SP500 M1 curve follower

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Viewing 15 posts - 16 through 30 (of 35 total)
  • #185244

    I mean the code in the very first post on this topic. Lines 4-6 should be given in percent and recoded in lines 17-31.

    #185249

    okay one last attempt

    how does this one look SnorreDK ?

     

    #185266

    Ur Welcome Snucke

    #185278

    I mean the code in the very first post on this topic. Lines 4-6 should be given in percent and recoded in lines 17-31.

    There you go:

     

    1 user thanked author for this post.
    #185341

    I have to ask for your opinion now because that’s buzzing around in my head. With this simple system here (just changed the trend input and introduced fixed trading hours) I was able to achieve pretty good results on pretty much every index in the M1 and also in the M5. Which makes me a little cautious. Safe, robust … you would have to test it. The system is on the market for a long time if the profit is higher and the loss is higher, and it also works as a scalper with a larger SL, with a super hit rate.

    What do you think of this type of code? Or am I missing something obvious?

    #185342

    BT at Robertos code

    #185345

    @Grahal: What do you think about that? I know from you that you regularly optimize your systems for the market.

    #186781

    I played around with the code, changed entry, added exits. The whole thing is optimized to 75000bars, so the last year. It has been running in demo for me for over a week and is making incredible profits. I’m close to trying it live. A strategy that makes good profits long and short is rare these days. The joke is I have no idea why it works so well. What do you think?

    #186816

    Hello Phoentz
    If you find it useful I went back in time to see if it was stable, it seems overly optimized …. even if I see that some people don’t care about the past but only the present.
    Good day

    Hello
    Mauro T.

    #186820

    Of course it is optimized for today. Above 200000bars it works with other settings. The swings were very different back then, aside from the fact that they’re still just pips size.

    #186868

    Thanks for the reminder!

    I forgot to put my version in demo.

    Can you show your live results?

    #186911

    I created several versions to test and just let them run. In the last 2 weeks in particular the market has been extremely turbulent with major swings. The results are to be proud of. I think these systems deserve even more in a trend phase. What is apparent is that the systems without doubling the reversal have had a much harder time, but have not really lost so far. I created the versions with different input conditions, the code core is always the same. Recognizable by the name of the strategy. Bollinger inputs somehow don’t work at all in this market phase, I don’t know why yet. Simple inputs that come up often seem to work best. The variants without special inputs, which simply enter the trend without any extra setup, work best. I didn’t expect that. I think the most important thing is that the first trade of the strategy is taken in the direction with the highest probability. The code does the rest. I think.
    can you post me your version?

    #186920

    Bollinger inputs somehow don’t work at all in this market phase

    That could be similar to me myself not being able to trade this manually. Swings are even 1% the hour easily on any large index, and I can’t make money out of it.

    Without really investigating it (the code(s) you are dealing with at this moment), I think this is related to most systems (me too) depend on lag. And before you know it (before you are sure) you are too late and the lot reverses.

    Someone (you, @phoentzs ?) should really abuse this with code which is not too late and without emotion. You could earn greenhouses, nice cars, normal houses, each day an other. And me ? I am fighting for a “stupid” 500, manually. And the fight is because being in a 10K loss first. Tiring. 🙁
    haha

    But ditch the code in time, because this won’t last forever …

    #186940

    I’m not quite comfortable with that either. The SMA version, i.e. the one that performs best, is created over 200,000 bars and would have made money even with the corona crash. I’m still undecided.

    #186947

    Can u post ur code for the SMA version phoentzs. Would like to make a 1M backtest

Viewing 15 posts - 16 through 30 (of 35 total)

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