Forums › ProRealTime English forum › ProOrder support › Mother of Dragons trading strategy… › Reply To: Mother of Dragons trading strategy…
05/22/2020 at 3:05 PM
#132840
Optimisation gets an improvement but not quite up to the original. This is odd because the ATR trail works better almost everywhere else I’ve tried it, and the reenter should help. I tried a compromise of conventional break even with ATR trail but was worse. Attached image is with these values/changes:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 |
//if dayofweek<5 then ctime= hour>1 //elsif dayofweek=5 then //ctime= hour>1 and hour<t2 //endif // breakeven stop atr once breakevenstoptype = 1 // breakeven stop - 0 off, 1 on once beatrperiod = 10 // atr parameter value once beminstop = 12 // minimum breakeven stop distance once bepointsorperct= 1 //[0]percentage [1]points if tradetype=1 then once bestoplong = 5 // ts atr distance once bestopshort = 5 // ts atr distance bepointstokeep = 3 //-(sl/2) // positive or negative //not use once once trailingstoptype = 1 // trailing stop - 0 off, 1 on once tsatrperiod = 10 // ts atr parameter once tsminstop = 12 // ts minimum stop distance if tradetype=1 then once tsincrements = .25 // set to 0 to ignore tsincrements once tsminatrdist = 1 once tssensitivity = 0 // [0]close;[1]high/low elsif (tradetype=2 or tradetype=3) then once tsincrements = .25 // set to 0 to ignore tsincrements once tsminatrdist = 1 once tssensitivity = 1 // [0]close;[1]high/low endif if trailingstoptype then if barindex=tradeindex then if tradetype=1 then trailingstoplong = 8 // ts atr distance trailingstopshort = 8 // ts atr distance elsif (tradetype=2 or tradetype=3) then trailingstoplong = 6 // ts atr distance trailingstopshort = 6 // ts atr distance endif |
Any other changes worth trying? Fifi’s pivots are inactive i think but I’m not sure how to bring them into play