Breakeven- en trailingstop on different securities & indexes & forex

Forums ProRealTime English forum ProOrder support Breakeven- en trailingstop on different securities & indexes & forex

  • This topic has 79 replies, 15 voices, and was last updated 4 years ago by avatarPaul.
Viewing 15 posts - 46 through 60 (of 80 total)
  • #131881

    and an trailingstop with percentage, but with 3 steps.  Didn’t optimise. i.e.

    default trailingstop 2% (it needs to reach a positionperformance of 2%, to close on 2% retracement)

    if positionperformance > 3% then change trailingstop to 1%

    if positionperformance > 4% then change trailingstop to 0.5%

     

    2 users thanked author for this post.
    #132646

    Hi Nonetheless, thks for this nice code on post #126280 but I tried with no succes on live IG, rejected order something wrong !! Can you watch ?

    #132653

    I’ve just set it going on Forward Test.

    Seems to be doing well … results attached.

    #132657

    Not this one, post #126280 is on TF 5 minutes. I just try to change stop loss condition (if..) to classic SL code (I have an IG account with SL guaranteed) but same results…

     

    #132658

    this code works fine on backtest on Dow 5TF but noting on live. If somebody can help me ?

    #132659

    This part doesn’t look right – “underlaying=50//100”

    #132666

    @auvergnat

    below you have certainly read some of the rules required by this forum.

    One of them reads “Always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read.”. Please stick to it. Thank you 🙂

    1 user thanked author for this post.
    #132675

    with 100 same result in live = reject

    #132686

    I restart from scratch and it would seem it is ok if I put after buy and sellshort orders :

    set stop %loss 1.7
    set target %profit 2.4

    instead of :

    if enableSL then
    set stop %loss SL

    ….

    #132799

    Hi @Paul

    Thanks for your nice work !

    Have you try to compare a strategy with and without breakeven, in a backtest on in Sample and Walk Forward In/OOS  ?

    Because in my experience it is often less interesting to be stop/lose frequentely on Breakeven than to have a bigger stop to let the trade breathe. May be to be at your Breakeven at x ATR could help instead a “classic” Breakeven at x Pips ?

    Have a nice day

    #132814

    Hi zilliq

    Have you try to compare a strategy with and without breakeven, in a backtest on in Sample and Walk Forward In/OOS  ?

    no, because i’am in general not a fan of such approach. Again additional choices, how many reputations, which %, linked or not and if you found something and take the last parameters next question is when to run again? It’s very time consuming.

    May be to be at your Breakeven at x ATR could help instead a “classic” Breakeven at x Pips

    yeah could very well help. Something to test!

    Take care

    1 user thanked author for this post.
    #133376

    Hi @auvergnat, the code I posted in #1260280 was an unfinished test. The latest working version of that is here: #125210

     

    #133394

    Seems to be doing well

    30 sec TF still looking good … 14 days Forward Test attached.

    #133425

    wasn’t this a test version?  It takes 2 signals, 1 long and 1 short after 0h at the most expensive time and let the last one run. Didn’t expect it would have any success.

    Thanks for the post!

     

     

    #133429

    Hi @GraHal, every time I say ‘no more’ to sub-1m TFs I seem to get drawn back in. It’s all your fault.

    Anyway, I did a quick and dirty optimisation and you might want to try the following values:

    Or for a higher win rate, v2

    For it not to have blown up in 14 days of forward testing is good going – maybe it’s a cash cow?

    2 users thanked author for this post.
Viewing 15 posts - 46 through 60 (of 80 total)

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