Beat the 'sprint' – Binary option sprint market project

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Viewing 15 posts - 1 through 15 (of 15 total)
  • 03/05/2017 at 10:31 AM #27184
    winnie37

    Hello Nicolas, good day to all,

    I would like to share with you today another way to approach trading, through binary options, and the opportunity that can be represented by his work with Proreal time.

    Quite little mentioned here, the treatment of binary options like those proposed by IG market, under the Sprint market tab, suggests an easily measurable potential.

    They are clearly quantifiable, as the premium represents 80% of the initial bet. We can thus fix the break from the start as follows: 1.8×56 = 100.8. The generated signal will therefore, on average, bring a success rate on the next candle of 56% to be profitable. This will be where the backtest will take place.

    I worked already a lot on signals, capable of generating at the schedules 9:00 – 18:30 approximately this performance of 56%.

    Exceeding this threshold reliably and consistently is clearly difficult. I propose to you today to move together on proposals of signals or systems generating more than 56% success on the next candle.

    Having worked for a long time on this subject, I share with you today the fruit of this work, to improve on a collaborative way the initial system or to elicit the development of new systems on the same principle. I am confident that the performance will come from sharing and collaboration, in the spirit of Pro real time and its community.

    Here are the specifications to be taken into consideration:

    Support: sprint market present on the portal IG market.

    Development of systems with reselling buying / selling on candle according to the signal only.

    In this context, we only observed the success rate of the backtest, as well as the number of orders.

    Construction of a screener on the basis of signals, for manual sprint market
    Beating these 56% offers definite and exponential prospects with certainty on the basis of a proven model, in which statistics alone would have the right to be cited.

    Specifically, you will find below the put and call signals from my searches, the best performers, the results of backtest s associates and a statement of the best result to date.

    To this day, my signal still needs confirmation to the “feeling” (trendline, murray, market configuration), to exceed the performance of 56%. The objective is to surpass them only by the statistical model.

    So, we push this model even more with modifications? Or are we going on completely different new ones?

    I recall the 3 elements to be taken into account:

    56% minimum success for the break. At 75%, we would be statistically and infallibly beneficiaries;

    A minimum of recurrence to intervene in the MS day markets.

    The ut to work are UT1, UT2, UT20, UT60.
    Attached files:

    The indicators needed to generate the signal (fibo and Heikin-ashi)

    The indicators that accompany it (murray and trendline): thank you Nicolas;)

    A screenshot

    • the signal indicators (sys20 put and call)

    The system allowing the backtest (sys20 full signal)
    Results on current backtest ut5, 9H-18h – period of 3 months.

    • Dax – 55.88% – 5 trades on average / d
    • Gbp usd- 51.57% – 2.5 trades on average / d
    • Eur usd – 53.29% – 2.5 trades on average / d
    • Aud usd – 57, 09% – 2.35 trades / average / d
    • Eur jpy – 54.91% – 2.10 trades / average / d

    @everyone Ready to take on the challenge?

    2 users thanked author for this post.
    avatar ALE, avatar manel
    03/05/2017 at 12:47 PM #27200
    Nicolas

    As already discussed in the French forum section, I’m joining this project. Where are the screenshots?

    03/05/2017 at 12:52 PM #27203
    winnie37

    here is the screenshot…

    As you suggested, I will try to work a valid and statistically discriminating signal from the tick, or from a number of ticks. We will thus have a “pure price action”, certainly more relevant than an hourly positioning indeed. Can you tell me how to validate in the code a line allowing to take into account the notion of time and its fence with signal + ut?

     

    03/06/2017 at 9:32 PM #27486
    Wing

    Interesting project for trading lower time-frames. I will have to investigate it myself.

    03/07/2017 at 5:17 PM #27564
    Nicolas

    Knowing how much “ticks” needed to get decent results should be the next step. It should also depends of the instrument. About validating your trade, a simple “time” difference between the expiration time and the previous given signal is the way you should code it.

    You should test this code, this is a rough example ..

     

    1 user thanked author for this post.
    avatar winnie37
    03/08/2017 at 3:51 PM #27765
    winnie37

    thanks a lot Nicolas. However, i’m note sure to undertand all your process. Could you give me a short example coded with a signal for 5 minutes on a 10 tick group for example.

    Thanks a lot

    03/08/2017 at 4:15 PM #27766
    Nicolas

    I made some tests but it’s a bad idea to make how I’d like to get statistics results with tick charts from history, because mainly of the not look inside bar.. I think we should stick to your original idea with the 1 minute chart!

    03/08/2017 at 4:26 PM #27767
    winnie37

    That’s what I was feeling, even though it seemed like a very good idea. We thus return to the proposed ut, namely UT1, UT2, UT5, UT20, UT60. It is also possible to mix with a signal generated on uT1 for example and closed at 5 minutes. Test ideas from the community to consistently and consistently beat those 56%? Who’s going?

    03/08/2017 at 4:39 PM #27769
    Nicolas

    What about maximum and average consecutive loss and use any kind of martingale? Since it’s binary options trading, let’s move to the dark side of trading 🙂

    03/08/2017 at 8:40 PM #27839
    winnie37

    Hi Nicolas,

    I did not know you so rash and rock’n roll 😃. I am both terrified by the idea of applying a martingale, but friends “too.
    So let’s take a concrete case.
    In pj, 2 signals that I use regularly on UT5. Usually, they require sorting and a certain amount of visual and manual appreciation to avoid taking full signal. In this case, the success rate is only 48.33%

    2 objectives:
    – improve the code to naturally increase this success rate
    – study the martingale (gloups) by the current series.

    Here is what it currently gives on this “full signal”
    Not really calculated but a series of 7 consecutive losses, even with putting 25 euros, it will look far enough to catch up the whole ….

    Ideas to improve the system?

    03/08/2017 at 8:43 PM #27846
    winnie37

    with the screenshot of backtest….

    03/10/2017 at 8:55 PM #28221
    Nicolas

    I’m sorry but did you restrict the schedules to working hours to compute your consecutive loss?

    03/15/2017 at 9:32 PM #28709
    winnie37

    I can not remember completely but the results in terms of series remain substantially the same.

    It seems to me relatively difficult through all the tests done to beat the SP constantly without a “manual” intervention depending on the market … And the forum seems to have little interest in options. Too bad, I certainly did not know enough to translate the prospects that this way offered …. Not serious, let us continue on other subjects, or we will come back to it later, with a shared interest ….

    03/15/2017 at 10:28 PM #28714
    GraHal

    I’m interested in Options Winnie, but there’s just so much on this Site to get interested in but not enough hours in the day and now the sun is shining that is pulling me outside to do jobs!

    About 10 days a go,  I got as far as running the Fib Bands indicator.

    As you say, let’s come back to it, let’s not abandon it … it’s a good idea.

    GraHal

    1 user thanked author for this post.
    avatar winnie37
    04/29/2017 at 1:18 PM #33948
    GraHal

    I’m back on this … think I’ll have a go next week! 🙂

    @winnie37 what timeframe are Sys-20-call/put Indicators designed to work on?

    I had an hour or so looking around binary robots on the net … some are mindless!?

    The one I tried (on Demo) – OptionRobot.com has 3 profiles, Classic, Martingale or Fibonacci, but you don’t get to see the Charts! You select a Profile, then press AutoTrade and watch and wait to see if you make money or not!

    I’ll try on IG Sprintmarkets next week!

    GraHal

     

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