Following up to the ML conversion I made of a great Renko Trading System (see previous p11) – here are new random date ranges, new time frames and this time the Spread added, (only accidentally omitted from other tests due to creating a new system instead of duplicating an existing that had my 3.8 spread). The previous examples on p11 were without spread, but it makes no difference when spread is added. Tick by Tick testing remains very profitable whether Coffee Arabica (KC) is trending or ranging.
Note, this newer version of my ML system (see below for itf file) swapped the ValueX boxsize for optimising the Stop Loss and fixing the boxsize at 100 and the Target Profit of 500.
Here are the 1 and 4 hourly results. Again a more realistic but still aggressive money management algo is applied of 10 x capital/close. Low drawdowns remain.
Could anyone apply a Vonasi Robustness Test to these results? Thanks.
