5 Min EUR/USD Strategy

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Viewing 15 posts - 31 through 45 (of 251 total)
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  • 02/04/2018 at 10:03 PM #61489
    Jusmih1

    Hi All,

    Thanks for all the time and effort you have put in to my wee strategy, its been really intresting reading it all.

    So just to clarify, does it look like .V3 is a viable strategy?

    Is there any variables that need to be changed on it, or is v3 good to go?

    cheers

    Justin.

    02/04/2018 at 10:23 PM #61495
    GraHal

    Mmm after a day or two trading / plenty of trades on Demo we will be a bit closer to some decision? 🙂

    02/05/2018 at 7:56 AM #61513
    Gertrade

    I was forced to turn the stop follower into stop loss following successive errors of refusal related to a problem of increment of the stop follower.
    I put into service last night a new version for the V2 and a new version for the V3.
    it seems that the V2 is doing best this morning.
    I will publish results tonight with this new version.

    1 user thanked author for this post.
    avatar GraHal
    02/05/2018 at 8:16 AM #61518
    raphaelopilski

    we should define how to handle it with the spread. I think after 23:00:00 the spread is much bigger than 0.6 – so maybe we should leave the system run between 07:00:00 an 23:00:00 – what do you guys think?

    02/05/2018 at 10:18 AM #61532
    Gertrade

    in view of the good results of the V2 on the demo account, I integrated into a new version a trading time slot: 01: 00-23: 00.
    I also doubled the entry points and the exit points to refine the results.

    1 user thanked author for this post.
    avatar GraHal
    02/05/2018 at 10:39 AM #61534
    GraHal

    Thanks Gertrade but what does … doubled the entry points and the exit points … mean exactly please?

    Did you increase sensitivity to get more trades per day on average or what?  If Yes, what variables are the main sensitivity controls?

    Thank You
    GraHal

    02/05/2018 at 2:07 PM #61557
    Gertrade

    doubling the entry and exit points with different parameters allows:
    – improve the accuracy of trades
    – increase the number of transactions
    – to maximize the gain of the Strat

    Below is a graph that connects V2.1 to V2.2 on today’s day.

    1 user thanked author for this post.
    avatar GraHal
    02/05/2018 at 2:24 PM #61560
    Gertrade

    Below is the comparison of closed position lists between V2.1 and V2.2.

    1 user thanked author for this post.
    avatar GraHal
    02/05/2018 at 4:48 PM #61580
    raphaelopilski

    which spread did you use in the backtest? you´ve got some trades in the night, so the spread ist about 2-3 pips…

    02/05/2018 at 6:45 PM #61581
    GraHal

    @raphaelopilski with EURUSD it is not a fixed spread … even in the daytime. The spread can flash / widen to 2 to 3 points even in the daytime. During the night (eg 02:00 hrs) the spread can be 0.6.

    So a compromise would be a spread of 1 or more realistic spread of 1.5 or even 2 to be sure?

    Feel free to disagree
    GraHal

    PS @ Gertrade what timezone (UTC + ??) are the times you have set in the code please?

    02/05/2018 at 7:02 PM #61583
    JR1976

     

    Hi guys

    Congrats for the good work

    Could bè Better  the stop loss 30 instead of 50 in versione 2.2?

    Thanks

    02/05/2018 at 7:50 PM #61588
    GraHal

    @Gertrade are your results on Demo Trade, Live A/c Trade, Demo backtest or Live A/c backtest?

    Attached is what I get backtesting on my Live account over same period as yours.

    Entry / Exit times are broadly same (but not exactly same) but that last trade is in still going and has (up to now) lost all the days gains.

    Anybody else doing a double check on todays performance??  What do you get??

    GraHal

    02/05/2018 at 8:42 PM #61594
    Gertrade

    @ Grahal,

    above the comparison between V2.1 and V2.2 on today’s backtest.

    below the V2.2 on demo account: Graph + List of closed positions.

    The results tonight are not very good, maybe tomorrow will be a better day.

    This leads me to think that there is a lack of position during this decline. I think about it for a future version.

    1 user thanked author for this post.
    avatar GraHal
    02/05/2018 at 9:26 PM #61598
    Jusmih1

    Hi All,

    i tested my old V1 and the v3 that was the latest one up till last night. Tested them both  live all day results attached. My V1 at the moment doing the best out of the two so far.

    1 user thanked author for this post.
    avatar GraHal
    02/05/2018 at 9:48 PM #61603
    GraHal

    The 5 Min V1 is over 1.5 day longer period than V3.

    I guess to be fair both versions should be tested / compared over the same period / number of hours (not same number of bars)? To take account of exceptional ups downs etc??

    Cheers
    GraHal

    PS all very interesting this, good collaboration and good manners between us all!? 🙂

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