Breakeven- en trailingstop on different securities & indexes & forex

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  • This topic has 79 replies, 15 voices, and was last updated 4 years ago by avatarPaul.
Viewing 15 posts - 61 through 75 (of 80 total)
  • #133433

    wasn’t this a test version?

    Maybe that was why I put ?? in the title.

    Wide spread overnight does not necessarily have to be bad thing provided the wide spread is not accompanied by illogical volatility which a System has no chance of predicting?

    Spread at 6 overnight may be better compared to 40 to 80 points movement on a 1 min bar when spread is 2.4   and the professionals are tricking / faking us  and our Systems into taking the wrong direction!? 🙁

    Then 5 mins or so later …  oh sorry you’re going the wrong way again now, us pro’s have reversed our positions … you must try and keep up with us if you want to make money!!?? 🙂

    #133435

    after posting ofcouse I see the first line of the code… 🙂

    // test trailingstop and breakeven on the dax

    indeed high spread doesn’t need to be a bad thing. Looking at barhunter it acts only when the spread is the highest and still it preforms!

    About tricking, something to use with barhunter? Maybe there are special times where the markets makes a move to do the opposite? Like before closing or opening, or of other markets? I don’t give it much chance but if it can be coded quick it would be fun to test on a higher timeframe.

    1 user thanked author for this post.
    #133441

    @grahal, there’s a quick try on 15min dax

    It searches for the bar(=time) of the crosses from the moving average.

    It can then go 1x long and 1x short within the next xx (=4) bars. Max trades is 2 a day. I didn’t look at sl/pt/ts and just took some averages and tested only 15m.

     

     

     

     

    1 user thanked author for this post.
    #133454

    well didn’t expect that!

    here’s a new one , same code, change in moving average.

     

    2 users thanked author for this post.
    #135807

    1 month on this one is still doing very good … see attached.

    I put the equity curve on 15 mins TF so you could see the steadily increasing equity curve!


    @Paul
    what lines of code cause most trades to open between 230000 and 240000 (but there a few after 240000 and before 020000)? See Paul 3 to see trade open times.

    I did search for time, hour etc.  It can’t be coincidence … the time band over which trades open is too regular to be a random occurence??

    #135841

    @GraHal That there’s sometimes a trade between 23h-24h could be because of the weekend and how it handles the first hour on monday, perhaps in combination with uk settings? Because the trade is taking on sunday 23h on 31 may & 7 june. Using extra criteria like dayofweek should work to skip those trades on sunday. Nice find btw. Didn’t expect that was necessary!

     

     

    #135918

    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?

    Hi @nonetheless  !

    Did you continue this strategy ?

    I would like to do some test with it but I did’nt find the initial post of it. Can you share these 2 versions please ? 🙂

     

    Thanks in advance,

    #135931

    For it not to have blown up in 14 days of forward testing

    Isn’t it 30 full days trading since 12 May?

    Enthusiasm gets sapped by keep trying and trying with the same old code / strategy? Variety is the spice of life and sometimes the weirdest stuff works on odd timeframes and / or Instruments?? 🙂

    Yeah thanks … I’ll try your settings also.

     

    #138534

    Hi Guys,

    As we can’t do partial exits with IG (Who will be better for trailingstop), did you compare if it’s better to have a trailing stop / Breakeven or to exit all in one time with a R/R of 1/1 or 2/1 for example (No offense of course)

    In my experience actually, I don’t have better results with TS/BE but may be I’m wrong

    What’s your experience ?

    SeeU

    #138545

    breakeven I agree fully. Giving higher winchance, but often really small wins. Could better be used i.e. to lower the stoploss in half. Trailingstop is a must for me. Always open for improvements, so let’s see your exit criteria & calculation so I can compare in a strategy!

     

    #138546

    Hi @Paul

    I think we need to use a classical/simple algos code and compare results with and without TS/BE.

    If I have time tomorrow I willl do that 😉

    SeeU

    #138629

    hi zilliq

    meantime I wanted to try to have a dynamic pt but stumbled on a problem.

    goal is to log the highest mfe for each (long) trade.

    second is to have a tradecounterlong

    both above are done.

    But then I need an average MFE runup based on the highest mfe from each trade. I can’t get through that part.

    With average there could be a factor x as profittarget. But how to get an average?

    That average could also be used as a dynamic level to activate the trailingstop.

    Here’s what I have.

    to code above could also be added to reset mfe to zero if there short or not onmarket.

    any advise here on the average part?

    #138635

    test setup dow or dax 1m tf

     

    #138653

    Hi Paul

    Why do you want to a high MFE ? (And not a small MAE, or small Max drawdown an so on ) ?

    #138670

    Hey Zilliq, This is the first part but goal is to get mfe & mae for long & short separate working. A.t.m. just want to have the calculation right and then later look what’s preferable.

    Does it make sense and can it improve a strategy? I don’t know.

    But the problem, it needs to take the highest mfe from each long trade, added together and divide that by the amount of long trades. Any ideas? Sounds simple but I can’t find the right way yet!

     

Viewing 15 posts - 61 through 75 (of 80 total)

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