Unfortunately the Backtesting is different from the real in fact took only the loss but not the gain also the number of candles per operation does not match. is that normal? Thank you
I follow this adventure from the beginning and it’s very exciting !! would anyone have tested in real conditions? what would be today the most successful code to test it in real? because I admit, i’m a little bit lost with all these versions ^^. I thank you in advance for your return and if you could at the same time share this code, thanks again.
— Je sollicite votre aide suite à plusieurs recherches infructueuses. Je suis certain que mon problème pourra aider beaucoup de personnes dans le futur alors je le propose à la communauté afin d’être aidé et qu’il aide d’autres personnes.
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Pour une prise de position (1 et -1).
Je souhaite par rapport à un capitallimiter les pertes déterminées par une variable que je détermine. capital=somme de départ+gains (réinvestissement).
J’ai qu’il existe une formule “positionperf”… Il faut bien que la perte corresponde à une seule position (non au chiffre de la journée, non au chiffre total des positions fermées).
Par exemple, j’aimerai ajouter ce bout de code dans la stratégie DAX 15mn discuté dans ce forum. Pouvez-vous me corriger? (Je débute)
//LIMITATION DES PERTES
1
2
3
4
capital=2000+strategyprofit
IF(capital>6250ANDcapital<15625)THEN
SET STOP$TRAILING-171
ENDIF
Merci beaucoup par avance de votre aide. 🙂
ENGLISH
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Good morning all.
–
I seek your help following several unsuccessful searches.
I am sure that my problem will help many people in the future so I offer it to the community for help and help of others.
–
For a position taking (1 and -1).
I wish in relation to a capital to limit the losses determined by a variable that I determine.
capital = starting sum + earnings (reinvestment).
I have that there is a formula “positionperf” … It is necessary that the loss corresponds to only one position (not to the number of the day, not to the total number of closed positions).
For example, I would like to add this piece of code in the DAX 15mn strategy discussed in this forum. Can you correct me? (I begin.)
I seek your help following several unsuccessful searches.
I am sure that my problem will help many people in the future so I offer it to the community for help and help of others.
–
For a position taking (1 and -1).
I wish in relation to a capital to limit the losses determined by a variable that I determine.
capital = starting sum + earnings (reinvestment).
I have that there is a formula “positionperf” … It is necessary that the loss corresponds to only one position (not to the number of the day, not to the total number of closed positions).
For example, I would like to add this piece of code in the DAX 15mn strategy discussed in this forum. Can you correct me?
@Gubben I don’t know. I run the V6 with my own fund reallocation formula (based on profits, inspired by something that Nicolas posted about money mgmt).
BobFlynn, can you please publish your production version?
Are you using MTF version? If yes are you on M1 or M5?
Thanks a lot
Hi Enzo,
Yes sure, please find below my code. It’s a very agressive sizing because my funds are very low for this bot.
V6 took a losing long position which it reversed today with a short position which is losing big time as well. I’m not very impressed so far comparing it to backtest drawdown but I’m trying to be patient and faithful 🙂
I guess this is why people preach not going too early into live mode, but my reasoning is that I’ve heard from other influences that if you find an edge it might not last long so no point in testing forever either. I am starting to fear as someone pointed out earlier that maybe this was more curve-fitting than an actual edge though…..
Good afternoon, although the Drowdown begins to be great, I believe that while the real operations coincide with those that the demo strategy does not have to worry. I can only do a Backtest of 100,000 candles, to see if someone can raise one of 200,000.
.
