Simple Strategy : TF 10S / Bollinger / RSI

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  • 05/26/2020 at 9:39 PM #133370 quote
    Scooby
    Participant
    Senior

    Hi

    No I didn’t change the structure of the code.

    I Only change the bollinger bands, Stoch and SL/TP.

    I had duplicated the structure 2 or 3 times per algo to get more positions per day and a better results (I ope) for a long time.

    Following my current version for the DJI, you can adapt the values and tryout for the other instrument with the others parameters.

     

    Let me know if you find something to improve it 🙂

    OboeOpt and bertrandpinoy thanked this post
    DJI-30S-Boll-Sto-v2.itf
    05/26/2020 at 10:21 PM #133374 quote
    OboeOpt
    Participant
    Veteran

    Thank you @scooby!

    Then I know where to start with the parameters! I don´t really understand what you mean with “duplicated the structure”, but I have to study your code more.

    I only have 100k to test on but I will do some curvefitting 😉

    (Looks like v1 performed better for the last 100k)

    05/26/2020 at 10:43 PM #133377 quote
    Scooby
    Participant
    Senior

    I duplicated the structure with for example one Bollinger at 20/20. A second one at 40/30 etc.. for each one I adapted the sl/TP and the stoch

    Like that I have more trades and a more linear curve.

    Yes it depend of the days 😉

    OboeOpt thanked this post
    05/28/2020 at 10:00 PM #133663 quote
    Scooby
    Participant
    Senior

    The current result in real for me. I know that there is not so much historic but it can be fine 🙂

    I know that noone think that 30 TF is a good thing, then I gonna work on the 1min TF ^^

    swedshare thanked this post
    Result-DAX-05.28.2020.png Result-DAX-05.28.2020.png Result-DJI-05.28.2020.png Result-DJI-05.28.2020.png
    05/29/2020 at 10:20 AM #133759 quote
    Francesco
    Participant
    Veteran

    Ehy Scooby, it’s not that we don’t like the low timeframes systems… yes they are very difficult to manage, probably they’re more a dream then a reality, but the point is another one.

    I take a look at your codes and i noticed that you optimized some values of the system with precise numbers and without a logical sense, only and exclusively to make the previous 7 days profitable.

    Imagine that if doing this kind of overfitting could be very dangerous on larger timeframe systems, how could be this dangerous on a 7 days backtest? I invite you to pay attention by operating live with these systems

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Simple Strategy : TF 10S / Bollinger / RSI


ProOrder: Automated Strategies & Backtesting

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Scooby @scooby Participant
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This topic contains 49 replies,
has 9 voices, and was last updated by Francesco
5 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/27/2020
Status: Active
Attachments: 34 files
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