Strategy Eur/Usd mini, how to reduce the maximum % drawdown?

coscar · 2018-12-18T13:55:55+00:00

Hi I’m new and not very experienced and for some time I try to learn information from the community. I ask you advice to improve this simple code that I developed but I would like to reduce the% Ma DrawDown and I think there is some error. Thanks to anyone who wants to help me. //Eur/Usd mini - 1D Capital Eur 500,00 DEFPARAM CUMULATEORDERS= false DEFPARAM PRELOADBARS = 10000 n=1 Atr = AverageTrueRange[14](close) Atrs = 0.1 x = average[A,3]((High+Low+close)/3) b1e = ((2*x)-high)+(ATR*ATRs) s1e = ((2*x)-Low)-(ATR*ATRs) Hbop = (2*x)-(2*Low)+High Lbop = (2*x)-(2*High)+Low // Condizioni per entrare su posizioni long IF NOT LongOnMarket AND close hbop THEN SELLSHORT n CONTRACTS AT s1e limit ENDIF // Condizioni per uscire da posizioni short IF ShortOnMarket THEN EXITSHORT AT b1e limit ENDIF set stop loss (1.8*ATR)

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07/19/2019 at 12:42 PM #102927 quote

robertogozzi
Moderator

Legend

Drawdown, I happen most of the times that DRAWDOWN is not displayed at all (zero is displayed) and I have to click 3, 4 or more times for a new backtest to successfully see it displayed!

It’s very disturbing and time consuming!

07/19/2019 at 12:45 PM #102930 quote

GraHal
Participant

Master

Aha that’s what I hope you were going to say!

If you click on the spanner at the red arrowhead then it populates the Max Drawdown figure! 🙂

robertogozzi and Gregg thanked this post

Gregg.jpg

07/19/2019 at 12:52 PM #102932 quote

robertogozzi
Moderator

Legend

WTF GraHal, that’s going to spare me so much time!!!!!! THANK YOU

GraHal thanked this post

07/19/2019 at 12:55 PM #102933 quote

GraHal
Participant

Master

Roberto, it’s the least I can do for all the help you have given me and many others in this Community!

Cheers

07/19/2019 at 4:34 PM #102961 quote

Vonasi
Moderator

Master

It has become second nature for me to click the spanner and then hit detailed report to get the draw down figure filled out whenever it is not displayed. I just assumed that everyone did this! Everyone except Roberto it seems 🙂 It would be great if someone at PRT could fix this little bug one day. So many images of reports without any draw down are posted on here that I guess it is an annoying bug for an awful lot of users.

09/01/2019 at 10:29 PM #106156 quote

Gregg
Participant

Average

Hi there,

I have a question about opening and closing positions about this strategy.
Some positions open and close the same day. For a strategy in D1 it’s strange, is not it? I have difficulties to understand how the openings and closings are launched 🙂

Thanks in advance for your details if you have!

Gregg

09/01/2019 at 10:42 PM #106159 quote

Vonasi
Moderator

Master

The strategy sends pending STOP and LIMIT orders at the open of a candle and not AT MARKET orders. The orders stay on the market for one candle so it is possible to open a position and close a position within one candle. Ensure that you only test with tick by tick testing turned on to get an accurate back test.

09/01/2019 at 10:46 PM #106160 quote

Gregg
Participant

Average

Ok Vonasi thanks for your answer I understand.
And thanks for such reactivity 🙂

09/01/2019 at 11:26 PM #106163 quote

Vonasi
Moderator

Master

Gregg wrote:

And thanks for such reactivity

I’ve never been known for my ‘reactivity’. Quite well known for my ‘sloth likeness’ and ability to procrastinate according to my girlfriend though.

09/02/2019 at 6:12 AM #106170 quote

Gregg
Participant

Average

Well… everything has to begin one day!!!
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