Discussion re Pure Renko strategy

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Viewing 15 posts - 136 through 150 (of 346 total)
  • #123991

    Margins have dropped also!!

    Ohhh Yesss!! 🙂

    #124075

    Most of the time the strategy doesn’t work. Are there any new idea’s on this?

    #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.

    #124084

    letting 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.)

    #124085

    I think at TF = 1 sec we need to optimise every day.

    Also on attached … Trailing Stop Type 2 killed it stone dead (big losses) but with TS Type 2 rem’d out  … it lives again! 🙂

    Spread = 6 on attached.

     

    #124094

    Wow … wish I’d put it Real Live … over £200 in less than 20 mins! 🙂

    #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?

     

    #124107

    here’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.

    4 users thanked author for this post.
    #124113

    At 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?

    #124115

    Here are results. 200k on 10 sec dow in the backtest.

    You can see the losses on this day in the backtest and compare it to the demo.

     

    4 users thanked author for this post.
    #124123

    HAHA … 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.
    #124125

    haha! I saw it happening after posting here. Thought how could that be? Try to warn you all and then results come?  🙂 We will see!

    I like the fast ts too. Can’t beat that manually consistently I guess!

    #124174

    TF = 1 sec we need to optimise every day.

    I might have been lucky again today … 4 out of 4 trades all good!?

     

    #124182

    Bravo @Grahal! You have a lucky star! 🙂

    GOOD NIGHT

     

    #124185
    @GRAHAL, Do you recommend optimizing the RENKO SIZE and RENKO TYPE variables every day? Strongly PRT V11, with the table option we can have an optimization of the variables in real time ! 🙂
Viewing 15 posts - 136 through 150 (of 346 total)

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