strategy BarHunter DAX v1p

Forums ProRealTime English forum ProOrder support strategy BarHunter DAX v1p

  • This topic has 255 replies, 11 voices, and was last updated 7 months ago by avatarsfl.
Viewing 15 posts - 1 through 15 (of 256 total)
  • #116911

    Hi Folks!

    Here’s a new strategy BarHunter v1p, which searches for the best intradaybar on any timeframe and enter on a defined break.

    The goal is many trades on higher timeframes. It had to work with 1% stoploss and a trailing stop.

    Then if there is a reasonable good equity-curve with minimal curve-fitting it’s possible to enable & optimise trend-detection and perhaps limit the hour of entry.

    Happy Hunting!

    5 users thanked author for this post.
    #116917

    Looks pretty good as always!

    Thanks for your contribution 😀

    2 users thanked author for this post.
    #116918

    Glad you like it!  Wanted to prove a point in the day openstraddle so I create this 🙂  Many trades!

    Also use

    and it is even better!

     

    #116924

    Ok i made a very fast test, and i noticed that on nikkei 225 that’s a percentage of gain similar to the dax (89.36%) but with a gain loss ratio much more lower.

    Do you think could be worth trying to optimize on nikkei? Not because I’m saying your code isn’t good, but in order to diversify assets 😀

    #116927

    Ofcourse! Other markets is my next step.Take care of the spread and I would optimise between 15-min – 1 hour  timeframe. That should go quick, not many bars in a day. That with tds off.

    But it’s always the details! The trailingstop is suited for the dax, but maybe not for the nikkei or s&p or forex.

    So you have to turn on the graph of the trailing stop and need to see that it kick’s in.

    i.e. for forex use

    dax

    s&p is different too.

    1 user thanked author for this post.
    #116946

    Optimized for nikkei. Huge gain percentage but huge drawdown.

    #116948

    Sorry does not appear in the screen, the dradown is over 2k

    #116950

    Would love to have it working on the nikkei! Drawdown is big but equity-curve is oke.

    Here another one….optimise 0-23 and set break to 20 (not optimised), no tds and spread 15.

    Such equity-curve created in less then 5 minutes.

     

    #116952

    wrong pic, here’s the good one

    #116956

    Paul – I see that you are back testing on only 25k units. How does it look on 100k (or 200k if you have it) with the optimised settings fixed?

    #116969

    @Paul love it! This system is surprisingly versatile! Can you share the version for the South Africa?
    There’s no way to “upgrade” the number of trades? Could be perfect for all day trading


    @Vonasi
    Don’t you think a backtest beyond 5 years is useless?

    #116978

    If it can be useful, done with 200K

    2 users thanked author for this post.
    #116998

    In theory it should be possible I guess to make 100k bars of 15 min the same as 25k bars of 1 hour. (without atr but with % profit target)

    Lines are the same on both timeframes.

    And repeat the entry to check four bars with buy/sellshort on stop instead of one

    If that’s the cause it would take a bit the worry away from only 2500 bars.

    @Francesco The South Africa version

    1 user thanked author for this post.
    #117005

    Don’t you think a backtest beyond 5 years is useless?

    Far from useless as Mauro’s 200k back test shows us. Basically the strategy is a fit to a certain amount of data and it goes sideways before that and virtually sideways on recent data. The probability of it performing well going forward is unlikely.

    1 user thanked author for this post.
    #117008

    @Vonasi you’re right. If a certain hour was suitable for a certain period, it could be shifted. Perhaps a quick forward test with many OOS data with would make it clear.

    In any case this posted pic above is the opposite of my other strategy 1 hour TF to show your point,

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