5 Min EUR/USD Strategy
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- This topic has 250 replies, 22 voices, and was last updated 4 years ago by
danistuta.
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02/23/2018 at 4:46 PM #63720
trade exited followed immediately by a Long which then immediately exited also.
I have come across this phenomenon many times in lots of other strategies. It’s either a small bug in PRT or an issue with some of the code (or both) in that whatever variable is driving the entry/exit conditions becomes true within a second or two. Given that the profit/loss is usually negligible, I’ve not spent too much time deciphering the cause. But it is mildly annoying !
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02/23/2018 at 5:55 PM #63725Yeah thanks Gertrade … you use CFD (Cash) and I use Spreadbet (DFB). I just wouldn’t expect there to be a big difference – CFD to SB – in the DAX mid price, rises, falls or price profile etc??
Anybody reading this know any different or done any studies? Can’t recall any Threads on here on the (small?? ) difference between CFD and SB affecting Algo results??
Thank You
GraHalPS If an equity curve is good on CFD but not good on SB (same TF etc) then is it not an indication of curve fitting / over-optimisation for the CFD ??
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02/23/2018 at 9:55 PM #63747Evening All,
been sitting quiet in the back ground still working away on my 5 min Strategy, i have been trading it live for the last 2 weeks and been happy with the results, been tweeking slightly most days so dont have a full
live history to show you but this is it, the most of the big losses has been due to news coming out (TRUMP and FMOC) and if it hadnt been for that it would have been far more profitiable.
I have 2 versions 1.27 that has done really well in 2018 however 1.28 stands the test of time better.
I still think there is life in the 5min Strat but feel i am in the minority on this one?
02/23/2018 at 10:19 PM #6375202/23/2018 at 10:26 PM #6375302/24/2018 at 11:12 PM #63841Hi everybody,
Here is a very interesting version V6.8 for the EURUSD declined in V6.81 for the DAX, it always has the double strategy with equity control but in addition a visual tool that you will enjoy in Backtest.
The green line tells you the number of trades executed when equity> average equities (strategy1)
The red line shows the number of trades executed when equity <average equities (strategy2)
Very useful in the optimization phase of variables, when we see the green line dominate the red line, this means that most trades are executed with the strategy1, which must be your goal to be profitable.below a comparison chart for the EURUSD between V6.7 and V6.8 (better managed drawdowns on V6.8)
below a comparison chart for the DAX between V6.71 and V6.81 (better managed drawdowns on V6.81)below versions V6.8 for the EURUSD and V6.81 for the DAX
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02/25/2018 at 6:22 AM #6385002/25/2018 at 9:32 PM #63908Hi Jusmih,
nice code. This is a real scalping strategy, which reduces risk ( short in the market to reach the profit target)
I like the simple strategy with just only two opening variables. For most of other markets, like the FTSE, it gives regrettable fuzzy results.
Thanks for sharing.
02/25/2018 at 10:09 PM #63910I realized that the TF 5min interested many of you. That’s why I studied a version V7.0 TF 5min dual strategy piloted by fairness control with integrated visual tool for Backtest (green: system1, red: system2)
Have a good week of trading!
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02/25/2018 at 10:23 PM #6391302/25/2018 at 10:29 PM #6391402/25/2018 at 11:10 PM #6391802/26/2018 at 5:27 AM #63921do you use a live strategy what you can recommand ?
it is very difficult for me to recommend you to live strategy. What are you looking for ?
02/26/2018 at 5:38 AM #6392202/26/2018 at 11:07 AM #63943There’s got to be something wrong here Gertrade? Or I’m doing something wrong??
Attached DAX v7.01 on CFD £1 Cash and also on DAX SB DFB.
I am pleased to say the equity profiles are the same, but they are not good.
I’m assuming you had already optimised for DAX?
Any thoughts please?
Cheers
GraHal -
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