Test MACD Nasdaq M15

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  • 04/02/2022 at 1:26 PM #191044 quote
    phoentzs
    Participant
    Master

    Could the breakeven also be calculated in %? I’ve been experimenting a bit with multiple trailing stopcodes now, but your result Samsampop is the best so far.

    04/02/2022 at 1:42 PM #191046 quote
    deletedaccount051022
    Participant
    New

    That’s a good idea.  Part of me wants to explore it, and the other part says “dont be greedy” as the returns are decent as they are.

    06/10/2022 at 10:52 AM #195035 quote
    digitanium
    Participant
    New

    Thanks for your work Phoentzs. Downloaded v1.8 tweaked by samsampop and I think the parameters have been overly optimized to curve fit backtests.  v1.8 was posted end of March 2022 and since then results have been showing constant drawdown after each trade. How has your version been performing?

    MACD-Nasdaq-15m-v1.8.jpg MACD-Nasdaq-15m-v1.8.jpg
    06/10/2022 at 1:59 PM #195059 quote
    phoentzs
    Participant
    Master

    I don’t use this strategy. But this can happen when a strategy has been optimized only long. The market situation has also changed extremely. From today’s perspective, with today’s knowledge, I would say that a flexible exit is part of the strategy and, if possible, short. As it is now, it runs into complete stoploss every time. Which means quite a loss. Maybe I’ll get around to updating them.

    06/10/2022 at 2:10 PM #195060 quote
    phoentzs
    Participant
    Master

    You are welcome to try the original version to see how it has developed. I don’t know myself at the moment.

    06/10/2022 at 6:05 PM #195100 quote
    digitanium
    Participant
    New

    Pardon me if I’m not understanding your reply correctly which seems to point to a ‘long only system’ causing stop losses to be triggered in a downtrend, but the version I tested, V4, does take short trades with trailing stops.

    06/10/2022 at 6:14 PM #195101 quote
    digitanium
    Participant
    New

    Sorry I meant v1.8

    06/10/2022 at 7:36 PM #195104 quote
    phoentzs
    Participant
    Master

    Sorry I got the strategies mixed up. Like I said, I’ve never used these. Check out the Simple MA-Cross topic. For example, my V3 seems to be doing well so far.

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Test MACD Nasdaq M15


ProOrder: Automated Strategies & Backtesting

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phoentzs @phoentzs Participant
Summary

This topic contains 22 replies,
has 6 voices, and was last updated by phoentzs
3 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/22/2021
Status: Active
Attachments: 6 files
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