strategy BarHunter DAX v1p

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  • #133292 quote
    darbes
    Participant
    Average

    Hi

    Why order is always opened at 4 AM as spread is high (50 pips) ? Can’t we wait market opening to transact ?

    Best

    JC

    #133314 quote
    Paul
    Participant
    Master

    @darbes because that’s the time it would work. You could however create a condition that an entry is triggered (and store the open price for later use) and act when the spread is low.

    #139916 quote
    VinzentVega
    Participant
    Veteran

    Hi guys,

    great work this strategy. Pls can yue tell me which is the latest version for the DJ?

    thx

    Vince

    #143812 quote
    VinzentVega
    Participant
    Veteran

    Good Morning

    Another version of the timehunter strategy Dow. Entry time 1 p.m. (german time). SL 310. Pipsize 1. Backtestet the last 4 years.

     

     

    TH.png TH.png
    #143822 quote
    Paul
    Participant
    Master

    Nice job creating a new version! If you want you can post itf so I can see what you have done.

    I haven’t look barhunter/timehunter while. I’ve loaded up barhunter and was surprised by the results.

    ps. timehunter is nice, but the optimisation as I remember of time (minutes ) wasn’t done right.

    Midlanddave thanked this post
    Screenshot-2020-09-10-at-10.19.58.jpg Screenshot-2020-09-10-at-10.19.58.jpg Screenshot-2020-09-10-at-10.15.57.jpg Screenshot-2020-09-10-at-10.15.57.jpg
    #143839 quote
    VinzentVega
    Participant
    Veteran

    Of course. Attached pls find the itf…

    Midlanddave thanked this post
    TimeHunterDOW-1h-13-SL310.itf
    #143852 quote
    Paul
    Participant
    Master

    Thanks! It seemed hour 12 works indeed oke but stoploss is increased a bit. If I would work on this I probably would try to included the rsi indicator and remove the tds system to see what’s happening. Also interesting to spot again the use of a stoploss based on time of day. Will see if it makes a difference in the vectorial version.

    #143856 quote
    VinzentVega
    Participant
    Veteran

    I found two profitable entry times. One at 5.a.m and the 2nd one at 1.p.m. In combination the results are more profitable than as single strategy. In direct comparison, the good months compensate the bad months, when both strategys are running at the same time. ( 5 p.m. strategy with 260 SL)

    DOW.png DOW.png
    #143973 quote
    Paul
    Participant
    Master

    Those results are not good enough. I’ve converted barhunter strategy quickly to the concept of vectorial but because of removing a lot of criteria the strategy didn’t perform anymore. I will leave it as it is atm.

    GraHal thanked this post
    #149703 quote
    deletedaccount100622
    Participant
    New

    Perhaps your strategy should be one bar less?

    Yes I optimised the barnumber and it gave = 2 as highest profit. Which is logical as I am 1 hour less than you.

    I just tried barnumber =3 and it gives < 2K profit. So the difference in our results is not due to timezone.

    I even just re-imported a new v2p file and ONLY changed barnumber = 2 to see if I had changed anything else but it still gives me about half the trades you show over 100k bars.

    Weird eh? Must be some simple reason??

    @grahal

    did you get to the bottom of this phenomenon? I have been messing about with the code and made a UK system but can’t for the life of me change it to an EU version (including updating computers time)

    #160729 quote
    Paul
    Participant
    Master
    #160735 quote
    Paul
    Participant
    Master
    #160760 quote
    ullle73
    Participant
    Senior

    a few charts on v11

    could you share this version paul? 🙂

    #160762 quote
    Paul
    Participant
    Master

    it’s already shared! Have a look in the attachments, row 106.

    #160766 quote
    bege
    Participant
    Average

    It does not look that profitable OOS.

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strategy BarHunter DAX v1p


ProOrder: Automated Strategies & Backtesting

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Paul @micky75d Participant
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This topic contains 255 replies,
has 11 voices, and was last updated by sfl
2 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/15/2020
Status: Active
Attachments: 136 files
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