Smoothed Bollinger% Strategy Daily_TopicView all attachments
- 20 - Senza-titolo.jpeg
- 19 - US100Smoo_novariablesreadydemo.itf
- 18 - specific-values.jpg
- 17 - pro-backtest.jpg
- 16 - Skärmklipp22.png
- 15 - Rejected-orders.png
- 14 - Skärmavbild-2018-02-03-kl.-19.20.15.png
- 13 - Skärmklipp15.png
- 12 - Skärmavbild-2018-02-01-kl.-20.10.01.png
- 11 - Skärmavbild-2018-02-01-kl.-21.07.05.png
- 10 - Smoothed-Bollinger-c-AUDUSD.itf
- 9 - Smoothed-Bollinger-B-AUDUSD.itf
- 8 - Smoothed-Bollinger-B-AUDUSD.png
- 7 - Smoothed-Boll.-Strategy.png
- 6 - DAX_Smoo_Bo_Stgy_Daily2-1.itf
- 5 - Screen-Shot-01-24-18-at-02.32-PM.png
- 4 - DAX_Smoo_Bo_Stgy_Daily2.itf
- 3 - DOW-extra-variables.png
- 2 - Help.jpg
- 1 - MAX_EXP.jpeg
01/07/2018 at 6:47 PM #5762401/07/2018 at 7:08 PM #5762801/07/2018 at 8:18 PM #57636
I think it would benefit you tons (many $$$$ maybe!? :)) if you read the PRT Help Manuals, or at least read the respective pages that contain information on whatever topic you don’t understand.
Follow the link as shown in attached or below.
Hope this helps so you can move on and make $$$$$? 🙂
GraHal01/07/2018 at 8:34 PM #5763801/08/2018 at 8:45 AM #57667
Thank you very much for your bollinger strategy.
One question regarding the Dow. You are using three additional variables which do not return in the code.
For the result in the backtest it doesn’t matter if i remove them, but you seem to have thought about it to add them, otherwise they wouldn’t be there.
My question is: what is the purpose of these variables and what were your thoughts about it?
Attached a copy of the variables.
Thanks in advance for your reply.
Kind regards,01/08/2018 at 1:22 PM #57708
Very Very Sorry just yesterday I’ve noted that variables, but you must cancel it, they are only for the indicator.
I can suggest to all to look for other indicator to add in the strategy to increase number of operations, like CCI or RSI or CUMMULATIVE RSI OR UNIVERSAL … etc..
1 user thanked author for this post.01/24/2018 at 2:30 PM #6039801/24/2018 at 5:01 PM #60417
Hi Ale, thanks for sharing the strategy.
It looks really consistent, although I am very cautious of strategies with so many ‘optimized’ variables, the danger of curve fitting becomes very real here.
Have you tried testing using WF analysis or maybe across different instruments using the same variables?
I will do some WF analysis and Monte Carlo and see what I get.
1 user thanked author for this post.01/25/2018 at 7:33 AM #60469
on daily timeframe, on a long history test, many variables to managed position are correct. The variables could be change without big problem.
please study this template with others pattern also, and let me know your impression, Im happy to work together01/25/2018 at 7:40 AM #60470
your optimization was good in the past, but result out of the sample it will change , so try to test it since 2000 and work around your optimization, consider an average of value of variables found by WF analysis01/25/2018 at 2:01 PM #60508
Thank you Pere … looks good, this could be the one for my grandchildren Trust Fund!!! 🙂 🙂
Please might somebody be able to post Detailed Report and Equity Curve over 200,000 bars on the .itf attached (it runs real fast!)?
01/25/2018 at 2:12 PM #6051101/26/2018 at 7:28 AM #6055401/28/2018 at 12:14 PM #6071501/28/2018 at 5:54 PM #60750
1 Observe the market, and establish Take profit, stop loss, trailing stop and set them.
2 Set trailing stop distance for forex123// TRAILINGSTOP//----------------------------------------------atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)*pipsize)
or Set trailing Stop for indices123// TRAILINGSTOP//----------------------------------------------atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)*pipsize)/1000
3 Set Broker’s Minimum stop distance for the market
4 Set moving average filter period to a real value of compromise, you will optimize later around 200 period
5 Set exit time to a real value of compromise, you will optimize later
5 Set Indicator Smooted Bollinger with the original value, you will optimize later123// variables :// period = 18// TeAv = 8
Then observe results and on the graph and look for the best real compromise avoid overfitting