Discussion re Pure Renko strategy
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- This topic has 345 replies, 24 voices, and was last updated 4 years ago by bertrandpinoy.
Tagged: renko
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04/04/2020 at 5:36 PM #124625
One ultimate Code complete, please!
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04/04/2020 at 8:42 PM #12464904/04/2020 at 10:12 PM #124655I think he wants the latest working code (last = último, in spanish), mistakingly called ULTIMATE, which actually means the best!
04/04/2020 at 10:55 PM #124660which actually means the best!
…otherwise known as the one that loses the least.
04/04/2020 at 11:26 PM #12466204/05/2020 at 9:48 AM #124688@Fran55 … to get the Latest System is easy … look on the List of Attachments at the top of every page of any Topic.
In this Topic, you you will see that the most recent coded System is Attachment 75 (check it out).
To make it even easier for you … just click on the link below …
https://www.prorealcode.com/wp-content/uploads/2020/04/renko-v4-dji-10-sec-ST.itf
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04/06/2020 at 8:36 AM #12475304/06/2020 at 9:28 AM #124776i saw the different divide in the code
Where? Which Line of the Code … to save us time looking.
Post the Code Line(s) please … then we can all check it out and maybe sort it so we don’t get the divide by zero error again?
04/06/2020 at 9:53 AM #124778Hi,
it’ s the last code “renko-v4-dji-10-sec ST”
on my side, i’m seeing different divides but normally the majority aren’t .. division by a constant..
thus, maybe this one, or the second with the divide regarding the value of orderprice…
Do you see other potential divisions that can impact strategy ?
1234567891011if range<>0 thenspreadOC=abs(open-close)coeff=spreadOC/highest[6](spreadOC)*100elsecoeff=0endif//*** or maybeif longonmarket thenpp=((close/orderprice)-1)*10004/06/2020 at 10:05 AM #12478104/06/2020 at 10:19 AM #12479004/06/2020 at 10:36 AM #124801For the first time in a while DOW spread is now 5.6. Slowly coming back to normal levels…almost time to shine guys? 🙂
I confirm what i said, still going down, now it’s 5.9 agains the last week 6.4 for the 8.00-14.30 time range.
I guess that for the end of the month everything will came back to normal.04/06/2020 at 12:47 PM #124841One is with renkotype 3 and boxsize 100
The results you show are backtested with a very low spread?? (You do not show the very top where is says ProBacktest or ProOrder)
I backtested with spread = 2 and got very similar results to yours.
I then backtested with spread = 10 (realistic as average spread over 24 hours?) and the result were a loss (similar to the same System I have running in Live Forward Test / ProOrder.
If you do not agree then please say as we all want to get rich together and have the Party of a LifeTime aboard Vonasi’s Yacht!!!! 🙂
EDIT / PS
I will say though that 3 big losses (see attached) account for total losses so seems we need to tweak the stop loss or better still have a dynamic exit, or even … if position perf < 0 after x bars etc??
Sorry this is with the Proorder on demo! I will always snip with the top one next time! But how is the spread on the proorder on demo? Same as live?
Haha a party of a lifetime dosen’t sound to bad to me 😉
You can see it took 3 big losses Friday night in a very short time.
Send the pictures in the same order as last time. Don’t know why I don’t change name before I add different versions..
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04/06/2020 at 2:35 PM #124888spreadOC = max(abs(open – close), 0.000000001)
Thanks. That looks good. I will give it a try too.
04/06/2020 at 5:19 PM #124907 -
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