1,000,000 bars with constant profits? That’s damn good. And so simple the system. Thanks!
The Time settings on mine are for the UK so double check what works best on Euro time.
EricParticipant
Master
Its the one in the first post i put on forward testing
I did change the EMA to 40 (for better or worse?)
What does the curve look like? Did you take over the settings from the RSI?
I sat down again … The idea of MauroPro made me experiment with “typicalPrice”, “high” and “low”. The result is this one … still very low drawdown but a performance advantage of 50%. That is really good. Stable over 200000bars … can someone please do a 1000000bars test?
Aargh, over-optimized. Too bad. Thank you.
Kannst Du vielleicht eine Optimierung über 1000000bars machen? Mit den Exit-Werten des RSI? 10-30 für short und 70-90 für long?
Can you maybe do an optimization over 1000000bars? With the exit values of the RSI? 10-30 for short and 70-90 for long?
@phoentzs
make an effort not to speak german in the English forum!
Thank you 🙂
I’m sorry, it was a mistake.
I already did: #173094
RSI exit values stay the same
If you want to further refine the values for a,b,c,d (atr stop and target) then try 6.2, 4.8, 9.8, 10
I’ve already seen this post. I meant version V2 … with “typicalPrice” and “high”. If you have the time.
using typicalprice for the RSI is substantially worse – 20% drop
the only place it helps is with the MA which i also changed from exponential to simple
Well, backtest since 7/2019 looks not realy impressive.
Did you change the time setting?