Discussion re Pure Renko strategy

• 03/30/2020 at 5:12 PM #123991
  GraHal

  Margins have dropped also!!

  Ohhh Yesss!! 🙂

  

  GraHal

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  03/31/2020 at 1:45 PM #124075
  Paul

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

  

  Paul

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  03/31/2020 at 2:31 PM #124079
  Francesco

  Paul wrote:

  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.

  

  Francesco

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  03/31/2020 at 2:55 PM #124084
  Paul

  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.)

  

  Paul

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  03/31/2020 at 2:56 PM #124085
  GraHal

  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.

   

  

  GraHal

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  03/31/2020 at 3:27 PM #124094
  GraHal

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

  

  GraHal

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  03/31/2020 at 4:04 PM #124104
  eckaw

  @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?

   

  

  eckaw

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  03/31/2020 at 4:23 PM #124107
  Paul

  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.

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  Paul

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  03/31/2020 at 4:42 PM #124113
  GraHal

  eckaw wrote:

  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?

  

  GraHal

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  03/31/2020 at 5:01 PM #124115
  Paul

  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.

   

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  Paul

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  03/31/2020 at 5:32 PM #124123
  GraHal

  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!

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  Dr Manhattan, ArnoldB, keewee, Paul

  

  GraHal

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  03/31/2020 at 5:44 PM #124125
  Paul

  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!

  

  Paul

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  03/31/2020 at 9:40 PM #124174
  GraHal

  GraHal wrote:

  TF = 1 sec we need to optimise every day.

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

   

  

  GraHal

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  03/31/2020 at 10:35 PM #124182
  Florian

  Bravo @Grahal! You have a lucky star! 🙂

  GOOD NIGHT

   

  

  Florian

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  03/31/2020 at 10:42 PM #124185
  Florian

  @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 ! 🙂

  

  Florian

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