strategy BarHunter DAX v1p

Viewing 15 posts - 76 through 90 (of 256 total)
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  • #117960 quote
    GraHal
    Participant
    Master

    DAX Min Stop Distance is 12 points (see attached).

    The Reject message we get re min stop dist = 10 points  is probably because there is no Standard error message for min stop dist = 12 points ?

    So what do we need to do to these excellent Systems being posted to stop Rejects?

    Does Line 62 need to read as below?  Is that all ?

    once minstopdistance = 12 //10
    Paul thanked this post
    min-stop.jpg min-stop.jpg
    #117963 quote
    GraHal
    Participant
    Master

    Maybe you have any suggestions?

    Yeah … 50% of something … I agree! 🙂

    I’m going to give it a go on Demo Forward Test.

    How are you getting around the 100 point min stop distance (see attached) ?

    Are you getting Rejected or have you made changes to Fifi System code?

    min-stop-SAF.jpg min-stop-SAF.jpg
    #117965 quote
    GraHal
    Participant
    Master

    Does Line 62 need to read as below?  Is that all ?

    Or do we need to change as below …

    breakpoint= 0 //breakpoint 
    //=========
    
    //fixed value 12 for dax (the minimum distance the stop can be place to the current close)
    if breakpoint <= 12 then
    if (12-breakpoint)>=0 and (12-breakpoint)<=12 then
    once minstopdistance=(12-breakpoint)
    else
    once minstopdistance = 12
    endif
    else
    once minstopdistance = 0
    endif

    EDIT / PS

    I’ve made changes as above anyway and set it going on Demo … let’s see! 🙂

    Paul thanked this post
    #117971 quote
    Paul
    Participant
    Master

    @GraHal Will also try 2 different versions, one like above and one with 15.

    thanks for posting that pic with minimum distance info.

    ps. see dow is down and with a gap! It underscores the cause to close position before the weekend, even if the backtest & equitycurve are showing it’s better to stay in the market. Exactly as I added here few post back.

    GraHal thanked this post
    #117972 quote
    Paul
    Participant
    Master
    #117991 quote
    GraHal
    Participant
    Master

    why the difference in minimum stop distance?

    You have posted a pic of the spread above.

    #118006 quote
    GraHal
    Participant
    Master

    Finally got one to take a trade and going the right way! 🙂

    Florian thanked this post
    Paul-17.jpg Paul-17.jpg
    #118011 quote
    Francesco
    Participant
    Veteran

    Finally got one to take a trade and going the right way! 🙂

    Where did u find the DJI 5 MIN version?

    #118014 quote
    GraHal
    Participant
    Master

    Where did u find the DJI 5 MIN version?

    I set it up and posted it on here on Page 4 (I think page 4).

    Using Paul’s and Fifi’s versions, we all should be trying different TF’s and Instruments then we might all get rich together!! 🙂

    PS

    5 min version doing even better now … see attached!

    Paul-18.jpg Paul-18.jpg
    #118019 quote
    Francesco
    Participant
    Veteran

    Where did u find the DJI 5 MIN version?

    then we might all get rich together!! 🙂

    Was this a provocation in reference to the fact that I wanted to keep my strategy secret in the other post?
    Maybe you did not understand my intent well, if I behaved this way and I asked for private help for those interested (you included), is to avoid all those jackals who come to visit the forum only for interest (like the guy that the other day asked you to share your 10-15 profitable algos that you collected in last two years of hard work).
    My intent was to direct my work only to veterans and active forum members in the moment that I find a strategy with 99% of winning trades.

    Paul thanked this post
    #118027 quote
    GraHal
    Participant
    Master

    Was this a provocation i

    No not at all, just the British humour surfacing again! 🙂

    Your points are understood though, no worries!

    PS

    We might be waiting a while for 99% winning trades!? 🙂
    I use a rule of thumb …
    if % of Winning Trades (best if > 50%) x Gain to Loss Ratio (best if > 2) is >= 100 ish
    then the System looks promising !?

    #118028 quote
    Francesco
    Participant
    Veteran

    Btw the invite is open, maybe we can also talk about our collected profitable algos.

    And you can give to me your 15 that you mentioned (joking, trying to do nice british humor? lol)

    Anyway, can’t find your 5min version. Can you send it again?

    GraHal thanked this post
    #118038 quote
    Paul
    Participant
    Master

    Here’s a snippet which retrieves the timeframe it’s on. It’s of no use here yet, but maybe will be later on.

    This is programmed by Nicolas.

    // automatic retrieval of timeframe snippet
    if barindex < 3 then
    myday=openday
    dayminutes = 1440*(myday-myday[1])
    myhour=openhour
    hourminutes = 60*(myhour-myhour[1])
    mymin=openminute
    barminutes = mymin - mymin[1] + hourminutes + dayminutes
    barminutes=abs(barminutes)
    mybarminutes = lowest[1](barminutes)[1]
    endif
    
    if hour=entryhour and (minute>=entryminute and minute<(entryminute+mybarminutes)) then
    
    Wacko thanked this post
    #118052 quote
    Vonasi
    Moderator
    Master

    I also coded something for time frame detection that can be found here:

    Determine the charts time frame in a program

    I think mine returns the time frame in a more easily understood format but then again I might be biased!

    Paul thanked this post
    #118074 quote
    GraHal
    Participant
    Master

    Anyway, can’t find your 5min version. Can you send it again?

    Attached as requested.
    If you improve, other TF’s or other Instruments please post on here.

    Cheers

    Francesco thanked this post
    PaulBarHunter-DJI-5M-v3p-2GH.itf
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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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