RSI-EMA EurUsd M15

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  • #173101 quote
    phoentzs
    Participant
    Master

    1,000,000 bars with constant profits? That’s damn good. And so simple the system. Thanks!

    #173104 quote
    nonetheless
    Participant
    Master

    The Time settings on mine are for the UK so double check what works best on Euro time.

    #173109 quote
    Eric
    Participant
    Master

    Its the one in the first post i put on forward testing

    I did change the EMA to 40 (for better or worse?)

    #173112 quote
    phoentzs
    Participant
    Master

    What does the curve look like? Did you take over the settings from the RSI?

    #173131 quote
    phoentzs
    Participant
    Master

    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?

    GraHal thanked this post
    #173136 quote
    nonetheless
    Participant
    Master

    not so good at 1m bars

    phoentzs thanked this post
    #173138 quote
    phoentzs
    Participant
    Master

    Aargh, over-optimized. Too bad. Thank you.

    #173139 quote
    phoentzs
    Participant
    Master

    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?

    #173142 quote
    robertogozzi
    Moderator
    Master

    @phoentzs

    make an effort not to speak german in the English forum!

    Thank you 🙂

    phoentzs thanked this post
    #173143 quote
    phoentzs
    Participant
    Master

    I’m sorry, it was a mistake.

    #173144 quote
    nonetheless
    Participant
    Master

    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

    phoentzs thanked this post
    #173146 quote
    phoentzs
    Participant
    Master

    I’ve already seen this post. I meant version V2 … with “typicalPrice” and “high”. If you have the time.

    #173147 quote
    nonetheless
    Participant
    Master

    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

    phoentzs and GraHal thanked this post
    #173158 quote
    VinzentVega
    Participant
    Veteran

    Well, backtest since 7/2019 looks not realy impressive.

    #173162 quote
    nonetheless
    Participant
    Master

    Did you change the time setting?

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RSI-EMA EurUsd M15


ProOrder: Automated Strategies & Backtesting

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phoentzs @phoentzs Participant
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This topic contains 79 replies,
has 14 voices, and was last updated by fifi743
2 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/17/2021
Status: Active
Attachments: 24 files
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