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04/24/2020 at 11:48 AM
#127776
Thanks for the code Vonasi, I must be doing something wrong because I cannot get the Nonetheless VRT turned off system, to match the system results that I have with no VRT code in it.
Have I misread your VRT on/off instructions? :–
This code below is in the Nonetheless version and gives a profit of £201k. My non VRT version gives a profit of £55k. Cheers.
Code to turn off VRT so as to get exact same results as Non VRT System
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//DEFPARAM FLATAFTER = 210000 RobustnessTest = 0 StartDate = 0//20000101 //Qty = 10 //Random = 3 Qty = q //(go to opt variables and set q b/w 2 and 10 ) Random = r //(go to opt variables r b/w 1 and 10) once j = 0 once flag = 1 if flag = 1 then j = j + 1 if j > qty then flag = -1 j = j - 1 endif endif if flag = -1 then j = j - 1 if j = 0 then j = j + random flag = 1 endif endif tradeon = 0 if opendate >= startdate then if barindex mod qty = 0 or barindex mod qty = j then tradeon = 1 endif endif if not RobustnessTest then tradeon = 1 endif //Money Management |