strategy BarHunter DAX v1p

Paul · Wed, 15 Jan 2020 17:33:47 +0000

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!

This topic has 255 replies, 11 voices, and was last updated 8 months ago by sfl.

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02/04/2020 at 11:16 AM #118631

Francesco

You are the best Paul!

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Paul

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02/04/2020 at 12:11 PM #118637

jmf125

GraHal wrote:

GraHal wrote:

see attached on DJI @ H2 TF.

Even better on DJI H1 with EntryHour = 15 at Line 42.

Hour 15 being 15:00 to 16:00 UK time is logical as the DJI opens at 14:30 so after half an hour to settle down?

Hi Grahal

Running the same version Timehunter v1p mod fifi on DJ, 1 hour, position=1, 100k, changed line 42 to 15 but getting different results.

Any idea ? Have you optimised other variables ?

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02/04/2020 at 12:25 PM #118642

GraHal

jmf125 wrote:

Any idea ? Have you optimised other variables ?

I only changed the hourbar.
Unusually for me, I did that on my CFD Platform and so my results are for a 1 x $2 DJI contract whereas your results (on UK DFB) are for a 1 x £1 contract … so if you convert we should be the same?

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jmf125

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02/04/2020 at 7:36 PM #118660

Florian

Hello @GARHAL,

Yes it’s perfect with to 15 😉

Florian
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02/04/2020 at 8:27 PM #118666

GraHal

Florian Legeard wrote:

Yes it’s perfect with to 15

I understand now … you were posting your fork of Paul’s BarHunter.

I thought you wanted help 🙂

In your fork you call an Indicator / Filter at Line 477 (see below) … can you post the Indicator / Filter or provide a link to the source please?

477 filtre=call"Forme_bougie"

1

477 filtre=call"Forme_bougie"

EDIT / PS

Aha I see it now … starting at Line 498.

I’ll see if I can get it linked into the code as I am getting the attached message.

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02/04/2020 at 8:30 PM #118668

fifi743

Hi grahal
It is in the indicators folder.
Can’t you open?

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02/04/2020 at 8:41 PM #118670

GraHal

fifi743 wrote:

It is in the indicators folder. Can’t you open?

In the Library?

No I can’t as yet see it never mind open it 🙂

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02/04/2020 at 8:45 PM #118672

fifi743

and There you go

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GraHal, Florian

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02/04/2020 at 8:47 PM #118674

Florian

@Grahal

It is the version of @FIFI adapted in mindist 15 to avoid rejection. “Candle shape” is an indicator in the library. 🙂

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02/04/2020 at 9:04 PM #118676

GraHal

I always thought we had / viewed the same library … it seems not?

Even Indicator ‘candle shape’ is not in the English Library.

Is your library in French Fifi and Florian?

I cannot see the French Library. I guess that is the purpose of the flags on our Profiles?? 🙂

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02/04/2020 at 9:10 PM #118677

fifi743

the platform is in french
the indicator is in the indicators folder

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02/04/2020 at 9:12 PM #118678

GraHal

I’ve got it working now … thank you Fifi for your excellent work re the candle shape filter … so clever!

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02/06/2020 at 9:25 AM #118799

Florian

This morning rejection of the system for an order with stopmindist “15” while the day before it was ok.
New test at 30 !
The trade this morning was still very good!

Florian
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02/06/2020 at 9:39 AM #118803

Gubben

How much does mindist affect strategy performance?

Also since this seems to happen early morning or asia trade times, could it perhaps be coded to have different mindist for day and night?

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02/06/2020 at 9:49 AM #118805

Florian

@GUBBEN, Because the level of order required is too close to the current level of the market. Normally the minimum distance is 10 points for the dax. I do not necessarily understand the rejection today when yesterday my trade is past. But in the backtest I have similar results. We will see !

And concerning TIMEHUNTER it works well at the point of entry, but it would be necessary to have a partial closure … Because in a day like yesterday the trade was good at the entry, it was in added value and the market is returned and it is dead.

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