance on programming at the initial point known as sensitive dependence on initial conditions. The butterfly effectdescribes how a small change in one state of a deterministic nonlinear system can result in large differences in a later state, e.g. a butterfly flapping its wings in Brazil can cause a hurricane in Texas

Screen-Shot-2018-02-12-at-05.53.34.png

02/12/2018 at 5:58 AM #62327 quote

Leo
Participant

Veteran

..although,

If financial markets are almost random in 1 min timeframe .

There should be a system based on flipping a coin that can be profitable always… I believed in this idea!

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02/12/2018 at 9:41 AM #62336 quote

Gertrade
Participant

Veteran

@ Leo,

Here are the morning results of the V1.1 on TF 28s.

I look forward to the results of the week.

Random-Scalper-28s-AUDUSD-v1.1-12-02-0934-ProOrder.jpg

02/12/2018 at 1:52 PM #62428 quote

Leo
Participant

Veteran

It opens only one position?

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02/12/2018 at 5:54 PM #62465 quote

Gertrade
Participant

Veteran

@ Leo,

it’s planned like that in the code that I added. Once the limit is reached, he suspends the trades until the next day.

There may be 1 trade / day or several trades / day, depending on the difficulty of reaching the profit limit.

This is part of a global reflection I have on trading, we can not trade all day and be profitable.

Some strategies can prove me wrong, but as a general rule, I think I’m right.

02/12/2018 at 6:58 PM #62473 quote

Leo
Participant

Veteran

Then you really have 50-50 chance

02/12/2018 at 8:36 PM #62484 quote

Gertrade
Participant

Veteran

@ Leo,

The future will tell if my profit management is profitable on the sole condition that the Strategy produces profits.

After I place the chance on another plane which is the meeting between an individual and the reflection of a profitable strategy.

Daily work in this direction should allow us to reach at least once in our life to trade this goal, I hope several times.

02/13/2018 at 9:22 AM #62525 quote

Gertrade
Participant

Veteran

Hi all,

This morning is an unleashing of bad news about how the platform works.

A few hours ago, on another line of the forum, I revealed that there were differences between Backtests and ProOrder.

And now, I discover that on 2 identical programs and version, the orders are passed on the reverse on ProOrder,

one has executed a Buy and the other a Sell on the same order.

Only the MaxOrders variable, as its name indicates, defines the maximum number of contracts that the Strategy can play.

MaxOrders = 1 on 1 program and MaxOrders = 5 on the other.

Can someone help me ??? I am helpless in front of these 2 problems that are not reassuring.

Random-Scalper-28s-AUDUSD-v1.1-13-02-0934-Compare-ProOrder.jpg
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