Discussion re Pure Renko strategy
Forums › ProRealTime English forum › ProOrder support › Discussion re Pure Renko strategy
- This topic has 345 replies, 24 voices, and was last updated 4 years ago by bertrandpinoy.
Tagged: renko
-
-
03/30/2020 at 5:12 PM #12399103/31/2020 at 1:45 PM #12407503/31/2020 at 2:31 PM #124079
Most of the time the strategy doesn’t work. Are there any new idea’s on this?
Your v3 is not working properly on backtests? I made some modifications on your v2 and it worked in the last days backtesst.. but don’t know what to expect for the future.
03/31/2020 at 2:55 PM #124084letting the demo run in sync & profitable with the backtest is very difficult.
and if the range in small at that moment, you buy at the high & sellshort at the low.
(it’s like buying at the top of the higher bollingerband and then it retraces back to lower band where the stoploss is about.)
03/31/2020 at 2:56 PM #12408503/31/2020 at 3:27 PM #12409403/31/2020 at 4:04 PM #124104@GraHal
I have also been testing these 1sec and 10sec renko strategies with daily optimisation, but I haven’t figured out at what time it would be best to optimise the boxsize and renkotype. At what time do you think it’s best to optmize: at the end of day for next day, middle of the trading day, or morning?
03/31/2020 at 4:23 PM #124107here’s something to play with. 3 versions for the dow 10 sec.
First was to remove the nnbarlimit. The default is now the same as nnbarlimit=1.
From there it was a bit easier to setup.
default, V (angle) and V2 (pente) (from vectorial dax)
if results are there in the backtest, in live demo it is still dubious.
spread has to be set in the backtest engine, regardless if using the option in the code.
03/31/2020 at 4:42 PM #124113At what time do you think it’s best to optmize
I hadn’t come to any conclusion based on results.
But on a hunch I reckon 14:15 ish … ready for the 14:30 open on Wall Street?
We could even test that theory … using backtesting, but setting specific times and then do a Forward Test on OOS data?
03/31/2020 at 5:01 PM #12411503/31/2020 at 5:32 PM #124123HAHA … well good to see the Trailing Stop working and they both got out just where I would have pulled the Trigger on a manual trade!
Either you’ve had an unlucky session Paul … or my 1st 2 trades are beginners luck!!?? 🙂
“Massive Thank You Paul”
for sharing your hard work with us all!
4 users thanked author for this post.
03/31/2020 at 5:44 PM #12412503/31/2020 at 9:40 PM #124174TF = 1 sec we need to optimise every day.
I might have been lucky again today … 4 out of 4 trades all good!?
03/31/2020 at 10:35 PM #12418203/31/2020 at 10:42 PM #124185 -
AuthorPosts
Find exclusive trading pro-tools on